The equity premium in Brock's asset pricing model-Reference-Cited by-同舟云学术

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The equity premium in Brock's asset pricing model

Published:2007-07 Issue:7 Volume:31 Page:2263-2292
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Akdeniz Levent,Dechert W. Davis

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference25 articles.

1. Risk and return in a dynamic general equilibrium model;Akdeniz;Journal of Economic Dynamics and Control,2000

2. Do CAPM results hold in a dynamic economy? A numerical analysis;Akdeniz;Journal of Economic Dynamics and Control,1997

3. Exploring General Equilibrium;Black,1995

4. Habit persistence, asset returns and the business cycle;Boldrin;American Economic Review,2001

5. An integration of stochastic growth theory and the theory of finance—part i: the growth model;Brock,1979

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Growth Models, Multisector;The New Palgrave Dictionary of Economics;2018

2. Returns-to-scale and the equity premium puzzle;Journal of Economic Dynamics and Control;2013-09

3. THE EQUITY PREMIUM IN CONSUMPTION AND PRODUCTION MODELS;Macroeconomic Dynamics;2012-02-27

4. The equity premium and the required stock returns in a Tobin's q model with a stochastic discount factor;Applied Economics;2012-02

5. On the performance of West’s bubble test: A simulation approach;Applied Mathematics and Computation;2010-12

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