Stavros Panageas
Biographic Data
| ID | 5850004 |
|---|---|
| NAME | Stavros Panageas |
| GIVEN NAMES | Stavros |
| FAMILY NAME | Panageas |
| SIGNATURE | PANAGEAS S |
| AFFILIATIONS | National Bureau of Economic Research |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 8 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2006 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 2 |
Heterogeneity and Asset Prices: An Intergenerational Approach
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
We study the implications of preference heterogeneity for asset pricing. We use recursive preferences in order to separate heterogeneity in risk aversion from heterogeneity in the intertemporal elasticity of substitution and an overlapping-generations framework to obtain a nondegenerate stationary equilibrium. We solve the model explicitly up to the solutions of ordinary differential equations and highlight the effects of overlapping generations …
Hedging sudden stops and precautionary contractions
Hedging sudden stops and precautionary contractions
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
We study the implications of preference heterogeneity for asset pricing. We use recursive preferences in order to separate heterogeneity in risk aversion from heterogeneity in the intertemporal elasticity of substitution and an overlapping-generations framework to obtain a nondegenerate stationary equilibrium. We solve the model explicitly up to the solutions of ordinary differential equations and highlight the effects of overlapping generations …
Heterogeneity and Asset Prices: An Intergenerational Approach
Hedging sudden stops and precautionary contractions
Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing
We study the implications of preference heterogeneity for asset pricing. We use recursive preferences in order to separate heterogeneity in risk aversion from heterogeneity in the intertemporal elasticity of substitution and an overlapping-generations framework to obtain a nondegenerate stationary equilibrium. We solve the model explicitly up to the solutions of ordinary differential equations and highlight the effects of overlapping generations …
Heterogeneity and Asset Prices: An Intergenerational Approach
Economics (3 works) · Asset (computer security (2 works) · Capital asset pricing model (2 works) · Computer Science (2 works) · Econometrics (2 works) · Economic theories and models (2 works) · Financial economics (2 works) · Microeconomics (2 works) · Boom (1 works) · Capital (architecture (1 works)