Risk premia and term premia in general equilibrium

Author:

Abel Andrew B.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. Asset prices under habit formation and catching up with the Joneses;Abel;American Economic Review,1990

2. Risk premiums in the term structure: evidence from artificial economies;Backus;Journal of Monetary Economics,1989

3. Leverage, time preference, and the `equity premium puzzle';Benninga;Journal of Monetary Economics,1990

4. Boldrin, M., Christiano, L., Fisher, J., 1995. Asset pricing lessons for modeling business cycles. National Bureau of Economic Research Working Paper No. 5262.

5. Intertemporal asset pricing with consumption data;Campbell;American Economic Review,1993

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