TIME-VARYING RISK PERCEPTIONS AND THE PRICING OF RISKY ASSETS

被引:7
作者
FRIEDMAN, BM [1 ]
KUTTNER, KN [1 ]
机构
[1] FED RESERVE BANK CHICAGO,CHICAGO,IL
来源
OXFORD ECONOMIC PAPERS-NEW SERIES | 1992年 / 44卷 / 04期
基金
美国国家科学基金会;
关键词
D O I
10.1093/oxfordjournals.oep.a042066
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:566 / 598
页数:33
相关论文
共 35 条
[11]  
FRENCH KR, 1987, J POLITICAL EC, V95, P3
[12]  
FRIEDMAN BM, 1980, AM ECON REV, V70, P32
[13]  
FRIEDMAN BM, 1987, ARROW ASCENT MODERN
[14]  
FRIEDMAN BM, 1985, UNPUB CROWDING OUT C
[15]  
FRIEDMAN BM, 1992, DOES DEBT MANAGEMENT, V3
[16]  
FRIEDMAN BM, 1989, BROOKINGS PAPERS EC, V2, P137
[17]  
GROSSMAN SJ, 1981, AM ECON REV, V71, P222
[18]  
IBBOTSON RG, 1982, STOCKS BONDS BILLS I
[19]  
KRAFT DF, 1983, UNPUB AUTOREGRESSIVE