Zobrazeno 1 - 6
of 6
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