Risk premia in general equilibrium
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Publication:654607
DOI10.1016/J.JEDC.2010.12.017zbMATH Open1229.91209OpenAlexW3121948828MaRDI QIDQ654607FDOQ654607
Authors: Olaf Posch 
Publication date: 29 December 2011
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.2010.12.017
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Cited In (15)
- Equilibrium implications of interest rate smoothing
- Numerical solution of dynamic equilibrium models under Poisson uncertainty
- Equilibrium variance risk premium in a cost-free production economy
- Flexibility, endogenous risk, and the protection premium
- Risk premia and overshooting
- Nonlinear risk
- Asymmetries in risk premia, macroeconomic uncertainty and business cycles
- Risk premiums and macroeconomic dynamics in a heterogeneous agent model
- Credit risk in general equilibrium
- Labor market search, endogenous disasters and the equity premium puzzle
- Why do risk premia vary over time? a theoretical investigation under habit formation
- Estimating dynamic equilibrium models using mixed frequency macro and financial data
- On bivariate risk premia
- De minimis and equity in risk
- Partial equilibrium in risk-based production decisions
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