THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE

[1] Arrow K. J., 1965, ASPECTS THEORY RISK

[2] ATTANASIO O, 1989, IN PRESS EC J

[3] Barsky R.B., 1986, 2047 NAT BUR EC RES

[4] DEBT, DEFICITS, AND FINITE HORIZONS [J]. JOURNAL OF POLITICAL ECONOMY, 1985, 93 (02) : 223 - 247

[5] CAMPBELL JY, 1989, 2924 NAT BUR EC RES

[6] CONSTANTINIDES G, 1987, HABIT FORMATION RESO

[7] CONSUMPTION DECISIONS UNDER UNCERTAINTY [J]. JOURNAL OF ECONOMIC THEORY, 1972, 5 (03) : 308 - 335

[8] EPSTEIN L, 1988, J MONETARY ECON, V22, P177

[9] EPSTEIN LG, 1987, SUBSTITUTION RISK AV

[10] FARMER R, 1989, RINCE PREFERENCES

[1] Arrow K. J., 1965, ASPECTS THEORY RISK

[2] ATTANASIO O, 1989, IN PRESS EC J

[3] Barsky R.B., 1986, 2047 NAT BUR EC RES

[4] DEBT, DEFICITS, AND FINITE HORIZONS [J]. JOURNAL OF POLITICAL ECONOMY, 1985, 93 (02) : 223 - 247

[5] CAMPBELL JY, 1989, 2924 NAT BUR EC RES

[6] CONSTANTINIDES G, 1987, HABIT FORMATION RESO

[7] CONSUMPTION DECISIONS UNDER UNCERTAINTY [J]. JOURNAL OF ECONOMIC THEORY, 1972, 5 (03) : 308 - 335

[8] EPSTEIN L, 1988, J MONETARY ECON, V22, P177

[9] EPSTEIN LG, 1987, SUBSTITUTION RISK AV

[10] FARMER R, 1989, RINCE PREFERENCES