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The equity premium : it's still a puzzle

Kocherlakota, Narayana Rao - 1995

Persistent link: https://www.econbiz.de/10000919339

On tests of representative consumer asset pricing models

Kocherlakota, Narayana Rao - In: Journal of monetary economics 26 (1990) 2, pp. 285-304

Persistent link: https://www.econbiz.de/10001100906

The equity premium : it's still a puzzle

Kocherlakota, Narayana Rao - In: Journal of economic literature 34 (1996) 1, pp. 42-71

Persistent link: https://www.econbiz.de/10001208447

The effects of moral hazard on asset prices when financial markets are complete

Kocherlakota, Narayana Rao - In: Journal of monetary economics 41 (1998) 1, pp. 39-56

Persistent link: https://www.econbiz.de/10001235401

Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution : an irrelevance result

Kocherlakota, Narayana Rao - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 175-190

Persistent link: https://www.econbiz.de/10001084199

Testing the consumption CAPM with heavy-tailed pricing errors

Kocherlakota, Narayana Rao - In: Macroeconomic dynamics 1 (1997) 3, pp. 551-567

Persistent link: https://www.econbiz.de/10001630069

Asset pricing implications of Pareto optimality with private information

Kocherlakota, Narayana Rao; Pistaferri, Luigi - 2005

Persistent link: https://www.econbiz.de/10002648063

Asset pricing implications of Pareto optimality with private information

Kocherlakota, Narayana Rao; Pistaferri, Luigi - In: Journal of political economy 117 (2009) 3, pp. 555-590

Persistent link: https://www.econbiz.de/10003862798

Asset pricing implications of Pareto optimality with private information

Kocherlakota, Narayana Rao; Pistaferri, Luigi - 2005

Persistent link: https://www.econbiz.de/10003293169

Asset pricing implications of Pareto optimality with private information

Kocherlakota, Narayana Rao (contributor); … - 2005

In this paper, we consider a dynamic economy in which the agents in the economy are privately informed about their skills, which evolve stochastically over time in an arbitrary fashion. We consider an asset pricing equilibrium in which equilibrium quantities are constrained Pareto optimal. Under...

Persistent link: https://www.econbiz.de/10003126205