An experimental comparison of two exchange economies: Long-lived asset vs. short-lived asset

E Carbone, J Hey, T Neugebauer - Management Science, 2021 - pubsonline.informs.org
The Lucas tree model [Lucas RE Jr (1978) Asset prices in an exchange economy.
Econometrica 46 (6): 1429–1445.] lies at the heart of modern macrofinance. At its core, it …

Assisted savings for retirement: An experimental analysis

CE Bohr, CA Holt, AV Schubert - European Economic Review, 2019 - Elsevier
This paper evaluates the benefit of a basic retirement savings program. It considers a life-
cycle experiment with interest paid on a safe asset and returns on a risky asset that induce a …

Comovement and return predictability in asset markets: An experiment with two Lucas trees

CN Noussair, AV Popescu - Journal of Economic Behavior & Organization, 2021 - Elsevier
Using a laboratory experiment, we investigate whether comovement can emerge between
two risky assets, despite their fundamentals not being correlated. The 'Two trees' asset …

[PDF][PDF] An Experimental Comparison of Two Exchange Economies: Long-Lived Asset Versus Short-Lived Asset

T NEUGEBAUER, E Carbone, JD Hey - Management Science, 2021 - orbilu.uni.lu
The Lucas tree model [Lucas RE Jr (1978) Asset prices in an exchange economy.
Econometrica 46 (6): 1429–1445.] lies at the heart of modern macrofinance. At its core, it …