Estimating the elasticity of intertemporal substitution with leverage
Year of publication: |
July 2017
|
---|---|
Authors: | González-Urteaga, Ana ; Rubio, Gonzalo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 41.2017, p. 18-31
|
Subject: | Elasticity of intertemporal substitution | Leverage | Consumption | Recursive preferences | Dynamic estimation | Substitutionselastizität | Elasticity of substitution | Intertemporale Entscheidung | Intertemporal choice | Schätzung | Estimation | Konsumtheorie | Consumption theory | Privater Konsum | Private consumption | Intertemporale Allokation | Intertemporal allocation | Dynamische Wirtschaftstheorie | Economic dynamics | Konsum | Sparen | Savings | Kapitalstruktur | Capital structure |
-
Gomes, Fábio A., (2015)
-
Subjective intertemporal substitution
Crump, Richard K., (2022)
-
Gomes, Fábio A., (2013)
- More ...
-
Spillover dynamics effects between risk-neutral equity and Treasury volatilities
González-Urteaga, Ana, (2022)
-
The joint cross-sectional variation of equity returns and volatilities
González-Urteaga, Ana, (2017)
-
The cross-sectional variation of volatility risk premia
González-Urteaga, Ana, (2016)
- More ...