External habit in a production economy : a model of asset prices and consumption volatility risk
Andrew Y. Chen
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Chen, Andrew Y. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 30.2017, 8, p. 2890-2932
|
| Subject: | CAPM | Konsum | Consumption | Volatilität | Volatility | Risiko | Risk | Real-Business-Cycle-Theorie | Real business cycle model | Konjunktur | Business cycle | Theorie | Theory | USA | United States | 1948-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhx047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011755640