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A Parsimonious Macroeconomic Model for Asset Pricing - MaRDI portal

A Parsimonious Macroeconomic Model for Asset Pricing (Q3402300)

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A Parsimonious Macroeconomic Model for Asset Pricing
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    A Parsimonious Macroeconomic Model for Asset Pricing (English)
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    3 February 2010
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    equity premium puzzle
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    limited stock market participation
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    elasticity of intertemporal substitution
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    wealth inequality
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    Epstein-Zin preferences
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