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Leverage and the price volatility of equity shares in equilibrium
Drees, Burkhard; Eckwert, Bernhard - In: The quarterly review of economics and finance : journal … 40 (2000) 2, pp. 155-167
Persistent link: https://www.econbiz.de/10001509383
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Price volatility and risk with non-separability of preferences
Drees, Burkhard; Eckwert, Bernhard - In: Mathematical social sciences 39 (2000) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001455759
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The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000789283
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Is the price of a riskier asset more volatile?
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000801997
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An simple resolution of the excess volatility puzzle
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000802015
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The price volatility of bubbly and non-bubbly assets when agents have non-time-separable-preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000802016
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The risk and price volatility of stock options in general equilibrium
Drees, Burkhard - In: The Scandinavian journal of economics 97 (1995) 3, pp. 459-467
Persistent link: https://www.econbiz.de/10001187657
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Intrinsic bubbles and asset price volatility
Drees, Burkhard - In: Economic theory : official journal of the Society for … 9 (1997) 3, pp. 499-510
Persistent link: https://www.econbiz.de/10001218883
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Equilibrium term structure relations of risky assets in incomplete markets
Eckwert, Bernhard - In: The quarterly review of economics and finance : journal … 36 (1996) 3, pp. 327-346
Persistent link: https://www.econbiz.de/10001209974
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Equilibrium term structure relations of risky assets in incomplete markets
Eckwert, Bernhard - 1993
Persistent link: https://www.econbiz.de/10013388095