A NOTE ON THE EXACT SOLUTION OF ASSET PRICING MODELS WITH HABIT PERSISTENCE

DOI10.1017/S1365100506050139zbMath1151.91495OpenAlexW1995708823MaRDI QIDQ5483957

Imen Ghattassi, Patrick Fève, Fabrice Collard

Publication date: 24 August 2006

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

Full work available at URL: https://doi.org/10.1017/s1365100506050139

zbMATH Keywords

asset pricinghabit persistenceprice--dividend ratio

Mathematics Subject Classification ID

Related Items (2)

Solving asset pricing models with stochastic volatility ⋮ Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks

Cites Work

• Solving asset pricing models with Gaussian shocks
• Exact solution of asset pricing models with arbitrary shock distributions
• Asset Prices in an Exchange Economy

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