The following pages link to Affine General Equilibrium Models (Q3117767):
Displaying 9 items.
- Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- Asset prices in affine real business cycle models (Q1994603) (← links)
- Fundamental bubbles in equity markets (Q2156535) (← links)
- Affine model of inflation-indexed derivatives and inflation risk premium (Q2256214) (← links)
- EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY (Q2976130) (← links)
- AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (Q3005841) (← links)
- NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS (Q3465605) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
