A quartet of asset pricing models in nominal and real economies

DOI10.1016/j.jedc.2008.01.010zbMath1170.91347OpenAlexW2034067404MaRDI QIDQ2271614

Chao Wei

Publication date: 7 August 2009

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2008.01.010

zbMATH Keywords

equity premiumsticky pricesNew Keynesian modelnominal rigiditiescapital adjustment costs

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Stock prices and monetary policy shocks: a general equilibrium approach ⋮ Heterogeneous beliefs, monetary policy, and stock price volatility

Cites Work

• Asset pricing with loss aversion
• Prospect Theory and Asset Prices
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

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