Labour Relations and Asset Returns

DOI10.1111/1467-937X.00197MaRDI QIDQ4542450zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Danthine, John B. Donaldson

Publication date 1 August 2002

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-937x.00197

zbMATH Keywords

dynamic GE modelreturn volatilities

Mathematics Subject Classification ID

Recommendations

• Asset pricing with endogenously uninsurable tail risk
• On the cyclical allocation of risk
• Asset returns in an endogenous growth model with incomplete markets
• Returns-to-scale and the equity premium puzzle
• Risk premiums and macroeconomic dynamics in a heterogeneous agent model

Cited in

(14)

• Capital adjustment costs and firm risk aversion
• Returns-to-scale and the equity premium puzzle
• Endogenous risk in a DSGE model with capital-constrained financial intermediaries
• Stock prices and the risk-free rate: an internal rationality approach
• Bargaining shocks and aggregate fluctuations
• Business-cycle pattern of asset returns: a general equilibrium explanation
• Pension plan funding, technology choice, and the equity risk premium
• Slow-moving capital and stock returns
• ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY
• IDIOSYNCRATIC SHOCKS AND ASSET RETURNS IN THE REAL-BUSINESS-CYCLE MODEL: AN APPROXIMATE ANALYTICAL APPROACH
• Asset pricing with endogenously uninsurable tail risk
• Risk premiums and macroeconomic dynamics in a heterogeneous agent model
• Replicating business cycles and asset returns with sentiment and low risk aversion
• Intangible capital, corporate valuation and asset pricing

This page was built for publication: Labour Relations and Asset Returns

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4542450)