Switching equilibria: the present value model for stock prices revisited
AbstractAlso published as DFAE-II Working Paper 2002-26 and as an article in: Journal of Economic Dynamics and Control, 2004, vol. 28, issue 11, pages 2297-2325
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 28 (2004)
Issue (Month): 11 (October)
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Web page: http://www.elsevier.com/locate/jedc
Other versions of this item:
- Vázquez Pérez, Jesús & Gutiérrez Huerta, María José, 2000. "Switching Equilibria: The Present Value Model for Stock Prices Revisited," BILTOKI 2000-06, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Vázquez Pérez, Jesús & Regúlez Castillo, Marta & Londoño Yarce, Juan Miguel, 2008. "Another Look to the Price-Dividend Ratio: A Markov-Switching Approach," DFAEII Working Papers 2008-09, University of the Basque Country - Department of Foundations of Economic Analysis II.
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