Induced uncertainty, market price of risk, and the dynamics of consumption and wealth

Luo Y, Young E. Induced uncertainty, market price of risk, and the dynamics of consumption and wealth. Journal of Economic Theory. 2016;163:1–41.

induced_uncertainty.pdf709.58 KB

Last updated on 11/26/2020

Contact

Eric R. Young
Department of Economics
University of Virginia
224 Monroe Hall
Charlottesville, VA 22904
Phone: Office (434) 924-3811
Fax: (434) 982-2904
E-mail: ey2d at virginiaedu

Recent Publications

Carroll DR, Hoffman N. Mobility. Submitted Submitted.

mobility.pdf288.64 KB
Sun B, Tam X, Young E. The Stock Market Response to a “Regulatory Sine Curve.” Submitted Submitted.

the_stock_market.pdf819.83 KB
Luo Y, Nie J, Young E. Ambiguity, Low Risk-Free Rates, and Consumption Inequality. 2019.

ambiguity.pdf504.39 KB
Miao J, Wu J, Young E. Multivariate Rational Inattention. 2019.

multivariate_rational_inattention.pdf544.23 KB

Eric Young

Professor of Economics

Induced uncertainty, market price of risk, and the dynamics of consumption and wealth