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Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

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  • Mariano Croce

    (University of North Carolina at Chapel Hill)

  • Kai Li

    (Duke University)

  • Hengjie Ai

    (Duke University)

Abstract

book-to-market sorted portfolios.

Suggested Citation

  • Mariano Croce & Kai Li & Hengjie Ai, 2010. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," 2010 Meeting Papers 663, Society for Economic Dynamics.
  • Handle: RePEc:red:sed010:663
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    References listed on IDEAS

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    Cited by:

    1. Borovička, Jaroslav & Hansen, Lars Peter, 2014. "Examining macroeconomic models through the lens of asset pricing," Journal of Econometrics, Elsevier, pages 67-90.
    2. Fukuta, Yuichi & Yamane, Akiko, 2015. "Value premium and implied equity duration in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 102-121.
    3. Lars Peter Hansen, 2012. "Risk Pricing over Alternative Investment Horizons," Working Papers 2012-008, Becker Friedman Institute for Research In Economics.
    4. Mathias Trabandt & Harald Uhlig, 2012. "How Do Laffer Curves Differ across Countries?," NBER Chapters,in: Fiscal Policy after the Financial Crisis, pages 211-249 National Bureau of Economic Research, Inc.
    5. Grüning, Patrick, 2015. "International endogenous growth, macro anomalies, and asset prices," SAFE Working Paper Series 83, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    6. Hansen, Lars Peter, 2013. "Risk Pricing over Alternative Investment Horizons," Handbook of the Economics of Finance, Elsevier.
    7. repec:eee:dyncon:v:78:y:2017:i:c:p:118-148 is not listed on IDEAS
    8. Borovička, Jaroslav & Hansen, Lars Peter, 2014. "Examining macroeconomic models through the lens of asset pricing," Journal of Econometrics, Elsevier, pages 67-90.
    9. Ludvigson, Sydney C., 2013. "Advances in Consumption-Based Asset Pricing: Empirical Tests," Handbook of the Economics of Finance, Elsevier.

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