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  • September 1973
  • Article

An Intertemporal Capital Asset Pricing Model

By: Robert C. Merton
Keywords: Capital; Assets
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  • 1970
  • Working Paper

A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm

By: Robert C. Merton
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  • Research Summary

Overview

By: Reshmaan N. Hussam

Engaged with field work in South Asia and East Africa, Professor Hussam places a focus on exploring questions with strong theoretical motivation in the economics literature as well as relevant downstream policy implications. Her research spans four broad interests.... View Details

  • Forthcoming
  • Article

The Imperfect Intermediation of Money-Like Assets

By: Jeremy C. Stein and Jonathan Wallen
We study supply-and-demand effects in the U.S. Treasury bill market by comparing the returns on T-bills to the administered policy rate on the Federal Reserve’s reverse repurchase (RRP) facility. In spite of the arguably more money-like properties of an investment in... View Details
Keywords: Debt Securities; Demand and Consumers; Price
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