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.
MLA
Danthine, Jean-Pierre, and John B. Donaldson. “Inflation and Asset Prices in an Exchange Economy.” Econometrica, vol. 54, .no 3, Econometric Society, 1986, pp. 585-606, https://www.jstor.org/stable/1911309
Chicago
Danthine, Jean-Pierre, and John B. Donaldson. “Inflation and Asset Prices in an Exchange Economy.” Econometrica, 54, .no 3, (Econometric Society: 1986), 585-606. https://www.jstor.org/stable/1911309
APA
Danthine, J.-P., & Donaldson, J. B. (1986). Inflation and Asset Prices in an Exchange Economy. Econometrica, 54(3), 585-606. https://www.jstor.org/stable/1911309
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