Asset returns and business cycles in models with investment adjustment costs

DOI10.1016/J.ECONLET.2004.07.007MaRDI QIDQ1927733zbMATH OpenOpenAlexFDO

Authors Kevin E. Beaubrun-Diant, Fabien Tripier

Publication date 2 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2004.07.007

zbMATH Keywords

adjustment costsasset returnsbusiness cycles

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• Fiscal shocks and their consequences.

Cited in

(10)

• Agency costs and business cycles
• Aggregate investment in a business cycle model with adjustment costs
• Factor adjustment costs: a structural investigation
• Capital adjustment costs and firm risk aversion
• Business-cycle pattern of asset returns: a general equilibrium explanation
• Labor adjustment costs and complex eigenvalues
• An Adjustment Cost Model of Asset Pricing
• Financing asset sales and business cycles
• Replicating business cycles and asset returns with sentiment and low risk aversion
• Do adjustment costs explain investment-cash flow insensitivity?

Describes a project that uses

Uses Software

• Uhlig Toolkit

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