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COMPETITIVE CREDIT MARKETS WITH MORAL HAZARD AND PERFECT SCREENING: THE INEFFICIENCY OF PROJECT SELECTION.

STRAND, J. - Økonomisk institutt, Universitetet i Oslo - 1990

Persistent link: https://www.econbiz.de/10005652097

SOCIAL DISCOUNT RATES UNDER UNCERTAINTY- A REEXAMINATION AND EXTENSION OF SANDMO'S "FARM" MODEL.

LUND, D. - Økonomisk institutt, Universitetet i Oslo - 1988

Persistent link: https://www.econbiz.de/10005652161

THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET.

TURNER, C.M.; STARTZ, R.; NELSON, C.R. - Department of Economics, University of Washington - 1989

Persistent link: https://www.econbiz.de/10005657391

Risk, Optimal Government Finance, and Monetary Policies in a Growing Economy.

Grinols, E-L; Turnovsky, S-J - Department of Economics, University of Washington - 1997

general types. First, both capital income taxes and monetary growth are shown to influence the economy through effective risk … risk-adjusted balanced budget. …

Persistent link: https://www.econbiz.de/10005657406

The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model.

Ozcam, A.; Judge, G.; Bera, A.; Yancey, T. - CentER for Economic Research, Universiteit van Tilburg - 1991

Persistent link: https://www.econbiz.de/10005660528

A RISK AVERSE PRICE-SETTING MONOPOLIST IN A MODEL OF INTERNATIONAL TRADE.

LAHIRI, S.; SHEEN, J. - School of Economics, Faculty of Arts and Social Sciences - 1989

Persistent link: https://www.econbiz.de/10005660717

The Pricing of Time-Varing Beta.

Gonzalez-Rivera, G. - A. Gary Anderson Graduate School of Management, … - 1996

We examine asset pricing models with time-varying betas. In the framework of the conditional Arbitrage Pricing Theory (APT), we show that if the betas are time-varying, the conditional probability distribution of returns depends on the conditional probability distribution od betas. We prove that...

Persistent link: https://www.econbiz.de/10005660838