Assets, Contingent Commodities, and the Slutsky Equations

DOI10.2307/1909413MaRDI QIDQ5659312zbMATH OpenOpenAlexFDO

Authors Stanley Fischer

Publication date 1972

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909413

Mathematics Subject Classification ID

Trade models (91B60)

Cited in

(4)

• Correlations between stock returns and bond returns: income and substitution effects
• Intertemporal risk-return tradeoff in the short-run
• Duality and consumption decisions under income and price risk
• Substitution and size effect for factor demand revisited

This page was built for publication: Assets, Contingent Commodities, and the Slutsky Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5659312)