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.


IRBC models with Von Neumann-Morgenstern preferences. A two-country open economy model with Epstein-Zin preferences.


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


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