Stochastic taxation and asset pricing in dynamic general equilibrium
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Publication:956515
DOI10.1016/j.jedc.2005.02.004zbMath1200.91222OpenAlexW3125489951MaRDI QIDQ956515
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.02.004
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Cites Work
- Asset Prices in an Exchange Economy
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- The Effects of Income, Wealth, and Capital Gains Taxation on Risk-Taking
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default
- Robust Permanent Income and Pricing
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