메뉴 건너뛰기




Volumn 121, Issue 3, 2006, Pages 823-866

Rare disasters and asset markets in the twentieth century

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33646382246     PISSN: 00335533     EISSN: 15314650     Source Type: Journal    
DOI: 10.1162/qjec.121.3.823     Document Type: Review
Times cited : (1304)

References (36)
  • 1
    • 38249034919 scopus 로고
    • Government spending, interest rates, prices, and budget deficits in the United Kingdom, 1701-1918
    • Barro, Robert J., "Government Spending, Interest Rates, Prices, and Budget Deficits in the United Kingdom, 1701-1918," Journal of Monetary Economics, XX (1987), 221-247.
    • (1987) Journal of Monetary Economics , vol.20 , pp. 221-247
    • Barro, R.J.1
  • 2
    • 0004265265 scopus 로고    scopus 로고
    • Cambridge, MA: MIT Press
    • _, Macroeconomics, 5th ed. (Cambridge, MA: MIT Press, 1997).
    • (1997) Macroeconomics, 5th Ed.
  • 5
    • 0040291438 scopus 로고    scopus 로고
    • Asset pricing at the millennium
    • Campbell, John Y., "Asset Pricing at the Millennium," Journal of Finance, LV (2000), 1515-1567.
    • (2000) Journal of Finance , vol.55 , pp. 1515-1567
    • Campbell, J.Y.1
  • 6
    • 0000842941 scopus 로고
    • Substitution, risk aversion, and the temporal behavior of consumption I: A theoretical framework
    • Epstein, Lawrence G., and Stanley E. Zin, "Substitution, Risk Aversion, and the Temporal Behavior of Consumption I: A Theoretical Framework," Econometrica, LVII (1989), 937-990.
    • (1989) Econometrica , vol.57 , pp. 937-990
    • Epstein, L.G.1    Zin, S.E.2
  • 8
    • 0003683829 scopus 로고
    • Was the deflation during the great depression anticipated? Evidence from the commodity futures market
    • Hamilton, James D., "Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market," American Economic Review, LXXXII (1992), 157-178.
    • (1992) American Economic Review , vol.82 , pp. 157-178
    • Hamilton, J.D.1
  • 11
    • 0009437270 scopus 로고    scopus 로고
    • Global stock markets in the twentieth century
    • Jorion, Philippe, and William N. Goetzmann, "Global Stock Markets in the Twentieth Century," Journal of Finance, LIV (1999), 953-980.
    • (1999) Journal of Finance , vol.54 , pp. 953-980
    • Jorion, P.1    Goetzmann, W.N.2
  • 14
    • 84977716937 scopus 로고
    • Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution: An irrelevance result
    • Kocherlakota, Narayana R., "Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result," Journal of Finance, XLV (1990), 175-190.
    • (1990) Journal of Finance , vol.45 , pp. 175-190
    • Kocherlakota, N.R.1
  • 15
    • 33746609448 scopus 로고    scopus 로고
    • Why are returns on swiss franc assets so low? Rare events may solve the puzzle
    • Kugler, Peter, and Beatrice Weder, "Why Are Returns on Swiss Franc Assets so Low? Rare Events May Solve the Puzzle," Applied Economics Quarterly, LI (2005), 231-246.
    • (2005) Applied Economics Quarterly , vol.51 , pp. 231-246
    • Kugler, P.1    Weder, B.2
  • 16
    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • Lucas, Robert E., "Asset Prices in an Exchange Economy," Econometrica, XLVI (1978), 1429-1445.
    • (1978) Econometrica , vol.46 , pp. 1429-1445
    • Lucas, R.E.1
  • 18
    • 0040627418 scopus 로고
    • The ban on indexed bonds, 1933-77
    • McCulloch, J. Huston, "The Ban on Indexed Bonds, 1933-77," American Economic Review, LXX(1980), 1018-1021.
    • (1980) American Economic Review , vol.70 , pp. 1018-1021
    • McCulloch, J.H.1
  • 20
  • 21
    • 1642380019 scopus 로고    scopus 로고
    • The equity premium in retrospect
    • George M. Constantinides, Milton Harris, and Rene Stulz, eds., Amsterdam: North-Holland
    • Mehra, Rajnish, and Edward C. Prescott, "The Equity Premium in Retrospect," in George M. Constantinides, Milton Harris, and Rene Stulz, eds., Handbook of the Economics of Finance (Amsterdam: North-Holland, 2003).
    • (2003) Handbook of the Economics of Finance
    • Mehra, R.1    Prescott, E.C.2
  • 26
    • 0344887728 scopus 로고    scopus 로고
    • Pecuniary incentives to work in the U. S. during World War II
    • Mulligan, Casey B., "Pecuniary Incentives to Work in the U. S. during World War II," Journal of Political Economy, CVI (1998), 1033-1077.
    • (1998) Journal of Political Economy , vol.106 , pp. 1033-1077
    • Mulligan, C.B.1
  • 27
    • 45549121696 scopus 로고
    • The equity risk premium: A solution
    • Rietz, Thomas A., "The Equity Risk Premium: A Solution," Journal of Monetary Economics, XXII (1988), 117-131.
    • (1988) Journal of Monetary Economics , vol.22 , pp. 117-131
    • Rietz, T.A.1
  • 28
    • 0039584383 scopus 로고
    • World War I and the postwar depression: A reinterpretation based on alternative estimates of GNP
    • Romer, Christina, "World War I and the Postwar Depression: A Reinterpretation Based on Alternative Estimates of GNP," Journal of Monetary Economics, XXII (1988), 91-115.
    • (1988) Journal of Monetary Economics , vol.22 , pp. 91-115
    • Romer, C.1
  • 29
    • 85016249703 scopus 로고
    • The prewar business cycle reconsidered: New estimates of gross national product, 1869-1908
    • _, "The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908," Journal of Political Economy, XCVII (1989), 1-37.
    • (1989) Journal of Political Economy , vol.97 , pp. 1-37
  • 30
    • 0002213523 scopus 로고
    • "I Conti Economici Italiani: Una Ricostruzione Statistica, 1890-1990,"
    • Rossi, Nicola, Andrea Sorgato, and Gianni Toniolo, "I Conti Economici Italiani: Una Ricostruzione Statistica, 1890-1990," Revista di Storia Economica, X (1993), 1-47.
    • (1993) Revista di Storia Economica , vol.10 , pp. 1-47
    • Rossi, N.1    Sorgato, A.2    Toniolo, G.3
  • 32
    • 84970520883 scopus 로고
    • Saving and the fear of nuclear war
    • Slemrod, Joel, "Saving and the Fear of Nuclear War," Journal of Conflict Resolution, XXX (1986), 403-419.
    • (1986) Journal of Conflict Resolution , vol.30 , pp. 403-419
    • Slemrod, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.