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There are 31365 results for: content related to: TRANSITORY MARKET STATES AND THE JOINT OCCURRENCE OF MOMENTUM AND MEAN REVERSION

  1. Zero Expected Wealth Taxes: A Mirrlees Approach to Dynamic Optimal Taxation

    Econometrica

    Volume 73, Issue 5, September 2005, Pages: 1587–1621, Narayana R. Kocherlakota

    Article first published online : 5 AUG 2005, DOI: 10.1111/j.1468-0262.2005.00630.x

  2. Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity

    Econometrica

    Volume 79, Issue 6, November 2011, Pages: 1823–1867, Peter Arcidiacono and Robert A. Miller

    Article first published online : 22 NOV 2011, DOI: 10.3982/ECTA7743

  3. Optimal Taxation of Bequests in a Model with Initial Wealth

    The Scandinavian Journal of Economics

    Volume 114, Issue 4, December 2012, Pages: 1368–1392, Johann K. Brunner and Susanne Pech

    Article first published online : 13 SEP 2012, DOI: 10.1111/j.1467-9442.2012.01725.x

  4. NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS

    Mathematical Finance

    Volume 23, Issue 2, April 2013, Pages: 366–386, Bruno Bouchard and Adrien Nguyen Huu

    Article first published online : 6 JUL 2011, DOI: 10.1111/j.1467-9965.2011.00493.x

  5. Forecasting

    Time Series Analysis, Fourth Edition

    George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Pages: 137–191, 2013

    Published Online : 19 MAY 2013, DOI: 10.1002/9781118619193.ch5

  6. Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions

    Journal of Risk and Insurance

    Volume 82, Issue 2, June 2015, Pages: 359–399, Diego Amaya, Geneviève Gauthier and Thomas-Olivier Léautier

    Article first published online : 25 FEB 2014, DOI: 10.1111/jori.12025

  7. You have full text access to this Open Access content
    An estimation of economic models with recursive preferences

    Quantitative Economics

    Volume 4, Issue 1, March 2013, Pages: 39–83, Xiaohong Chen, Jack Favilukis and Sydney C. Ludvigson

    Article first published online : 12 MAR 2013, DOI: 10.3982/QE97

  8. A Robust Model of Bubbles With Multidimensional Uncertainty

    Econometrica

    Volume 80, Issue 5, September 2012, Pages: 1845–1893, Antonio Doblas-Madrid

    Article first published online : 25 SEP 2012, DOI: 10.3982/ECTA7887

  9. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth

    Econometrica

    Volume 73, Issue 6, November 2005, Pages: 1977–2016, Fernando Alvarez and Urban J. Jermann

    Article first published online : 11 OCT 2005, DOI: 10.1111/j.1468-0262.2005.00643.x

  10. EVALUATING ASSET PRICING MODELS WITH LIMITED COMMITMENT USING HOUSEHOLD CONSUMPTION DATA

    Journal of the European Economic Association

    Volume 6, Issue 2-3, April-May 2008, Pages: 715–726, Dirk Krueger, Hanno Lustig and Fabrizio Perri

    Article first published online : 13 DEC 2010, DOI: 10.1162/JEEA.2008.6.2-3.715

  11. Dynamic Logit With Choice Aversion

    Econometrica

    Volume 83, Issue 2, March 2015, Pages: 651–691, Drew Fudenberg and Tomasz Strzalecki

    Article first published online : 3 APR 2015, DOI: 10.3982/ECTA11846

  12. Endogenous Persistent Occupations and Inequality

    Journal of Public Economic Theory

    Volume 15, Issue 2, April 2013, Pages: 292–318, FALILOU FALL

    Article first published online : 12 MAR 2013, DOI: 10.1111/jpet.12019

  13. U.S. Monetary Policy Surprises and Mortgage Rates

    Real Estate Economics

    Volume 40, Issue 3, Fall 2012, Pages: 461–507, Pisun Xu, Yufeng Han and Jian Yang

    Article first published online : 8 FEB 2012, DOI: 10.1111/j.1540-6229.2011.00325.x

  14. ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS

    Mathematical Finance

    Volume 25, Issue 1, January 2015, Pages: 115–153, Laurence Carassus and Miklós Rásonyi

    Article first published online : 7 FEB 2013, DOI: 10.1111/mafi.12018

  15. On the role of job assignment in a comparison of education systems

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 46, Issue 1, February 2013, Pages: 180–207, Katsuya Takii and Ryuichi Tanaka

    Article first published online : 22 FEB 2013, DOI: 10.1111/caje.12009

  16. Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis

    Real Estate Economics

    Volume 40, Issue 1, Spring 2012, Pages: 167–195, Yi Jin, Charles K.Y. Leung and Zhixiong Zeng

    Article first published online : 2 DEC 2011, DOI: 10.1111/j.1540-6229.2011.00315.x

  17. TAXES, REGULATIONS AND THE CORPORATE DEBT MARKET

    International Economic Review

    Volume 53, Issue 3, August 2012, Pages: 979–1004, Orhan Erem Atesagaoglu

    Article first published online : 25 JUL 2012, DOI: 10.1111/j.1468-2354.2012.00708.x

  18. Ambiguity, Learning, and Asset Returns

    Econometrica

    Volume 80, Issue 2, March 2012, Pages: 559–591, Nengjiu Ju and Jianjun Miao

    Article first published online : 16 MAR 2012, DOI: 10.3982/ECTA7618

  19. State-Space Models and Kalman Filter

    Analysis of Financial Time Series, Second Edition

    Ruey S. Tsay, Pages: 490–542, 2005

    Published Online : 24 AUG 2005, DOI: 10.1002/0471746193.ch11

  20. Altruism and Determinacy of Equilibria in Overlapping Generations Models with Externalities

    Japanese Economic Review

    Volume 54, Issue 2, June 2003, Pages: 179–202, Alain Venditti

    Article first published online : 12 MAY 2003, DOI: 10.1111/1468-5876.t01-1-00253