Housing and relative risk aversion
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
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2. Do wealth fluctuations generate time-varying risk aversion? Micro-evidence on individuals;Brunnermeier;Amer. Econ. Rev.,2008
3. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis;Epstein;J. Political Econ.,1991
4. A model of housing in the presence of adjustment costs: a structural interpretation of habit persistence;Flavin;Amer. Econ. Rev.,2008
5. Asset pricing and optimal portfolio choice in the presence of illiquid durable consumption goods;Grossman;Econometrica,1990
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