SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Consumption Habit and Equity Premium in the G7 Countries
16 references·2 citing·40 second hop
Consumption Habit and Equity Premium in the G7 Countries (2000)Consumption Habit and Equity Premium in t…Big and Small Currencies: The Regional Connection (2005)Big and Small Currencies: The…Capital Stock and Productivity in French Transport: An International Comparison (2002)Capital Stock and Productivit…The Convergence of Automobile Prices in the European Union: an Empirical Analysis for the Period 1993-1999 (2000)The Convergence of Automobile…Foreign Direct Investment and the Prospects for Tax Co-Ordination in Europe (2000)Foreign Direct Investment and…FDI and the Opening Up of China's Economy (2000)FDI and the Opening Up of Chi…The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations (1999)The Impact of Foreign Exchang…Central and Eastern European Countries in the International Division of Labour in Europe (1999)Central and Eastern European …Numerical Methods in Economics (1998)Numerical Methods in EconomicsMonetary Policy Under a Fixed Exchange Rate Regime, the Case of France 1987-1996 (1998)Monetary Policy Under a Fixed…Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns (1994)Testing Volatility Restrictio…Time nonseparability in aggregate consumption (1993)Time nonseparability in aggre…On the ‘discount’ factor in growth economies (1990)On the ‘discount’ factor in g…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Equity Premium Puzzle and…The equity premium: A puzzle (1985)The equity premium: A puzzleUK Consumers' Habits (2011)UK Consumers' HabitsMarket Access Liberalisation in the Doha Round: Scenarios and Assessment (2005)Market Access Liberalisation …The distribution of foreign direct investment in China (1997)China's Unfinished Economic Revolution (1998)Economic openness and technical efficiency: A case study of Chinese manufacturing industries (1999)Policy Burdens, Accountability, and the Soft Budget Constraint (1999)Burden Sharing and Exchange-Rate Misalignments within the Group of Twenty (2004)The Process of C hinese Manufacturing Upgrading: Transitioning from Unilateral to Recursive Mutual Learning Relations (2013)A Pure Theory of Local Expenditures (1956)La localisation à l'étranger des entreprises multinationales. Une approche d'économie géographique hiérarchisée appliquée aux entreprise japonaises en Europe. (1999)One money, one market: the effect of common currencies on trade (2000)Tax Competition and Foreign Direct Investment (2003)What determines the location choice of R&D activities by multinational firms? (2013)World Investment Report (2017)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Asset Prices in an Exchange Economy (1978)Debt, Deficits, and Finite Horizons (1985)Who Should Buy Long-Term Bonds? (2001)Financial Markets and the Real Economy (2005)Evaluating the effects of incomplete markets on risk sharing nad asset pricing (2010)An Intertemporal Capital Asset Pricing Model (1973)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Chapter 5 Theory and empirical testing of asset pricing models (1995)A time series analysis of real wages, consumption and asset returns (1996)GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets (1996)Trade Linkages and Exchange Rates in Asia: The Role of China (2003)Le déclenchement des crises de change : qu'avons-nous appris depuis dix ans? (2004)Does exchange rate regime explain differences in economic results for Asian countries? (2005)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Strategic Asset Allocation (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Statistical inference in calibrated models (1994)Dynamic Valuation Decomposition Within Stochastic Economies (2012)House price dynamics: Fundamentals and expectations (2015)Prospect Theory and Asset Prices (2001)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1989The Equity Premium Puzzle and the Riskfree Rate Puzzle922 cited
  • 1990On the ‘discount’ factor in growth economies145 cited
  • 2000FDI and the Opening Up of China's Economy89 cited
  • 1993Time nonseparability in aggregate consumption84 cited
  • 2000Foreign Direct Investment and the Prospects for Tax Co-Ordination in Europe76 cited
  • 2005Big and Small Currencies: The Regional Connection66 cited
  • 1994Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns64 cited
  • 1999Central and Eastern European Countries in the International Division of Labour in Europe60 cited
  • 2000The Convergence of Automobile Prices in the European Union: an Empirical Analysis for the Period 1993-199942 cited
  • 1999The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations33 cited
  • 1998Monetary Policy Under a Fixed Exchange Rate Regime, the Case of France 1987-1996

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

25 cited
  • 2002Capital Stock and Productivity in French Transport: An International Comparison23 cited
  • Cited by

    • 2005Market Access Liberalisation in the Doha Round: Scenarios and Assessment17 cited
    • 2011UK Consumers' Habits16 cited