Title:

Asset Pricing in a Production Economy with Chew-Dekel Preferences

Authors:

Claudio Campanale (U Alicante)
Rui Castro (U Montreal)
Gian Luca Clementi (New York U)

Journal:

Review of Economic Dynamics

Year:

2010

Volume:

13

Pages:

379-402

JEL codes:

D51 - Exchange and Production Economies
E21 - Macroeconomics: Consumption; Saving; Aggregate Physical and Financial Consumer Wealth
E23 - Production
E32 - Business Fluctuations; Cycles
G12 - Asset Pricing; Trading volume; Bond Interest Rates
O41 - One, Two, and Multisector Growth Models