Risk Premiums, Nominal Rigidities and Limited Asset Market Participation
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More about this item
Keywords
asset pricing; equity premium; limited asset market participa- tion; business cycle; DSGE; sticky prices.;All these keywords.
JEL classification:
- 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-2018-10-29 (Business Economics)
- NEP-DGE-2018-10-29 (Dynamic General Equilibrium)
- NEP-MAC-2018-10-29 (Macroeconomics)
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