Intertemporal asset-pricing relationships in barter and monetary economies An empirical analysis
نویسندگان
چکیده
منابع مشابه
Intertemporal Asset Pricing Theory
2 Basic Theory 4 2.1 Setup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Arbitrage, State Prices, and Martingales . . . . . . . . . . . . 5 2.3 Individual Agent Optimality . . . . . . . . . . . . . . . . . . . 8 2.4 Habit and Recursive Utilities . . . . . . . . . . . . . . . . . . . 9 2.5 Equilibrium and Pareto Optimality . . . . . . . . . . . . . . . 12 2.6 Equilibrium ...
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ژورنال
عنوان ژورنال: Journal of Monetary Economics
سال: 1990
ISSN: 0304-3932
DOI: 10.1016/0304-3932(90)90062-9