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dc.contributor.authorBricongne, Jean-Charles
dc.contributor.authorBeaubrun-Diant, Kevin
dc.date.accessioned2009-09-22T10:26:45Z
dc.date.available2009-09-22T10:26:45Z
dc.date.issued2009-04
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/1848
dc.language.isoenen
dc.subjectFrench Business Cyclesen
dc.subjectAsset Allocation, House Pricesen
dc.subject.ddc332en
dc.subject.classificationjelG12
dc.subject.classificationjelG11
dc.subject.classificationjelE20en
dc.titleMacroeconomic Shocks and Portfolio Holdings over the French Business Cycleen
dc.typeDocument de travail / Working paper
dc.contributor.editoruniversityotherBanque de France;France
dc.description.abstractenThe main contribution of this article is to provide a dynamic general equilibrium model of asset allocation for the French economy. We provide a theoretical explanation of the observed time variation in aggregate portfolio holdings and the occurrence of twin peaks in equity and house prices.en
dc.publisher.nameUniversité Paris-Dauphine
dc.publisher.cityParis
dc.identifier.citationpages32en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelEconomie financièreen


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