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The Epstein-Zin Model with Liquidity Extension

Weimin Liu, Di Luo, Huainan Zhao

Financial Review, Volume: 51, Issue: 1, Pages: 113 - 146

Swansea University Author: Di Luo

DOI (Published version): 10.1111/fire.12098

Published in: Financial Review
Published: 2016
URI: https://cronfa.swan.ac.uk/Record/cronfa23810
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first_indexed 2015-10-16T04:30:01Z
last_indexed 2020-08-14T02:42:46Z
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spelling 2020-08-13T09:36:54.7791033 v2 23810 2015-10-15 The Epstein-Zin Model with Liquidity Extension d0aae429ba8256d6b93ca41ac5ab4347 Di Luo Di Luo true false 2015-10-15 Journal Article Financial Review 51 1 113 146 Liquidity risk; Consumption-based asset pricing; Model performance 1 2 2016 2016-02-01 10.1111/fire.12098 COLLEGE NANME COLLEGE CODE Swansea University 2020-08-13T09:36:54.7791033 2015-10-15T15:24:22.3940325 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Weimin Liu 1 Di Luo 2 Huainan Zhao 3 0023810-17122015111934.pdf LuoTheLiquidityRiskAdjustedEpsteinZinModelPostprint.pdf 2015-12-17T11:19:34.1030000 Output 1448919 application/pdf Accepted Manuscript true 2018-01-12T00:00:00.0000000 true
title The Epstein-Zin Model with Liquidity Extension
spellingShingle The Epstein-Zin Model with Liquidity Extension
Di Luo
title_short The Epstein-Zin Model with Liquidity Extension
title_full The Epstein-Zin Model with Liquidity Extension
title_fullStr The Epstein-Zin Model with Liquidity Extension
title_full_unstemmed The Epstein-Zin Model with Liquidity Extension
title_sort The Epstein-Zin Model with Liquidity Extension
author_id_str_mv d0aae429ba8256d6b93ca41ac5ab4347
author_id_fullname_str_mv d0aae429ba8256d6b93ca41ac5ab4347_***_Di Luo
author Di Luo
author2 Weimin Liu
Di Luo
Huainan Zhao
format Journal article
container_title Financial Review
container_volume 51
container_issue 1
container_start_page 113
publishDate 2016
institution Swansea University
doi_str_mv 10.1111/fire.12098
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2016-02-01T03:28:10Z
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