Risk premiums and macroeconomic dynamics in a heterogeneous agent model

DOI10.1016/j.jedc.2010.06.025zbMath1231.91306OpenAlexW3122777862MaRDI QIDQ602867

Maarten Dossche, Marina Emiris, Ferre De Graeve, Raf Wouters, Henri R. Sneessens

Publication date: 5 November 2010

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

Full work available at URL: http://hdl.handle.net/10419/144363

zbMATH Keywords

equity premiumDSGElimited participationbond premium

Mathematics Subject Classification ID

Related Items (3)

Global dynamics in a model with search and matching in labor and capital markets ⋮ Risk premiums and macroeconomic dynamics in a heterogeneous agent model ⋮ Endogenous risk in a DSGE model with capital-constrained financial intermediaries

Cites Work

• Risk premiums and macroeconomic dynamics in a heterogeneous agent model
• On the cyclical allocation of risk
• A Multiplier Approach to Understanding the Macro Implications of Household Finance
• A Parsimonious Macroeconomic Model for Asset Pricing
• Labour Relations and Asset Returns

This page was built for publication: Risk premiums and macroeconomic dynamics in a heterogeneous agent model