Interpretable asset markets?-Reference-Cited by-同舟云学术

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Interpretable asset markets?

Published:2005-04 Issue:3 Volume:49 Page:531-560
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Bansal Ravi,Khatchatrian Varoujan,Yaron Amir

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference36 articles.

1. Asset prices under habit formation and catching up with the Joneses;Abel;American Economic Review,1990

2. Parameteric and non-parameteric volatility measurement;Anderson,2003

3. Ang, A., Bekaert, G., 2001. Stock return predictability: Is it there? Working paper, Columbia University.

4. Stock market participation, intertemporal substitution and risk aversion;Attanasio;American Economic Review, Papers and Proceedings,2003

5. Intertemporal substitution, risk aversion and the Euler equation for consumption;Attanasio;Economic Journal,1989

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