Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

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Econometrica: May, 1986, Volume 54, Issue 3

Inflation and Asset Prices in an Exchange Economy

https://doi.org/0012-9682(198605)54:3<585:IAAPIA>2.0.CO;2-R
p. 585-606

Jean-Pierre Danthine, John B. Donaldson

This paper studies the pricing of common stocks in the context of a monetary, rational expectations equilibrium. Special attention is given to the relationship between inflation and asset returns.

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