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Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints

Marcet, Albert; Singleton, Kenneth J. - Department of Economics and Business, Universitat … - 1990

We study the quantitative properties of a dynamic general equilibrium model in which agents face both idiosyncratic and aggregate income risk, state-dependent borrowing constraints that bind in some but not all periods and markets are incomplete. Optimal individual consumption -savings plans and...

Persistent link: https://www.econbiz.de/10005772584

Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints

Marcet, Albert; Singleton, Kenneth J. - 1998 - Rev

Persistent link: https://www.econbiz.de/10000992745

Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints

Marcet, Albert; Singleton, Kenneth J. - In: Macroeconomic dynamics 3 (1999) 2, pp. 243-277

Persistent link: https://www.econbiz.de/10001618327

Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Incomplete Markets and Portfolio Constraints

Marcet, Albert - 1999

We study the quantitative properties of a dynamic general equilibrium model in which agents face both idiosyncratic and aggregate income risk, state-dependent borrowing constraints that bind in some but not all periods and markets are incomplete. Optimal individual consumption-savings plans and...

Persistent link: https://www.econbiz.de/10012744044

Asset prices in a time series model with disparately informed, competitive traders

Singleton, Kenneth J. - 1986

Persistent link: https://www.econbiz.de/10000695450

Institutional and regulatory influences on price discovery in cash and futures bond markets

Singleton, Kenneth J. - In: The industrial organization and regulation of the …, (pp. 243-265). 1996

Persistent link: https://www.econbiz.de/10001296739

Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models

Singleton, Kenneth J. - In: Journal of econometrics 30 (1985) 1

Persistent link: https://www.econbiz.de/10001265912

Econometric issues in the analysis of equilibrium business cycle models

Singleton, Kenneth J. - In: Journal of monetary economics 21 (1988), pp. 191-450

Persistent link: https://www.econbiz.de/10001268705

Econometric analysis of representative agent intertemporal asset pricing models

Singleton, Kenneth J. - 1994

Persistent link: https://www.econbiz.de/10001327443

Interpreting changes in the volatility of yields on Japanese long-term bonds

Singleton, Kenneth J. - In: Monetary and economic studies 8 (1990) 1, pp. 49-77

Persistent link: https://www.econbiz.de/10001079016

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