Asset prices in a labor search model with confidence shocks

DOI10.1016/J.JEDC.2022.104564zbMATH Open1518.91293OpenAlexW4308888913MaRDI QIDQ6106629FDOQ6106629

Authors: Pavel Krivenko 

Publication date: 3 July 2023

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104564

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zbMATH Keywords

ambiguitybusiness cyclestock marketequity premiumlabor search

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Labor markets (91B39)

Cites Work

• Rounding probabilistic expectations in surveys
• Recursive multiple-priors.
• On booms that never bust: ambiguity in experimental asset markets with bubbles
• Labor market search, endogenous disasters and the equity premium puzzle
• A theoretical foundation of ambiguity measurement

Cited In (1)

• Uncertainty shocks, asset supply and pricing over the business cycle

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