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Intermediated quantities and returns

Mehra, Rajnish; Piguillem, Facundo; Prescott, Edward C. - 2008

Persistent link: https://www.econbiz.de/10009514558

The equity premium in retrospect

Mehra, Rajnish; Prescott, Edward C. - 2003

Persistent link: https://www.econbiz.de/10001832893

The equity premium in retrospect

Mehra, Rajnish; Prescott, Edward C. - 2003

Persistent link: https://www.econbiz.de/10001741299

Post-war US business cycles : an empirical investigation

Hodrick, Robert J.; Prescott, Edward C. - 1981

Persistent link: https://www.econbiz.de/10000903579

Real returns on government debt : a general equilibrium quantitative exploration

Díaz-Giménez, Javier - In: European economic review : EER 41 (1997) 1, pp. 115-137

Persistent link: https://www.econbiz.de/10001215451

Average debt and equity returns: puzzling?

McGrattan, Ellen R.; Prescott, Edward C. - 2003

"Mehra and Prescott (1985) found the difference between average equity and debt returns puzzling because it was too large to be a premium for bearing nondiversifiable aggregate risk. Here, we re-examine this puzzle, taking into account some factors ignored by Mehra and Prescott--taxes,...