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On the consequences of state dependent preferences for the pricing of financial assets

Danthine, Jean-Pierre; Donaldson, John B.; Giannikos, … - 2002

Persistent link: https://www.econbiz.de/10001735340

On the consequences of state-dependent preferences for the princing of financial assets

Danthine, Jean-Pierre; Donaldson, John B.; Giannikos, … - 2003

Persistent link: https://www.econbiz.de/10001749687

On the consequences of state dependent preferences for the pricing of financial assets

Danthine, Jean-Pierre; Donaldson, John B.; Giannikos, … - In: Finance research letters 1 (2004) 3, pp. 143-153

Persistent link: https://www.econbiz.de/10003307274

On the Consequences of State Dependent Preferences for the Pricing of Financial Assets

Danthine, Jean-Pierre - 2011

This paper introduces state dependent utility into the standard Mehra and Prescott (1985) economy by allowing the representative agent's coefficient of relative risk aversion to vary with the underlying economy's growth rate. Existence of equilibrium is proved and its asymptotic properties...

Persistent link: https://www.econbiz.de/10012714925

The US housing market : asset pricing forecasts using time varying coefficients

Guirguis, Hany; Giannikos, Christos; Anderson, Randy I. - In: The journal of real estate finance and economics 30 (2005) 1, pp. 33-53

Persistent link: https://www.econbiz.de/10002694049

The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms

Giannikos, Christos; Guirguis, Hany; Suen, Michael - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10010191936

Hedge funds and the housing bubble

Giannikos, Christos; Guirguis, Hany; Schizas, Panagiotis - In: Applied financial economics 24 (2014) 16/18, pp. 1063-1073

Persistent link: https://www.econbiz.de/10010419039

Modelling the blind principal bid basket trading cost

Giannikos, Christos; Guirguis, Hany; Suen, Tin Shan - In: European financial management : the journal of the … 18 (2012) 2, pp. 271-302

Persistent link: https://www.econbiz.de/10009531447

A note on the effect of expected changes in monetary policy on long-term interest rates

Guirguis, Hany; Giannikos, Christos - In: Journal of applied economics 10 (2007) 1, pp. 99-114

Persistent link: https://www.econbiz.de/10003706591

Pricing dynamics between single stock futures and the underlying spot security

Boney, Vaneesha; Giannikos, Christos; Guirguis, Hany - In: International journal of business and economics 17 (2018) 2, pp. 179-191

Persistent link: https://www.econbiz.de/10011997113