메뉴 건너뛰기




Volumn 37, Issue 5, 1993, Pages 1021-1041

Variations in economic uncertainty and risk premiums on capital assets

Author keywords

[No Author keywords available]

Indexed keywords


EID: 38249003514     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/0014-2921(93)90107-L     Document Type: Article
Times cited : (50)

References (45)
  • 1
    • 38249030663 scopus 로고
    • Stock prices under time-varying dividend risk: An exact solution in an infinite-horizon general equilibrium model
    • (1988) Journal of Monetary Economics , vol.22 , pp. 375-393
    • Abel1
  • 4
    • 84977732828 scopus 로고
    • On viable diffusion price processes of the market portfolio
    • (1989) Journal of Finance , vol.65 , Issue.2 , pp. 673-689
    • Bick1
  • 14
    • 0000346734 scopus 로고
    • A subordinated stochastic process model with finite variance for speculative prices
    • (1973) Econometrica , pp. 135-156
    • Clark1
  • 23
    • 0003520846 scopus 로고
    • The decline in aggregate share values: Taxation, valuation errors, risk, and profitability
    • Dec.
    • (1981) American Economic Review , vol.71 , Issue.5 , pp. 909-922
    • Hendershott1
  • 26
    • 0001843717 scopus 로고
    • The present value relation Tests based on implied variance bounds
    • (1981) Econometrica , vol.49 , pp. 555-574
    • LeRoy1    Porter2
  • 28
    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • (1978) Econometrica , vol.46 , pp. 1429-1445
    • Lucas1
  • 30
    • 0000883977 scopus 로고
    • A methods of simulated moments for estimation of discrete response models without numerical integration
    • (1989) Econometrica , vol.57 , pp. 995-1026
    • McFadden1
  • 33
    • 0000808665 scopus 로고
    • On the pricing of corporate debt: The risk structure of interest rates
    • May
    • (1974) Journal of Finance , vol.24 , pp. 449-470
    • Merton1
  • 38
    • 0001478349 scopus 로고
    • Patents as options Some estimates of the value of holding European patent stock
    • (1986) Econometrica , vol.54 , pp. 755-785
    • Pakes1
  • 39
    • 0001331135 scopus 로고
    • Simulation and the asymptotics of simulation estimators
    • (1986) Econometrica , vol.57 , Issue.5 , pp. 1027-1057
    • Pakes1    Pollard2
  • 43
    • 0000893807 scopus 로고
    • Do stock prices move too much to be justified by subsequent changes in dividends?
    • June
    • (1981) American Economic Review , vol.71 , Issue.3 , pp. 421-436
    • Shiller1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.