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Croce, Mariano M. - In: Economics letters 202 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012607134

International asset pricing with recursive preferences

Colacito, Riccardo; Croce, Mariano M. - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2651-2686

Persistent link: https://www.econbiz.de/10010237375

Toward a quantitative general equilibrium asset pricing model with intangible capital

Ai, Hengjie; Croce, Mariano M.; Li, Kai - In: The review of financial studies 26 (2013) 2, pp. 491-530

Persistent link: https://www.econbiz.de/10009717722

Investor information, long-run risk, and the duration of risky cash-flows

Croce, Mariano M.; Lettau, Martin; Ludvigson, Sydney C. - 2007

Persistent link: https://www.econbiz.de/10003427571

Investor information, long-run risk, and the term structure of equity

Croce, Mariano M.; Lettau, Martin; Ludvigson, Sydney C. - In: The review of financial studies 28 (2015) 3, pp. 706-742

Persistent link: https://www.econbiz.de/10011337564

Fiscal policies and asset prices

Croce, Mariano M.; Kung, Howard; Nguyen, Thien T.; … - In: The review of financial studies 25 (2012) 9, pp. 2635-2672

Persistent link: https://www.econbiz.de/10009630231

Investor Information, Long-Run Risk, and the Term Structure of Equity

Croce, Mariano M. - 2007

We study the role of information in asset pricing models with long-run cash flow risk. When investors can distinguish short- from long-run consumption risks (full information), the model generates a sizable equity risk premium only if the equity term structure slopes up, contrary to the data. In...

Persistent link: https://www.econbiz.de/10012465744