A continuous-time macro-finance model with Knightian uncertainty
Jie Mao, Guanxiong Shen, Jingzhou Yan
| Year of publication: |
2023
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|---|---|
| Authors: | Mao, Jie ; Shen, Guanxiong ; Yan, Jingzhou |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 77.2023, p. 1-15
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| Subject: | Continuous-time macro-finance model | Full equilibrium dynamics | Knightian uncertainty | Minsky moment | Systemic risk | Theorie | Theory | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Finanzmarkt | Financial market | Dynamisches Gleichgewicht | Dynamic equilibrium | Zinsstruktur | Yield curve | Makroökonomik | Macroeconomics | Systemrisiko | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101929 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463659