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Exact solutions for expected rates of return under Markov regime switching : implications for the equity premium puzzle

Abel, Andrew B. - 1992

Persistent link: https://www.econbiz.de/10000136711

Risk premia and term premia in general equilibrium

Abel, Andrew B. - 1998

Persistent link: https://www.econbiz.de/10000672845

Equity premia with benchmark levels of consumption : closed-form results

Abel, Andrew B. (contributor) - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003726909

Equity premia with benchmark levels of consumption : closed-form results

Abel, Andrew B. - In: Handbook of the equity risk premium, (pp. 117-157). 2008

Persistent link: https://www.econbiz.de/10003598586

Exact solutions for expected rates of return under Markov regime switching : implications for the equity premium puzzle

Abel, Andrew B. - In: Journal of money, credit and banking : JMCB 26 (1994) 3, pp. 345-361

Persistent link: https://www.econbiz.de/10001169962

The social security trust fund, the riskless interest rate, and capital accumulation

Abel, Andrew B. - 1999

Persistent link: https://www.econbiz.de/10001365898

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

The social security trust fund, the riskless interest rate, and capital accumulation

Abel, Andrew B. - 1999

Persistent link: https://www.econbiz.de/10001374828

The social security trust fund, the riskless interest rate, and capital accumulation

Abel, Andrew B. - In: Risk aspects of investment-based social security reform, (pp. 153-193). 2001

Persistent link: https://www.econbiz.de/10001567832

The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation

Abel, Andrew B. - 1999

This paper develops a tractable stochastic overlapping generations model to analyze the equilibrium equity premium and growth rate of the capital stock in the presence of a defined-benefit Social Security system. If the Social Security Trust Fund increases the share of its portfolio held in...

Persistent link: https://www.econbiz.de/10012471809