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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika; Karolyi, G.Andrew; Ronchetti, Elvezio - In: Journal of empirical finance 14 (2007) 4, pp. 546-563
Persistent link: https://www.econbiz.de/10007763664
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Incomplete-market dynamics in a neoclassical production economy
Angeletos, George-Marios; Calvet, Laurent-Emmanuel - In: Journal of mathematical economics 41 (2005) 4, pp. 407-438
Persistent link: https://www.econbiz.de/10006016211
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Idiosyncratic production risk, growth and the business cycle
Angeletos, George-Marios; Calvet, Laurent-Emmanuel - In: Journal of monetary economics 53 (2006) 6, pp. 1095-1116
Persistent link: https://www.econbiz.de/10007630942
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INCOMPLETE MARKET DYNAMICS IN NEOCLASSICAL PRODUCTION ECONOMY
Angeletos, George-Marios; Calvet, Laurent-Emmanuel - 2004
Persistent link: https://www.econbiz.de/10006960712