The volatility of asset prices in a stochastic production economy

DOI10.1016/0165-1765(92)90251-SzbMath0772.90014OpenAlexW2091032250MaRDI QIDQ2366936

Sangmoon Hahm

Publication date: 11 October 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90251-s

zbMATH Keywords

excess volatility

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Cites Work

• Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
• Comparative Dynamics and Risk Premia in an Overlapping Generations Model
• The Present-Value Relation: Tests Based on Implied Variance Bounds
• Asset Prices in an Exchange Economy

This page was built for publication: The volatility of asset prices in a stochastic production economy