Dynamic Equilibrium with Rare Events and Heterogeneous Epstein-Zin Investors (2014)

First Author: Chabakauri G

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2421039

Publication URI: http://dx.doi.org/10.2139/ssrn.2421039

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal