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Equilibrium Asset Pricing with Time-Varying Pessimism

Author

Listed:
  • Sbuelz, A.

    (Tilburg University, Center For Economic Research)

  • Trojani, F.

Abstract

No abstract is available for this item.

Suggested Citation

  • Sbuelz, A. & Trojani, F., 2002. "Equilibrium Asset Pricing with Time-Varying Pessimism," Discussion Paper 2002-102, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:c8638728-e8fc-4436-9cec-8a4a810adb26
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/543644/102.pdf
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    Cited by:

    1. Ulrich, Maxim, 2013. "Inflation ambiguity and the term structure of U.S. Government bonds," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 295-309.
    2. Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2009. "Ambiguity Aversion and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4157-4188, October.
    3. Markus Leippold & Fabio Trojani & Paolo Vanini, 2008. "Learning and Asset Prices Under Ambiguous Information," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2565-2597, November.
    4. Berend Roorda & J. M. Schumacher & Jacob Engwerda, 2005. "Coherent Acceptability Measures In Multiperiod Models," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 589-612, October.

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