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
4 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...
Theory of Financial Decision Making.
Based on courses developed by the author over several years, this book provides access to a broad area of research that is not available in separate articles or books of reading...
A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates
ABSTRACT The term structure of interest rates is an important subject to economists, and has a long history of traditions. This paper re‐examines many of these traditional hypot...
Frequent Co-Authors
Researcher Info
- h-index
- 4
- Publications
- 4
- Citations
- 13,040
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Impact Metrics
h-index
4
h-index: Number of publications with at least h citations each.