๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the returns generating process and the profitability of trading rules in emerging capital markets

โœ Scribed by John Hatgioannides; Spyros Mesomeris


Book ID
116658832
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
225 KB
Volume
26
Category
Article
ISSN
0261-5606

No coin nor oath required. For personal study only.


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We examine the e!ects of human capital on consumption, stock market, and other #uctuations in a general equilibrium continuous-time model. A representative con-sumer}worker}investor derives utility from consumption and leisure. A representative "rm demands labor as the sole input to a stochastic pro