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The Equity Premium and the Allocation of Income Risk Author info | Abstract | Publisher info | Download info | Related research | Statistics Jean-Pierre DANTHINE
John B. DONALDSON
Rajnish MEHRA
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Paper provided by Université de Lausanne, Faculté des HEC, DEEP in its series Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) with number
9203.
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Length: 32 pages
Date of creation: Mar 1992Date of revision:
Publication status: Published in Journal of Economic Dynamics and Control, No 6, 1992, pp.509-532Handle: RePEc:lau:crdeep:9203Contact details of provider: Postal: Université de Lausanne, Faculté des HEC, DEEP, Internef, CH-1015 Lausanne Phone: ++41 21 692.33.64 Fax: ++41 21 692.33.65 Web page: http://www.hec.unil.ch/deep/publications-english/e-cahiers.htm
For technical questions regarding this item, or to correct its listing, contact: (Claudine Delapierre Saudan).
Keywords: equity premium risk sharing volatility wage floor non-Walrasian economies cross-model verification Other versions of this item:
Find related papers by JEL classification: E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
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