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~source:"repec"
~person:"Pagel, Michaela"
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Expectations-based reference-dependent preferences
1
asset pricing
1
equity-premium puzzle
1
excess sensitivity
1
excess smoothness
1
expectations-based reference-dependent preferences
1
life-cycle consumption
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predictability
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Pagel, Michaela
Gill, David
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Daido, Kohei
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Giraud, Raphaël
4
Koch, Alexander K.
4
Murooka, Takeshi
4
Nafziger, Julia
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Layard, Richard
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Mayraz, Guy
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Post, Thierry
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Stone, Rebecca
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Zhou, Li
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Ederer, Florian
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Ely, Jeffrey C.
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Gallice, Andrea
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Giorgi, Enrico G. De
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Gómez-Miñambres, Joaquín
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Matthey, Astrid
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Rosato, Antonio
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Barenstein, Matias
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Baucells, Manel
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Carvalho, Jean-Paul
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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Expectations-Based Reference-Dependent Life-Cycle Consumption
Pagel, Michaela
-
Volkswirtschaftliche Fakultät, …
-
2013
I incorporate expectations-based
reference-dependent
preferences
into a dynamic stochastic model to explain three major …
Persistent link: https://www.econbiz.de/10011110628
Saved in:
2
Expectations-Based
Reference-Dependent
Preferences
and Asset Pricing
Pagel, Michaela
-
Volkswirtschaftliche Fakultät, …
-
2012
This paper incorporates expectations-based
reference-dependent
preferences
into the canonical Lucas-tree asset …
Persistent link: https://www.econbiz.de/10011107734
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