consumption-based-asset-pricing
There are 1 repositories under consumption-based-asset-pricing topic.
VFCI/vfci
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”
There are 1 repositories under consumption-based-asset-pricing topic.
Code to reproduce paper Adrian, Duarte and Iyer (2023), “The Market Price of Risk and Macro-Financial Dynamics”