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	Asset Pricing [My Copy] (01 January 2001) by John H. Cochrane posted to asset pricing by rivadeneyra on 2009-05-19 17:41:28 as along with 1 person and 2 groups 1stl Statistics_and_Social_Science OR
	Maximum likelihood estimation for a multifactor equilibrim model of the term structure of interest rates [My Copy] The Journal of Fixed Income, Vol. 3, No. 3. (1993), pp. 14-32. by Ren-Raw Chen, Louis Scott posted to asset models pricing structure term by rivadeneyra on 2009-04-14 05:18:56 as
	Asset Prices and Asset Quantities [My Copy] Journal of the European Economic Association, Vol. 5, No. 2-3. (2007), pp. 380-389. by Monika Piazzesi, Martin Schneider posted to asset positions by rivadeneyra on 2009-04-09 00:02:24 as
	Optimal Monetary Policy under Asset Market Segmentation [My Copy] In IMF Conference in honor of Guillermo A. Calvo (2004) by Amartya Lahiri, Rajesh Singh, Carlos A. Vegh posted to asset markets segmented by rivadeneyra on 2009-04-06 18:25:53 as
	Segmented asset markets and optimal exchange rate regimes☆ [My Copy] Journal of International Economics, Vol. 72, No. 1. (May 2007), pp. 1-21. by Amartya Lahiri, Rajesh Singh, Carlos Végh posted to asset markets segmented by rivadeneyra on 2009-04-06 18:09:46 as
	Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence [My Copy] The Journal of Political Economy, Vol. 110, No. 4. (2002), pp. 793-824. by Alon Brav, George M. Constantinides, Christopher C. Geczy posted to asset markets segmented by rivadeneyra on 2009-04-04 21:07:55 as
	Capital Market Equilibrium with Transaction Costs [My Copy] The Journal of Political Economy, Vol. 94, No. 4. (1986), pp. 842-862. by George M. Constantinides posted to asset markets segmented by rivadeneyra on 2009-04-04 00:11:20 as
	Implications of Security Market Data for Models of Dynamic Economies [My Copy] The Journal of Political Economy, Vol. 99, No. 2. (1991), pp. 225-262. by Lars P. Hansen, Ravi Jagannathan posted to asset form kernel pricing reduced by rivadeneyra on 2009-03-30 23:26:12 as along with 1 person mweidner
	Long-run stockholder consumption risk and asset returns [My Copy] Harvard Business School Working Papers, No. 08-060. (2008) by Christopher J. Malloy, Tobias J. Moskowitz, Annette Vissing-Jørgensen posted to asset markets returns segmented yield by rivadeneyra on 2009-03-27 23:08:03 as
	Money and Asset Prices in a Cash-in-Advance Economy [My Copy] Journal of Political Economy, Vol. 93, No. 5. (1 January 1985), 919. by Lars E. Svensson posted to asset cia equilibrium general pricing by rivadeneyra on 2009-03-27 18:00:34 as
	Limited Asset Market Participation and the Elasticity of Intertemporal Substitution [My Copy] Journal of Political Economy, Vol. 110, No. 4. (1 August 2002), pp. 825-853. by Annette Vissing-Jørgensen posted to asset equilibrium general limited markets participation pricing segmented by rivadeneyra on 2009-03-27 17:59:46 as
	Asset Pricing in Economies with Frictions [My Copy] Econometrica, Vol. 64, No. 6. (1996), pp. 1439-1467. by Erzo G. J. Luttmer posted to asset equilibrium frictions general marginal pricing puzzle substitution by rivadeneyra on 2009-03-27 17:41:04 as
	What Level of Fixed Costs Can Reconcile Consumption and Stock Returns? [My Copy] Journal of Political Economy, Vol. 107, No. 5. (1 October 1999), pp. 969-997. by Erzo g Luttmer posted to asset costs equity frictions marginal premium pricing puzzle rate substitution transaction by rivadeneyra on 2009-03-27 17:39:10 as
	Money in a theory of finance [My Copy] Carnegie-Rochester Conference Series on Public Policy, Vol. 21 (1984), pp. 9-46. by R. Lucas posted to asset cia equilibrium finance general pricing by rivadeneyra on 2009-03-27 17:36:06 as
	Models of the liquidity effect [My Copy] In The New Palgrave Dictionary of Economics (2008) by Chris Edmond, Pierre-Olivier Weill edited by Steven N. Durlauf, Lawrence E. Blume posted to asset business cash-in-advance circulation cycle effect effects expectations fisher frictions inflation interest liquidity long-horizon market mechanism models monetary money nominal of open-market operations rates real segmentation short-horizon supply transmission velocity by rivadeneyra on 2009-03-27 16:21:28 as
	Bond Risk Premia [My Copy] The American Economic Review, Vol. 95, No. 1. (2005), pp. 138-160. by John H. Cochrane, Monika Piazzesi posted to asset curve factor pricing single yield by rivadeneyra on 2009-03-27 03:45:48 as
	A Defense of Traditional Hypotheses about the Term Structure of Interest Rates [My Copy] The Journal of Finance, Vol. 41, No. 1. (1986), pp. 183-193. by John Y. Campbell posted to asset curve expectations hypothesis pricing yield by rivadeneyra on 2009-03-27 03:25:06 as
	Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion [My Copy] The American Economic Review, Vol. 93, No. 2. (2003), pp. 383-391. by Annette Vissing-Jørgensen, Orazio P. Attanasio posted to asset markets pricing segmented by rivadeneyra on 2009-03-27 03:21:48 as
	Monetary Policy Shifts and the Term Structure [My Copy] AFA 2009 San Francisco Meetings Paper (17 March 2009) by Jean Boivin, Sen Dong, Andrew Ang posted to asset nominal pricing qtsm quadratic real structure term by rivadeneyra on 2009-03-27 03:14:20 as
	Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth [My Copy] Econometrica, Vol. 73, No. 6. (2005), pp. 1977-2016. by Fernando Alvarez, Urban J. Jermann posted to asset marginal pricing utility by rivadeneyra on 2009-03-27 03:08:03 as
	Quantitative Asset Pricing Implications of Endogenous Solvency Constraints [My Copy] Rev. Financ. Stud., Vol. 14, No. 4. (1 October 2001), pp. 1117-1151. by Fernando Alvarez, Urban J. Jermann posted to asset pricing by rivadeneyra on 2009-03-27 03:05:56 as
	Quadratic Term Structure Models: Theory and Evidence [My Copy] Rev. Financ. Stud., Vol. 15, No. 1. (1 January 2002), pp. 243-288. by Dong-Hyun Ahn, Robert F. Dittmar, Ronald A. Gallant posted to asset pricing qtsm by rivadeneyra on 2009-03-27 02:43:47 as
	Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets [My Copy] Journal of Political Economy, Vol. 110, No. 1. (1 February 2002), pp. 73-112. by Fernando Alvarez, Andrew Atkeson, Patrick J. Kehoe posted to asset cia endogenous money pricing segmented by rivadeneyra on 2009-03-27 02:40:13 as

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