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Do CAPM results hold in a dynamic economy?: A numerical analysis

, and . Journal of Economic Dynamics and Control, 21 (6): 981--1003 (Jun 1, 1997)

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The equity premium in Brock's asset pricing model, and . Journal of Economic Dynamics and Control, 31 (7): 2263--2292 (July 2007)Has the averch-johnson effect been theoretically justified?. Journal of Economic Dynamics and Control, 8 (1): 1--17 (October 1984)On the probability of chaos in large dynamical systems: A Monte Carlo study, , and . Journal of Economic Dynamics and Control, 23 (8): 1197--1206 (August 1999)Do CAPM results hold in a dynamic economy?: A numerical analysis, and . Journal of Economic Dynamics and Control, 21 (6): 981--1003 (Jun 1, 1997)Increasing returns to scale and the reverse flexible accelerator. Economics Letters, 13 (1): 69--75 (1983)