Search Results - subject:"recursive preferences"

How does contagion affect general equilibrium asset prices?

Branger, Nicole; Kraft, Holger; Meinerding, Christoph - 2013 - This version: March 13, 2013

This paper analyzes the equilibrium pricing implications of contagion risk in a Lucastree economy with recursive … preferences and jumps. We introduce a new economic channel allowing for the possibility that endowment shocks simultaneously …

Persistent link: https://www.econbiz.de/10010226025

Uncertainty-induced dynamic inefficiency and the optimal inflation rate

Jung, Kuk Mo - In: International review of economics & finance : IREF 56 (2018), pp. 486-506

Persistent link: https://www.econbiz.de/10012033735

Real exchange rate variability in a two-country business cycle model

Tretvoll, Håkon - In: Review of economic dynamics 27 (2018), pp. 123-145

Persistent link: https://www.econbiz.de/10012041433

Land allocation between a multiple-stand forest and agriculture under storm risk and recursive preferences

Dumollard, Gaspard; Cara, Stéphane de - In: Journal of environmental economics and policy 7 (2018) 3, pp. 256-268

Persistent link: https://www.econbiz.de/10011912520

Rational ignorance in long-run risk models

D'Addona, Stefano - In: International journal of business and economics 17 (2018) 1, pp. 43-54

Persistent link: https://www.econbiz.de/10011997066

Term structures of asset prices and returns

Backus, David; Boyarchenko, Nina; Chernov, Mikhail - In: Journal of financial economics 129 (2018) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011981208

Volatility risk and economic welfare

Xu, Shaofeng - In: Journal of economic dynamics & control 80 (2017), pp. 17-33

Persistent link: https://www.econbiz.de/10011817622

The price of variance risk

Dew-Becker, Ian; Giglio, Stefano; Le, Anh; Giudice … - In: Journal of financial economics 123 (2017) 2, pp. 223-250

Persistent link: https://www.econbiz.de/10011748750

Estimating the elasticity of intertemporal substitution with leverage

González-Urteaga, Ana; Rubio, Gonzalo - In: The North American journal of economics and finance : a … 41 (2017), pp. 18-31

Persistent link: https://www.econbiz.de/10011878926

Precautionary saving of Chinese and U.S. households

Choi, Horag; Lugauer, Steven; Mark, Nelson C. - In: Journal of money, credit and banking : JMCB 49 (2017) 4, pp. 635-661

Persistent link: https://www.econbiz.de/10011946424

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