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The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - In: Journal of monetary economics 88 (2017), pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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Long-run productivity risk : a new hope for production-based asset pricing?
Croce, Mariano M. - In: Journal of monetary economics 66 (2014), pp. 13-31
Persistent link: https://www.econbiz.de/10010482383
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Money and asset prices with uninsurable risks
Jacquet, Nicolas Laurent; Tan, Serene - In: Journal of monetary economics 59 (2012) 8, pp. 784-797
Persistent link: https://www.econbiz.de/10009703334
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Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios; Calvet, Laurent E. - In: Journal of monetary economics 53 (2006) 6, pp. 1095-1115
Persistent link: https://www.econbiz.de/10003369372
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Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Lettau, Martin; Ludvigson, Sydney C. - In: Journal of monetary economics 49 (2002) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10001641074
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Asset pricing in production economies
Jermann, Urban J. - In: Journal of monetary economics 41 (1998) 2, pp. 257-275
Persistent link: https://www.econbiz.de/10001234956
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Risk premia and term premia in general equilibrium
Abel, Andrew B. - In: Journal of monetary economics 43 (1999) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10001391192
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The equity premium and the risk-free rate : matching the moments
Cecchetti, Stephen G. - In: Journal of monetary economics 31 (1993) 1, pp. 21-45
Persistent link: https://www.econbiz.de/10001140293
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The importance of timing attitudes in consumption-based asset pricing models
Andreasen, Martin Møller; Jørgensen, Kasper - In: Journal of monetary economics 111 (2020), pp. 95-117
Persistent link: https://www.econbiz.de/10012494234