Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle

DOI10.1093/restud/rdx035zbMath1405.91215OpenAlexW3125282165MaRDI QIDQ4610903

Francesco Bianchi, Cosmin L. Ilut, Martin Schneider

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w20081.pdf

zbMATH Keywords

uncertaintyambiguityinvestmentregime switchescapital structureexcess volatility

Mathematics Subject Classification ID

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

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