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Using Asset Prices to Measure the Cost of Business Cycles
Alvarez, Fernando; Jermann, Urban J. - In: Journal of political economy 112 (2004) 6, pp. 1223-1256
Persistent link: https://www.econbiz.de/10007644311
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Efficiency, Equilibrium, and Asset Pricing with Risk of Default
Alvarez, Fernando; Jermann, Urban J. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 4, pp. 775-798
Persistent link: https://www.econbiz.de/10006779089
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Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
Alvarez, Fernando; Jermann, Urban J. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 6, pp. 1977-2016
Persistent link: https://www.econbiz.de/10006750271
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THE SIZE OF THE PERMANENT COMPONENT OF ASSET PRICING KERNELS
Alvarez, Fernando; Jermann, Urban J. - 2001
Persistent link: https://www.econbiz.de/10006978538
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USING ASSET PRICES TO MEASURE THE COST OF BUSINESS CYCLES
Alvarez, Fernando; Jermann, Urban J. - 2000
Persistent link: https://www.econbiz.de/10006981941
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QUANTITATIVE ASSET PRICING IMPLICATIONS OF ENDOGENOUS SOLVENCY CONSTRAINTS
Alvarez, Fernando; Jermann, Urban J. - 1999
Persistent link: https://www.econbiz.de/10006989639
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Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
Alvarez, Fernando; Jermann, Urban J. - In: The review of financial studies 14 (2001) 4, pp. 1117-1152
Persistent link: https://www.econbiz.de/10007041191
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Using asset prices to measure the cost of business cycles
Alvarez Garrido, Fernando; Jermann, Urban J. - 2000
Persistent link: https://www.econbiz.de/10001523082
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Quantitative asset pricing implications of endogenous solvency constraints
Alvarez Garrido, Fernando; Jermann, Urban J. - In: The review of financial studies 14 (2001) 4, pp. 1117-1151
Persistent link: https://www.econbiz.de/10001619466
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Quantitative asset pricing implications of endogenous solvency constraints
Alvarez Garrido, Fernando; Jermann, Urban J. - 1999
Persistent link: https://www.econbiz.de/10001393946