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A MODEL OF INTERTEMPORAL DISCOUNT RATES IN THE PRESENCE OF REAL AND INFLATIONARY AUTOCORRELATIONS
被引:1
作者
:
BOSSHARDT, DI
论文数:
0
引用数:
0
h-index:
0
BOSSHARDT, DI
机构
:
来源
:
JOURNAL OF FINANCE
|
1987年
/ 42卷
/ 04期
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
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BENNINGA, S
;
PROTOPAPADAKIS, A
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
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
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BENNINGA, S
;
PROTOPAPADAKIS, A
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
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
论文数:
0
引用数:
0
h-index:
0
BROWN, SJ
;
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
.
JOURNAL OF FINANCE,
1986,
41
(03)
:617
-630
[4]
CAPITAL-MARKET EQUILIBRIUM WITH PERSONAL TAX
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
CONSTANTINIDES, GM
.
ECONOMETRICA,
1983,
51
(03)
:611
-636
[5]
AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
.
ECONOMETRICA,
1985,
53
(02)
:363
-384
[6]
A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
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
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(04)
:529
-546
[10]
INFLATION, REAL RETURNS AND CAPITAL-INVESTMENT
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
FAMA, EF
;
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
GIBBONS, MR
.
JOURNAL OF MONETARY ECONOMICS,
1982,
9
(03)
:297
-323
←
1
2
→
共 20 条
[1]
REAL AND NOMINAL INTEREST-RATES UNDER UNCERTAINTY - THE FISHER THEOREM AND THE TERM STRUCTURE
[J].
BENNINGA, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BENNINGA, S
;
PROTOPAPADAKIS, A
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
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
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BENNINGA, S
;
PROTOPAPADAKIS, A
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
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
论文数:
0
引用数:
0
h-index:
0
BROWN, SJ
;
DYBVIG, PH
论文数:
0
引用数:
0
h-index:
0
DYBVIG, PH
.
JOURNAL OF FINANCE,
1986,
41
(03)
:617
-630
[4]
CAPITAL-MARKET EQUILIBRIUM WITH PERSONAL TAX
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
CONSTANTINIDES, GM
.
ECONOMETRICA,
1983,
51
(03)
:611
-636
[5]
AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
.
ECONOMETRICA,
1985,
53
(02)
:363
-384
[6]
A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
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
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(04)
:529
-546
[10]
INFLATION, REAL RETURNS AND CAPITAL-INVESTMENT
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
FAMA, EF
;
GIBBONS, MR
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
GIBBONS, MR
.
JOURNAL OF MONETARY ECONOMICS,
1982,
9
(03)
:297
-323
←
1
2
→