Verfügbarkeit: Asset Prices and Time-Varying Risk

Asset Prices and Time-Varying Risk:

Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas in a model environment of time-varying risk. Some work by Abel provided us with the in...

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Körperschaft:	International Monetary Fund (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1988
Schriftenreihe:	IMF Working Papers Working Paper No. 88/42
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas in a model environment of time-varying risk. Some work by Abel provided us with the insights needed to produce such formulas. This paper gives a exposition of how to develop the formulas in an environment where the formulas may by obtained using a simple extension of standard tools. While the paper is intended mainly as an exposition of new work, it also contains a report on the asset market effect of fiscal reform. It is found that entering a period of weak coordination between government spending and taxing (tax rate) policy is good for stock prices
Beschreibung:	1 Online-Ressource (26 p)
ISBN:	1451975430 9781451975437

Internformat

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spelling	International Monetary Fund Verfasser aut Asset Prices and Time-Varying Risk Washington, D.C International Monetary Fund 1988 1 Online-Ressource (26 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 88/42 Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas in a model environment of time-varying risk. Some work by Abel provided us with the insights needed to produce such formulas. This paper gives a exposition of how to develop the formulas in an environment where the formulas may by obtained using a simple extension of standard tools. While the paper is intended mainly as an exposition of new work, it also contains a report on the asset market effect of fiscal reform. It is found that entering a period of weak coordination between government spending and taxing (tax rate) policy is good for stock prices Online-Ausg International Monetary Fund Sonstige oth http://elibrary.imf.org/view/IMF001/14097-9781451975437/14097-9781451975437/14097-9781451975437.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Asset Prices and Time-Varying Risk
title	Asset Prices and Time-Varying Risk
title_auth	Asset Prices and Time-Varying Risk
title_exact_search	Asset Prices and Time-Varying Risk
title_exact_search_txtP	Asset Prices and Time-Varying Risk
title_full	Asset Prices and Time-Varying Risk
title_fullStr	Asset Prices and Time-Varying Risk
title_full_unstemmed	Asset Prices and Time-Varying Risk
title_short	Asset Prices and Time-Varying Risk
title_sort	asset prices and time varying risk
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