Persistent Idiosyncratic Shocks and Incomplete Markets

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Persistent Idiosyncratic Shocks and Incomplete Markets

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Kjetil Storesletten
Chris Telmer
Amir Yaron

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Paper provided by Carnegie Mellon University, Tepper School of Business in its series GSIA Working Papers with number 24.

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Handle: RePEc:cmu:gsiawp:24

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This paper has been announced in the following NEP Reports:

NEP-ALL-2000-09-05 (All new papers)
NEP-DGE-2000-09-05 (Dynamic General Equilibrium)
NEP-IND-2000-09-05 (Industrial Organization)

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Other versions:
- Calvet, Laurent & Gonzalez-Eiras, Martin & Sodini, Paolo, 2001. "Financial Innovation, Market Participation and Asset Prices," Working Paper Series in Economics and Finance 464, Stockholm School of Economics. [Downloadable!]
- Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2001. "Financial Innovation, Market Participation and Asset Prices," Harvard Institute of Economic Research Working Papers 1928, Harvard - Institute of Economic Research. [Downloadable!]
- Calvet, Laurent & Gonzalez-Eiras, Mart?n & Sodini, Paolo, 2004. "Financial Innovation, Market Participation, and Asset Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(03), pages 431-459, September. [Downloadable!]
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