Asset price fluctuations without aggregate shocks
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Publication:2455655
DOI10.1016/j.jet.2006.06.005zbMath1256.91017MaRDI QIDQ2455655
Publication date: 26 October 2007
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-88689
91B52: Special types of economic equilibria
91B54: Special types of economic markets (including Cournot, Bertrand)
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Endogenous participation risk in speculative markets, Is dynamic general equilibrium a theory of everything?
Cites Work
- Asset prices and the distribution of wealth
- A Difficulty with the Optimum Quantity of Money
- Debt Constrained Asset Markets
- Rational Asset Pricing Bubbles
- Liquidity Constrained Markets Versus Debt Constrained Markets
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default