9
H index
9
i10 index
258
Citations
New York University (NYU) | 9 H index 9 i10 index 258 Citations RESEARCH PRODUCTION: 8 Articles 18 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jaroslav Borovička. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 6 |
Papers / arXiv.org | 2 |
Working Paper Series / Federal Reserve Bank of Chicago | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper |
2024 | Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903. Full description at Econpapers || Download paper |
2024 | A review on ESG investing: Investorsâ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502. Full description at Econpapers || Download paper |
2024 | Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728. Full description at Econpapers || Download paper |
2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper |
2024 | Robust inference for moment condition models without rational expectations. (2024). Chen, Xiaohong ; Hansen, Peter G. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x. Full description at Econpapers || Download paper |
2024 | Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771. Full description at Econpapers || Download paper |
2025 | Arbitrage-based recovery. (2025). Horvath, Ferenc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001922. Full description at Econpapers || Download paper |
2024 | Asymmetric information and misaligned inflation expectations. (2024). Han, Zhao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001253. Full description at Econpapers || Download paper |
2024 | Cyclicality of uncertainty and disagreement. (2024). Zohar, Osnat. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001526. Full description at Econpapers || Download paper |
2024 | A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2019 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities In: Papers. [Full Text][Citation analysis] | paper | 21 |
2020 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2020) In: Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2017 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2018 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2021 | Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition In: Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Stability of equilibrium asset pricing models: A necessary and sufficient condition.(2021) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2016 | Misspecified Recovery In: Journal of Finance. [Full Text][Citation analysis] | article | 40 |
2014 | Misspecified Recovery.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2015 | Misspecified Recovery.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2014 | Examining macroeconomic models through the lens of asset pricing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
2012 | Examining macroeconomic models through the lens of asset pricing.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2016 | Term Structure of Uncertainty in the Macroeconomy In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 7 |
2016 | Term Structure of Uncertainty in the Macroeconomy.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2011 | Survival and long-run dynamics with heterogeneous beliefs under recursive preferences In: Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
2020 | Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2021 | Macroeconomic Effects of Household Pessimism and Optimism In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
2019 | Survey Data and Subjective Beliefs in Business Cycle Models In: Working Paper. [Full Text][Citation analysis] | paper | 30 |
2009 | Risk Price Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 41 |
2011 | Risk-Price Dynamics.(2011) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2014 | Shock Elasticities and Impulse Responses In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
2016 | Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2016 | Identifying ambiguity shocks in business cycle models using survey data.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2007 | Banking Efficiency and Foreign Ownership in Transition: Is There Evidence of a Cream-Skimming Effect? In: Financial Stability Report. [Full Text][Citation analysis] | article | 3 |
2009 | Heterogeneous beliefs under recursive preferences In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 14 |
2013 | Robust preference expansions In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Discount rates and employment fluctuations In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Discount Rates and Employment Fluctuations.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Lars Peter Hansen (1952â) In: Springer Books. [Citation analysis] | chapter | 0 |
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