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Theses

Essais en Macroéconomie Financière

Abstract : This thesis analyses different extensions of the Consumption-based Asset Pricing Models (C)CAPM, in which the utility function of the representative agent depends on the past observations. This allows for taking into account the effect of habit formation as well as the impact of the news on dividends. We have two main objectives. The first one is theoretical : to build a
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https://pastel.archives-ouvertes.fr/pastel-00004346
Contributor : Ecole Ensae Paristech <>
Submitted on : Friday, November 21, 2008 - 8:00:00 AM
Last modification on : Tuesday, April 2, 2019 - 2:24:47 AM
Long-term archiving on: : Thursday, September 30, 2010 - 8:39:42 PM

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  • HAL Id : pastel-00004346, version 1

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Imen Ghattassi. Essais en Macroéconomie Financière. Sciences de l'Homme et Société. ENSAE ParisTech, 2006. Français. ⟨pastel-00004346⟩

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