The expected real return to equity

DOI10.1016/J.JEDC.2013.04.003zbMath1402.91578OpenAlexW2130083960MaRDI QIDQ1994293

Missaka Warusawitharana

Publication date: 1 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.04.003

zbMATH Keywords

simulated method of momentstime-varying expected returnsaggregate earningsproduction-based asset pricing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Simulation estimation of time-series models
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• Simulated Moments Estimation of Markov Models of Asset Prices
• The Impact of Uncertainty Shocks
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• On the Nature of Capital Adjustment Costs
• Optimal Investment with Costly Reversibility
• Taxes, Regulations, and the Value of U.S. and U.K. Corporations

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