ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY

DOI10.1017/S1365100507060373zbMath1132.91463OpenAlexW2088594685MaRDI QIDQ5444680

Sharon G. Harrison, Natalia Gershun

Publication date: 25 February 2008

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100507060373

zbMATH Keywords

Equity premiumvolatility puzzleindeterminacy.

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Cites Work

• Capacity utilization under increasing returns to scale
• Indeterminacy and increasing returns
• Real business cycles and the animal spirits hypothesis
• Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
• Labour Relations and Asset Returns

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