The equity premium and the risk-free rate-Reference-Cited by-同舟云学术

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The equity premium and the risk-free rate

Published:1993-02 Issue:1 Volume:31 Page:21-45
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Cecchetti Stephen G.,Lam Pok-sang,Mark Nelson C.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

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

2. Appendix B: Historical data;Baike,1986

3. Time preference and the ‘equity premium puzzle’;Benninga;Journal of Monetary Economics,1990

Cited by 173 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

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3. Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle;The North American Journal of Economics and Finance;2024-01

4. Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts;SSRN Electronic Journal;2024

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