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CAPM 1 Continuous-time macro-finance model 1 Decision under uncertainty 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Entscheidung unter Unsicherheit 1 Financial market 1 Finanzmarkt 1 Full equilibrium dynamics 1 Knightian uncertainty 1 Macroeconomics 1 Makroökonomik 1 Minsky moment 1 Risiko 1 Risk 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1 Yield curve 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Mao, Jie 1 Shen, Guanxiong 1 Yan, Jingzhou 1
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Pacific-Basin finance journal 1
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ECONIS (ZBW) 1
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A continuous-time macro-finance model with Knightian uncertainty
Mao, Jie; Shen, Guanxiong; Yan, Jingzhou - In: Pacific-Basin finance journal 77 (2023), pp. 1-15
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