Consumption, Investment, Market Price of Risk, and the Risk-Free Rate WT Lin, FC

马甲甲

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【全文链接或数据库名称(选填)】Consumption, Investment, Market Price of Risk, and the Risk-Free RateWT Lin, FC Jen - Journal of Financial and Quantitative …, 1980 - Cambridge Univ Press
We show that a risk-free rate is not an exogenous variable and, therefore, must be
determined jointly with other endogenous variables. Thus, the new model indicates the
existence of the interrelationships and interdependencies between the risk-free rate and ...
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