Details about Rajnish Mehra

Access statistics for papers by Rajnish Mehra.

Last updated 2022-03-22. Update your information in the RePEc Author Service.

Short-id: pme56

Working Papers

2019

1. Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article in Quantitative Economics (2021)

2018

2. Demographics and FDI: Lessons from China's One-Child Policy
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in NCAER Working Papers, National Council of Applied Economic Research (2018)
   CFS Working Paper Series, Center for Financial Studies (CFS) (2018)
3. Demographics and FDI: Lessons from China’s One-Child Policy
   Working Papers, eSocialSciences
4. Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
   NBER Working Papers, National Bureau of Economic Research, Inc

2016

5. Is Idiosyncratic Risk Conditionally Priced?
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article in Quantitative Economics (2021)
6. The Term Structure of Interest Rates in India
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2013

7. Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy
   NBER Working Papers, National Bureau of Economic Research, Inc

2011

8. Costly financial intermediation in neoclassical growth theory
   Working Papers, Federal Reserve Bank of Minneapolis View citations (13)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (1)
   See also Journal Article in Quantitative Economics (2011)

2010

9. Indian Equity Markets: Measures of Fundamental Value
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article in India Policy Forum (2010)
10. The equity premium and the allocation of income risk
    Levine's Working Paper Archive, David K. Levine View citations (2)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations (31)
    Working Papers, Columbia - Graduate School of Business (1992) View citations (28)
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1992) View citations (28)
    See also Journal Article in Journal of Economic Dynamics and Control (1992)
11. The equity premium: a puzzle
    Levine's Working Paper Archive, David K. Levine View citations (309)
    See also Journal Article in Journal of Monetary Economics (1985)

2008

12. Intermediated quantities and returns
    Staff Report, Federal Reserve Bank of Minneapolis View citations (3)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2007) View citations (15)
    Levine's Bibliography, UCLA Department of Economics (2007) View citations (1)

2007

13. Risk Based Explanations of the Equity Premium
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2006

14. Recursive Competitive Equilibrium
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
15. The Equity Premium in India
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)

2005

16. Junior is Rich: Bequests as Consumption
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    See also Journal Article in Economic Theory (2007)

2003

17. The Equity Premium in Retrospect
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (108)
    See also Chapter (2003)
18. The Equity Premium: Why is it a Puzzle?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (92)

2002

19. Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article in Annals of Finance (2005)

1999

20. Can Small Fluctuations in Investors' Subjective Preferences Induce Large Volatility in Equity Prices?
    Working Papers, Harris School of Public Policy Studies, University of Chicago View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2002)

1998

21. Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (2)
    Working Papers, Columbia - Graduate School of Business (1997) View citations (4)
    See also Journal Article in The Quarterly Journal of Economics (2002)

1993

22. Auctions: Theory and Possible Applications to Economies in Transition
    IMF Working Papers, International Monetary Fund View citations (5)

1988

23. On some computational Aspects of Equilibrium Business Cycle Theory
    Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (1989)

1982

24. A test of the intertemporal asset pricing model
    Staff Report, Federal Reserve Bank of Minneapolis View citations (2)

Journal Articles

2021

1. Average crossing time: An alternative characterization of mean aversion and reversion
   Quantitative Economics, 2021, 12, (3), 903-944
   See also Working Paper (2019)
2. Is idiosyncratic risk conditionally priced?
   Quantitative Economics, 2021, 12, (2), 625-646
   See also Working Paper (2016)

2012

3. Consumption-Based Asset Pricing Models
   Annual Review of Financial Economics, 2012, 4, (1), 385-409 View citations (26)

2011

4. Costly financial intermediation in neoclassical growth theory
   Quantitative Economics, 2011, 2, (1), 1-36 View citations (26)
   See also Working Paper (2011)

2010

5. Indian Equity Markets: Measures of Fundamental Value
   India Policy Forum, 2010, 6, (1), 1-38
   See also Working Paper (2010)

2007

6. Junior is rich: bequests as consumption
   Economic Theory, 2007, 32, (1), 125-155 View citations (13)
   See also Working Paper (2005)
7. The Equity Premium Puzzle: A Review
   Foundations and Trends(R) in Finance, 2007, 2, (1), 1-81 View citations (4)

2005

8. Junior must pay: pricing the implicit put in privatizing Social Security
   Annals of Finance, 2005, 1, (1), 1-34 View citations (6)
   See also Working Paper (2002)

2002

9. Finance
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1069-1074
10. Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
    The Quarterly Journal of Economics, 2002, 117, (1), 269-296 View citations (207)
    See also Working Paper (1998)
11. Mood fluctuations, projection bias, and volatility of equity prices
    Journal of Economic Dynamics and Control, 2002, 26, (5), 869-887 View citations (39)
    See also Working Paper (1999)

1993

12. Auctions: Theory and Applications
    IMF Staff Papers, 1993, 40, (3), 485-511 View citations (14)

1992

13. The equity premium and the allocation of income risk
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 View citations (27)
    See also Working Paper (2010)

1990

14. On the term structure of interest rates
    Journal of Economic Dynamics and Control, 1990, 14, (3-4), 571-596 View citations (31)

1989

15. On some computational aspects of equilibrium business cycle theory
    Journal of Economic Dynamics and Control, 1989, 13, (3), 449-470 View citations (12)
    See also Working Paper (1988)

1988

16. 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 (18)
17. The equity risk premium: A solution?
    Journal of Monetary Economics, 1988, 22, (1), 133-136 View citations (94)

1985

18. The equity premium: A puzzle
    Journal of Monetary Economics, 1985, 15, (2), 145-161 View citations (2544)
    See also Working Paper (2010)

1984

19. Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
    Review of Economic Studies, 1984, 51, (3), 491-508 View citations (20)
20. Recursive competitive equilibrium: A parametric example
    Economics Letters, 1984, 16, (3-4), 273-278 View citations (3)

1983

21. On the impact of shock persistence on the dynamics of a recursive economy
    European Economic Review, 1983, 22, (2), 147-166 View citations (2)
22. Stochastic growth with correlated production shocks
    Journal of Economic Theory, 1983, 29, (2), 282-312 View citations (36)

1980

23. Recursive Competitive Equilibrium: The Case of Homogeneous Households
    Econometrica, 1980, 48, (6), 1365-79 View citations (83)
    See also Chapter (2005)

1978

24. On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk
    Journal of Financial and Quantitative Analysis, 1978, 13, (2), 227-244 View citations (2)

Edited books

2007

1. Handbook of the Equity Risk Premium
   Elsevier Monographs, Elsevier View citations (1)

Chapters

2005

1. RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS
   Chapter 11 in Theory Of Valuation, 2005, pp 357-371
   See also Journal Article in Econometrica (1980)

2003

2. The equity premium in retrospect
   Chapter 14 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 889-938 View citations (117)
   See also Working Paper (2003)