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Publications by Jan Wenzelburger

The Impact of Multiperiod Planning Horizons on Portfolios and Asset Prices in a Dynamic CAPM

Journal of Mathematical Economics

Applied Mathematics

English

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Resource Prices and Planning Horizons

SSRN Electronic Journal

English

The Impact of Monetary Policy on Asset Prices

SSRN Electronic Journal

English

Asset Pricing in Multiperiod Securities Markets

English

Transaction Costs and Asset Prices: A Dynamic Equilibrium Model

Review of Financial Studies

English

A Dynamic Equilibrium Model of Asset Prices and Transaction Volume

Journal of Political Economy

English

Limited Stock Market Participation and Asset Prices in a Dynamic Economy

Journal of Financial and Quantitative Analysis

English

Bayesian Estimation of a Dynamic Stochastic General Equilibrium Model With Asset Prices

Quantitative Economics

English

Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying?

SSRN Electronic Journal

English

Salience and Asset Prices

American Economic Review

English