MEAN REVERSION IN EQUILIBRIUM ASSET PRICES

[1] BALKE NS, 1986, AM BUSINESS CYCLE

[2] BLACK F, 1989, NBER2946 WORK PAP

[3] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[4] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[5] THE CASE OF THE NEGATIVE NOMINAL INTEREST-RATES - NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST-RATES DURING THE GREAT-DEPRESSION [J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (06) : 1111 - 1141

[6] CONSTANTINIDES GM, 1988, HABIT FORMATIONS RES

[7] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[8] FAMA EF, 1988, J POLIT ECON, V96, P246

[9] *FED RES SYST BOAR, 1943, BANK MON STAT 1914 1

[10] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[1] BALKE NS, 1986, AM BUSINESS CYCLE

[2] BLACK F, 1989, NBER2946 WORK PAP

[3] STOCK-PRICES, EARNINGS, AND EXPECTED DIVIDENDS [J]. JOURNAL OF FINANCE, 1988, 43 (03) : 661 - 676

[4] COINTEGRATION AND TESTS OF PRESENT VALUE MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1987, 95 (05) : 1062 - 1088

[5] THE CASE OF THE NEGATIVE NOMINAL INTEREST-RATES - NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST-RATES DURING THE GREAT-DEPRESSION [J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (06) : 1111 - 1141

[6] CONSTANTINIDES GM, 1988, HABIT FORMATIONS RES

[7] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[8] FAMA EF, 1988, J POLIT ECON, V96, P246

[9] *FED RES SYST BOAR, 1943, BANK MON STAT 1914 1

[10] GROSSMAN SJ, 1981, AM ECON REV, V71, P222