SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE (Q5483953): Difference between revisions
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| Property / cites work: Generalized spectral estimation of the consumption-based asset pricing model / rank | |||
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| Property / cites work: An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications / rank | |||
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| Property / full work available at URL: https://doi.org/10.1017/s1365100506050164 / rank | |||
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Latest revision as of 10:24, 30 July 2024
scientific article; zbMATH DE number 5048979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE |
scientific article; zbMATH DE number 5048979 |
Statements
SPECTRAL PROPERTIES OF ASSET PRICING MODELS: A GENERAL EQUILIBRIUM PERSPECTIVE (English)
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24 August 2006
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equity premium puzzle
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habit formation
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capital adjustment cost
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spectral analysis
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