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DP4394 What Triggers Early Retirement? Results from Swiss Pension Funds 智库出版物
2004
作者:  Monika Butler;  Olivia Huguenin;  Federica Teppa
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Diversification  Risk  Volatility states  International financial markets  
Endogenous Uncertainty and Market Volatility 智库出版物
1999
作者:  Mordecai Kurz;  Joan Kenney;  Maurizio Motolese
Adobe PDF(231Kb)  |  收藏  |  浏览/下载：2/0  |  提交时间：2019/06/14
Rational Expectations,Rational Beliefs,Rational Belief Equilibrium (RBE),Endogenous uncertainty,States of belief,Stock price,Discount bond,Equity premium,Market volatility,GARCH,Forward Discount Bias  
Social States of Belief and the Determinants of the Equity Risk Premium in A Rational Belief Equilibrium 智库出版物
1997
作者:  Mordecai Kurz
Adobe PDF(3148Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/14
state space,endogenous uncertainty,rational beliefs,rational belief equilibrium,individual state of belief,social states of belief,OLG economy,correlation among beliefs,volatility measures,equity risk premium,riskless rate