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Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
Munk, Claus - In: Journal of economic dynamics & control 24 (2000) 9, pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
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Identifying booms and busts in house prices under heterogeneous expectations
Bolt, Wilko; Demertzis, Maria; Diks, Cees G. H.; … - In: Journal of economic dynamics & control 103 (2019), pp. 234-259
Persistent link: https://www.econbiz.de/10012131087
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Can a stochastic cusp catastrophe model explain housing market crashes?
Diks, Cees G. H.; Wang, Juanxi - In: Journal of economic dynamics & control 69 (2016), pp. 68-88
Persistent link: https://www.econbiz.de/10011708429
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
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Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
Damgaard, Anders; Fuglsbjerg, Brian; Munk, Claus - In: Journal of economic dynamics & control 28 (2003) 2, pp. 209-253
Persistent link: https://www.econbiz.de/10001799543
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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 36 (2012) 2, pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel; Kraft, Holger; Munk, Claus - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974