Asset Pricing and the Propagation of Macroeconomic Shocks

Author:

Jaccard Ivan1

Affiliation:

1. European Central Bank, DG-Research

Publisher

Oxford University Press (OUP)

Subject

General Economics, Econometrics and Finance

Reference112 articles.

1. “Dynamic Behavior of Capital Accumulation in a Cash-in-advance Model.”;Abel;Journal of Monetary Economics,1985

2. “Asset Prices Under Habit Formation and Catching Up with the Joneses.”;Abel;American Economic Review,1990

3. “Dynare: Reference Manual, Version 4.”;Adjemian,2014

4. “Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital.”;Ai;Review of Financial Studies,2013

5. “Using Asset Prices to Measure the Cost of Business Cycles.”;Alvarez;Journal of Political Economy,2004

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