STOCHASTIC INFLATION AND THE EQUITY PREMIUM

被引:38
作者
LABADIE, P
机构
关键词
D O I
10.1016/0304-3932(89)90007-X
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:277 / 298
页数:22
相关论文
共 11 条
[1]   COMPARATIVE DYNAMICS OF AN EQUILIBRIUM INTERTEMPORAL ASSET PRICING MODEL [J].
DONALDSON, JB ;
MEHRA, R .
REVIEW OF ECONOMIC STUDIES, 1984, 51 (03) :491-508
[2]  
GROSSMAN SJ, 1981, AM ECON REV, V71, P222
[3]  
HODRICK R, 1989, VARIABILITY VELOCITY
[4]  
LABADIE P, 1988, 5 FED RES BANK MINN
[5]   NOMINAL PRICES AND INTEREST-RATES IN GENERAL EQUILIBRIUM - ENDOWMENT SHOCKS [J].
LEROY, SF .
JOURNAL OF BUSINESS, 1984, 57 (02) :197-213
[6]   NOMINAL PRICES AND INTEREST-RATES IN GENERAL EQUILIBRIUM - MONEY SHOCKS [J].
LEROY, SF .
JOURNAL OF BUSINESS, 1984, 57 (02) :177-195
[7]   ASSET PRICES IN AN EXCHANGE ECONOMY [J].
LUCAS, RE .
ECONOMETRICA, 1978, 46 (06) :1429-1445
[8]   EQUILIBRIUM IN A PURE CURRENCY ECONOMY [J].
LUCAS, RE .
ECONOMIC INQUIRY, 1980, 18 (02) :203-220
[9]  
LUCAS RE, 1982, J MONETARY ECON, V10, P336
[10]   THE EQUITY PREMIUM - A PUZZLE [J].
MEHRA, R ;
PRESCOTT, EC .
JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) :145-161