Eduard Dubin

Goethe University Frankfurt - Department of Finance

Research Assistant

House of Finance

Grueneburgplatz 1

Frankfurt am Main, Hessen 60323

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

145

CITATIONS

2

Scholarly Papers (1)

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

FEDS Working Paper No. 2012-07
Number of pages: 39 Posted: 22 Mar 2012
Board of Governors of the Federal Reserve System, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 58 (295,793)
Citation 2

Abstract:

Consumption-based asset pricing models, external habit, internal habit, heterogeneity, time nonseparability, general equilibrium, recursive solution

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

Number of pages: 38 Posted: 17 Dec 2011 Last Revised: 11 Jun 2012
Board of Governors of the Federal Reserve System, Goethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 57 (298,407)
Citation 2

Abstract:

asset pricing, consumption-based asset pricing models, external habit, internal habit, heterogeneity, time nonseparability, general equilibrium, recursive solution

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 37 Posted: 16 Sep 2012 Last Revised: 06 Dec 2013
Olesya V. Grishchenko and Eduard Dubin
Board of Governors of the Federal Reserve System and Goethe University Frankfurt - Department of Finance
Downloads 30 (388,405)
Citation 2

Abstract:

consumption-based asset pricing models, external habit, internal habit, heterogeneity, time nonseparability, general equilibrium, recursive solution

Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Posted: 12 Jun 2012 Last Revised: 07 Dec 2013
Goethe University Frankfurt - Department of Finance, Board of Governors of the Federal Reserve System and Goethe University Frankfurt

Abstract:

asset pricing, consumption-based asset pricing models, external habit, internal habit, heterogeneity, time-nonseparability, general equilibrium, recursive solution