Details about Rajnish Mehra
Access statistics for papers by Rajnish Mehra.
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Short-id: pme56
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Working Papers
2019
- Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion
NBER Working Papers, National Bureau of Economic Research, Inc
2018
- 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)
- Demographics and FDI: Lessons from China’s One-Child Policy
Working Papers, eSocialSciences
- Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets
NBER Working Papers, National Bureau of Economic Research, Inc
2016
- Is Idiosyncratic Risk Conditionally Priced?
NBER Working Papers, National Bureau of Economic Research, Inc
- The Term Structure of Interest Rates in India
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2013
- Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy
NBER Working Papers, National Bureau of Economic Research, Inc
2011
- 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
- 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)
- The equity premium and the allocation of income risk
Levine's Working Paper Archive, David K. Levine View citations (2)
Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1992) View citations (26) Working Papers, Columbia - Graduate School of Business (1992) View citations (25) Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations (26)
See also Journal Article in Journal of Economic Dynamics and Control (1992)
- The equity premium: a puzzle
Levine's Working Paper Archive, David K. Levine View citations (308)
See also Journal Article in Journal of Monetary Economics (1985)
2008
- 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 (14)
2007
- Risk Based Explanations of the Equity Premium
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
2006
- Recursive Competitive Equilibrium
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
- The Equity Premium in India
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
2005
- 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
- The Equity Premium in Retrospect
NBER Working Papers, National Bureau of Economic Research, Inc View citations (101)
See also Chapter (2003)
- The Equity Premium: Why is it a Puzzle?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (87)
2002
- 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
- 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
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
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)
1988
- 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
- A test of the intertemporal asset pricing model
Staff Report, Federal Reserve Bank of Minneapolis View citations (2)
Journal Articles
2012
- Consumption-Based Asset Pricing Models
Annual Review of Financial Economics, 2012, 4, (1), 385-409 View citations (25)
2011
- Costly financial intermediation in neoclassical growth theory
Quantitative Economics, 2011, 2, (1), 1-36 View citations (26)
See also Working Paper (2011)
2010
- Indian Equity Markets: Measures of Fundamental Value
India Policy Forum, 2010, 6, (1), 1-38 
See also Working Paper (2010)
2007
- Junior is rich: bequests as consumption
Economic Theory, 2007, 32, (1), 125-155 View citations (13)
See also Working Paper (2005)
- The Equity Premium Puzzle: A Review
Foundations and Trends(R) in Finance, 2007, 2, (1), 1-81 View citations (4)
2005
- 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
- Finance
Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1069-1074
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
The Quarterly Journal of Economics, 2002, 117, (1), 269-296 View citations (198)
See also Working Paper (1998)
- Mood fluctuations, projection bias, and volatility of equity prices
Journal of Economic Dynamics and Control, 2002, 26, (5), 869-887 View citations (35)
See also Working Paper (1999)
1993
- Auctions: Theory and Applications
IMF Staff Papers, 1993, 40, (3), 485-511 View citations (14)
1992
- The equity premium and the allocation of income risk
Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 View citations (25)
See also Working Paper (2010)
1990
- On the term structure of interest rates
Journal of Economic Dynamics and Control, 1990, 14, (3-4), 571-596 View citations (31)
1989
- 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
- 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)
- The equity risk premium: A solution?
Journal of Monetary Economics, 1988, 22, (1), 133-136 View citations (90)
1985
- The equity premium: A puzzle
Journal of Monetary Economics, 1985, 15, (2), 145-161 View citations (2419)
See also Working Paper (2010)
1984
- Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
Review of Economic Studies, 1984, 51, (3), 491-508 View citations (19)
- Recursive competitive equilibrium: A parametric example
Economics Letters, 1984, 16, (3-4), 273-278 View citations (2)
1983
- On the impact of shock persistence on the dynamics of a recursive economy
European Economic Review, 1983, 22, (2), 147-166 View citations (2)
- Stochastic growth with correlated production shocks
Journal of Economic Theory, 1983, 29, (2), 282-312 View citations (35)
1980
- Recursive Competitive Equilibrium: The Case of Homogeneous Households
Econometrica, 1980, 48, (6), 1365-79 View citations (77)
See also Chapter (2005)
1978
- 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
Edited books
2007
- Handbook of the Equity Risk Premium
Elsevier Monographs, Elsevier View citations (1)
Chapters
2005
- 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
- The equity premium in retrospect
Chapter 14 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 889-938 View citations (110)
See also Working Paper (2003)
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