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Test of C-CAPM for Japan: 1980–1988
12 references·2 citing·41 second hop
Test of C-CAPM for Japan: 1980–1988 (1992)Test of C-CAPM for Japan: 1980–1988Habit Persistence and Durability in Aggregate Consumption: Empirical Tests (1991)Habit Persistence and Durabil…Habit Persistence and Durability in Aggregate Consumption: Empirical Tests (1991)Habit Persistence and Durabil…Lectures on Macroeconomics. (1990)Lectures on Macroeconomics.Lectures on macroeconomics (1990)Lectures on macroeconomicsEstimating Models with Intertemporal Substitution Using Aggregate Time Series Data (1990)Estimating Models with Intert…Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data (1987)Estimating Models with Intert…Modeling the term structure of interest rates under non-separable utility and durability of goods (1986)Modeling the term structure o…The equity premium: A puzzle (1985)The equity premium: A puzzleTesting specifications of economic agents' intertemporal optimum problems in the presence of alternative models (1985)Testing specifications of eco…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Habit persistence and the marginal propensity to consume in Japan (2004)Habit persistence and the mar…Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan (1996)Consumption growth and the in…Time to Build and Aggregate Fluctuations (1982)A Theory of the Term Structure of Interest Rates (1985)Asset‐pricing Puzzles and Incomplete Markets (1993)Habit Formation in Consumer Preferences: Evidence from Panel Data (2000)The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)An Intertemporal Capital Asset Pricing Model (1973)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)A New Approach to Consumer Theory (1966)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Seasonality and Consumption-Based Asset Pricing (1992)International asset pricing with alternative distributional specifications (1993)The Interaction Between Time-Nonseparable Preferences and Time Aggregation (1993)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Engel's Law and Cointegration (1992)Nonparametric estimation of structural models for high-frequency currency market data (1995)Dynamic Economics: Quantitative Methods and Applications (2003)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Do Measures of Investor Sentiment Predict Returns? (1998)Financial Markets and the Real Economy (2005)Indivisible labor and the business cycle (1985)Occupational Choice and the Process of Development (1993)The Theory of Incentives: The Principal-Agent Model (2001)Rational Asset Pricing Bubbles (1997)The cyclical behaviour of fiscal policy: evidence from the OECD (2002)Long-term economic growth projections in the Shared Socioeconomic Pathways (2015)An Aging Society: Opportunity or Challenge? (1990)Price-level determinacy without control of a monetary aggregate (1995)Sticky Price Models of the Business Cycle: Can the Contract Multiplier Solve the Persistence Problem? (2000)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1990Lectures on macroeconomics1,389 cited
  • 1990Lectures on Macroeconomics.1,252 cited
  • 1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests379 cited
  • 1986Modeling the term structure of interest rates under non-separable utility and durability of goods298 cited
  • 1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data206 cited
  • 1990Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data90 cited
  • 1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests77 cited
  • 1985Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models55 cited

Cited by

  • 2004Habit persistence and the marginal propensity to consume in Japan13 cited
  • 1996Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan11 cited

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