Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology
Year of publication: |
2004
|
---|---|
Authors: | Cacassus, Jaime ; Collin-Dufresne, Pierre |
Institutions: | Society for Economic Dynamics - SED |
Subject: | Finance |
-
Money, Macroeconomics, and Economic Policy: Essays in Honor of James Tobin
Brainard, William C.,
-
Theories and Tests for Bubbles
Sirnes, Espen, (1997)
-
Goodness of fit test for the multifractal model of asset returns
Bell, Peter, (2012)
- More ...
-
A short introduction to correlation markets
Collin-Dufresne, Pierre, (2009)
-
Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca, (2012)
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
- More ...