R. Lucas. Econometrica, 46 (6):
1429-1445(November 1978)
Abstract
This paper is a theoretical examination of the stochastic
behavior of equilibrium asset prices in a one-good, pure exchange
economy with identical consumers. A general method of
constructing equilibrium prices is developed and applied to a
series of examples.
%0 Journal Article
%1 Luca-1978
%A Lucas, Robert E.
%D 1978
%J Econometrica
%K imported
%N 6
%P 1429-1445
%T Asset Prices in an Exchange Economy
%V 46
%X This paper is a theoretical examination of the stochastic
behavior of equilibrium asset prices in a one-good, pure exchange
economy with identical consumers. A general method of
constructing equilibrium prices is developed and applied to a
series of examples.
@article{Luca-1978,
abstract = {This paper is a theoretical examination of the stochastic
behavior of equilibrium asset prices in a one-good, pure exchange
economy with identical consumers. A general method of
constructing equilibrium prices is developed and applied to a
series of examples.},
added-at = {2006-07-20T12:25:05.000+0200},
author = {Lucas, Robert E.},
biburl = {https://www.bibsonomy.org/bibtex/2b601eec6f8a1edee54546d6d62712259/deepgorge},
interhash = {a7d57bf9a0faab3db629e3bb4cce9e88},
intrahash = {b601eec6f8a1edee54546d6d62712259},
journal = {Econometrica},
keywords = {imported},
month = {November},
number = 6,
pages = {1429-1445},
timestamp = {2006-07-20T12:25:05.000+0200},
title = {Asset Prices in an Exchange Economy},
volume = 46,
year = 1978
}