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The Epstein–Zin Model with Liquidity Extension

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  • Weimin Liu
  • Di Luo
  • Huainan Zhao

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  • Weimin Liu & Di Luo & Huainan Zhao, 2016. "The Epstein–Zin Model with Liquidity Extension," The Financial Review, Eastern Finance Association, vol. 51(1), pages 113-146, February.
    • Handle: RePEc:bla:finrev:v:51:y:2016:i:1:p:113-146
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    File URL: http://hdl.handle.net/10.1111/fire.2016.51.issue-1
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    Cited by:

    1. Weimin Liu & Di Luo & Seyoung Park & Huainan Zhao, 2022. "The cross‐sectional return predictability of employment growth: A liquidity risk explanation," The Financial Review, Eastern Finance Association, vol. 57(1), pages 155-178, February.
    2. Ashley Lim & Yihui Lan & Sirimon Treepongkaruna, 2020. "Asset pricing and energy consumption risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3813-3850, December.
    3. Robert Snigaroff & David Wroblewski, 2023. "Consumption with earnings, liquidity, and market based models," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 501-530, February.

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