Asset returns in an endogenous growth model with incomplete markets
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Publication:951498
DOI10.1016/S0165-1889(03)00062-9zbMath1179.91186OpenAlexW3123980675MaRDI QIDQ951498
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(03)00062-9
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Related Items (2)
Recursive equilibrium in endogenous growth models with incomplete markets ⋮ WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY
Cites Work
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- A simple model of incomplete insurance The case of permanent shocks
- Dynamic programming with homogeneous functions
- Testable implications of consumption-based asset pricing models with incomplete markets.
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
- An Intertemporal General Equilibrium Model of Asset Prices
- Asset Prices in an Exchange Economy
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- Rational Asset Pricing Bubbles
- Income Variance Dynamics and Heterogeneity
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
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