External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2890, doi. 10.1093/rfs/hhx047
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- Publication type:
- Article
Works matching IS 08939454 AND DT 2017 AND VI 30 AND IP 8
Results: 9
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Bond Market Exposures to Macroeconomic and Monetary Policy Risks.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2761, doi. 10.1093/rfs/hhx039
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- Publication type:
- Article
3
Product Market Competition in a World of Cross-Ownership: Evidence from Institutional Blockholdings.
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- Review of Financial Studies, 2017, v. 30, n. 8, p. 2674, doi. 10.1093/rfs/hhx028
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- Publication type:
- Article
4
On the Demand for High-Beta Stocks: Evidence from Mutual Funds.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2596, doi. 10.1093/rfs/hhx022
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- Publication type:
- Article
5
Deflation Risk.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2719, doi. 10.1093/rfs/hhx021
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- Publication type:
- Article
6
Pension Fund Asset Allocation and Liability Discount Rates.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2555, doi. 10.1093/rfs/hhx020
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- Publication type:
- Article
7
Fund Flows and Market States.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2621, doi. 10.1093/rfs/hhx015
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- Publication type:
- Article
8
Where’s the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2851, doi. 10.1093/rfs/hhx012
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- Publication type:
- Article
9
The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices.
- Published in:
- Review of Financial Studies, 2017, v. 30, n. 8, p. 2818, doi. 10.1093/rfs/hhw087
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- Publication type:
- Article