IMPLICATIONS OF SECURITY MARKET DATA FOR MODELS OF DYNAMIC ECONOMIES
成果类型：
Article
署名作者：
HANSEN, LP; JAGANNATHAN, R
署名单位：
National Bureau of Economic Research; Federal Reserve System - USA; University of Minnesota System; University of Minnesota Twin Cities
刊物名称：
JOURNAL OF POLITICAL ECONOMY
ISSN/ISSBN：
0022-3808
DOI：
10.1086/261749
发表日期：
1991
页码：
225-262
关键词：
asset pricing-models
IN-ADVANCE ECONOMY
term structure
Contingent claims
arbitrage
INFORMATION
options
prices
consumption
equilibrium
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