The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model-Reference-Cited by-同舟云学术

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The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model

Published:1992-07 Issue:3-4 Volume:16 Page:601-620
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Heaton John,Lucas Deborah

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference26 articles.

1. Asset returns with transactions costs and uninsured individual risk;Aiyagari;Journal of Monetary Economics,1991

2. Risk premiums in the term structure: Evidence from artificial economies;Backus;Journal of Monetary Economics,1989

3. Buffer stock saving and the permanent income hypothesis;Carroll,1991

4. A simple test of consumption insurance;Cochrane;Journal of Political Economy,1991

5. Capital market equilibrium with transaction costs;Constantinides;Journal of Political Economy,1986

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