Journal article 755 views 254 downloads
The Epstein-Zin Model with Liquidity Extension
Weimin Liu,
Di Luo,
Huainan Zhao
Financial Review, Volume: 51, Issue: 1, Pages: 113 - 146
Swansea University Author: Di Luo
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DOI (Published version): 10.1111/fire.12098
Abstract
The Epstein-Zin Model with Liquidity Extension
| Published in: | Financial Review |
|---|---|
| Published: |
2016
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa23810 |
| Keywords: |
Liquidity risk; Consumption-based asset pricing; Model performance |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
1 |
| Start Page: |
113 |
| End Page: |
146 |