The risk-free rate in heterogeneous-agent incomplete-insurance economies

The equity premium: A puzzle

Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations

Business, Economics, Finance +12

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16

THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE

1988 · 1.4K citations

Business, Economics, Finance +14

Studies in Business-Cycle Theory.

David Demery, Robert E. Lucas · The Economic Journal · 1982 · 794 citations

Social Sciences, Business Economics, Economics +7

Methods and Problems in Business Cycle Theory

Robert E. Lucas · Journal of money credit and banking · 1980 · 685 citations

Social Sciences, Business Economics, Economics +6