-
1
-
-
44949278227
-
Asset Returns with Transaction Costs and Uninsured Individual Risk
-
AIYAGARI, S. R., AND M. GERTLER (1991): "Asset Returns with Transaction Costs and Uninsured Individual Risk," Journal of Monetary Economics, 27, 311-331.
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 311-331
-
-
Aiyagari, S.R.1
Gertler, M.2
-
3
-
-
84977725247
-
Liquidity, Maturity and the Yields on U.S. Treasury Securities
-
_ (1991): "Liquidity, Maturity and the Yields on U.S. Treasury Securities," Journal of Finance, 46, 1411-1425.
-
(1991)
Journal of Finance
, vol.46
, pp. 1411-1425
-
-
-
4
-
-
0000194163
-
The Valuation Problem in Arbitrage Price Theory
-
CLARK, S. A. (1993): "The Valuation Problem in Arbitrage Price Theory," Journal of Mathematical Economics, 22, 463-478.
-
(1993)
Journal of Mathematical Economics
, vol.22
, pp. 463-478
-
-
Clark, S.A.1
-
5
-
-
0000286891
-
Explaining the Variance of Price-Dividend Ratios
-
COCHRANE, J. H. (1992): "Explaining the Variance of Price-Dividend Ratios," The Review of Financial Studies, 5, 243-280
-
(1992)
The Review of Financial Studies
, vol.5
, pp. 243-280
-
-
Cochrane, J.H.1
-
6
-
-
0002646438
-
Asset Pricing Explorations for Macroeconomics
-
Cambridge, MA: MIT Press
-
COCHRANE, J. H., AND L. P. HANSEN (1992): "Asset Pricing Explorations for Macroeconomics," Macroeconomics Annual 1992. Cambridge, MA: MIT Press, 115-165.
-
(1992)
Macroeconomics Annual 1992
, pp. 115-165
-
-
Cochrane, J.H.1
Hansen, L.P.2
-
7
-
-
84936823769
-
Capital Market Equilibrium with Transaction Costs
-
CONSTANTINIDES, G. M. (1986): "Capital Market Equilibrium with Transaction Costs," Journal of Political Economy, 94, 842-862.
-
(1986)
Journal of Political Economy
, vol.94
, pp. 842-862
-
-
Constantinides, G.M.1
-
8
-
-
0001368451
-
Convex Duality in Constrained Portfolio Optimization
-
CVITANIC, J., AND I. KARATZAS (1992): "Convex Duality in Constrained Portfolio Optimization," The Annals of Applied Probability, 2, 767-818.
-
(1992)
The Annals of Applied Probability
, vol.2
, pp. 767-818
-
-
Cvitanic, J.1
Karatzas, I.2
-
9
-
-
0001517908
-
Saving and Liquidity Constraints
-
DEATON, A. (1991): "Saving and Liquidity Constraints," Econometrica, 59, 1221-1248.
-
(1991)
Econometrica
, vol.59
, pp. 1221-1248
-
-
Deaton, A.1
-
10
-
-
38249040011
-
Modeling the Term Structure of Interest Rates under Non-Separable Utility and Durability of Goods
-
DUNN, K. B., AND K. J. SINGLETON (1986): "Modeling the Term Structure of Interest Rates under Non-Separable Utility and Durability of Goods," Journal of Financial Economics, 17, 27-55.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 27-55
-
-
Dunn, K.B.1
Singleton, K.J.2
-
11
-
-
0000206041
-
Intertemporal Asset Pricing under Knightian Uncertainty
-
ESPTEIN, L. G., AND T. WANG (1994): "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, 62, 283-322.
-
(1994)
Econometrica
, vol.62
, pp. 283-322
-
-
Esptein, L.G.1
Wang, T.2
-
12
-
-
0000911048
-
The Information in the Term Structure
-
FAMA, E. F. (1984): "The Information in the Term Structure," Journal of Financial Economics, 13, 509-528
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 509-528
-
-
Fama, E.F.1
-
13
-
-
34250890715
-
Business Conditions and Expected Returns on Stocks and Bonds
-
FAMA, E. F., AND K. R. FRENCH (1989): "Business Conditions and Expected Returns on Stocks and Bonds," Journal of Financial Economics, 25, 23-40.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 23-40
-
-
Fama, E.F.1
French, K.R.2
-
14
-
-
29444457191
-
Economic Equilibrium with Costly Marketing
-
FOLEY, D. K. (1970): "Economic Equilibrium with Costly Marketing," Journal of Economic Theory, 2, 276-291.
-
(1970)
Journal of Economic Theory
, vol.2
, pp. 276-291
-
-
Foley, D.K.1
-
15
-
-
0001969053
-
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
-
GROSSMAN, S. J., AND G. LAROQUE (1990): "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods," Economeirica, 58, 25-51.
-
(1990)
Economeirica
, vol.58
, pp. 25-51
-
-
Grossman, S.J.1
Laroque, G.2
-
16
-
-
0001235146
-
Equilibrium with Transaction Costs
-
HAHN, F. H. (1971): "Equilibrium with Transaction Costs," Econometrica, 39, 417-439.
-
(1971)
Econometrica
, vol.39
, pp. 417-439
-
-
Hahn, F.H.1
-
17
-
-
84934563125
-
Implications of Security Market Data for Models of Dynamic Economies
-
HANSEN, L. P., AND R. JAGANNATHAN (1991): "Implications of Security Market Data for Models of Dynamic Economies," Journal of Political Economy, 99, 225-262.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 225-262
-
-
Hansen, L.P.1
Jagannathan, R.2
-
18
-
-
21844500802
-
Econometric Evaluation of Intertemporal Asset Pricing Models
-
HANSEN, L. P., J. HEATON, AND E. G. J. LUTTMER (1995): "Econometric Evaluation of Intertemporal Asset Pricing Models," The Review of Financial Studies, 8, 237-274.
-
(1995)
The Review of Financial Studies
, vol.8
, pp. 237-274
-
-
Hansen, L.P.1
Heaton, J.2
Luttmer, E.G.J.3
-
19
-
-
85017108575
-
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
-
HANSEN, L. P., AND K. J. SINGLETON (1982): "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, 50, 587-613.
-
(1982)
Econometrica
, vol.50
, pp. 587-613
-
-
Hansen, L.P.1
Singleton, K.J.2
-
20
-
-
0001803554
-
Tests for Liquidity Constraints: A Critical Survey and Some New Observations
-
HAYASHI, F. (1987): "Tests for Liquidity Constraints: A Critical Survey and Some New Observations," Advances in Econometrics, Fifth World Congress, 2, 91-120.
-
(1987)
Advances in Econometrics, Fifth World Congress
, vol.2
, pp. 91-120
-
-
Hayashi, F.1
-
24
-
-
0000789996
-
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
-
HODRICK, R. J. (1992): "Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement," The Review of Financial Studies, 5, 357-386.
-
(1992)
The Review of Financial Studies
, vol.5
, pp. 357-386
-
-
Hodrick, R.J.1
-
25
-
-
0000705481
-
Martingales and Arbitrage and Securities Markets with Transaction Costs
-
JOUINI, E., AND H. KALLAL (1995): "Martingales and Arbitrage and Securities Markets with Transaction Costs," Journal of Economic Theory, 66, 178-197.
-
(1995)
Journal of Economic Theory
, vol.66
, pp. 178-197
-
-
Jouini, E.1
Kallal, H.2
-
26
-
-
46149129689
-
Predicting Returns in the Stock and Bond Markets
-
KEIM, D. B., AND R. F. STAMBAUGH (1986): "Predicting Returns in the Stock and Bond Markets," Journal of Financial Economics, 17, 357-390.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 357-390
-
-
Keim, D.B.1
Stambaugh, R.F.2
-
27
-
-
0003105093
-
Arbitrage and Equilibrium in Economies with Infinitely Many Commodities
-
KREPS, D. (1981): "Arbitrage and Equilibrium in Economies with Infinitely Many Commodities," Journal of Mathematical Economics, 8, 15-35.
-
(1981)
Journal of Mathematical Economics
, vol.8
, pp. 15-35
-
-
Kreps, D.1
-
28
-
-
0000443739
-
Risk Aversion and the Martingale Property of State Prices
-
LEROY, S. F. (1973): "Risk Aversion and the Martingale Property of State Prices," International Economic Review, 14, 436-446.
-
(1973)
International Economic Review
, vol.14
, pp. 436-446
-
-
Leroy, S.F.1
-
30
-
-
0000150312
-
Asset Pricing in an Exchange Economy
-
LUCAS, R. E., JR. (1978): "Asset Pricing in an Exchange Economy," Econometrica, 46, 1429-1445.
-
(1978)
Econometrica
, vol.46
, pp. 1429-1445
-
-
Lucas Jr., R.E.1
-
34
-
-
38249036553
-
The Monotonicity of the Term Premium - A Closer Look
-
MCCULLOCH, J. H. (1987): "The Monotonicity of the Term Premium - A Closer Look," Journal of Financial Economics, 18, 185-192.
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 185-192
-
-
Mcculloch, J.H.1
-
36
-
-
0000134722
-
Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
-
MILNE, F. (1980): "Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model," International Economic Review, 21, 255-267.
-
(1980)
International Economic Review
, vol.21
, pp. 255-267
-
-
Milne, F.1
-
37
-
-
0000706085
-
A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
-
NEWEY, W. K., AND K. D. WEST (1987): "A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Econometrica, 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
38
-
-
0010863826
-
Valuation of Risky Assets in Arbitrage Free Economies with Frictions
-
PRISMAN, E. Z. (1986): "Valuation of Risky Assets in Arbitrage Free Economies with Frictions," Journal of Finance, 41, 545-559.
-
(1986)
Journal of Finance
, vol.41
, pp. 545-559
-
-
Prisman, E.Z.1
-
39
-
-
84928461617
-
Arbitrage and Martingales with Taxation
-
Ross, S. A. (1987): "Arbitrage and Martingales with Taxation," Journal of Economic Theory, 95, 371-393.
-
(1987)
Journal of Economic Theory
, vol.95
, pp. 371-393
-
-
Ross, S.A.1
-
41
-
-
44949275901
-
Liquidity Constraints and the Permanent Income Hypothesis - Evidence from Panel Data
-
RUNKLE, D. E. (1991): "Liquidity Constraints and the Permanent Income Hypothesis - Evidence from Panel Data," Journal of Monetary Economics, 27, 73-98.
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 73-98
-
-
Runkle, D.E.1
-
42
-
-
0000531855
-
Consumption, Asset Markets and Macroeconomic Fluctuations
-
SHILLER, R. J. (1982): "Consumption, Asset Markets and Macroeconomic Fluctuations," CarnegieRochester Conference on Public Policy, 17, 203-238.
-
(1982)
CarnegieRochester Conference on Public Policy
, vol.17
, pp. 203-238
-
-
Shiller, R.J.1
-
43
-
-
84977731442
-
Diagnosing Asset Pricing Models Using the Distribution of Asset Returns
-
SNOW, K. N. (1991): "Diagnosing Asset Pricing Models Using the Distribution of Asset Returns," Journal of Finance, 46, 955-984.
-
(1991)
Journal of Finance
, vol.46
, pp. 955-984
-
-
Snow, K.N.1
-
44
-
-
38249032278
-
The Information in Forward Rates: Implications for Models of the Term Structure
-
STAMBAUGH, R. F. (1988): "The Information in Forward Rates: Implications for Models of the Term Structure," Journal of Financial Economics, 21, 41-70.
-
(1988)
Journal of Financial Economics
, vol.21
, pp. 41-70
-
-
Stambaugh, R.F.1
-
47
-
-
38249004563
-
The Equity Premium Puzzle and the Risk Free Rate Puzzle
-
WEIL, P. (1989): "The Equity Premium Puzzle and the Risk Free Rate Puzzle," Journal of Monetary Economics, 24, 401-421.
-
(1989)
Journal of Monetary Economics
, vol.24
, pp. 401-421
-
-
Weil, P.1
-
48
-
-
0000284943
-
The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
-
WOLAK, F. A. (1991): "The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models," Econometrica, 59, 981-995.
-
(1991)
Econometrica
, vol.59
, pp. 981-995
-
-
Wolak, F.A.1
-
49
-
-
84936047538
-
Consumption and Liquidity Constraints: An Empirical Investigation
-
ZELDES, S. P. (1989): "Consumption and Liquidity Constraints: An Empirical Investigation," Journal of Political Economy, 97, 305-346.
-
(1989)
Journal of Political Economy
, vol.97
, pp. 305-346
-
-
Zeldes, S.P.1
|