Asset pricing with time preference shocks: existence and uniqueness
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Cites work
- Bond risk premia in consumption-based models
- Dynamic programming with state-dependent discounting
- Existence and uniqueness of recursive utilities without boundedness
- Fixed points of increasing operators in ordered Banach spaces and applications
- scientific article; zbMATH DE number 3195672 (Why is no real title available?)
- Identifying long-run risks: a Bayesian mixed-frequency approach
- Long-Term Risk: An Operator Approach
- On recursive utilities with non-affine aggregator and conditional certainty equivalent
- Recursive utility and the Ramsey problem
- Solving asset pricing models with Gaussian shocks
- Solving asset pricing models with stochastic volatility
- Stochastic optimal growth model with risk sensitive preferences
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Uncertainty shocks in a model of effective demand
- Uncertainty Shocks in a Model of Effective Demand: Comment
- Unique solutions for stochastic recursive utilities
- Unique Tarski Fixed Points
- Valuation risk revalued
- Variational, topological, and partial order methods with their applications
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