Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach
Year of publication: |
2014
|
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Authors: | Grammig, Joachim ; Sönksen, Jantje |
Publisher: |
Kiel und Hamburg : ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | 820202134 [GVK] hdl:10419/100614 [Handle] RePEc:zbw:vfsc14:100614 [RePEc] |
Classification: | c58 ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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