Asset Pricing with Epstein-Zin Preferences

Asset Pricing with Epstein-Zin Preferences,Harald Uhlig

Asset Pricing with Epstein-Zin Preferences   (Citations: 5)
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,I am grateful to Wouter den Haan, to participants at a seminar at MIT and Ken Judd for useful comments. The views expressed herein are those of the author and not neces-sarily those of the Bundesbank. This research was supported by the Deutsche Forschungs-gemeinschaft through the SFB 649 "Economic Risk" and by the RTN network MAPMU. Address: Prof. Harald Uhlig, Humboldt University, Wirtschaftswissenschaftliche Fakult篓at, Spandauer Str. 1, 10178 Berlin, GERMANY. e-mail: uhlig@wiwi. hu-berlin. de, fax: +49-30-2093 5934, home page http://www. wiwi. hu-berlin. de/wpol/
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