MEAN REVERSION AND CONSUMPTION SMOOTHING

[1] STOCK-PRICES UNDER TIME-VARYING DIVIDEND RISK - AN EXACT SOLUTION IN AN INFINITE-HORIZON GENERAL EQUILIBRIUM-MODEL [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 22 (03) : 375 - 393

[2] AN EQUILIBRIUM-MODEL OF THE CRASH [J]. NBER MACROECONOMICS ANNUAL-SERIES, 1988, 3 : 269 - 275

[3] BLACK F, 1976, 1976 P M AM STAT ASS, P171

[4] BRAINARD W, 1987, LEVERAGE EQUITY PREM

[5] BROCK WA, 1982, EC INFORMATION UNCER

[6] CAMPBELL JY, 1989, NBER 2924 WORK PAP

[7] CECCHETTI SG, 1988, NBER2762 WORK PAP

[8] CONSTANTINIDES GM, 1988, 225 U CHIC GRAD SCH

[9] DEATON AS, 1987, ADV ECONOMETRICS, V2, P121

[10] FAMA EF, 1988, J POLIT ECON, V96, P246

[1] STOCK-PRICES UNDER TIME-VARYING DIVIDEND RISK - AN EXACT SOLUTION IN AN INFINITE-HORIZON GENERAL EQUILIBRIUM-MODEL [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 22 (03) : 375 - 393

[2] AN EQUILIBRIUM-MODEL OF THE CRASH [J]. NBER MACROECONOMICS ANNUAL-SERIES, 1988, 3 : 269 - 275

[3] BLACK F, 1976, 1976 P M AM STAT ASS, P171

[4] BRAINARD W, 1987, LEVERAGE EQUITY PREM

[5] BROCK WA, 1982, EC INFORMATION UNCER

[6] CAMPBELL JY, 1989, NBER 2924 WORK PAP

[7] CECCHETTI SG, 1988, NBER2762 WORK PAP

[8] CONSTANTINIDES GM, 1988, 225 U CHIC GRAD SCH

[9] DEATON AS, 1987, ADV ECONOMETRICS, V2, P121

[10] FAMA EF, 1988, J POLIT ECON, V96, P246