On user costs of risky monetary assets

DOI10.1007/S10436-004-0003-6MaRDI QIDQ665532zbMATH OpenOpenAlexFDO

Authors William A. Barnett, Shu Wu

Publication date 5 March 2012

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10436-004-0003-6

zbMATH Keywords

CAPMmonetary aggregationpricing kernelriskuser costs

Mathematics Subject Classification ID

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Cites work

• CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS
• COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN
• Economic monetary aggregates. An application of index number and aggregation theory
• THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE

Cited in

(9)

• A new \& simple model of currency crisis: bifurcations and the emergence of a bad equilibrium
• Functional monetary aggregates, monetary policy, and business cycles
• Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries
• MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
• CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS
• Introduction to internally consistent modeling, aggregation, inference, and policy
• The discounted economic stock of money with VAR forecasting
• Editorial. Introduction to measurement with theory
• How better monetary statistics could have signaled the financial crisis

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