Asset pricing in dynamic stochastic general equilibrium models with indeterminacy
Year of publication: |
2008
|
---|---|
Authors: | Gershun, Natalia ; Harrison, Sharon G. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 12.2008, 1, p. 50-71
|
Subject: | CAPM | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process | Skalenertrag | Returns to scale | Sunspots | USA | United States |
-
Perspectives on asset pricing in dynamic production economies
Gershun, Natalia, (2003)
-
A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy, (1997)
-
Gavin, William T., (2007)
- More ...
-
ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY
GERSHUN, NATALIA, (2008)
-
Financial implications of models with indeterminacy and variable capacity utilization
Gershun, Natalia, (2005)
-
ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY
Gershun, Natalia, (2008)
- More ...