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Basu, Parantap
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Volatility and stock prices: implications from a production model of asset pricing
Basu, Parantap
;
Samanta, Prodyot
- In:
Economics letters
70
(
2001
)
2
,
pp. 229-235
Persistent link: https://www.econbiz.de/10001537987
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2
A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements
Basu, Parantap
;
Samanta, Prodyot
-
1999
Persistent link: https://www.econbiz.de/10000950387
Saved in:
3
S&P type indices and call option values under a CEV diffusion process
Samanta, Prodyot
-
1995
Persistent link: https://www.econbiz.de/10001389994
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4
Monetary uncertainty, velocity and the nominal interest rate : an expository note
Basu, Parantap
- In:
Economic theory, international trade, and quantitative …
,
(pp. 68-74)
.
1996
Persistent link: https://www.econbiz.de/10001452671
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5
Mean reversion in GNP and stock prices : an adjustment cost hypothesis
Basu, Parantap
- In:
Kyklos : international review for social sciences
46
(
1993
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10001149762
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6
Proportional income tax and the Ricardian equivalence in a non-expected utility maximizing model
Basu, Parantap
- In:
Southern economic journal
63
(
1996
)
1
,
pp. 233-243
Persistent link: https://www.econbiz.de/10001208565
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7
A martingale theory of asset pricing in a production economy
Basu, Parantap
- In:
Mathematical social sciences
20
(
1990
)
3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001112059
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8
Business cycles with endogenous growth : a parametric example
Basu, Parantap
- In:
Journal of macroeconomics
12
(
1990
)
3
,
pp. 475-481
Persistent link: https://www.econbiz.de/10001088895
Saved in:
9
Reserve ratio, seigniorage and growth
Basu, Parantap
- In:
Journal of macroeconomics
23
(
2001
)
3
,
pp. 397-416
Persistent link: https://www.econbiz.de/10001594012
Saved in:
10
Capital risk and consumption puzzles : a pedagogical note
Basu, Parantap
- In:
Journal of economics
60
(
1994
)
1
,
pp. 99-107
Persistent link: https://www.econbiz.de/10001170819
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