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The price augmented risk premium, theory and application Author info | Abstract | Publisher info | Download info | Related research | Statistics Marco G. Ercolani ()
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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: 2000Date of revision:
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Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Karni, Edi, 1979.
"On Multivariate Risk Aversion ,"
Econometrica ,
Econometric Society, vol. 47(6), pages 1391-1401, November.
[Downloadable!] (restricted)
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: 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)
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)
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)
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)
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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