Shock elasticities and impulse responses (Q475311): Difference between revisions

@@ Property / author @@
-José Alexandre Scheinkman
@@ Property / author: José Alexandre Scheinkman / rank @@
-Normal rank
@@ Property / author @@
+José Alexandre Scheinkman
@@ Property / author: José Alexandre Scheinkman / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11579-014-0122-4
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@@ Property / OpenAlex ID @@
+W3123901598
@@ Property / OpenAlex ID: W3123901598 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
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+Examining macroeconomic models through the lens of asset pricing
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+Nonlinear system theory: Another look at dependence
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+Stochastic Differential Utility
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+Multi-factor term structure models
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Nonlinear Dynamic Structures
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+Dynamic Valuation Decomposition Within Stochastic Economies
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+Long-Term Risk: An Operator Approach
@@ Property / cites work: Long-Term Risk: An Operator Approach / rank @@
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+Pricing growth-rate risk
@@ Property / cites work: Pricing growth-rate risk / rank @@
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@@ Property / cites work @@
+Impulse response analysis in nonlinear multivariate models
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@@ Property / cites work @@
+Temporal Resolution of Uncertainty and Dynamic Choice Theory
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+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
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+Optimal consumption and portfolio selection with stochastic differential utility
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@@ links / mardi / name / links / mardi / name @@
+Publication:475311