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Formación de precios de activos con mercados incompletos
Lucas, Deborah - In: Información comercial española / Cuadernos económicos (1992), pp. 39-57
Persistent link: https://www.econbiz.de/10001138479
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Asset pricing with undiversifiable income risk and short sales constraints : deepening the equity premium puzzle
Lucas, Deborah - In: Journal of monetary economics 34 (1994) 3, pp. 325-341
Persistent link: https://www.econbiz.de/10001175097
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Evaluating the effects of incomplete markets on risk sharing and asset pricing
Heaton, John; Lucas, Deborah - 1993
Persistent link: https://www.econbiz.de/10000855305
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The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices
Heaton, John - In: Carnegie Rochester conference series on public policy : … 42 (1995), pp. 1-32
Persistent link: https://www.econbiz.de/10001183800
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Evaluating the effects of incomplete markets on risk sharing and asset pricing
Heaton, John - In: Journal of political economy 104 (1996) 3, pp. 443-487
Persistent link: https://www.econbiz.de/10001199127
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Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
Heaton, John; Lucas, Deborah - 2021
We examine asset prices and consumption patterns in a model in which agents face both aggregate and idiosyncratic income shocks, and insurance markets are incomplete. Agents reduce consumption variability by trading in a stock and bond market to offset idiosyncratic shocks, but transactions...
Persistent link: https://www.econbiz.de/10013247655
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Can heterogeneity, undiversified risk, and trading frictions solve the equity premium puzzle?
Heaton, John; Lucas, Deborah - In: Handbook of the equity risk premium, (pp. 535-557). 2008
Persistent link: https://www.econbiz.de/10003599046
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Can heterogeneity, undiversified risk, and trading frictions solve the equity premium puzzle?: discussion
Storesletten, Kjetil - In: Handbook of the equity risk premium, (pp. 558-563). 2008
Persistent link: https://www.econbiz.de/10003599064
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Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
Heaton, John - 1993
We examine asset prices and consumption patterns in a model in which agents face both aggregate and idiosyncratic income shocks, and insurance markets are incomplete. Agents reduce consumption variability by trading in a stock and bond market to offset idiosyncratic shocks, but transactions...
Persistent link: https://www.econbiz.de/10012474713