Asset pricing under uncertainty about shock propagation
Year of publication: |
2013 ; This version: November 18, 2013
|
---|---|
Authors: | Branger, Nicole ; GrĂ¼ning, Patrick ; Kraft, Holger ; Meinerding, Christoph |
Publisher: |
Frankfurt am Main : SAFE |
Subject: | General Equilibrium | Contagion Risk | Partial Information | Filtering | Recursive Utility | Theorie | Theory | Schock | Shock | Allgemeines Gleichgewicht | General equilibrium | CAPM | Risiko | Risk | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Entscheidung unter Unsicherheit | Decision under uncertainty |
Extent: | Online-Ressource (62 S.) graph. Darst. |
---|---|
Series: | SAFE working paper. - Frankfurt am Main : SAFE, ZDB-ID 2745463-0. - Vol. 34 SAFE Working Paper ; No. 34 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.2139/ssrn.2360455 [DOI] hdl:10419/88720 [Handle] |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Asset pricing under uncertainty about shock propagation
Branger, Nicole, (2013)
-
Asset pricing under uncertainty about shock propagation
Branger, Nicole, (2013)
-
Ambiguity and the historical equity premium
Collard, Fabrice, (2018)
- More ...
-
Asset pricing under uncertainty about shock propagation
Branger, Nicole, (2013)
-
Asset pricing under uncertainty about shock propagation
Branger, Nicole, (2013)
-
Asset pricing under uncertainty about shock propagation
Branger, Nicole, (2015)
- More ...