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Leverage, time preference and the 'equity premium puzzle'

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Author Info
Benninga, Simon
Protopapadakis, Aris
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 25 (1990)
Issue (Month): 1 (January)
Pages: 49-58
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Handle: RePEc:eee:moneco:v:25:y:1990:i:1:p:49-58

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  1. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 2000. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?," American Economic Review, American Economic Association, vol. 90(4), pages 787-805, September. [Downloadable!] (restricted)
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  2. Shmuel Kandel & Robert F. Stambaugh, 1991. "Asset Returns and Intertemporal Preferences," NBER Working Papers 3633, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1995. "Asset Pricing Lessons for Modeling Business Cycles," NBER Working Papers 5262, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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