An intertemporal general equilibrium model of asset prices
Опубликовано на портале: 18-09-2003
Econometrica.
1985.
Vol. 53.
No. 2.
P. 363-84 .
Тематические разделы:
Доступен в JStore.
Develops a general equilibrium model to examine the behavior of asset prices. Determination of the stochastic properties of asset prices; Integration of real and financial markets; Economic structure of the model. (Из Ebsco)