BOND AND STOCK RETURNS IN A SIMPLE EXCHANGE MODEL

被引:75
作者
CAMPBELL, JY
机构
关键词
D O I
10.2307/1884178
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:785 / 803
页数:19
相关论文
共 26 条
[11]   LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J].
HANSEN, LP .
ECONOMETRICA, 1982, 50 (04) :1029-1054
[12]   STOCHASTIC CONSUMPTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF ASSET RETURNS [J].
HANSEN, LP ;
SINGLETON, KJ .
JOURNAL OF POLITICAL ECONOMY, 1983, 91 (02) :249-265
[13]  
Hicks J. R., 1939, VALUE CAPITAL INQUIR
[14]   RISK-AVERSION AND THE TERM STRUCTURE OF REAL INTEREST-RATES [J].
LEROY, SF .
ECONOMICS LETTERS, 1982, 10 (3-4) :355-361
[15]   RISK-AVERSION AND THE TERM STRUCTURE OF REAL INTEREST-RATES CORRECTION [J].
LEROY, SF .
ECONOMICS LETTERS, 1983, 12 (3-4) :339-340
[16]   INTEREST-RATES AND CURRENCY PRICES IN A 2-COUNTRY WORLD [J].
LUCAS, RE .
JOURNAL OF MONETARY ECONOMICS, 1982, 10 (03) :335-359
[17]   ASSET PRICES IN AN EXCHANGE ECONOMY [J].
LUCAS, RE .
ECONOMETRICA, 1978, 46 (06) :1429-1445
[18]   THE PERMANENT INCOME HYPOTHESIS AND THE REAL INTEREST-RATE [J].
MANKIW, NG .
ECONOMICS LETTERS, 1981, 7 (04) :307-311
[19]   THE EQUITY PREMIUM - A PUZZLE [J].
MEHRA, R ;
PRESCOTT, EC .
JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) :145-161
[20]   PERMANENT INCOME IN GENERAL EQUILIBRIUM [J].
MICHENER, R .
JOURNAL OF MONETARY ECONOMICS, 1984, 13 (03) :297-305