Asset Prices and Business Cycles with Liquidity Shocks
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More about this item
Keywords
general equilibrium; business cycles; production based asset pricing; equity premium and risk-free rate puzzles;All these keywords.
JEL classification:
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2021-12-20 (Business Economics)
- NEP-DGE-2021-12-20 (Dynamic General Equilibrium)
- NEP-FDG-2021-12-20 (Financial Development and Growth)
- NEP-MAC-2021-12-20 (Macroeconomics)
- NEP-UPT-2021-12-20 (Utility Models and Prospect Theory)
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