抄録
Dependent background risks which have functional forms are introduced into Lucas economies. This paper determines the conditions on preferences to guarantee the monotonicity of asset prices, when dependent background risks satisfy the monotonicity and the single crossing conditions.
| 本文言語 | English |
|---|---|
| ジャーナル | Economics Bulletin |
| 巻 | 4 |
| 号 | 1 |
| 出版ステータス | Published - 2005 |
| 外部発表 | はい |
ASJC Scopus subject areas
- 経済学、計量経済学および金融学（全般）