INTRODUCING FINANCIAL ASSETS INTO STRUCTURAL MODELS
This paper reviews extensively the literature on asset pricing and builds a structural dynamic general equilibrium model with financial assets. We obtain the policy function of the calibrated model and approximate it up to third order. We derive asset pricing and various premiums conditions up to th...
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| Autor principal: | |
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| Lenguaje: | English |
| Publicado: |
ILADES. Universidad Alberto Hurtado.
2012
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702012000200001 |
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