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Price level fluctuations under the real-bills doctrine and the quantity theory
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000797981
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Stochastic and structural fiscal policy in a monetary stationary economy
Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000797984
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Is the price of a riskier asset more volatile?
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000801997
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An simple resolution of the excess volatility puzzle
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000802015
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The price volatility of bubbly and non-bubbly assets when agents have non-time-separable-preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000802016
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The value of information in some general equilibrium models
Eckwert, Bernhard; Zilcha, Itzhak - 1998
Persistent link: https://www.econbiz.de/10000991017
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Intertemporal aspects in an aggregated two-country monetary macro model
Schittko, Ulrich K. - In: Empirica : journal of european economics 15 (1988) 1
Persistent link: https://www.econbiz.de/10001270659
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[Rezension von: Duffie, D., Dynamic asset pricing theory]
Eckwert, Bernhard - In: Journal of economics 59 (1994) 2, pp. 250-525
Persistent link: https://www.econbiz.de/10001346390
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The composition of stock price indices and the excess volatility puzzle
Drees, Burkhard - In: International review of economics & finance : IREF 4 (1995) 1, pp. 29-36
Persistent link: https://www.econbiz.de/10001178052
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The risk and price volatility of stock options in general equilibrium
Drees, Burkhard - In: The Scandinavian journal of economics 97 (1995) 3, pp. 459-467
Persistent link: https://www.econbiz.de/10001187657