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Habit formation: a resolution of the equity premium puzzle?

Otrok, Christopher; Ravikumar, B.; Whiteman, Charles H.

Journal of Monetary Economics , Volume 49 (6): 1261-1288 – Sep 1, 2002

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Habit formation: a resolution of the equity premium puzzle?

Otrok, Christopher; Ravikumar, B.; Whiteman, Charles H.

Journal of Monetary Economics , Volume 49 (6): 1261-1288 – Sep 1, 2002

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Publisher: CrossRef
ISSN: 0304-3932
DOI: 10.1016/s0304-3932(02)00147-2
Publisher site: See Article on Publisher Site

References

Asset pricing under habit formation and catching up with the Joneses

Abel
Risk premia and term premia in general equilibrium

Abel
Accounting for forward rates in markets for foreign currency

Backus
A monetary explanation of the equity premium, term premium, and risk-free rate puzzles

Bansal
Time-separable preferences and intertemporal substitution models of business cycles

Barro
Measuring business cycles

Baxter
Habit persistence and asset returns in an exchange economy

Boldrin