Details about Rajnish Mehra

Access statistics for papers by Rajnish Mehra.

Last updated 2009-07-10. Update your information in the RePEc Author Service.

Short-id: pme56

Working Papers

2008

1. Intermediated Quantities and Returns
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Levine's Bibliography, UCLA Department of Economics (2007)
   Working Papers, Federal Reserve Bank of Minneapolis (2007)
   Staff Report, Federal Reserve Bank of Minneapolis (2008)

2007

2. Risk Based Explanations of the Equity Premium
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2006

3. Recursive Competitive Equilibrium
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
4. The Equity Premium in India
   NBER Working Papers, National Bureau of Economic Research, Inc

2005

5. Junior is Rich: Bequests as Consumption
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Economic Theory (2007)

2003

6. The Equity Premium in Retrospect
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Chapter (2003)
7. The Equity Premium: Why is it a Puzzle?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2002

8. Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Annals of Finance (2005)

1999

9. Can Small Fluctuations in Investors' Subjective Preferences Induce Large Volatility in Equity Prices?
   Working Papers, Harris School of Public Policy Studies, University of Chicago
   Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations

1998

10. Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations
    Working Papers, Columbia - Graduate School of Business (1997) View citations
    See also Journal Article in The Quarterly Journal of Economics (2002)

1993

11. Auctions - Theory and Possible Applications to Economies in Transition
    IMF Working Papers, International Monetary Fund

1992

12. The Equity Premium and the Allocation of Income Risk
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations
    Working Papers, Columbia - Graduate School of Business (1992) View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1992)

1990

13. ON THE VOLATILITY OF STOCK MARKET PRICES
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations

1988

14. On some computational Aspects of Equilibrium Business Cycle Theory
    Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1989)

1982

15. A test of the intertemporal asset pricing model
    Staff Report, Federal Reserve Bank of Minneapolis View citations

Journal Articles

2007

1. Junior is rich: bequests as consumption
   Economic Theory, 2007, 32, (1), 125-155 View citations
   See also Working Paper (2005)

2005

2. Junior must pay: pricing the implicit put in privatizing Social Security
   Annals of Finance, 2005, 1, (1), 1-34
   See also Working Paper (2002)

2002

3. Finance
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1069-1074 View citations
4. Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle
   The Quarterly Journal of Economics, 2002, 117, (1), 269-296 View citations
   See also Working Paper (1998)
5. Mood fluctuations, projection bias, and volatility of equity prices
   Journal of Economic Dynamics and Control, 2002, 26, (5), 869-887 View citations

1992

6. The equity premium and the allocation of income risk
   Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 View citations
   See also Working Paper (1992)

1990

7. On the term structure of interest rates
   Journal of Economic Dynamics and Control, 1990, 14, (3-4), 571-596 View citations

1989

8. On some computational aspects of equilibrium business cycle theory
   Journal of Economic Dynamics and Control, 1989, 13, (3), 449-470 View citations
   See also Working Paper (1988)

1988

9. On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption
   International Economic Review, 1988, 29, (1), 131-35 View citations
10. The equity risk premium: A solution?
    Journal of Monetary Economics, 1988, 22, (1), 133-136 View citations

1985

11. The equity premium: A puzzle
    Journal of Monetary Economics, 1985, 15, (2), 145-161 View citations

1984

12. Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
    Review of Economic Studies, 1984, 51, (3), 491-508 View citations
13. Recursive competitive equilibrium: A parametric example
    Economics Letters, 1984, 16, (3-4), 273-278

1983

14. On the impact of shock persistence on the dynamics of a recursive economy
    European Economic Review, 1983, 22, (2), 147-166 View citations
15. Stochastic growth with correlated production shocks
    Journal of Economic Theory, 1983, 29, (2), 282-312 View citations

1980

16. Recursive Competitive Equilibrium: The Case of Homogeneous Households
    Econometrica, 1980, 48, (6), 1365-79 View citations

1978

17. On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk
    Journal of Financial and Quantitative Analysis, 1978, 13, (02), 227-244

Chapters

2003

1. The equity premium in retrospect
   Chapter 14 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 889-938 View citations
   See also Working Paper (2003)