Excess Asset Returns with Limited Enforcement
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Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 92 (2002)
Issue (Month): 2 (May)
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- George M. Constantinidies & John B. Donaldson & Rajnish Mehra, 1998.
"Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle,"
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6617, National Bureau of Economic Research, Inc.
- George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle," The Quarterly Journal of Economics, MIT Press, vol. 117(1), pages 269-296, February.
- George M. Constantinides & John B. Donaldson & Rajnish Mehra, . "Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."," CRSP working papers 457, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers 97-24, Columbia - Graduate School of Business.
- Kehoe, Timothy J & Levine, David K, 1993.
"Debt-Constrained Asset Markets,"
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Wiley Blackwell, vol. 60(4), pages 865-88, October.
- Fernando Alvarez & Urban J. Jermann, 2000. "Efficiency, Equilibrium, and Asset Pricing with Risk of Default," Econometrica, Econometric Society, vol. 68(4), pages 775-798, July.
- Costas Azariadis & Luisa Lambertini, 2003. "Endogenous Debt Constraints in Lifecycle Economies," Review of Economic Studies, Wiley Blackwell, vol. 70(3), pages 461-487, 07.
- Gao, Xiang, 2009. "Private Debt with Default Risk within and across Border," MPRA Paper 17126, University Library of Munich, Germany.
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