Backus-Smith anomaly: time additive versus Epstein-Zin recursive preferences
Di Benedetto Domnitanu, Raluca Ioana (A.A. 2012/2013) Backus-Smith anomaly: time additive versus Epstein-Zin recursive preferences. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 89. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
IRBC models with Von Neumann-Morgenstern preferences. A two-country open economy model with Epstein-Zin preferences.
References
Bibliografia: pp. 64-89.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | International finance |
| Thesis Supervisor: | Benigno, Pierpaolo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2012/2013 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Jun 2014 14:51 |
| Last Modified: | 19 May 2015 23:47 |
| URI: | https://tesi.luiss.it/id/eprint/12007 |
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