International Asset Pricing with Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.2021328 ◽

2012 ◽

Cited By ~ 2

Author(s):

Riccardo Colacito ◽

Mariano Massimiliano Croce

Keyword(s):

Asset Pricing ◽

International Asset Pricing ◽

Recursive Preferences

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International Asset Pricing with Recursive Preferences

The Journal of Finance ◽

10.1111/jofi.12088 ◽

2013 ◽

Vol 68 (6) ◽

pp. 2651-2686 ◽

Cited By ~ 86

Author(s):

RICCARDO COLACITO ◽

MARIANO M. CROCE

Keyword(s):

Asset Pricing ◽

International Asset Pricing ◽

Recursive Preferences

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Regionalism, Political Risk and Capital Market Segmentation in International Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.255176 ◽

2001 ◽

Cited By ~ 10

Author(s):

Vince J. Hooper ◽

Richard Heaney

Keyword(s):

Asset Pricing ◽

Market Segmentation ◽

Capital Market ◽

Political Risk ◽

International Asset Pricing ◽

Capital Market Segmentation

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Cash Flow and Risk Premium Dynamics in an Equilibrium Asset Pricing Model with Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.2693748 ◽

2015 ◽

Author(s):

Taeyoung Doh ◽

Shu Wu

Keyword(s):

Asset Pricing ◽

Cash Flow ◽

Risk Premium ◽

Pricing Model ◽

Recursive Preferences ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

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Equilibrium Asset Pricing under Affine Jump-Diffusion with Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.3168248 ◽

2018 ◽

Author(s):

Xinfeng Ruan ◽

Jin E. Zhang

Keyword(s):

Asset Pricing ◽

Jump Diffusion ◽

Recursive Preferences ◽

Equilibrium Asset Pricing

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A Nonparametric GMM Series Approach to Solving Multi-equation Asset Pricing Models with Recursive Preferences

SSRN Electronic Journal ◽

10.2139/ssrn.3372147 ◽

2016 ◽

Author(s):

Liyuan Cui ◽

Yongmiao Hong

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Recursive Preferences ◽

Asset Pricing Models

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International Asset Pricing: Evidence from the Cross Section of Implied Cost of Capital

SSRN Electronic Journal ◽

10.2139/ssrn.485762 ◽

2003 ◽

Cited By ~ 8

Author(s):

Charles M.C. Lee ◽

David Ng ◽

B. Swaminathan

Keyword(s):

Asset Pricing ◽

Cross Section ◽

Cost Of Capital ◽

International Asset Pricing ◽

Implied Cost Of Capital ◽

The Cross

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A Three-Moment International Asset-Pricing Model: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.845770 ◽

2005 ◽

Cited By ~ 7

Author(s):

Vihang R. Errunza ◽

Oumar Sy

Keyword(s):

Asset Pricing ◽

Model Theory ◽

International Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model

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An Empirical Test of the International Asset Pricing Factors : The Case of Consumer and Capital Goods Industry

INTERNATIONAL BUSINESS REVIEW ◽

10.21739/ibr.2000.12.4.1.61 ◽

2000 ◽

Vol 4 (1) ◽

pp. 61

Author(s):

Sang-Gun Lee ◽

Chang-Wan Kim

Keyword(s):

Asset Pricing ◽

Empirical Test ◽

International Asset Pricing ◽

Capital Goods ◽

Pricing Factors

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International asset pricing with alternative distributional specifications

Journal of Empirical Finance ◽

10.1016/0927-5398(93)90007-e ◽

1993 ◽

Vol 1 (1) ◽

pp. 107-131 ◽

Cited By ~ 76

Author(s):

Campbell R. Harvey ◽

Guofu Zhou

Keyword(s):

Asset Pricing ◽

International Asset Pricing

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International asset pricing under segmentation and PPP deviations

Journal of Financial Economics ◽

10.1016/j.jfineco.2006.06.008 ◽

2007 ◽

Vol 86 (2) ◽

pp. 543-578 ◽

Cited By ~ 38

Author(s):

Ines Chaieb ◽

Vihang Errunza

Keyword(s):

Asset Pricing ◽

International Asset Pricing

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