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Asset pricing at the millennium
Campbell, John Y. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
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Asset pricing at the millennium
Campbell, John Y. - 2000
Persistent link: https://www.econbiz.de/10001493976
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Exchange rate risk and business cycles
Lloyd, Simon; Marin, Emile A. - 2021
Persistent link: https://www.econbiz.de/10012793070
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Carry trade returns and segmented risk pricing
Schulze, Gordon - In: Atlantic economic journal : AEJ 49 (2021) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10012542770
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Testing the boundaries of applicability of standard Stochastic Discount Factor models
Pezzo, Luca; Zhu, Yinchu; Hassan, M. Kabir; Tian, Jiayuan - In: Journal of financial stability 72 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014565271
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Monetary asymmetries without (and with) price stickiness
Jaccard, Ivan - 2024
The evidence suggests that monetary policy transmission is asymmetric over the business cycle. Interacting financing frictions with a preference for liquidity provides an explanation for this fact. Our mechanism generates monetary asymmetries in a model that jointly reproduces a set of asset...
Persistent link: https://www.econbiz.de/10014527042
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Robust asset pricing with stochastic hyperbolic discounting
Wang, Haijun - In: Finance research letters 21 (2017), pp. 178-185
Persistent link: https://www.econbiz.de/10011807766
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Cash flows discounted using a model-free SDF extracted under a yield curve prior
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of risk and financial management : JRFM 14 (2021) 3/100, pp. 1-15
we use any theory on the discount factor other than its implied moment restrictions. …
Persistent link: https://www.econbiz.de/10012484936
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Mortgage payments and equity premium puzzle
Sing, Tien-foo; Zou, Yiheng - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 376-388
Persistent link: https://www.econbiz.de/10014249158
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Chapter 13 Consumption-based asset pricing
Campbell, John Y. - 2003
theory. Data from other countries are examined to see which features of the U.S. experience apply more generally. The chapter …
Persistent link: https://www.econbiz.de/10014023858