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Evaluating the effects of incomplete markets on risk sharing nad asset pricing · Study

ReportEvaluating the effects of incomplete markets on risk sharing nad asset pricing

J.B. Heaton2010

OA

Reportgreen2010

Evaluating the effects of incomplete markets on risk sharing nad asset pricing

J.B. Heaton · Deborah J. Lucas

586 citations·0/0 files stored·DSpace@MIT (Massachusetts Institute of Technology)

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

Abstract

"First draft: September 1991: This draft: November 1992"--2nd prelim. p.

Citations in this library

Stored only when both papers are in the corpus — 586 citations exist upstream.

References

1985The equity premium: A puzzle 1986Asset pricing and the bid-ask spread 1994Uninsured Idiosyncratic Risk and Aggregate Saving 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 1990The Consumption of Stockholders and Non-Stockholders 1993The risk-free rate in heterogeneous-agent incomplete-insurance economies 1986Capital Market Equilibrium with Transaction Costs 1990Implications of Security Market Data for Models of Dynamic Economies

Cited by

2006Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1 2002Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 2014The Nature of Countercyclical Income Risk 1999Chapter 8 Micro data and general equilibrium models 2003The new financial order: risk in the 21st century 2002Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices 2008A Search‐Based Theory of the On‐the‐Run Phenomenon 2003Liquidity and Expected Returns: Lessons from Emerging Markets

Details

Year2010

Typereport

Published2010-10-22

VenueDSpace@MIT (Massachusetts Institute of Technology)

Languageen

Citations586

Files0 public / 0

ShelfEconomic theories and models

Identifiers

openalex_workW3121497095

Links

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