Equilibrium asset pricing in networks with mutually exciting jumps
Year of publication: |
2014 ; First version: May 2014, This version: November 2014
|
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Authors: | Branger, Nicole ; Konermann, Patrick ; Meinerding, Christoph ; Schlag, Christian |
Publisher: |
Frankfurt am Main : SAFE |
Subject: | Dynamic Networks | Mutually Exciting Processes | Asset Pricing | General Equilibrium | Recursive Preferences | Theorie | Theory | CAPM | Allgemeines Gleichgewicht | General equilibrium | Finanzmarkt | Financial market |
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