Aditya Goenka

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

233

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Relative Risk Aversion and the Transmission of Financial Crises

CAMA Working Paper 28/2007
Number of pages: 28 Posted: 27 Dec 2007 Last Revised: 11 Nov 2008
Melisso Boschi and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 152 (230,751)
Citation 2

Abstract:

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Financial crises, contagion, wealth effects, international asset pricing, relative risk aversion, capital controls, Tobin tax

Testing Habits in an Asset Pricing Model

Number of pages: 30 Posted: 15 Mar 2010 Last Revised: 12 May 2017
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 41 (506,663)

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Habit formation, Equity premium, Business cycles, Markov-switching VAR models

Testing Habits in an Asset Pricing Model

Number of pages: 41 Posted: 16 Mar 2012
Stefano d'Addona, Melisso Boschi and Aditya Goenka
University of Roma Tre, Centre for Applied Macroeconomic Analysis (CAMA) and affiliation not provided to SSRN
Downloads 23 (612,530)

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Habit formation, Equity premium, Business cycles, Markov-switching models, Regime-dependent impulse response functions

3.

Testing External Habits in an Asset Pricing Model

CAMA Working Papaer No. 20/2012
Number of pages: 33 Posted: 17 May 2012
Melisso Boschi, Stefano d'Addona and Aditya Goenka
Centre for Applied Macroeconomic Analysis (CAMA), University of Roma Tre and affiliation not provided to SSRN
Downloads 17 (634,482)

Abstract:

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Habit formation, Equity premium, Business cycles, Markov-switching models,Time-varying VAR, Regime-dependent impulse response functions