Consumption-Based Asset Pricing with Rare Disaster Risk - A Simulated Method of Moments Approach

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Consumption-Based Asset Pricing with Rare Disaster Risk - A Simulated Method of Moments Approach

Author: Grammig, Joachim; Sönksen, Jantje
Tübinger Autor(en):
Grammig, Joachim
Sönksen, Jantje
Published in: SSRN working paper series (2014-09-19), Bd. 2397065, 52 S.
Verlagsangabe: Rochester, NY : SSRN
Language: English
Full text: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2397065
DDC Classifikation: 330 - Economics
Dokumentart: Article
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