Asset pricing with time preference shocks: existence and uniqueness

DOI10.1016/j.jet.2023.105781MaRDI QIDQ6122066

Jun-Nan Zhang, Ole Wilms, John Stachurski

Publication date: 27 March 2024

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

asset pricingrecursive preferenceslong-run risktime preference shocks

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

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