An Intertemporal General Equilibrium Model of Asset Prices
This paper develops a continuous time general equilibrium model of a simple but complete economy and uses it to examine the behavior of asset prices. In this model, asset prices...
Publications
3 shownA Theory of the Term Structure of Interest Rates
This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment a...
Frequent Co-Authors
Researcher Info
- h-index
- 3
- Publications
- 3
- Citations
- 13,547
- Institution
- Stanford University
External Links
Impact Metrics
h-index
3
h-index: Number of publications with at least h citations each.