A Parsimonious Macroeconomic Model for Asset Pricing

DOI10.3982/ECTA6658zbMath1186.91101MaRDI QIDQ3402300

Fatih Guvenen

Publication date: 3 February 2010

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

equity premium puzzleEpstein-Zin preferenceswealth inequalityelasticity of intertemporal substitutionlimited stock market participation

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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