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Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns
Bidarkota, Prasad V.; McCulloch, J. Huston - In: Journal of economic dynamics & control 27 (2003) 3, pp. 399-421
Persistent link: https://www.econbiz.de/10001706327
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Consumption equilibrium asset pricing in two Asian emerging markets
Chen, Ming-Hsiang; Bidarkota, Prasad V. - In: Journal of Asian economics 15 (2004) 2, pp. 305-319
Persistent link: https://www.econbiz.de/10002118999
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Incomplete information in a long run risks model of asset pricing
Bidarkota, Prasad V. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003734313
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The impact of fat tails on equilibrium rates of return and term premia
Bidarkota, Prasad V.; Dupoyet, Brice V. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 887-905
Persistent link: https://www.econbiz.de/10003421631
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Intrinsic bubbles and fat tails in stock prices : a note
Bidarkota, Prasad V.; Dupoyet, Brice V. - In: Macroeconomic dynamics 11 (2007) 3, pp. 405-422
Persistent link: https://www.econbiz.de/10003521988
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On the economic impact of modeling nonlinearities : the asset pricing example
Bidarkota, Prasad V. - In: Macroeconomic dynamics 10 (2006) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10003258362
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A long-run risks model of asset pricing with fat tails
Wang, Zhiguang (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003814891
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Asset pricing with incomplete information and fat tails
Bidarkota, Prasad V.; Dupoyet, Brice V.; McCulloch, J. … - In: Journal of economic dynamics & control 33 (2009) 6, pp. 1314-1331
Persistent link: https://www.econbiz.de/10003844236
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A long-run rsiks model of asset pricing with fat tails
Wang, Zhiguang; Bidarkota, Prasad V. - In: Review of finance : journal of the European Finance … 14 (2010) 3, pp. 409-449
Persistent link: https://www.econbiz.de/10008662615
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Time-varying risk and risk premiums in frontier markets
Todorov, Galin; Bidarkota, Prasad V. - In: Journal of emerging markets 18 (2013) 3, pp. 18-35
Persistent link: https://www.econbiz.de/10010519779