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Euler Equation Errors
Ludvigson, Sydney C.; Lettau, Martin - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005069379
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Asset Prices and Asset Correlations in Illiquid Markets
Caldarera, Alessio; Brunetti, Celso - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005090846
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A Search-Based Theory of the On-the-Run Phenomenon
Weill, Pierre-Olivier; Vayanos, Dimitri - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005051300
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A Quantitative Model of Competitive Asset Pricing Under Private Information
Schneider, Martin; Hatchondo, Juan Carlos; Krusell, Per - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005051349
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Human Capital Risk, Stockholder Consumption, and Asset Returns
Malloy, Christopher; Moskowitz, Tobias - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005051358
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Monetary Policy and the Term Structure of Interest Rates
Seppala, Juha; Ravenna, Federico - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005051372
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No-Arbitrage Taylor Rules
Ang, Andrew; Dong, Sen - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005051379
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The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street
Nieuwerburgh, Stijn Van; Lustig, Hanno - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005051385
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Keeping Up with the Joneses: Evidence from Micro Data
Ravina, Enrichetta - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005069405
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Information Acquisition and Portfolio Underdiversification
Veldkamp, Laura; Nieuwerburgh, Stijn Van - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005027232