Athanasios Koulakiotis,University of the Aegean (2008)
Zeljko Bogetic, The World Bank, Jwyang Jiawen Yang, The George, Christos Giannikos, Hector Lozada, ...
On the consequences of state dependent preferences for the pricing of financial assets
Danthine, Jean-Pierre, Donaldson, John B., Giannikos, Christos, Guirguis, Hany
On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
Jean-Pierre Danthine, John B. Donaldson, Christos Giannikos, Hany Guirguis
This paper introduces state dependent utility into the standard Mehra and Prescott (1985) economy by allowing the representative agent's coefficient of relative risk aversion to vary with the...
On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
Jean-Pierre Danthine, John B. Donaldson, Christos Giannikos, Hany Guirguis
This paper introduces state dependent utility into the standard Mehra and Prescott (1985) economy by allowing the representative agent’s coefficient of relative risk aversion to vary with the...
The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients
Hany Guirguis, Christos Giannikos, Randy Anderson
The US housing market has experienced significant cyclical volatility over the last twenty-five years due to major structural changes and economic fluctuations. In addition, the housing market is...
On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
Jean-Pierre Danthine, John B. Donaldson, Christos Giannikos, Hany Guirguis
This paper introduces state dependent utility into the standard Mehra and Prescott (1985) economy by allowing the representative agent’s coefficient of relative risk aversion to vary with the...