-
1
-
-
0001393537
-
Asset pricing when risk sharing is limited by default
-
Alvarez, Fernando, and Urban J. Jermann. 2000. Asset pricing when risk sharing is limited by default. Econometrica 68:775-98.
-
(2000)
Econometrica
, vol.68
, pp. 775-798
-
-
Alvarez, F.1
Jermann, U.J.2
-
2
-
-
0001959632
-
On the predictive power of interest rates and interest rate spreads
-
Federal Reserve Bank of Boston, November-December
-
Bernanke, Ben S. 1990. On the predictive power of interest rates and interest rate spreads. New England Economic Review (Federal Reserve Bank of Boston, November-December): 51-68.
-
(1990)
New England Economic Review
, pp. 51-68
-
-
Bernanke, B.S.1
-
3
-
-
0032771542
-
By force of habit: A consumption-based explanation of aggregate stock market behavior
-
Campbell, John Y., and John Cochrane. 1999. By force of habit: A consumption-based explanation of aggregate stock market behavior. Journal of Political Economy 107:205-51.
-
(1999)
Journal of Political Economy
, vol.107
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.2
-
4
-
-
84977738382
-
Financial investment opportunities and the macro-economy
-
Chen, Nai-Fu. 1991. Financial investment opportunities and the macro-economy. Journal of Finance 46:529-54.
-
(1991)
Journal of Finance
, vol.46
, pp. 529-554
-
-
Chen, N.-F.1
-
5
-
-
0000496978
-
Economic forces and the stock market
-
Chen, Nai-Fu, Richard Roll, and Stephen Ross. 1986. Economic forces and the stock market. Journal of Business 59:383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.-F.1
Roll, R.2
Ross, S.3
-
6
-
-
0000334217
-
An intertemporal general equilibrium model of asset pricing
-
Cox, John C., Jonathan E. Ingersoll, and Stephen Ross. 1985. An intertemporal general equilibrium model of asset pricing. Econometrica 53:363-84.
-
(1985)
Econometrica
, vol.53
, pp. 363-384
-
-
Cox, J.C.1
Ingersoll, J.E.2
Ross, S.3
-
7
-
-
0000205143
-
Two-person dynamic equilibrium in the capital market
-
Dumas, Bernard. 1989. Two-person dynamic equilibrium in the capital market. Review of Financial Studies 2:157-88.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 157-188
-
-
Dumas, B.1
-
8
-
-
0000822794
-
Super contact and related optimality conditions
-
_. 1991. Super contact and related optimality conditions. Journal of Economic Dynamics and Control 15:675-85.
-
(1991)
Journal of Economic Dynamics and Control
, vol.15
, pp. 675-685
-
-
-
9
-
-
34250890715
-
Business conditions and the expected returns on bonds and stocks
-
Fama, Eugene F., and Kenneth R. French. 1989. Business conditions and the expected returns on bonds and stocks. Journal of Financial Economics 25:23-50.
-
(1989)
Journal of Financial Economics
, vol.25
, pp. 23-50
-
-
Fama, E.F.1
French, K.R.2
-
13
-
-
33644567546
-
Collateral, default and market crashes
-
Yale University and UCLA
-
Geanakoplos, John, and William R. Zame. 1998. Collateral, default and market crashes. Working Paper, Yale University and UCLA.
-
(1998)
Working Paper
-
-
Geanakoplos, J.1
Zame, W.R.2
-
14
-
-
0010962742
-
The conditional CAPM and the cross-section of expected returns
-
Jagannathan, Ravi, and Zhenyu Wang. 1996. The conditional CAPM and the cross-section of expected returns. Journal of Finance 51:3-53.
-
(1996)
Journal of Finance
, vol.51
, pp. 3-53
-
-
Jagannathan, R.1
Wang, Z.2
-
16
-
-
46149129689
-
Predicting returns in the stock and bond markets
-
Keim, Donald B., and Robert F. Stambaugh. 1986. Predicting returns in the stock and bond markets. Journal of Financial Economics 17:357-90.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 357-390
-
-
Keim, D.B.1
Stambaugh, R.F.2
-
18
-
-
0001105480
-
Implication of efficient risk sharing without commitment
-
Kocherlakota, Narayana R. 1996. Implication of efficient risk sharing without commitment. Review of Economic Studies 63:595-609.
-
(1996)
Review of Economic Studies
, vol.63
, pp. 595-609
-
-
Kocherlakota, N.R.1
-
19
-
-
33644568226
-
Collateral constraints and the credit channel
-
MIT
-
Krishnamurthy, Arvind. 1998. Collateral constraints and the credit channel. Working paper, MIT.
-
(1998)
Working Paper
-
-
Krishnamurthy, A.1
-
21
-
-
8744315646
-
Stationary equilibria in asset pricing models with incomplete markets and collateral
-
Stanford University and Kellogg
-
Kubler, Felix, and Karl Schmedders. 2001. Stationary equilibria in asset pricing models with incomplete markets and collateral. Working paper, Stanford University and Kellogg.
-
(2001)
Working Paper
-
-
Kubler, F.1
Schmedders, K.2
-
22
-
-
0035681734
-
Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying
-
Lettau, Martin, and Sydney Ludvigson. 2001. Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying. Journal of Political Economy 109:1238-87.
-
(2001)
Journal of Political Economy
, vol.109
, pp. 1238-1287
-
-
Lettau, M.1
Ludvigson, S.2
-
23
-
-
84953017099
-
Optimal control of diffusion processes and HJB equations
-
Lions, Pierre-Louis. 1983. Optimal control of diffusion processes and HJB equations. Communications in Partial Differential Equations 8:1229-76.
-
(1983)
Communications in Partial Differential Equations
, vol.8
, pp. 1229-1276
-
-
Lions, P.-L.1
-
24
-
-
0011090049
-
Optimal consumption and portfolio rules in a continuous time model
-
Merton, Robert C. 1971. Optimal consumption and portfolio rules in a continuous time model. Journal of Economic Theory 3:373-413.
-
(1971)
Journal of Economic Theory
, vol.3
, pp. 373-413
-
-
Merton, R.C.1
-
25
-
-
0039442930
-
Avoiding default: The role of credit in the consumption collapse of 1930
-
Olney, Martha L. 1999. Avoiding default: The role of credit in the consumption collapse of 1930. Quarterly Journal of Economics 114:319-35.
-
(1999)
Quarterly Journal of Economics
, vol.114
, pp. 319-335
-
-
Olney, M.L.1
-
26
-
-
0000246372
-
Interpreting the evidence on money-income causality
-
Stock, James H., and Mark W. Watson. 1989. Interpreting the evidence on money-income causality. Journal of Econometrics 40:161-81.
-
(1989)
Journal of Econometrics
, vol.40
, pp. 161-181
-
-
Stock, J.H.1
Watson, M.W.2
-
28
-
-
0000477209
-
Efficiency and the role of default when security markets are incomplete
-
Zame, William R. 1993. Efficiency and the role of default when security markets are incomplete. American Economic Review 83:1142-64.
-
(1993)
American Economic Review
, vol.83
, pp. 1142-1164
-
-
Zame, W.R.1
-
30
-
-
0040833310
-
Endogenous borrowing constrains with incomplete markets
-
Zhang, Harold. 1997. Endogenous borrowing constrains with incomplete markets. Journal of Finance 52:2187-2209.
-
(1997)
Journal of Finance
, vol.52
, pp. 2187-2209
-
-
Zhang, H.1
|