Revisiting asset pricing under habit formation in an overlapping-generations economy
Sei-Wan Kim; Joshua Krausz; Kiseok Nam
| Year of publication: |
2013
|
|---|---|
| Authors: | Kim, Sei-Wan ; Krausz, Joshua ; Nam, Kiseok |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 1, p. 132-138
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| Subject: | Equity premium | Habit formation preference | Overlapping-generations economies | Consumption asset pricing model | Calibration | CAPM | Overlapping Generations | Overlapping generations | Risikoprämie | Risk premium | Konsumtheorie | Consumption theory | Einkommenshypothese | Income hypothesis | Konsum | Consumption | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009675550