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Intertemporal asset-pricing relationships in barter and monetary economies An empirical analysis
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Intertemporal asset-pricing relationships in barter and monetary economies An empirical analysis (1990)Intertemporal asset-pricing relationships…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Dynamic Macroeconomic Theory. (1988)Dynamic Macroeconomic Theory.Dynamic Macroeconomic Theory (1988)Dynamic Macroeconomic TheoryA Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (1988)A Time Series Analysis of Rep…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 puzzleMoney and Asset Prices in a Cash-in-Advance Economy (1985)Money and Asset Prices in a C…Estimating the Continuous Time Consumption Based Asset Pricing Model (1985)Estimating the Continuous Tim…Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach (1985)Currency prices, terms of tra…The information in the term structure (1984)The information in the term s…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…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…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…An Intertemporal Capital Asset Pricing Model (1973)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Investor Psychology and Asset Pricing (2001)Prospect Theory and Asset Prices (2001)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Forward and spot exchange rates (1984)Trying to Explain Home Bias in Equities and Consumption (1999)A Pragmatic View of Knowledge and Boundaries: Boundary Objects in New Product Development (2002)The "Speculative Efficiency" Hypothesis (1981)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Stock Returns and the Term Structure (1985)Business conditions and expected returns on stocks and bonds (1989)Short- Term Interest Rates as Predictors of Inflation (2021)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Theory of the Term Structure of Interest Rates (1985)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)On estimating the expected return on the market (1980)Economic Forces and the Stock Market (1986)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)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Real Wages, Employment, and Inflation (1969)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)International Real Business Cycles (1992)Presidential Address: Discount Rates (2011)Dynamic Asset Pricing Theory. (1993)The Message in Daily Exchange Rates (2002)Economic Origins of Dictatorship and Democracy (2005)Option pricing: A simplified approach (1979)
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References

  • 1985The equity premium: A puzzle5,785 cited
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  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
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  • 1988A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty581 cited
  • 1985Money and Asset Prices in a Cash-in-Advance Economy402 cited
  • 1988Dynamic Macroeconomic Theory.383 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
  • 1985Estimating the Continuous Time Consumption Based Asset Pricing Model

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186 cited
  • 1985Currency prices, terms of trade, and interest rates: A general equilibrium asset-pricing cash-in-advance approach143 cited
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