Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle
Work
Year: 2017
Type: article
Abstract: This article estimates a business cycle model with endogenous financial asset supply and ambiguity averse investors. Firms' shareholders choose not only production and investment, but also capital str... more
Source: The Review of Economic Studies
Cites: 70
Cited by: 90
Related to: 10
FWCI: 15.26
Citation percentile (by year/subfield): 99.99
Domain: Social Sciences
Open Access status: bronze