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Valuing data as an asset

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Housing collateral, consumption insurance and risk premia : an empirical perspective

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Housing collateral, consumption insurance and risk premia

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The returns on human capital : good news on Wall Street is bad news on main street

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Housing collateral and consumption insurance across US regions

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Housing collateral, consumption insurance, and risk premia : an empirical perspective

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A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Lustig, Hanno; Nieuwerburgh, Stijn van - 2021

In a model with housing collateral, a decrease in house prices reduces the collateral value of housing, increases household exposure to idiosyncratic risk, and increases the conditional market price of risk. This collateral mechanism can quantitatively replicate the conditional and the...

Persistent link: https://www.econbiz.de/10013224421