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Stochastic inflation and the equity premium

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Author Info
Labadie, Pamela
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File URL: http://www.sciencedirect.com/science/article/B6VBW-458WM4R-P/2/e8d8b16ceec7fdd641ca7dbeb5333960
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 24 (1989)
Issue (Month): 2 (September)
Pages: 277-298
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Handle: RePEc:eee:moneco:v:24:y:1989:i:2:p:277-298

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Yu Chen & Thomas Cosimano & Alex Himonas, 2008. "Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks," Annals of Finance, Springer, vol. 4(3), pages 305-344, July. [Downloadable!] (restricted)
  2. S. Rao Aiyagari, 1993. "Explaining financial market facts: the importance of incomplete markets and transaction costs," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Win, pages 17-31. [Downloadable!]
  3. A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market," Public Policy Discussion Papers 03-01, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:
  4. Alberto Giovannini & Pamela Labadie, 1989. "Asset Prices and Interest Rates in Cash-In-Advance Models," NBER Working Papers 3109, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Oreste Tristani, 2007. "Model misspecification, the equilibrium natural interest rate and the equity premium," Working Paper Series 808, European Central Bank. [Downloadable!]
  6. S. Rao Aiyagari & Mark Gertler, 1990. "Asset Returns with Transactions Cost and Uninsured Risk: A Stage III Exercise," NBER Working Papers 3481, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Fabio Canova & Gianni De Nicoló, 2003. "The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries," IMF Staff Papers, Palgrave Macmillan Journals, vol. 50(2), pages 4. [Downloadable!] (restricted)
  8. Geert Bekaert & Steven R. Grenadier, 1999. "Stock and Bond Pricing in an Affine Economy," NBER Working Papers 7346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Ralph Chami & Thomas F. Cosimano & Connel Fullenkamp, 2001. "Capital Trading, Stock Trading, and the Inflation Tax on Equity," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 575-606, July. [Downloadable!] (restricted)
  10. S. Rao Aiyagari, 1994. "Macroeconomics with frictions," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 24-40. [Downloadable!]
  11. Timothy Cogley, 1995. "Inflation uncertainty and excess returns on stocks and banks," Economic Review, Federal Reserve Bank of San Francisco, pages 21-29. [Downloadable!]
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