Explaining bond returns in heterogeneous agent models: The importance of higher-order moments

DOI10.1016/S0165-1889(99)00043-3zbMath0968.91023MaRDI QIDQ1575613

N. Delaunay

Publication date: 21 August 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

mean; variance; borrowing constraint; discount bond returns

Mathematics Subject Classification ID

91B68: Matching models

Related Items

The importance of the number of different agents in a heterogeneous asset-pricing model

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