Pages that link to "Item:Q1428169"
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The following pages link to Testable implications of consumption-based asset pricing models with incomplete markets. (Q1428169):
Displaying 12 items.
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete (Q617671) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Asset returns in an endogenous growth model with incomplete markets (Q951498) (← links)
- Asset pricing with incomplete information and fat tails (Q1042357) (← links)
- A simple model of incomplete insurance The case of permanent shocks (Q1129279) (← links)
- Observable restrictions of general equilibrium models with financial markets. (Q1399546) (← links)
- Equilibrium behavior in markets and games: Testable restrictions and identification. (Q1428156) (← links)
- Optimal consumption when capital markets are imperfect (Q1606395) (← links)
- Asset pricing with jump/diffusion permanent income shocks (Q1614798) (← links)
- Dynamic Spanning in the Consumption-Based Capital Asset Pricing Model (Q2709158) (← links)
- Incentives and Aggregate Shocks (Q4319458) (← links)
- Consumption-Based Asset Pricing with Higher Cumulants (Q4922021) (← links)
