Stability of equilibrium asset pricing models: A necessary and sufficient condition

Keyphrases

• Stability of Equilibria 100%
• Equilibrium Existence 100%
• Uniqueness of Equilibrium 100%
• Asset Pricing Model 100%
• Equilibrium Asset Pricing 100%
• Equilibrium Asset Prices 100%
• Discrete-time 50%
• Iterative Methods 50%
• Infinite Horizon 50%
• Asset Prices 50%
• Stochastic Discount Factor 50%
• Arbitrage-free 50%
• Factor Decomposition 50%
• Local Spectral Radius 50%
• Globally Convergent Method 50%

Mathematics

• Necessary and Sufficient Condition 100%
• Asset Price 100%
• Stochastics 33%
• Discrete Time 33%
• Iterative Method 33%
• Spectral Radius 33%
• Arbitrage 33%
• Discount Factor 33%

Economics, Econometrics and Finance

• Financial Economics 100%
• Arbitrage 100%
• Stability of Equilibrium 100%