Equilibrium asset pricing in directed networks
Nicole Branger, Patrick Konermann, Christoph Meinerding, and Christian Schlag
| Year of publication: |
2021
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|---|---|
| Authors: | Branger, Nicole ; Konermann, Patrick ; Meinerding, Christoph ; Schlag, Christian |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 25.2021, 3, p. 777-818
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| Subject: | Directed cash flow networks | directed shocks | mutually exciting processes | recursive preferences | Theorie | Theory | Schock | Shock | Cash Flow | Cash flow | Netzwerk | Network | CAPM | Soziales Netzwerk | Social network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfaa035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012546200