-
1
-
-
21844504524
-
Uninsured idiosyncratic risk and aggregate saving
-
Aiyagari, S. Rao, 1994, Uninsured idiosyncratic risk and aggregate saving, Quarterly Journal of Economics 109, 659-684.
-
(1994)
Quarterly Journal of Economics
, vol.109
, pp. 659-684
-
-
Aiyagari, S.R.1
-
2
-
-
44949278227
-
Asset returns with transactions costs and uninsured individual risk
-
Aiyagari, S. Rao, and Mark Gertler, 1991, Asset returns with transactions 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
-
4
-
-
0002646438
-
Asset pricing explorations for macroeconomics
-
Olivier Blanchard and Stanley Fischer, Eds.: MIT Press, Cambridge, Mass.
-
Cochrane, John H., and Lars P. Hansen, 1992, Asset pricing explorations for macroeconomics, in Olivier Blanchard and Stanley Fischer, Eds.: NBER Macroeconomics Annual 1992 (MIT Press, Cambridge, Mass.).
-
(1992)
NBER Macroeconomics Annual 1992
-
-
Cochrane, J.H.1
Hansen, L.P.2
-
5
-
-
0039263438
-
Solving the stochastic growth model by policy function iteration
-
Coleman, John W., 1990, Solving the stochastic growth model by policy function iteration, Journal of Business and Economic Statistics 8, 27-29.
-
(1990)
Journal of Business and Economic Statistics
, vol.8
, pp. 27-29
-
-
Coleman, J.W.1
-
6
-
-
0011457536
-
An introduction to general equilibrium with incomplete asset markets
-
Geanakoplos, John, 1990, An introduction to general equilibrium with incomplete asset markets, Journal of Mathematical Economics 19, 1-38.
-
(1990)
Journal of Mathematical Economics
, vol.19
, pp. 1-38
-
-
Geanakoplos, J.1
-
7
-
-
84934563125
-
Implications of security market data for models of dynamic economies
-
Hansen, Lars P., and Ravi 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
-
8
-
-
4243088649
-
Evaluating the effects of incomplete markets on risk sharing and asset pricing
-
Heaton, John, and Deborah Lucas, 1996, Evaluating the effects of incomplete markets on risk sharing and asset pricing, Journal of Political Economy 104, 443-487.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 443-487
-
-
Heaton, J.1
Lucas, D.2
-
10
-
-
38249019768
-
Moral hazard, imperfect risk-sharing, and the behavior of asset returns
-
Kahn, James A., 1990, Moral hazard, imperfect risk-sharing, and the behavior of asset returns, Journal of Monetary Economics 26, 27-44.
-
(1990)
Journal of Monetary Economics
, vol.26
, pp. 27-44
-
-
Kahn, J.A.1
-
11
-
-
0000611849
-
Stochastic inflation and the equity premium
-
Labadie, Pamela, 1989, Stochastic inflation and the equity premium, Journal of Monetary Economics 24, 277-298.
-
(1989)
Journal of Monetary Economics
, vol.24
, pp. 277-298
-
-
Labadie, P.1
-
12
-
-
0001378029
-
Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle
-
Lucas, Deborah, 1994, Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle, Journal of Monetary Economics 34, 325-341.
-
(1994)
Journal of Monetary Economics
, vol.34
, pp. 325-341
-
-
Lucas, D.1
-
14
-
-
0000339532
-
The equity premium and the concentration of aggregate shocks
-
Mankiw, N. Gregory, 1986, The equity premium and the concentration of aggregate shocks, Journal of Financial Economics 17, 211-219.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 211-219
-
-
Mankiw, N.G.1
-
15
-
-
0002154338
-
Borrowing constraints and aggregate economic activity
-
Scheinkman, Jose A., and Laurence Weiss, 1986, Borrowing constraints and aggregate economic activity, Econometrica 54, 23-46.
-
(1986)
Econometrica
, vol.54
, pp. 23-46
-
-
Scheinkman, J.A.1
Weiss, L.2
-
16
-
-
0001518154
-
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
-
Tauchen, George, and Robert Hussey, 1991, Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models, Econometrica 59, 371-396.
-
(1991)
Econometrica
, vol.59
, pp. 371-396
-
-
Tauchen, G.1
Hussey, R.2
-
17
-
-
1642284286
-
Solving nonlinear stochastic growth models: A comparison of alternative solution methods
-
Taylor, John B., and Harald Uhlig, 1990, Solving nonlinear stochastic growth models: A comparison of alternative solution methods, Journal of Business and Economic Statistics 8, 1-18.
-
(1990)
Journal of Business and Economic Statistics
, vol.8
, pp. 1-18
-
-
Taylor, J.B.1
Uhlig, H.2
-
18
-
-
0039095262
-
Asset pricing and incomplete markets
-
Telmer, Chris I., 1993, Asset pricing and incomplete markets, Journal of Finance 48, 1803-1832.
-
(1993)
Journal of Finance
, vol.48
, pp. 1803-1832
-
-
Telmer, C.I.1
|