Knowledge that Transforms
To make high-quality research more accessible and easier to explore.
Fields:
313 results
✕ Clear filters
Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates
This paper constructs a general equilibrium model with endogenous stochastic production and establishes that the equilibrium interest rate can be constant in a closed production economy when the preferences are represented by constant absolute risk aversion utility functions. The results in this paper and their limitations are compared and contrasted with related contributions in the financial economics literature.
DISCUSSION
Government Security Dealers' Positions, Information and Interest-Rate Expectations: A Note
A Bayesian Approach to the Optimal Growth Period Problem: A Note
Motivating Management to Reveal Inside Information
DISCUSSION
On the Determinants of Net Foreign Investment: Discussion
Jorge Braga de Macedo, On the Determinants of Net Foreign Investment: Discussion, The Journal of Finance, Vol. 38, No. 2, Papers and Proceedings Forty-First Annual Meeting American Finance Association New York, N.Y. December 28-30, 1982 (May, 1983), pp. 472-475
The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation: Discussion
Zvi Bodie, The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation: Discussion, The Journal of Finance, Vol. 38, No. 2, Papers and Proceedings Forty-First Annual Meeting American Finance Association New York, N.Y. December 28-30, 1982 (May, 1983), pp. 563-564