Intertemporal asset-pricing relationships in barter and monetary economies An empirical analysis
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 25 (1990)
Issue (Month): 3 (June)
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Web page: http://www.elsevier.com/locate/inca/505566
Other versions of this item:
- Finn, M.G. & Hoffman, D.L. & Schlagenhauf, D.E., 1988. "Intertemporal Asset-Pricing Relationships In Barter And Monetary Economies: An Empirical Analysis," UWO Department of Economics Working Papers 8805, University of Western Ontario, Department of Economics.
- Finn, M.G. & Hoffman, D.L. & Schlagenhauf, D.E., 1989. "Intertemporal Asset-Pricing Relationships In Barter And Monetary Economies: An Empirical Analysis," RCER Working Papers 208, University of Rochester - Center for Economic Research (RCER).
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- Mary G. Finn, 1991. "Energy price shocks, capacity utilization and business cycle fluctuations," Discussion Paper / Institute for Empirical Macroeconomics 50, Federal Reserve Bank of Minneapolis.
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- Eckstein, Z. & Leiderman, L., 1991. "Seignorage and the Welfare Cost of Inflation; Evidence from an Intertemporal Model of Money and Consumption," Papers 7-91, Tel Aviv.
- Yoichiro Fujii & Yutaka Nakamura, 2010. "Equity premium under multiple background risks," Economics Bulletin, AccessEcon, vol. 30(2), pages 933-939.
- Travis D. Nesmith, 2005. "Solving stochastic money-in-the-utility-function models," Finance and Economics Discussion Series 2005-52, Board of Governors of the Federal Reserve System (U.S.).
- Sellin, Peter, 1998. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Working Paper Series 72, Sveriges Riksbank (Central Bank of Sweden).
- Mary G. Finn, 1994. "Variance properties of Solow's productivity residual and their cyclical implications," Working Paper 94-01, Federal Reserve Bank of Richmond.
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