NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Rajnish Mehra

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

June 2013Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy
w19146
June 2010Indian Equity Markets: Measures of Fundamental Value
w16061

Published: “Indian Equity Markets: Measures of Fundamental Value”, India Policy Forum , Volume 6, 2010, pp 1 - 30

September 2008Costly Financial Intermediation in Neoclassical Growth Theory
with Facundo Piguillem, Edward C. Prescott: w14351

Published: Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, vol. 2(1), pages 1-36, 03. citation courtesy of

July 2007Risk Based Explanations of the Equity Premium
with John Donaldson: w13220

Published: “Risk Based Explanations of the Equity Premium” (with J.B Donaldson) Handbook of Investments: The Handbook of the Equity Risk Premium. ed. by Rajnish Mehra, Elsevier, Amsterdam, 2008, pp 37- 100.

August 2006Recursive Competitive Equilibrium
w12433

Published: Mehra, Rajnish and E.C.Prescott. “Recursive Competitive Equilibrium: The Case of Homogeneous Households." Econometrica 48 (September 1980): 1365-1379.

The Equity Premium in India
w12434

Published: Basu, Kaushik (ed.) Oxford Companion to Economics in India. Oxford University Press, 2007.

February 2005Junior is Rich: Bequests as Consumption
with George M. Constantinides, John B. Donaldson: w11122

Published: George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, vol. 32(1), pages 125-155, July. citation courtesy of

March 2003The Equity Premium in Retrospect
with Edward C. Prescott: w9525

Published: Mehra, Rajnish & Prescott, Edward C., 2003. "The equity premium in retrospect," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938 Elsevier.

February 2003The Equity Premium: Why is it a Puzzle?
w9512

Published:

  • Mehra, Rajnish & Prescott, Edward C., 2003. "The equity premium in retrospect," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938 Elsevier.
  • Mehra, Rajnish. "The Equity Premium Puzzle: A Review." Foundations and Trends in Finance 2, 1 (2006): 1-81.

April 2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security
with George M. Constantinides, John B. Donaldson: w8906

Published: Constantinides, G. M., J. B. Donaldson and R. Mehra. "Junior Must Pay: Pricing The Implicit Put In Privatizing Social Security," Annals of Finance, 2005, v1(1,Jan), 1-34. citation courtesy of

June 1998Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
with George M. Constantinidies, John B. Donaldson: w6617

Published: Constantinides, George M., John B. Donaldson and Rajnish Mehra. "Junior Can't Borrow: A New Perspective On The Equity Premium Puzzle," Quarterly Journal of Economics, 2002, v107(1,Feb), 269-296. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us