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Measuring interest rates as determined by thrift and productivity. (2005). Wen, Yi ; Choi, Woon Gyu.
In: Working Papers.
RePEc:fip:fedlwp:2005-037.

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References cited by this document

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Cocites

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  1. Asset Pricing with Concentrated Ownership of Capital and Distribution Shocks. (2015). Lansing, Kevin.
    In: American Economic Journal: Macroeconomics.
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  2. Asset pricing and the role of macroeconomic volatility. (2014). Giannikos, Christos ; d'Addona, Stefano ; Daddona, Stefano.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:2:p:197-215.

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  3. Long-Run Risk and Hidden Growth Persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: MPRA Paper.
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  4. Markov switching models in asset pricing research. (2013). Guidolin, Massimo.
    In: Chapters.
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  5. ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY. (2011). Giannikos, Christos ; d'Addona, Stefano.
    In: Working Papers.
    RePEc:rcr:wpaper:07_11.

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  6. Asset pricing with concentrated ownership of capital. (2011). Lansing, Kevin ; KevinJ. Lansing, .
    In: Working Paper.
    RePEc:bno:worpap:2011_18.

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  7. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities. (2007). Spencer, Peter ; Kizys, Renatas.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:140.

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  8. Measuring Interest Rates as Determined by Thrift and Productivity. (2007). Choi, Woon Gyu.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2007:v:8:i:1:p:167-195.

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  9. Pricing and Inference with Mixtures of Conditionally Normal Processes.. (2007). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
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  10. Measuring interest rates as determined by thrift and productivity. (2005). Wen, Yi ; Choi, Woon Gyu.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-037.

    Full description at Econpapers || Download paper

  11. Catching up with the Americans. (2004). van der Linden, David ; VanderLinden, David ; Smoluk, H J.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:13:y:2004:i:3:p:211-229.

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  12. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
    In: Economics Series.
    RePEc:ihs:ihsesp:153.

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  13. General properties of rational stock-market fluctuations. (2004). Mele, Antonio.
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  14. Catching up with the Americans. (2004). VanderLinden, David ; Smoluk, H. J..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:13:y:2004:i:3:p:211-229.

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  15. Consumption-based asset pricing. (2003). Campbell, John Y..
    In: Handbook of the Economics of Finance.
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  16. Stock price volatility and equity premium. (2001). Brennan, Michael ; Xia, Yihong .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:47:y:2001:i:2:p:249-283.

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  17. Measuring Interest Rates as Determined by Thrift and Productivity. (2000). Wen, Yi ; Choi, Woon Gyu.
    In: Working Papers.
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  18. A Preference Regime Model of Bull and Bear Markets. (2000). St-Amour, Pascal ; Gordon, Stephen.
    In: American Economic Review.
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  19. Estimating the equity premium. (1999). M. C. Freeman, I. R. Davidson, .
    In: The European Journal of Finance.
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  20. A Preference Regime Model of Bull and Bear Markets. (1999). St-Amour, Pascal ; Gordon, Stephen.
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  21. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?. (1998). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-sang.
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  22. Risk Premia and Term Premia in General Equilibrium. (1998). Abel, Andrew.
    In: NBER Working Papers.
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  23. Pattern recognition and procedurally rational expectations. (1998). Rotheli, Tobias F..
    In: Journal of Economic Behavior & Organization.
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  24. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?. (1997). Mark, Nelson ; Cecchetti, Stephen ; P-s. Lam, .
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  25. Stock Price Volatility, Learning, and the Equity Premium. (1997). Brennan, Michael ; Xia, Yihong .
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  26. Are German stock and bond returns consistent with equilibrium asset pricing? A calibration exercise using recursive non-expected utility. (1996). Meyer, Bernd .
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  27. Asset pricing models with and without consumption data: An empirical evaluation. (1996). Kim, Dongcheol ; HARDOUVELIS, GIKAS ; Wizman, Thierry A..
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  28. Consumption and equilibrium asset pricing: An empirical assessment. (1996). Garcia, René ; Bonomo, Marco.
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