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Real and nominal interest rates : a discrete-time model and its continuous-time limit
Sun, Tong-sheng
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 581-611
Persistent link: https://www.econbiz.de/10001137841
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A general equilibrium model of changing risk premia : theory and tests
Bossaerts, Peter L.
- In:
The review of financial studies
2
(
1989
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4
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pp. 467-493
Persistent link: https://www.econbiz.de/10001106407
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Wage rigidity : a quantitative solution to several asset pricing puzzles
Favilukis, Jack
;
Lin, Xiaoji
- In:
The review of financial studies
29
(
2016
)
1
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pp. 148-192
Persistent link: https://www.econbiz.de/10011447561
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The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 97-141
Persistent link: https://www.econbiz.de/10001639611
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Value-at-risk-based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001570567
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Toward a quantitative general equilibrium asset pricing model with intangible capital
Ai, Hengjie
;
Croce, Mariano M.
;
Li, Kai
- In:
The review of financial studies
26
(
2013
)
2
,
pp. 491-530
Persistent link: https://www.econbiz.de/10009717722
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Quantitative asset pricing implications of endogenous solvency constraints
Alvarez Garrido, Fernando
;
Jermann, Urban J.
- In:
The review of financial studies
14
(
2001
)
4
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10001619466
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