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Three Essays on Asset Pricing: A Bayesian Approach
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 55.47
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Three Essays on Asset Pricing
Published by VDM Verlag Dr. Mueller e.K. 2008-09-17, 2008
ISBN 10: 3639082907 ISBN 13: 9783639082906
Language: English
US$ 52.44
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Three Essays on Asset Pricing
Published by VDM Verlag Dr. Müller|VDM Verlag Dr. Müller e.K., 2008
ISBN 10: 3639082907 ISBN 13: 9783639082906
Language: English
US$ 67.88
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Add to basketKartoniert / Broschiert. Condition: New. This dissertation focuses on the consumption-basedasset pricing models developed by Lucas (1978). Thefirst chapter studies the effect of a change inaggregate risk on the prices of bonds and stocks. Adecomposition method of the dividend and discountrate effe.
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Three Essays on Asset Pricing : A Bayesian Approach
Published by VDM Verlag Dr. Müller, VDM Verlag Dr. Müller E.K., 2008
ISBN 10: 3639082907 ISBN 13: 9783639082906
Language: English
US$ 81.39
Convert currencyUS$ 71.48 shipping from Germany to U.S.A.Quantity: 2 available
Add to basketTaschenbuch. Condition: Neu. Neuware - This dissertation focuses on the consumption-basedasset pricing models developed by Lucas (1978). Thefirst chapter studies the effect of a change inaggregate risk on the prices of bonds and stocks. Adecomposition method of the dividend and discountrate effect is defined. Sufficient conditions onpreferences are specified such that an increase inrisk guarantees a fall in stock prices. In thesecond chapter, an empirical study examines whetherBayesian learning can help the Lucas-type modelspredict the low levels of short-term real interestrates in the US. The results show that parameteruncertainty alone cannot resolve the risk-free ratepuzzle. The learning process ends too rapidlyfor parameter uncertainty to play an important rolein affecting bond returns. The third chapterinvestigates whether the downturns of businesscycles have caused the falls of real interest rates.A standard Lucas-type model, with an added featurethat investors have to learn about the unobservablealternation of business cycles, is calibrated. Thesimulation technique of the Markov Chain Monte Carlois used to compute the real interest rates.
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US$ 67.00
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Add to basketCondition: Fine. Name: Guantou Bao Geki (2nd edition) Author: Zhang Pingli Pinsang: Brand New Publication time: 2006-02 Edition: Hardcover Publisher: Geology.
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Research Report on Chinas Poverty Alleviation: Dingxi (English Version)(Chinese Edition)
ISBN 10: 7520368610 ISBN 13: 9787520368612
US$ 113.50
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Add to basketpaperback. Condition: New. Paperback.Pub Date:2020-05-01 Pages:154 Language:English Publisher:China Social Science Press Due to the harsh ecological environment. underdeveloped infrastructure. and low level of social and economic development. farming population in Dingxi has long struggled to meet their basic needs. The city has long been regarded as a typical poverty-stricken area. In order to get rid of poverty. the poverty alleviation and development program was launched in 1982 in Dingxi. Since then. Dingxi has mad.
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Three Essays on Asset Pricing
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
US$ 58.36
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Add to basketPAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
