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Volumn 15, Issue 2, 1985, Pages 145-161

The equity premium: A puzzle

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EID: 46549099071     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-3932(85)90061-3     Document Type: Article
Times cited : (2991)

References (27)
  • 14
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    • Dynamics of the current account: Theoretical and empirical analysis
    • Harvard University, Cambridge, MA
    • (1983) Working paper
    • Kehoe1
  • 17
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    • The present-value relation Tests based upon implied variance bounds
    • (1981) Econometrica , vol.49 , pp. 555-574
    • Leroy1    Porter2
  • 18
    • 0004093318 scopus 로고
    • Bayesian procedure for forecasting with vector autoregressions
    • MIT, Cambridge, MA
    • (1980) Working paper
    • Litterman1
  • 19
    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • (1978) Econometrica , vol.46 , pp. 1429-1445
    • Lucas1
  • 21
    • 0010902605 scopus 로고
    • Recursive competitive equilibrium: A parametric example
    • (1984) Economics Letters , vol.16 , pp. 273-278
    • Mehra1
  • 22
    • 84913322445 scopus 로고
    • Asset prices with nonstationary consumption
    • Graduate School of Business, Columbia University, New York
    • (1984) Working paper
    • Mehra1    Prescott2
  • 23
    • 0001738730 scopus 로고
    • An intertemporal asset pricing model
    • (1973) Econometrica , vol.41 , pp. 867-887
    • Merton1
  • 24
    • 0000058841 scopus 로고
    • Recursive competitive equilibrium The case of homogeneous households
    • (1980) Econometrica , vol.48 , pp. 1365-1379
    • Prescott1    Mehra2
  • 27
    • 0002074367 scopus 로고
    • The overlapping generations model of fiat money
    • J.H. Kareken, N. Wallace, Federal Reserve Bank of Minneapolis, Minneapolis, MN
    • (1980) Models of monetary economies , pp. 49-82
    • Wallace1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.