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The interaction between the equity premium and the risk-free rate

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  • Grant, Simon
  • Quiggin, John

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  • Grant, Simon & Quiggin, John, 2000. "The interaction between the equity premium and the risk-free rate," Economics Letters, Elsevier, vol. 69(1), pages 71-79, October.
    • Handle: RePEc:eee:ecolet:v:69:y:2000:i:1:p:71-79
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    References listed on IDEAS

    as
    1. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
    2. Weil, Philippe, 1992. "Equilibrium asset prices with undiversifiable labor income risk," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 769-790.
    3. Mankiw, N. Gregory, 1986. "The equity premium and the concentration of aggregate shocks," Journal of Financial Economics, Elsevier, vol. 17(1), pages 211-219, September.
    4. Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
    5. Grant, S. & Quiggin, J., 1999. "The Risk Premium for Equity: Implications for Clinton's Proposed Diversification of the Social Security Trust Fund," ANU Working Papers in Economics and Econometrics 1999-368, Australian National University, College of Business and Economics, School of Economics.
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    Cited by:

    1. Grant, Simon & Quiggin, John, 2003. "The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy," Working Papers 2003-14, Rice University, Department of Economics.

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