Assets, Contingent Commodities, and the Slutsky Equations

DOI10.2307/1909413zbMath0246.90004OpenAlexW1991088961MaRDI QIDQ5659312

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)

Related Items (4)

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

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