A MODEL OF INTERTEMPORAL DISCOUNT RATES IN THE PRESENCE OF REAL AND INFLATIONARY AUTOCORRELATIONS

被引:1
作者
BOSSHARDT, DI
机构
关键词
D O I
10.2307/2328306
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1049 / 1070
页数:22
相关论文
共 20 条
[1]   REAL AND NOMINAL INTEREST-RATES UNDER UNCERTAINTY - THE FISHER THEOREM AND THE TERM STRUCTURE [J].
BENNINGA, S ;
PROTOPAPADAKIS, A .
JOURNAL OF POLITICAL ECONOMY, 1983, 91 (05) :856-867
[2]   GENERAL EQUILIBRIUM PROPERTIES OF THE TERM STRUCTURE OF INTEREST-RATES [J].
BENNINGA, S ;
PROTOPAPADAKIS, A .
JOURNAL OF FINANCIAL ECONOMICS, 1986, 16 (03) :389-410
[3]   THE EMPIRICAL IMPLICATIONS OF THE COX, INGERSOLL, ROSS THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J].
BROWN, SJ ;
DYBVIG, PH .
JOURNAL OF FINANCE, 1986, 41 (03) :617-630
[4]   CAPITAL-MARKET EQUILIBRIUM WITH PERSONAL TAX [J].
CONSTANTINIDES, GM .
ECONOMETRICA, 1983, 51 (03) :611-636
[5]   AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES [J].
COX, JC ;
INGERSOLL, JE ;
ROSS, SA .
ECONOMETRICA, 1985, 53 (02) :363-384
[6]   A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J].
COX, JC ;
INGERSOLL, JE ;
ROSS, SA .
ECONOMETRICA, 1985, 53 (02) :385-407
[7]  
Dunford N., 1957, LINEAR OPERATORS 1
[8]  
FAMA E, 1986, 178 U CHIC GRAD SCH
[9]   TERM PREMIUMS IN BOND RETURNS [J].
FAMA, EF .
JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) :529-546
[10]   INFLATION, REAL RETURNS AND CAPITAL-INVESTMENT [J].
FAMA, EF ;
GIBBONS, MR .
JOURNAL OF MONETARY ECONOMICS, 1982, 9 (03) :297-323