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Jermann, urban J.
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Jermann, urban J.
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The size of the permanent component of asset pricing kernels
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Alvarez, Fernando
Published 2001
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Using asset prices to measure the cost of business cycles
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Alvarez, Fernando
Published 2000
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Household production and the excess sensitivity of consumption to current income
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Baxter, Marianne
Published 1999
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Quantitative asset pricing implications of endogenous solvency constraints
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Alvarez, Fernando
Published 1999
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International portfolio diversification and labor
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Jermann, urban J.
Published 1998
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Asset pricing when risk sharing is limited by default
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Alvarez, Fernando
Published 1998
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Related Subjects
Econometric models
Prices
Assets (Accounting)
Bonds
Consumption (Economics)
Economic aspects
Business cycles
Consumer goods
Debt
Debtor and creditor
Default (Finance)
Households
Income
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Leisure
Mathematical models
Portfolio management
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