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A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih - 2009
Persistent link: https://www.econbiz.de/10003874365
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A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1711-1750
Persistent link: https://www.econbiz.de/10003943413
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A parsimonious macroeconomic model for asset pricing
Guvenen, Fatih - 2009
Persistent link: https://www.econbiz.de/10009523968
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Another look at the equity risk premium puzzle
Bamberg, Günter; Heiden, Sebastian - In: German economic review 16 (2015) 4, pp. 490-501
Persistent link: https://www.econbiz.de/10011392268
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Beyond the local mean-variance analysis in continuous time : the problem of non-normality
Aase, Knut K.; Lillestøl, Jostein - 2015
Persistent link: https://www.econbiz.de/10010515222
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World equity premium based risk aversion estimates
Pozzi, Lorenzo; Vries, Casper G. de; Zenhorst, J. - 2010
CAPM under power utility is excessively high. Moreover, estimates in the literature vary considerably across countries. We …
Persistent link: https://www.econbiz.de/10011379612
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On the robustness of theoretical asset pricing models
Phelan, Gregory; Akira Toda, Alexis - 2015
Persistent link: https://www.econbiz.de/10011333100
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Essays on asset pricing
DaSilva, Amadeu - 2007
Persistent link: https://www.econbiz.de/10009691366
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Wage rigidity : a solution to several asset pricing puzzles
Favilukis, Jack; Lin, Xiaoji - 2012
In standard production models wage volatility is far too high and equity volatility is far too low. A simple modification - sticky wages due to infrequent resetting together with a CES production function - leads to both (i) smoother wages and (ii) higher equity volatility. Furthermore, the...
Persistent link: https://www.econbiz.de/10009625907
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Market incompleteness and the equity premium puzzle : evidence from state-level data
Jacobs, Kris; Pallage, Stéphane J.; Robe, Michel A. - In: Journal of banking & finance 37 (2013) 2, pp. 378-388
Persistent link: https://www.econbiz.de/10009705649