Christopher Géczy
Biographic Data
| ID | 5851763 |
|---|---|
| NAME | Christopher Géczy |
| GIVEN NAMES | Christopher |
| FAMILY NAME | Géczy |
| SIGNATURE | GÉCZY C |
| AFFILIATIONS | California University of Pennsylvania |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 10 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1991 |
| LATEST PUBLICATION YEAR | 2002 |
| H-INDEX | 1 |
Asset Pricing with Heterogeneous Consumers and Limited Participation
We present evidence that the equity premium and the premium of value stocks over growth stocks are consistent in the 198296 period with a stochastic discount factor calculated as the weighted average of individual households' marginal rate of substitution with low and economically plausible values of the relative risk aversion coefficient. Since these premia are not explained with an SDF calculated as the per capita marginal rate of substitution …
International Economic Policy Simulation Games on the Microcomputer
Taking advantage of standard spreadsheets ( Lotus 1-2-3) and a LAN, the authors describe a prototype "world" model for instructional use. Simple macro models of three countnes are linked through trade, price, and capital flow linkages. The model system can be used as a computer game, allowing the participants to seek optimal positions for their countries and/or for the world economy. Keywords: computer model, world model, macroeconomics, internat…
Asset Pricing with Heterogeneous Consumers and Limited Participation
We present evidence that the equity premium and the premium of value stocks over growth stocks are consistent in the 198296 period with a stochastic discount factor calculated as the weighted average of individual households' marginal rate of substitution with low and economically plausible values of the relative risk aversion coefficient. Since these premia are not explained with an SDF calculated as the per capita marginal rate of substitution …
International Economic Policy Simulation Games on the Microcomputer
Taking advantage of standard spreadsheets ( Lotus 1-2-3) and a LAN, the authors describe a prototype "world" model for instructional use. Simple macro models of three countnes are linked through trade, price, and capital flow linkages. The model system can be used as a computer game, allowing the participants to seek optimal positions for their countries and/or for the world economy. Keywords: computer model, world model, macroeconomics, internat…
Asset Pricing with Heterogeneous Consumers and Limited Participation
We present evidence that the equity premium and the premium of value stocks over growth stocks are consistent in the 198296 period with a stochastic discount factor calculated as the weighted average of individual households' marginal rate of substitution with low and economically plausible values of the relative risk aversion coefficient. Since these premia are not explained with an SDF calculated as the per capita marginal rate of substitution …
Economics (2 works) · Capital asset pricing model (1 work) · Computer Science (1 work) · Consumption (sociology (1 work) · Econometrics (1 work) · Economic model (1 work) · Economic theories and models (1 work) · Empirical evidence (1 work) · Equity (law (1 work) · Equity premium puzzle (1 work)