A continuous-time macro-finance model with Knightian uncertainty
Year of publication: |
2023
|
---|---|
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
|
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 |
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