Equilibrium Asset Pricing in Directed Networks*

DOI10.1093/rof/rfaa035zbMath1489.91276OpenAlexW3121449681MaRDI QIDQ5071832

Christoph Meinerding, Christian Schlag, Patrick Konermann, Nicole Branger

Publication date: 22 April 2022

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/182301

zbMATH Keywords

recursive preferencesmutually exciting processesdirected cash flow networksdirected shocks

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial networks (including contagion, systemic risk, regulation) (91G45)

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