Labor market search, endogenous disasters and the equity premium puzzle

DOI10.1016/J.JEDC.2020.103899OpenAlexW3012268783MaRDI QIDQ2191469

Christopher Heiberger

Publication date: 25 June 2020

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103899

zbMATH Keywords

unemploymentequity premium puzzleeconomic disasterssearch-and-matching frictions

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Asset prices in a labor search model with confidence shocks

Cites Work

• Low frequency filtering and real business cycles
• LABOR TURNOVER COSTS AND THE CYCLICAL BEHAVIOR OF VACANCIES AND UNEMPLOYMENT
• Rare Disasters and Asset Markets in the Twentieth Century*
• Job Creation and Job Destruction in the Theory of Unemployment
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
• The Rate of Return on Everything, 1870–2015*

This page was built for publication: Labor market search, endogenous disasters and the equity premium puzzle