General equilibrium asset pricing under regime switching (Q2790484)
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scientific article; zbMATH DE number 6549814
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | General equilibrium asset pricing under regime switching |
scientific article; zbMATH DE number 6549814 |
Statements
4 March 2016
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general equilibrium
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representative agent
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utility function
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regime switching
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stochastic discount factor
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equity premium puzzle
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General equilibrium asset pricing under regime switching (English)
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0.8384016156196594
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0.797141969203949
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0.7791105508804321
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0.7771552205085754
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0.7739696502685547
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