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The Equity Premium and the Allocation of Income Risk Author info | Abstract | Publisher info | Download info | Related research | Statistics Danthine, J.P.
Donaldson, J.B.
Mehra, R.
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Paper provided by Columbia - Graduate School of Business in its series Papers with number
92-09.
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Length: 31 pages
Date of creation: 1992Date of revision:
Handle: RePEc:fth:colubu:92-09Contact details of provider: Postal: U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A Phone: (212) 854-5553 Web page: http://www.columbia.edu/cu/business/ More information through EDIRC
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Keywords: wages ; risk ; economic models ; Other versions of this item:
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.: Edward C. Prescott, 1986.
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Edward C. Prescott, 1986.
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[Downloadable!] (restricted) James M. Nason, 1988.
"The equity premium and time-varying risk behavior ,"
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Mehra, Rajnish & Prescott, Edward C., 1985.
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Prescott, Edward C & Mehra, Rajnish, 1980.
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Mankiw, N. Gregory, 1986.
"The equity premium and the concentration of aggregate shocks ,"
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Other versions: Danthine, Jean-Pierre & Donaldson, John B., 1990.
"Efficiency wages and the business cycle puzzle ,"
European Economic Review ,
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Lucas, Robert E, Jr, 1978.
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Kydland, Finn E & Prescott, Edward C, 1977.
"Rules Rather Than Discretion: The Inconsistency of Optimal Plans ,"
Journal of Political Economy ,
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Constantinides, George M, 1990.
"Habit Formation: A Resolution of the Equity Premium Puzzle ,"
Journal of Political Economy ,
University of Chicago Press, vol. 98(3), pages 519-43, June.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , 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.)
David N. DeJong & Emilio Espino, 2007.
"The Cyclical Behavior of Equity Turnover ,"
Working Papers
294, University of Pittsburgh, Department of Economics, revised Sep 2009.
[Downloadable!]
Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi, 2005.
"Distribution Risk and Equity Returns ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
05.10, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!]
Other versions: Benoît Carmichael & Sikoro Keita & Lucie Samson, 1999.
"Liquidity Contraints and Business Cycles in Developing Economies ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 2(2), pages 370-402, April.
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Other versions:
CARMICHAEL, Benoît & KEITA, Sikoro & SAMSON, Lucie, 1995.
"Cycles économiques au Sénégal: une approche RBC ,"
Cahiers de recherche
9506, Université Laval - Département d'économique.
Carmichael, B. & Keita, S. & Samson, L., 1995.
"Cycles economiques au Senegal: Une approche RBC ,"
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9506, Laval - Recherche en Politique Economique.
Michele Boldrin & Lawrence J. Christiano & Jonas D. M. Fisher, 2000.
"Habit persistence, asset returns and the business cycle ,"
Staff Report
280, Federal Reserve Bank of Minneapolis.
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Other versions:
Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1999.
"Habit persistence, asset returns and the business cycles ,"
Working Paper Series
WP-99-14, Federal Reserve Bank of Chicago.
Michele Boldrin & Lawrence J. Christiano & Jonas D. M. Fisher, 2001.
"Habit Persistence, Asset Returns, and the Business Cycle ,"
American Economic Review ,
American Economic Association, vol. 91(1), pages 149-166, March.
[Downloadable!] (restricted) Professor George M Constantinides, 2005.
"Market Oganization and the prices of financial Assets ,"
Money Macro and Finance (MMF) Research Group Conference 2005
49, Money Macro and Finance Research Group.
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Other versions: Kevin Elie Beaubrun-Diant & Julien Matheron, 2006.
"Rentabilité d'actifs et fluctuations économiques : une perspective d'équilibre général dynamique et stochastique ,"
EconomiX Working Papers
2006-16, University of Paris West - Nanterre la Défense, EconomiX.
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Douch, Mohamed, 2004.
"Equity Premiums In Small Open Economy ,"
MPRA Paper
14613, University Library of Munich, Germany.
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Other versions: 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.
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Other versions:
Boldrin, M. & Christiano, L.J. & Fischer, J.D.M., 1996.
"Asset Pricing Lessons for Modeling Business Cycles ,"
Papers
268, Banca Italia - Servizio di Studi.
Boldrin, M. & Christiano, L.J. & Fisher, J.D.M., 1995.
"Asset Pricing Lessons for Modeling Business Cycles ,"
UWO Department of Economics Working Papers
9513, University of Western Ontario, Department of Economics.
Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1995.
"Asset pricing lessons for modeling business cycles ,"
Working Paper Series, Macroeconomic Issues
95-11, Federal Reserve Bank of Chicago.
Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1995.
"Asset pricing lessons for modeling business cycles ,"
Working Papers
560, Federal Reserve Bank of Minneapolis.
[Downloadable!] George M. Constantinides, 2002.
"Rational Asset Prices ,"
NBER Working Papers
8826, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Rajnish Mehra & Edward C. Prescott, 2003.
"The Equity Premium in Retrospect ,"
NBER Working Papers
9525, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Mehra, Rajnish & Prescott, Edward C., 2003.
"The equity premium in retrospect ,"
Handbook of the Economics of Finance ,
in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938
Elsevier.
[Downloadable!] (restricted)
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