Internet Appendix for 'The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure'
21 Pages Posted: 28 Sep 2020
Date Written: August 12, 2020
This is the supplemental material to the paper titled "The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure." It includes additional empirical, theoretical, and quantitative results. It also includes illustration for the numerical algorithm for our model solution.
Keywords: Product market friction, Discount rates, Expected growth, Consumption risk, Strategic rivalry, Natural experiments.
JEL Classification: G12, L13, O33, C73
Suggested Citation: Suggested Citation