Risk premia in general equilibrium
Year of publication: |
2010
|
---|---|
Authors: | Posch, Olaf |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Risikoprämie | Dynamisches Gleichgewicht | Theorie | risk premium | continuous-time DSGE |
Series: | CESifo Working Paper ; 3131 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 633111856 [GVK] hdl:10419/39010 [Handle] |
Classification: | E21 - Consumption; Saving ; G12 - Asset Pricing |
Source: |
-
Risk premia in general equilibrium
Posch, Olaf, (2010)
-
Risk Premia in General Equilibrium
Posch, Olaf, (2010)
-
Risk Premia in General Equilibrium
Posch, Olaf, (2012)
- More ...
-
Natural volatility, welfare and taxation
Posch, Olaf, (2005)
-
On the estimation of the volatility-growth link
Wälde, Klaus, (2013)
-
Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM
Posch, Olaf, (2013)
- More ...