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The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model

, and . Journal of Economic Dynamics and Control, 16 (3-4): 601--620 (00 1992)

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Evaluating the effects of incomplete markets on risk sharing and asset pricing, and . Working paper National Bureau of Economic Research, Cambridge, Mass., (1993)The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model, and . Journal of Economic Dynamics and Control, 16 (3-4): 601--620 (00 1992)Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing, and . Journal of Political Economy, 104 (3): 443-487 (June 1996)Design and fabrication of a wideband 56- to 63-GHz monolithic power amplifier with very high power-added efficiency., , , , , , and . IEEE J. Solid State Circuits, 35 (9): 1298-1306 (2000)Handbook of Econometrics, , , and . Volume 6, Part 1, chapter Chapter 61 Intertemporal Substitution and Risk Aversion, page 3967--4056. Elsevier, (2007)An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications. Econometrica, (1995)Efficiency bound calculations for a time series model, with conditional heteroskedasticity, and . Economics Letters, 35 (2): 167--171 (February 1991)