SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Solving models with external habit · Study

ArticleShelves

ArticleSolving models with external habit

Jessica A. Wachter2005

Article2005

Solving models with external habit

Jessica A. Wachter

97 citations·0/0 files stored·Finance research letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 97 citations exist upstream.

References

1985A Theory of the Term Structure of Interest Rates 1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1993Dynamic Asset Pricing Theory.1990Habit Formation: A Resolution of the Equity Premium Puzzle 1990Asset Prices under Habit Formation and Catching up with the Joneses 2005A consumption-based model of the term structure of interest rates☆1999Risk premia and term premia in general equilibrium

Cited by

2012Dynamic Valuation Decomposition Within Stochastic Economies 2010Risk-Price Dynamics 2021Reinvestment Risk and the Equity Term Structure 2013Macroeconomic Drivers of Bond and Equity Risks 2008The Wealth-Consumption Ratio 2023The Variance Risk Premium in Equilibrium Models 2015Long-run bulls and bears

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Advances in Consumption-Based Asset Pricing: Empirical Testschapter · 11 shared references 2007Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Pricesreport · 10 shared references 2006Stock and Bond Returns with Moody Investorsarticle · 9 shared references 2007Habit Formation and Macroeconomic Models of the Term Structure of Interest Ratesarticle · 9 shared references 2011Asset Prices and Risk Sharing in Open Economiesarticle · 9 shared references 2012Stocks, Bonds, and Long-Run Consumption Risksarticle · 9 shared references

Details

Year2005

Typearticle

Published2005-09-16

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations97

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.frl.2005.08.001

openalex_workW2134404000

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2017Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory