Equilibrium Asset Pricing with Price War Risks

SSRN Electronic Journal ◽

10.2139/ssrn.3309554 ◽

2019 ◽

Author(s):

Winston Dou ◽

Yan Ji ◽

Wei Wu

Keyword(s):

Asset Pricing ◽

Equilibrium Asset Pricing ◽

Price War

Download Full-text

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

Download Full-text

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

Download Full-text

Informed Trading, Return Synchronicity and Equilibrium Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.676113 ◽

2005 ◽

Cited By ~ 1

Author(s):

Arzu Ozoguz

Keyword(s):

Asset Pricing ◽

Informed Trading ◽

Equilibrium Asset Pricing

Download Full-text

Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps

Journal of Mathematical Economics ◽

10.1016/j.jmateco.2005.08.003 ◽

2006 ◽

Vol 42 (2) ◽

pp. 131-160 ◽

Cited By ~ 10

Author(s):

Chenghu Ma

Keyword(s):

Asset Pricing ◽

Recursive Utility ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing ◽

Lévy Jumps

Download Full-text

Affine Equilibrium Asset Pricing Models With Habit Formation

SSRN Electronic Journal ◽

10.2139/ssrn.968220 ◽

2007 ◽

Cited By ~ 2

Author(s):

Imen Ghattassi

Keyword(s):

Asset Pricing ◽

Habit Formation ◽

Pricing Models ◽

Equilibrium Asset Pricing ◽

Asset Pricing Models

Download Full-text

Equilibrium Asset Pricing with Transaction Costs

SSRN Electronic Journal ◽

10.2139/ssrn.3326085 ◽

2019 ◽

Cited By ~ 3

Author(s):

Martin Herdegen ◽

Johannes Muhle-Karbe ◽

Dylan Possamaï

Keyword(s):

Asset Pricing ◽

Transaction Costs ◽

Equilibrium Asset Pricing

Download Full-text

An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information

Econometrica ◽

10.2307/1911159 ◽

1987 ◽

Vol 55 (1) ◽

pp. 117 ◽

Cited By ~ 87

Author(s):

Chi-Fu Huang

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

Exchange Rate Volatility in an Equilibrium Asset Pricing Model

International Economic Review ◽

10.2307/2527161 ◽

1990 ◽

Vol 31 (3) ◽

pp. 559 ◽

Cited By ~ 27

Author(s):

Rodolfo E. Manuelli ◽

James Peck

Keyword(s):

Exchange Rate ◽

Asset Pricing ◽

Exchange Rate Volatility ◽

Pricing Model ◽

Asset Pricing Model ◽

Equilibrium Asset Pricing

Download Full-text

Non‐falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso

The Economic Journal ◽

10.1111/1468-0297.00465 ◽

1999 ◽

Vol 109 (458) ◽

pp. 607-635 ◽

Cited By ~ 18

Author(s):

Jean‐Pierre Danthine ◽

J. B. Donaldson

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Equilibrium Asset Pricing

Download Full-text

Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach

Journal of International Economics ◽

10.1016/0022-1996(85)90003-0 ◽

1985 ◽

Vol 18 (1-2) ◽

pp. 17-41 ◽

Cited By ~ 78

Author(s):

Lars E.O. Svensson

Keyword(s):

Asset Pricing ◽

General Equilibrium ◽

Interest Rates ◽

Terms Of Trade ◽

Equilibrium Asset Pricing ◽

Cash In Advance

Download Full-text