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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) 4, pp. 467-493
Persistent link: https://www.econbiz.de/10001106407
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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Fiscal policy and asset prices with incomplete markets
Gomes, Francisco J.; Michaelides, Alexander G.; … - In: The review of financial studies 26 (2013) 2, pp. 531-566
Persistent link: https://www.econbiz.de/10009717720
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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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The equity premium and the one percent
Akira Toda, Alexis; Walsh, Kieran - In: The review of financial studies 33 (2020) 8, pp. 3583-3623
Persistent link: https://www.econbiz.de/10012249745