Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Konermann, Patrick"'
Autor:
Branger, Nicole1 (AUTHOR) nicole.branger@wiwi.uni-muenster.de, Konermann, Patrick2 (AUTHOR) patrick.konermann@bi.no, Schlag, Christian3 (AUTHOR) schlag@finance.uni-frankfurt.de
Publikováno v:
Journal of Financial & Quantitative Analysis. Dec2020, Vol. 55 Issue 8, p2466-2499. 34p.
Autor:
Branger, Nicole1 (AUTHOR), Konermann, Patrick2 (AUTHOR) patrick.konermann@bi.no, Meinerding, Christoph3 (AUTHOR), Schlag, Christian4 (AUTHOR)
Publikováno v:
Review of Finance. May2021, Vol. 25 Issue 3, p777-818. 42p.
Publikováno v:
In Review of Financial Economics January 2013 22(1):36-46
Directed links in cash flow networks a↵ect the cross-section of risk premia through three channels. In a tractable consumption-based equilibrium asset pricing model, we obtain closed-form solutions that disentangle these channels for arbitrary dire
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4b6db150ab3ebce3575d0a3de162e10a
https://hdl.handle.net/10419/225335
https://hdl.handle.net/10419/225335
We analyze the implications of the structure of a network for asset prices in a general equilibrium model. Networks are represented via self- and mutually exciting jump processes, and the representative agent has Epstein-Zin preferences. Our approach
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::b7acb27d1b29e183cbfa36e5fcdba6d1
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/33317
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/33317
Autor:
Wei, Jin1,2 (AUTHOR) jin.wei@wh.iov.cn, Alfajaro, Mia Madel1,2 (AUTHOR), Cai, Wesley L.3 (AUTHOR), Graziano, Vincent R.4 (AUTHOR), Strine, Madison S.1,2 (AUTHOR), Filler, Renata B.1,2 (AUTHOR), Biering, Scott B.5 (AUTHOR), Sarnik, Sylvia A.6 (AUTHOR), Patel, Sonam1,2 (AUTHOR), Menasche, Bridget L.1,2 (AUTHOR), Compton, Susan R.7 (AUTHOR), Konermann, Silvana8,9 (AUTHOR), Hsu, Patrick D.9,10,11,12 (AUTHOR), Orchard, Robert C.13 (AUTHOR), Yan, Qin14,15 (AUTHOR), Wilen, Craig B.1,2,15 (AUTHOR) jin.wei@wh.iov.cn
Publikováno v:
PLoS Pathogens. 7/6/2023, Vol. 19 Issue 7, p1-25. 25p.
Publikováno v:
Canadian Journal of Chemistry. Jan2015, Vol. 93 Issue 1, p1-6. 6p. 1 Color Photograph, 5 Black and White Photographs.