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REAL AND NOMINAL INTEREST-RATES UNDER UNCERTAINTY - THE FISHER THEOREM AND THE TERM STRUCTURE
被引:34
作者
:
BENNINGA, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
BENNINGA, S
PROTOPAPADAKIS, A
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
PROTOPAPADAKIS, A
机构
:
[1]
UNIV PENN,PHILADELPHIA,PA 19104
[2]
FED RESERVE BANK PHILADELPHIA,PHILADELPHIA,PA
来源
:
JOURNAL OF POLITICAL ECONOMY
|
1983年
/ 91卷
/ 05期
关键词
:
D O I
:
10.1086/261185
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:856 / 867
页数:12
相关论文
共 13 条
[1]
THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING
ARROW, KJ
论文数:
0
引用数:
0
h-index:
0
ARROW, KJ
[J].
REVIEW OF ECONOMIC STUDIES,
1964,
31
: 91
-
96
[2]
RELATIONSHIP BETWEEN COMPLETE AND INCOMPLETE FINANCIAL MARKET MODELS
BARON, DP
论文数:
0
引用数:
0
h-index:
0
BARON, DP
[J].
INTERNATIONAL ECONOMIC REVIEW,
1979,
20
(01)
: 105
-
117
[3]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
: 265
-
296
[4]
COX JC, 1981, J FINANC, V36, P769
[5]
SPECIFICATION OF DEMAND FOR MONEY - REAL RATE OF RETURN VERSUS RATE OF INFLATION
EDEN, B
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
EDEN, B
[J].
JOURNAL OF POLITICAL ECONOMY,
1976,
84
(06)
: 1353
-
1359
[6]
INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
FAMA, EF
[J].
JOURNAL OF POLITICAL ECONOMY,
1976,
84
(03)
: 427
-
448
[7]
FAMA EF, 1979, AM ECON REV, V69, P639
[8]
DEMAND FOR INDEX BONDS
FISCHER, S
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
FISCHER, S
[J].
JOURNAL OF POLITICAL ECONOMY,
1975,
83
(03)
: 509
-
534
[9]
Fisher I, 1930, THEORY INTEREST
[10]
MONETARY RULES AND THE NOMINAL RATE OF INTEREST UNDER UNCERTAINTY
GRAUER, FLA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV, STANFORD, CA 94305 USA
GRAUER, FLA
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV, STANFORD, CA 94305 USA
LITZENBERGER, RH
[J].
JOURNAL OF MONETARY ECONOMICS,
1980,
6
(02)
: 277
-
288
←
1
2
→
共 13 条
[1]
THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING
ARROW, KJ
论文数:
0
引用数:
0
h-index:
0
ARROW, KJ
[J].
REVIEW OF ECONOMIC STUDIES,
1964,
31
: 91
-
96
[2]
RELATIONSHIP BETWEEN COMPLETE AND INCOMPLETE FINANCIAL MARKET MODELS
BARON, DP
论文数:
0
引用数:
0
h-index:
0
BARON, DP
[J].
INTERNATIONAL ECONOMIC REVIEW,
1979,
20
(01)
: 105
-
117
[3]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
: 265
-
296
[4]
COX JC, 1981, J FINANC, V36, P769
[5]
SPECIFICATION OF DEMAND FOR MONEY - REAL RATE OF RETURN VERSUS RATE OF INFLATION
EDEN, B
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM 91000,ISRAEL
EDEN, B
[J].
JOURNAL OF POLITICAL ECONOMY,
1976,
84
(06)
: 1353
-
1359
[6]
INFLATION UNCERTAINTY AND EXPECTED RETURNS ON TREASURY BILLS
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
FAMA, EF
[J].
JOURNAL OF POLITICAL ECONOMY,
1976,
84
(03)
: 427
-
448
[7]
FAMA EF, 1979, AM ECON REV, V69, P639
[8]
DEMAND FOR INDEX BONDS
FISCHER, S
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
FISCHER, S
[J].
JOURNAL OF POLITICAL ECONOMY,
1975,
83
(03)
: 509
-
534
[9]
Fisher I, 1930, THEORY INTEREST
[10]
MONETARY RULES AND THE NOMINAL RATE OF INTEREST UNDER UNCERTAINTY
GRAUER, FLA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV, STANFORD, CA 94305 USA
GRAUER, FLA
LITZENBERGER, RH
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV, STANFORD, CA 94305 USA
LITZENBERGER, RH
[J].
JOURNAL OF MONETARY ECONOMICS,
1980,
6
(02)
: 277
-
288
←
1
2
→