STATE PREFERENCE AND THE RISKLESS INTEREST-RATE - MARKOV MODEL OF CAPITAL-MARKETS

被引：7

作者：

BEJA, A ^{[1
]}

机构：

[1] TEL AVIV UNIV, TEL AVIV, ISRAEL

来源：

关键词：

D O I：

10.2307/2297012

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：435 / 446

页数：12

共 20 条

[1] STRUCTURE OF COST OF CAPITAL UNDER UNCERTAINTY
BEJA, A
[J]. REVIEW OF ECONOMIC STUDIES, 1971, 38 (115) : 359 - 368
[2] BEJA A, 1973, 19073 L REC GRAD SCH
[3] Bliss C. J., 1975, CAPITAL THEORY DISTR
[4] COX JC, 1977, NOTES THEORY TERM ST
[5] UNCERTAINTY AND EXPECTATIONS HYPOTHESIS
GREEN, HAJ
[J]. REVIEW OF ECONOMIC STUDIES, 1967, 34 (04) : 387 - 398
[6] Hicks J. R., 1946, VALUE CAPITAL
[7] LIQUIDITY
HICKS, JR
[J]. ECONOMIC JOURNAL, 1962, 72 (288) : 787 - 802
[8] Kemmeny J. G., 1960, FINITE MARKOV CHAINS
[9] KESSEL R, 1965, 91 NAT BUR EC RES OC
[10] Keynes J. M, 1930, TREATISE MONEY