Similar Search Results - EconBiz

The term structure of equity and interest rates

Lettau, Martin; Wachter, Jessica - 2010

Persistent link: https://www.econbiz.de/10008906825

Uninsured countercyclical risk : an aggregation result and application to optimal monetary policy

Braun, R. Anton; Nakajima, Tomoyuki - 2011

We consider an incomplete-markets economy with capital accumulation and endogenous labor supply. Individuals face countercyclical idiosyncratic labor and asset risk. We derive conditions under which the aggregate allocations and price system can be found by solving a representative agent...

Persistent link: https://www.econbiz.de/10008909048

On a class of renewal queueing and risk processes

Thampi, K. K.; Jacob, M. J. - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 204-220

Persistent link: https://www.econbiz.de/10003953368

Risk management in a pure unit root

Davidsson, Marcus - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 224-234

Persistent link: https://www.econbiz.de/10003953372

A rational expectations consistent measure of risk : using financial market data from a middle income context

Fedderke, Johannes W.; Pillay, Neryvia - In: Oxford bulletin of economics and statistics 72 (2010) 6, pp. 769-793

Persistent link: https://www.econbiz.de/10008779882

Of religion and redemption : evidence from default on Islamic loans

Baele, Lieven; Farooq, Moazzam; Ongena, Steven - 2010 - This Draft: October 2010

Persistent link: https://www.econbiz.de/10008798313

Semi-parametric estimation of joint large movements of risky assets

Dias, Alexandra - 2008

Persistent link: https://www.econbiz.de/10008856297

A multiplier approach to understanding the macro implications of household finance

Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2007

Persistent link: https://www.econbiz.de/10003587991

Ryzyko w procesach gospodarczych, społecznych i inwestycjach kapitałowych

Szkutnik, Włodzimierz (contributor) - 2007

Persistent link: https://www.econbiz.de/10003697481

The flypaper effect in individual investor asset allocation

Choi, James J.; Laibson, David I.; Madrian, Brigitte C. - 2007

Persistent link: https://www.econbiz.de/10003616003

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