When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?
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- Krueger, Dirk & Lustig, Hanno, 2010. "When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?," Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
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More about this item
JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G0 - Financial Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2006-11-04 (All new papers)
- NEP-DGE-2006-11-04 (Dynamic General Equilibrium)
- NEP-MAC-2006-11-04 (Macroeconomics)
- NEP-UPT-2006-11-04 (Utility Models & Prospect Theory)
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