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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- Abel, A.B., 1990. "Asset Prices Under Habit Formation And Catching Up With The Joneses," Weiss Center Working Papers 1-90, Wharton School - Weiss Center for International Financial Research.
- A. Abel, 2010. "Asset prices under habit formation and catching up with the Jones," Levine's Working Paper Archive 1395, David K. Levine.
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