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Asymptotic methods for asset market equilibrium analysis
11 references·2 citing·44 second hop
Asymptotic methods for asset market equilibrium analysis (2001)Asymptotic methods for asset market equil…Spurious welfare reversals in international business cycle models (2003)Spurious welfare reversals in…SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS (1997)SOLVING LARGE-SCALE RATIONAL-…Theory of incomplete markets (1996)Theory of incomplete marketsApproximation, perturbation, and projection methods in economic analysis (1996)Approximation, perturbation, …Welfare Effects of Financial Innovation in Incomplete Markets Economies with Several Consumption Goods (1995)Welfare Effects of Financial …Evaluating the gains from international risksharing (1995)Evaluating the gains from int…Perturbation Solution Methods for Economic Growth Models (1993)Perturbation Solution Methods…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…On the optimality of equilibrium when the market structure is incomplete (1975)On the optimality of equilibr…The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…The Structure of Simple General Equilibrium Models (1965)The Structure of Simple Gener…Optimal Exchange Rate Policy (2023)Optimal Exchange Rate PolicyInternational Capital Flows (2007)International Capital FlowsDomestic Saving and International Capital Flows (1980)The equity premium: A puzzle (1985)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Rational Herd Behavior and the Globalization of Securities Markets (1997)Nontraded goods, nontraded factors, and international non-diversification (1998)Coping with Disaster: The Impact of Hurricanes on International Financial Flows, 1970-2002 (2006)Portfolio Selection: Efficient Diversification of Investments (1959)A Note on Uncertainty and Indifference Curves (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Systemic Risk and International Portfolio Choice (2004)Optimal Portfolio Allocation under Higher Moments (2006)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)General competitive analysis (1971)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY (1978)Modern Economic Theory and Development (1999)A Theory of Macroprudential Policies in the Presence of Nominal Rigidities (2016)Time to Build and Aggregate Fluctuations (1982)Production, growth and business cycles (1988)Optimal monetary policy with staggered wage and price contracts (2000)Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function (2001)Linear-quadratic approximation of optimal policy problems (2011)Solution and Estimation Methods for DSGE Models (2016)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Conditional Skewness in Asset Pricing Tests (2000)Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods (1989)Asymptotic methods for aggregate growth models (1997)Numerical Methods in Economics (1998)Numerical Methods for Large-Scale Dynamic Economic Models (2014)Financial Super-Markets: Size Matters for Asset Trade (2001)Corporate Social Responsibility and Long-term Compensation: Evidence from Canada (2005)Pecuniary Externalities in Economies with Financial Frictions (2017)The importance of the number of different agents in a heterogeneous asset-pricing model (2001)Accuracy, Speed and Robustness of Policy Function Iteration (2013)Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model (2015)Asymptotic Methods for Asset Market Equilibrium Analysis (2001)Credit Risk Transfer and Contagion (2005)The Effect of Introducing a Non-Redundant Derivative on the Volatility of Stock-Market Returns When Agents Differ in Risk Aversion (2007)A theory of interregional tax competition (1986)Agglomeration in the Global Economy: A Survey of the ‘New Economic Geography’ (1998)Implications of Skill-Biased Technological Change: International Evidence* (1998)
this work references cited by second hop

References

  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1965The Structure of Simple General Equilibrium Models1,311 cited
  • 1975On the optimality of equilibrium when the market structure is incomplete746 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 1996Theory of incomplete markets584 cited
  • 2003Spurious welfare reversals in international business cycle models311 cited
  • 1995Welfare Effects of Financial Innovation in Incomplete Markets Economies with Several Consumption Goods150 cited
  • 1995Evaluating the gains from international risksharing142 cited
  • 1997SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS129 cited
  • 1993Perturbation Solution Methods for Economic Growth Models83 cited
  • 1996Approximation, perturbation, and projection methods in economic analysis82 cited

Cited by

  • 2007International Capital Flows28 cited
  • 2023Optimal Exchange Rate Policy14 cited

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