Asset pricing under uncertainty about shock propagation
Year of publication: |
2013
|
---|---|
Authors: | Branger, Nicole ; GrĂ¼ning, Patrick ; Kraft, Holger ; Meinerding, Christoph |
Institutions: | Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance |
Subject: | General Equilibrium | Contagion Risk | Partial Information | Filtering | Recursive Utility |
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