Macro, Money and Finance: A Continuous Time Approach
收藏NBER2016-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w22343
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资源简介：
This paper puts forward a teaching manual for how to set up and solve a continuous time model that allows one to analyze endogenous (1) level and risk dynamics. The latter includes (2) tail risk and crisis probability as well as (3) the Volatility Paradox. Concepts such as (4) illiquidity and
提供机构：
美国国家经济研究局
创建时间：
2016-06-01
