Pages that link to "Item:Q1853201"

The following pages link to Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201):

Displaying 11 items.

• Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
• Pricing of the time-change risks (Q543799) (← links)
• Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823) (← links)
• Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
• Predictability and habit persistence (Q959671) (← links)
• The impact of fat tails on equilibrium rates of return and term premia (Q1017010) (← links)
• Asset pricing with incomplete information and fat tails (Q1042357) (← links)
• Solving asset pricing models with stochastic volatility (Q1624055) (← links)
• On the existence of expected utility with CRRA under STUR (Q1927488) (← links)
• Testing for persistence in stock returns with GARCH-stable shocks (Q4610232) (← links)
• ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE (Q5489152) (← links)