Asset Pricing in a Production Economy with Chew-Dekel Preferences

By Claudio Campanale, R. Castro, G. Clementi. 2007

125 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8877436361c34e678363ea0f30977e735df27210

Citations in the corpus

• Disasters Risk and Business Cycles (2012, unknown): “(2010); Campanale et al. (2010); Croce (2010); Kuehn (2008); Uhlig (2007); Jaccard (2008); Dew-Becker (2011); Kung and Schmid (2011); Nezafat and Slavík (2011); and Rudebusch and Swanson (2012).”
• Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital (2013, unknown): “…habit-based models (for example, Jermann (1998) and Boldrin, Christiano, and Fisher (2001)), long-run risk–based models (for example, Croce (2008); Campanale, Castro, and Clementi (2008); Backus, Routledge, and Zin (2010); Ai (2009a); Kuehn (2009) and Kaltenbrunner and Lochstoer (2010)), and…”