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The price augmented risk premium, theory and application

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Author Info
Marco G. Ercolani ()

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File URL: http://www.essex.ac.uk/economics/discussion-papers/papers-text/dp510.pdf
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Paper provided by University of Essex, Department of Economics in its series Economics Discussion Papers with number 510.

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Date of creation: 2000
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Handle: RePEc:esx:essedp:510

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Postal: Wivenhoe Park, COLCHESTER. CO4 3SQ
Phone: +44-1206-872728
Fax: +44-1206-872724
Web page: http://www.essex.ac.uk/economics/
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Postal: Discussion Papers Administrator, Department of Economics, University of Essex, Wivenhoe Park, Colchester CO4 3SQ, U.K.
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Web: http://www.essex.ac.uk/economics/discussion-papers/papers-request.shtm

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  1. Karni, Edi, 1979. "On Multivariate Risk Aversion," Econometrica, Econometric Society, vol. 47(6), pages 1391-1401, November. [Downloadable!] (restricted)
  2. Choi, E. K. & Menezes, C. F., 1985. "On the magnitude of relative risk aversion," Economics Letters, Elsevier, vol. 18(2-3), pages 125-128. [Downloadable!] (restricted)
    Other versions:
  3. Phillips, Peter C B & Hansen, Bruce E, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Blackwell Publishing, vol. 57(1), pages 99-125, January. [Downloadable!] (restricted)
  4. Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-26, June. [Downloadable!] (restricted)
  5. Siegel, Frederick W & Hoban, James P, Jr, 1982. "Relative Risk Aversion Revisited," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 481-87, August. [Downloadable!] (restricted)
  6. Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July. [Downloadable!] (restricted)
  7. Anderson, Gordon & Blundell, Richard, 1983. "Testing Restrictions in a Flexible Dynamic Demand System: An Application to Consumers' Expenditure in Canada," Review of Economic Studies, Blackwell Publishing, vol. 50(3), pages 397-410, July. [Downloadable!] (restricted)
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