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Housing as a Measure for Long-Run Risk in Asset Pricing · Study

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PreprintHousing as a Measure for Long-Run Risk in Asset Pricing

José L. Fillat2008

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Preprintgreen2008

Housing as a Measure for Long-Run Risk in Asset Pricing

José L. Fillat

18 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Housing Market and Economics Economic theories and models

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References

1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1978Asset Prices in an Exchange Economy 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1990Habit Formation: A Resolution of the Equity Premium Puzzle 1990Asset Prices under Habit Formation and Catching up with the Joneses 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory

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2005Financial Markets and the Real Economychapter · 24 shared references 2007Chapter 61 Intertemporal Substitution and Risk Aversionchapter · 19 shared references 2013Advances in Consumption-Based Asset Pricing: Empirical Testschapter · 18 shared references 2008Risk-Based Explanations of the Equity Premiumchapter · 17 shared references 2010Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policyarticle · 16 shared references 2015Intertemporal Substitution and Equity Premiumarticle · 15 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations18

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1104303

openalex_workW3121838448

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