IDIOSYNCRATIC SHOCKS AND ASSET RETURNS IN THE REAL-BUSINESS-CYCLE MODEL: AN APPROXIMATE ANALYTICAL APPROACH

DOI10.1017/S1365100505040216zbMath1082.91046OpenAlexW2137674603MaRDI QIDQ5717113

Eva Cárceles-Poveda

Publication date: 12 January 2006

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

Full work available at URL: https://doi.org/10.1017/s1365100505040216

zbMATH Keywords

Analytical SolutionAsset PricesIncomplete MarketsRBC Model

Mathematics Subject Classification ID

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

Related Items (2)

Capital adjustment costs and firm risk aversion ⋮ Stock prices and monetary policy shocks: a general equilibrium approach

Cites Work

• Capital adjustment costs and firm risk aversion
• A Theory of Competitive Equilibrium in Stock Market Economies
• EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
• Labour Relations and Asset Returns
• THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH

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