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Explaining Risk in Asset Markets: A Varying Parameters Approach

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  • Allen, Pamela
  • McConnell, Kenneth E.

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  • Allen, Pamela & McConnell, Kenneth E., 1991. "Explaining Risk in Asset Markets: A Varying Parameters Approach," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271159, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea91:271159
    DOI: 10.22004/ag.econ.271159
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    References listed on IDEAS

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    1. Clair H. Redmond & Frederick W. Cubbage, 1988. "Portfolio Risk and Returns from Timber Asset Investments," Land Economics, University of Wisconsin Press, vol. 64(4), pages 325-337.
    2. Peter J. Barry, 1980. "Capital Asset Pricing and Farm Real Estate," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(3), pages 549-553.
    3. Stephen Farber, 1991. "Nuclear Power, Systematic Risk, And The Cost Of Capital," Contemporary Economic Policy, Western Economic Association International, vol. 9(1), pages 73-82, January.
    4. Scott H. Irwin & D. Lynn Forster & Bruce J. Sherrick, 1988. "Returns to Farm Real Estate Revisited," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(3), pages 580-587.
    5. V. Kerry Smith, 1985. "Supply Uncertainty, Option Price, and Indirect Benefit Estimation," Land Economics, University of Wisconsin Press, vol. 64(3), pages 303-307.
    6. Emanuel Melichar, 1979. "Capital Gains versus Current Income in the Farming Sector," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(5), pages 1085-1092.
    7. James R. Webb & Jack H. Rubens, 1988. "The Effect of Alternative Return Measures on Restricted Mixed‐Asset Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 16(2), pages 123-137, June.
    8. Chen, Andrew H & Boness, A J, 1975. "Effects of Uncertain Inflation on the Investment and Financing Decisions of a Firm," Journal of Finance, American Finance Association, vol. 30(2), pages 469-483, May.
    9. Friend, Irwin & Landskroner, Yoram & Losq, Etienne, 1976. "The Demand for Risky Assets under Uncertain Inflation," Journal of Finance, American Finance Association, vol. 31(5), pages 1287-1297, December.
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