THE EQUITY RISK PREMIUM - A SOLUTION

[1] INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) : 427 - 448

[2] FAMA EF, 1975, AM ECON REV, V65, P269

[3] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[4] THE EQUITY PREMIUM - A PUZZLE [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) : 145 - 161

[5] MEHRA R, 1984, ASSET PRICES NONSTAT

[6] *US DEP COMM, 1973, LONG TERM EC GROWTH

[1] INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (03) : 427 - 448

[2] FAMA EF, 1975, AM ECON REV, V65, P269

[3] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[4] THE EQUITY PREMIUM - A PUZZLE [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) : 145 - 161

[5] MEHRA R, 1984, ASSET PRICES NONSTAT

[6] *US DEP COMM, 1973, LONG TERM EC GROWTH