Long run forward rates and long yields of bonds and options in heterogeneous equilibria
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Volume (Year): 12 (2008)
Issue (Month): 2 (April)
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- Andrew B. Abel, . "Asset Prices Under Habit Formation and Catching Up With the Jones," Rodney L. White Center for Financial Research Working Papers 01-90, Wharton School Rodney L. White Center for Financial Research.
- Semyon Malamud, 2008. "Universal bounds for asset prices in heterogeneous economies," Finance and Stochastics, Springer, vol. 12(3), pages 411-422, July.
- Wang, Jiang, 1994. "A Model of Competitive Stock Trading Volume," Journal of Political Economy, University of Chicago Press, vol. 102(1), pages 127-68, February.
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