Measuring risk aversion from excess returns on a stock index
By: Ray Chou, Robert F. Engle, Alex Kane.
Contributors: Engle, R. F.; Kane, Alex.
Series: NBER working papers series -- working paper no. 3643; Working paper series (National Bureau of Economic Research) -- working paper no. 3643.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 29
Subjects: Stock price indexes -- United States -- Econometric models.; Risk -- Econometric models.; Rate of return -- Econometric models.
Notes: "March 1991."

Includes bibliographical references (p. 27-29).

Binghamton University Libraries' copy bound with: Nursing home discharges and exhaustion of Medicare benefits.