Author of the publication

The independence axiom and asset returns

, and . Journal of Empirical Finance, 8 (5): 537-572 (December 2001)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Comment. Econometric Reviews, 5 (1): 75--80 (1986)Risk premiums in the term structure : Evidence from artificial economies, , and . Journal of Monetary Economics, 24 (3): 371--399 (November 1989)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, and . Econometrica, 57 (4): 937-969 (1989)The independence axiom and asset returns, and . Journal of Empirical Finance, 8 (5): 537-572 (December 2001)Are behavioral asset-pricing models structural?. Journal of Monetary Economics, 49 (1): 215--228 (January 2002)Reverse engineering the yield curve, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis, and . Journal of Economic Theory, 99 (2): 263-286 (April 1991)Prices as factors: Approximate aggregation with incomplete markets, and . Journal of Economic Dynamics and Control, 26 (7-8): 1127--1157 (July 2002)Taylor rules, McCallum rules and the term structure of interest rates, , and . Journal of Monetary Economics, 52 (5): 921--950 (July 2005)‘First-order’ risk aversion and the equity premium puzzle, and . Journal of Monetary Economics, 26 (3): 387-407 (December 1990)