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Asset Pricing in a Low Rate Environment

Azinović, Marlon; Cole, Harold L.; Kubler, Felix - National Bureau of Economic Research - 2023

We examine asset prices in environments where the risk-free rate lies considerably below the growth rate. To do so, we introduce a tractable model of a production economy featuring heterogeneous trading technologies, as well as idiosyncratic and aggregate risk. We show that allowing for the...

Persistent link: https://www.econbiz.de/10014436963

Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy

Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: Review of economic dynamics 20 (2016), pp. 215-239

Persistent link: https://www.econbiz.de/10011635806

Computable general equilibrium with financial markets

Kubler, Felix - In: Economic theory : official journal of the Society for … 18 (2001) 1, pp. 73-96

Persistent link: https://www.econbiz.de/10001592808

The impact of portfolio constraints in infinite-horizon incomplete-markets models

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: The theory of markets : [proceedings of the Colloquium …, (pp. 193-215). 1999

Persistent link: https://www.econbiz.de/10001509034

Asset trading volume with dynamically complete markets and heterogenous agents

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - 2000

Persistent link: https://www.econbiz.de/10001487642

The robustness of the CAPM-A computational approach

Herings, Peter Jean-Jacques; Kubler, Felix - 1999

Persistent link: https://www.econbiz.de/10001393628

Computing equilibria in finance economies

Herings, Peter Jean-Jacques; Kubler, Felix - 2000

Persistent link: https://www.econbiz.de/10001559730

Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time

Kubler, Felix; Schmedders, Karl - In: Economic theory : official journal of the Society for … 22 (2003) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001770275

Asset trading volume with dynamically complete markets and heterogeneous agents

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 2203-2217

Persistent link: https://www.econbiz.de/10001797834

Recursive equilibria in economies with incomplete markets

Kubler, Felix; Schmedders, Karl - In: Macroeconomic dynamics 6 (2002) 2, pp. 284-306

Persistent link: https://www.econbiz.de/10001659504

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