Numerical solution of the sequential investment model: a note on Dixit and Pindyck's (1994) analysis
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References listed on IDEAS
- Richards, Anthony J., 1995.
"Comovements in national stock market returns: Evidence of predictability, but not cointegration,"
Journal of Monetary Economics,
Elsevier, pages 631-654.
- Anthony J. Richards, 1996. "Comovements in National Stock Market Returns; Evidence of Predictability But Not Cointegration," IMF Working Papers 96/28, International Monetary Fund.
- Kasa, Kenneth, 1992. "Common stochastic trends in international stock markets," Journal of Monetary Economics, Elsevier, vol. 29(1), pages 95-124, February.
- Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 1997. "Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure," Management Science, INFORMS, pages 371-385.
- Rangvid, Jesper, 2001. "Increasing convergence among European stock markets?: A recursive common stochastic trends analysis," Economics Letters, Elsevier, vol. 71(3), pages 383-389, June.
More about this item
Keywordsreal options; sequential investment; time to build; stability and convergence; explicit finite difference; sensitivity analysis;
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