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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014
Persistent link: https://www.econbiz.de/10010360490
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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 415-460
Persistent link: https://www.econbiz.de/10011738413
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What information drives asset prices?
Ghosh, Anisha; Kōnstantinidēs, Giōrgos - In: Review of asset pricing studies : RAPS 11 (2021) 4, pp. 837-885
Persistent link: https://www.econbiz.de/10012694395
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Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks
Kōnstantinidēs, Giōrgos - National Bureau of Economic Research - 2021
I estimate welfare benefits of eliminating idiosyncratic consumption shocks unrelated to the business cycle as 47.3% of household utility and benefits of eliminating idiosyncratic shocks related to the business cycle as 3.4% of utility. Estimates of the former substantially exceed earlier ones...
Persistent link: https://www.econbiz.de/10012599299
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Asset pricing with heterogenous consumers and limited participation : empirical evidence
Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - 1999
Persistent link: https://www.econbiz.de/10001447281
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Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - 1999
Persistent link: https://www.econbiz.de/10001425214
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Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E. - In: Journal of financial economics 29 (1991) 2, pp. 199-240
Persistent link: https://www.econbiz.de/10001112194
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Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - In: Journal of political economy 110 (2002) 4, pp. 793-824
Persistent link: https://www.econbiz.de/10001688151
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Junior must pay : pricing the implicit put in privatizing social security
Kōnstantinidēs, Giōrgos; Donaldson, John B.; Mehra, … - 2002
Persistent link: https://www.econbiz.de/10001665026
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Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - 2002
Persistent link: https://www.econbiz.de/10001653861