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Details about Rajnish Mehra

E-mail:
Homepage:http://www.academicwebpages.com/preview/mehra/
Phone:480 965-6335
Postal address:W. P. Carey School of Business Arizona State University Tempe, AZ 85287-3806
Workplace:Department of Economics, W.P. Carey School of Business, Arizona State University, (more information at EDIRC)

Access statistics for papers by Rajnish Mehra.

Last updated 2019-06-04. Update your information in the RePEc Author Service.

Short-id: pme56


Jump to Journal Articles Edited books Chapters

Working Papers

2019

  1. Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2018

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

2016

  1. Is Idiosyncratic Risk Conditionally Priced?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. The Term Structure of Interest Rates in India
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2013

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

2011

  1. Costly financial intermediation in neoclassical growth theory
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (1)

    See also Journal Article in Quantitative Economics (2011)

2010

  1. Indian Equity Markets: Measures of Fundamental Value
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in India Policy Forum (2010)
  2. The equity premium and the allocation of income risk
    Levine's Working Paper Archive, David K. Levine Downloads 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) Downloads View citations (26)

    See also Journal Article in Journal of Economic Dynamics and Control (1992)
  3. The equity premium: a puzzle
    Levine's Working Paper Archive, David K. Levine Downloads View citations (308)
    See also Journal Article in Journal of Monetary Economics (1985)

2008

  1. Intermediated quantities and returns
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2007) Downloads View citations (14)

2007

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

2006

  1. Recursive Competitive Equilibrium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (18)
  2. The Equity Premium in India
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)

2005

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

2003

  1. The Equity Premium in Retrospect
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (101)
    See also Chapter (2003)
  2. The Equity Premium: Why is it a Puzzle?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (87)

2002

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

1999

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

1998

  1. Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads 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

  1. 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

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

Journal Articles

2012

  1. Consumption-Based Asset Pricing Models
    Annual Review of Financial Economics, 2012, 4, (1), 385-409 Downloads View citations (25)

2011

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

2010

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

2007

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

2005

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

2002

  1. Finance
    Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1069-1074 Downloads
  2. Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
    The Quarterly Journal of Economics, 2002, 117, (1), 269-296 Downloads View citations (198)
    See also Working Paper (1998)
  3. Mood fluctuations, projection bias, and volatility of equity prices
    Journal of Economic Dynamics and Control, 2002, 26, (5), 869-887 Downloads View citations (35)
    See also Working Paper (1999)

1993

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

1992

  1. The equity premium and the allocation of income risk
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 509-532 Downloads View citations (25)
    See also Working Paper (2010)

1990

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

1989

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

1988

  1. On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption
    International Economic Review, 1988, 29, (1), 131-35 Downloads View citations (18)
  2. The equity risk premium: A solution?
    Journal of Monetary Economics, 1988, 22, (1), 133-136 Downloads View citations (90)

1985

  1. The equity premium: A puzzle
    Journal of Monetary Economics, 1985, 15, (2), 145-161 Downloads View citations (2419)
    See also Working Paper (2010)

1984

  1. Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model
    Review of Economic Studies, 1984, 51, (3), 491-508 Downloads View citations (19)
  2. Recursive competitive equilibrium: A parametric example
    Economics Letters, 1984, 16, (3-4), 273-278 Downloads View citations (2)

1983

  1. On the impact of shock persistence on the dynamics of a recursive economy
    European Economic Review, 1983, 22, (2), 147-166 Downloads View citations (2)
  2. Stochastic growth with correlated production shocks
    Journal of Economic Theory, 1983, 29, (2), 282-312 Downloads View citations (35)

1980

  1. Recursive Competitive Equilibrium: The Case of Homogeneous Households
    Econometrica, 1980, 48, (6), 1365-79 Downloads View citations (77)
    See also Chapter (2005)

1978

  1. 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 Downloads

Edited books

2007

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

Chapters

2005

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

2003

  1. The equity premium in retrospect
    Chapter 14 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 889-938 Downloads View citations (110)
    See also Working Paper (2003)
 
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