Asset prices with non-permanent shocks to consumption

DOI10.1016/j.jedc.2016.05.010zbMath1401.91078OpenAlexW3122949751MaRDI QIDQ1655728

Ole Wilms, Walter Pohl, Karl Schmedders

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/127532/1/Revision.pdf

zbMATH Keywords

unit rootequity premiumasset pricesnon-permanent shocks

Mathematics Subject Classification ID

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