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Citations for "The Consumption-Based Capital Asset Pricing Model"

by Darrell Duffie & William Zame

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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.):
  1. A. Lans Bovenberg & Lawrence H. Goulder, 1989. "Promoting Investment under International Capital Mobility: An Intertemporal General Equilibrium Analysis," NBER Working Papers 3139, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Francesco Menoncin & Paolo Panteghini, 2008. "The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  3. Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès, 1996. "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers 96s-26, CIRANO. [Downloadable!]
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  4. Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Post-Print halshs-00176594_v1, HAL. [Downloadable!]
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  5. Monique Florenzano & Valeri Marakulin, 2000. "Production Equilibria in Vector Lattices," Econometric Society World Congress 2000 Contributed Papers 1396, Econometric Society. [Downloadable!]
  6. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  7. M. C. Freeman, I. R. Davidson, 1999. "Estimating the equity premium," European Journal of Finance, Taylor and Francis Journals, vol. 5(3), pages 236-246, September. [Downloadable!] (restricted)
  8. Frank Riedel, 2002. "Generic Determinacy of Equilibria with Local Substitution," Department of Economics, Working Paper Series 1044, Department of Economics, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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  9. Jérôme B. Detemple & Christos I. Giannikos, 1995. "Asset and Commodity Prices with Multiattribute Durable Goods," CIRANO Working Papers 95s-47, CIRANO. [Downloadable!]
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  10. Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, EconWPA. [Downloadable!]
  11. Lars Nielsen, 2007. "Dividends in the theory of derivative securities pricing," Economic Theory, Springer, vol. 31(3), pages 447-471, June. [Downloadable!] (restricted)
  12. V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Quantitative Finance Papers 0802.3585, arXiv.org. [Downloadable!]
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  13. Aase, Knut K., 2005. "On the Consistency of the Lucas Pricing Formula," Discussion Papers 2005/9, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
  14. Chris Shannon & William R. Zame, 1999. "Quadratic Concavity and the Determinancy of Equilibrium," UCLA Economics Working Papers 791, UCLA Department of Economics. [Downloadable!]
  15. Lawrence H. Goulder & Barry Eichengreen, 1989. "Savings Promotion, Investment Promotion, and International Competitiveness," NBER Working Papers 2635, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  16. William R. Zame & Y.A. Abramovich & C.D. Aliprantis, 1994. "A Representation Theorem for Riesz Spaces and its Applications to Economics," UCLA Economics Working Papers 725, UCLA Department of Economics. [Downloadable!]
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  17. Stefan JASCHKE, . "Exploratory Data Analysis of Short-Term Interest Rates," Sonderforschungsbereich 373 1994-47, Humboldt Universitaet Berlin.
  18. Jose S. Penalva Zuasti, 2001. "Insurance with Frequency Trading: A Dynamic Analysis of Efficient Insurance Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 790-822, October. [Downloadable!] (restricted)
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  19. Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print halshs-00167152_v1, HAL. [Downloadable!]
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  20. Laurent E. Calvet & Adlai J. Fisher, 2006. "Multifrequency Jump-Diffusions: An Equilibrium Approach," NBER Working Papers 12797, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  21. Jérôme B. Detemple & Angel Serrat, 1998. "Dynamic Equilibrium with Liquidity Constraints," CIRANO Working Papers 98s-41, CIRANO. [Downloadable!]
  22. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423_v1, HAL. [Downloadable!]
  23. Lawrence H. Goulder & Barry Eichengreen, 1989. "Trade Liberalization in General Equilibrium: Intertemporal and Inter-Industry Effects," NBER Working Papers 2965, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  24. Peter Bossaerts & William R. Zame, 2005. "Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment," UCLA Economics Working Papers 841, UCLA Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-31.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.