Felix Kubler : Citation Profile


Are you Felix Kubler?

Universität Zürich (50% share)
Swiss Finance Institute (50% share)

16

H index

21

i10 index

843

Citations

RESEARCH PRODUCTION:

43

Articles

69

Papers

1

Books

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 42
   Journals where Felix Kubler has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 50 (5.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pku6
   Updated: 2020-01-18    RAS profile: 2019-05-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Schmedders, Karl (5)

Wei, Xiao (4)

Scheidegger, Simon (3)

Polbin, Andrey (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Felix Kubler.

Is cited by:

Maliar, Serguei (30)

Carvajal, Andrés (28)

Beetsma, Roel (23)

Maliar, Lilia (23)

Miao, Jianjun (19)

Peralta-Alva, Adrian (18)

Judd, Kenneth (18)

Bovenberg, Lans (17)

Ludwig, Alexander (16)

Tsyrennikov, Viktor (16)

Romp, Ward (15)

Cites to:

Polemarchakis, Herakles (22)

Schmedders, Karl (20)

Levine, David (18)

Judd, Kenneth (14)

Chiappori, Pierre (14)

Kotlikoff, Laurence (12)

Pedersen, Lasse (11)

Gottardi, Piero (10)

Lucas, Deborah (10)

Varian, Hal (9)

Brown, Donald (9)

Main data


Where Felix Kubler has published?


Journals with more than one article published# docs
Economic Theory5
Journal of Economic Theory5
American Economic Review5
Journal of Economic Dynamics and Control3
Econometrica3
Journal of Mathematical Economics2
Review of Economic Studies2
Econometrica2
Review of Economic Dynamics2
Computational Economics2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science5
Working Papers / HAL3
2012 Meeting Papers / Society for Economic Dynamics3
Economics Working Papers / European University Institute2
2004 Meeting Papers / Society for Economic Dynamics2
Computing in Economics and Finance 2001 / Society for Computational Economics2
2011 Meeting Papers / Society for Economic Dynamics2
Working Paper Series / European Central Bank2

Recent works citing Felix Kubler (2019 and 2018)


YearTitle of citing document
2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Iskhakov, Fedor. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-661.

Full description at Econpapers || Download paper

2019Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas. In: Papers. RePEc:arx:papers:1610.07694.

Full description at Econpapers || Download paper

2018Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization. (2018). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1803.11467.

Full description at Econpapers || Download paper

2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

Full description at Econpapers || Download paper

2018The economics of sharing macro-longevity risk. (2018). Ool, Annick ; Broeders, Dirk ; van Ool, Annick ; Mehlkopf, Roel. In: DNB Working Papers. RePEc:dnb:dnbwpp:618.

Full description at Econpapers || Download paper

2018Social infrastructure and the preservation of physical capital: Equilibria and transitional dynamics. (2018). Sequeira, Tiago ; Lopes, Alexandra ; Gomes, Orlando ; Ferreira-Lopes, Alexandra ; Marques, Pedro Macias ; Soares, Helena . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:321:y:2018:i:c:p:614-632.

Full description at Econpapers || Download paper

2018Investment timing, reversibility, and financing constraints. (2018). Shibata, Takashi ; Nishihara, Michi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:771-796.

Full description at Econpapers || Download paper

2019The fight-or-flight response to the Joneses and inequality. (2019). Bhattacharya, Joydeep ; Barnett, Richard ; Bunzel, Helle . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:187-210.

Full description at Econpapers || Download paper

2018A class of tractable incomplete-market models for studying asset returns and risk exposure. (2018). Legrand, Franois ; Ragot, Xavier ; le Grand, Franois. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:39-59.

Full description at Econpapers || Download paper

2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

Full description at Econpapers || Download paper

2017Multi-period risk sharing under financial fairness. (2017). Schumacher, Johannes ; Ponds, Eduard ; Bao, Hailong . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:49-66.

Full description at Econpapers || Download paper

2017Intergenerational risk sharing in closing pension funds. (2017). De Waegenaere, Anja ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:20-30.

Full description at Econpapers || Download paper

2018A case for incomplete markets. (2018). Blume, Lawrence ; Tsyrennikov, Viktor ; Sargent, Thomas J ; Easley, David A ; Cogley, Timothy. In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:191-221.

Full description at Econpapers || Download paper

2019Revealed preference and identification. (2019). Gorno, Leandro. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:698-739.

Full description at Econpapers || Download paper

2019Asset shortages, liquidity and speculative bubbles. (2019). Citanna, A ; Bloise, G. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:952-990.

Full description at Econpapers || Download paper

2019Securitized markets, international capital flows, and global welfare. (2019). Toda, Alexis Akira ; Phelan, Gregory. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:571-592.

Full description at Econpapers || Download paper

2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:1-20.

Full description at Econpapers || Download paper

2019Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69.

Full description at Econpapers || Download paper

2019Capital controls and monetary policy in sudden-stop economies. (2019). Yu, Changhua ; Young, Eric R ; Devereux, Michael B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:52-74.

Full description at Econpapers || Download paper

2019Wealth distribution with random discount factors. (2019). Toda, Alexis Akira. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

Full description at Econpapers || Download paper

2018Propagation and smoothing of shocks in alternative social security systems. (2018). Lee, Ronald ; Kueng, Lorenz ; Auerbach, Alan ; Yatsynovich, Yury. In: Journal of Public Economics. RePEc:eee:pubeco:v:164:y:2018:i:c:p:91-105.

Full description at Econpapers || Download paper

2019Divergent interest rates in the theory of financial markets. (2019). Lorenz, Daniela ; Loffler, Andreas ; Kruschwitz, Lutz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:48-55.

Full description at Econpapers || Download paper

2018The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84081.

Full description at Econpapers || Download paper

2018Organizational Equilibrium with Capital. (2018). Ríos-Rull, José-Víctor ; Bassetto, Marco ; Huo, Zhen. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-20.

Full description at Econpapers || Download paper

2018Securities Financing and Asset Markets: New Evidence. (2018). King, Thomas ; Breach, Tomas . In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-22.

Full description at Econpapers || Download paper

2017Welfare effects of fiscal policy in reforming the pension system. (2017). Tyrowicz, Joanna ; Makarski, Krzysztof ; Komada, Oliwia. In: GRAPE Working Papers. RePEc:fme:wpaper:11.

Full description at Econpapers || Download paper

2019Market selection with differential financial constraints. (2019). Quiggin, John ; Guerdjikova, A. In: Working Papers. RePEc:gbl:wpaper:2019-01.

Full description at Econpapers || Download paper

2019Market Selection with Differential Financial Constraints. (2019). Quiggin, John ; Guerdjikova, Ani. In: Working Papers. RePEc:hal:wpaper:hal-02005501.

Full description at Econpapers || Download paper

2019International Welfare Spillovers of National Pension Schemes. (2019). Staveley-O'Carroll, James. In: Working Papers. RePEc:hcx:wpaper:1903.

Full description at Econpapers || Download paper

2018Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles. In: IDEI Working Papers. RePEc:ide:wpaper:32398.

Full description at Econpapers || Download paper

2018Demographic Uncertainty and Generational Consumption Risk with Endogenous Human Capital. (2018). Knabb, Shawn D ; Emerson, Patrick M. In: IZA Discussion Papers. RePEc:iza:izadps:dp11358.

Full description at Econpapers || Download paper

2019Stock price fluctuations and GARCH modelling of stock market indexes. (2019). Radeva, Bistra. In: Economics and computer science. RePEc:kab:journl:y:2019:i:3:p:6-19.

Full description at Econpapers || Download paper

2019Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian. (2019). Deride, Julio ; Jofre, Alejandro . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9733-1.

Full description at Econpapers || Download paper

2019A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint. (2019). Won, Dongchul. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9750-0.

Full description at Econpapers || Download paper

2018Optimal Portfolios with Credit Default Swaps. (2018). Ambrosini, Giuseppe ; Menoncin, Francesco. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:1:d:10.1007_s10693-016-0264-z.

Full description at Econpapers || Download paper

2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15067rr.

Full description at Econpapers || Download paper

2017A Risk-centric Model of Demand Recessions and Macroprudential Policy. (2017). Caballero, Ricardo ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:23614.

Full description at Econpapers || Download paper

2019Climate change as a risk to financial stability. (2019). Ritzberger-Grunwald, Doris ; Pointner, Wolfgang. In: Financial Stability Report. RePEc:onb:oenbfs:y:2019:i:38:b:1.

Full description at Econpapers || Download paper

2018Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries. (2018). Aruoba, S. Boragan ; Schorfheide, Frank ; Cuba-Borda, Pablo. In: Review of Economic Studies. RePEc:oup:restud:v:85:y:2018:i:1:p:87-118..

Full description at Econpapers || Download paper

2019Financial Frictions and the Wealth Distribution. (2019). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuno, Galo. In: PIER Working Paper Archive. RePEc:pen:papers:19-015.

Full description at Econpapers || Download paper

2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:84905.

Full description at Econpapers || Download paper

2018Credit limits and heterogeneity in general equilibrium models with a finite number of agents. (2018). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:88736.

Full description at Econpapers || Download paper

2018Inequality and asset fire sales. (2018). Suzuki, Shiba . In: MPRA Paper. RePEc:pra:mprapa:90906.

Full description at Econpapers || Download paper

2019Effects of credit limit on efficiency and welfare in a simple general equilibrium model. (2019). Pham, Hien. In: MPRA Paper. RePEc:pra:mprapa:97927.

Full description at Econpapers || Download paper

2019Online Appendix to Systemic Banking Panics, Liquidity Risk, and Monetary Policy. (2019). Robatto, Roberto. In: Technical Appendices. RePEc:red:append:18-235.

Full description at Econpapers || Download paper

2019A theory of repurchase agreements, collateral re-use, and repo intermediation. (2019). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent . In: Review of Economic Dynamics. RePEc:red:issued:18-284.

Full description at Econpapers || Download paper

2017Sustainable Intergenerational Insurance. (2017). Worrall, Timothy ; Russo, Alessia ; Lancia, Francesco. In: 2017 Meeting Papers. RePEc:red:sed017:319.

Full description at Econpapers || Download paper

2018Investment Opportunities and Economic Outcomes: Who Benefits From College and the Stock Market?. (2018). Neelakantan, Urvi ; Vidangos, Ivan ; Ionescu, Felicia ; Athreya, Kartik. In: 2018 Meeting Papers. RePEc:red:sed018:1151.

Full description at Econpapers || Download paper

2018Recursive equilibria in dynamic economies withbounded rationality. (2018). Geng, Runjie. In: 2018 Meeting Papers. RePEc:red:sed018:137.

Full description at Econpapers || Download paper

2018Gross Capital Flows and International Diversification. (2018). Lee, Hyunju. In: 2018 Meeting Papers. RePEc:red:sed018:51.

Full description at Econpapers || Download paper

2019Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %. (2019). Reiter, Michael. In: 2019 Meeting Papers. RePEc:red:sed019:1048.

Full description at Econpapers || Download paper

2019Haircut Cycles. (2019). Zhang, Tong. In: 2019 Meeting Papers. RePEc:red:sed019:124.

Full description at Econpapers || Download paper

2019Growth, Uncertainty and Business Cycles in an Overlapping Generations Economy. (2019). Lidofsky, Ben ; Khan, Aubhik. In: 2019 Meeting Papers. RePEc:red:sed019:1459.

Full description at Econpapers || Download paper

2017Edgeworth box economies with multiple equilibria. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: Economic Theory Bulletin. RePEc:spr:etbull:v:5:y:2017:i:1:d:10.1007_s40505-016-0102-3.

Full description at Econpapers || Download paper

2018Rational overconfidence and social security: subjective beliefs, objective welfare. (2018). Nielsen, Carsten Krabbe. In: Economic Theory. RePEc:spr:joecth:v:65:y:2018:i:2:d:10.1007_s00199-016-1022-z.

Full description at Econpapers || Download paper

2018Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy. (2018). Woźny, Łukasz ; Wony, Ukasz ; Reffett, Kevin ; Datta, Manjira . In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1046-z.

Full description at Econpapers || Download paper

2018Bubbly Markov equilibria. (2018). Barbie, Martin ; Hillebrand, Marten. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1082-8.

Full description at Econpapers || Download paper

2019Normative inference in efficient markets. (2019). Weretka, Marek. In: Economic Theory. RePEc:spr:joecth:v:68:y:2019:i:4:d:10.1007_s00199-018-1144-6.

Full description at Econpapers || Download paper

2018Effects of Taxes and Safety Net Pensions on life-cycle Labor Supply, Savings and Human Capital: the Case of Australia. (2018). Keane, Michael ; Iskhakov, Fedor. In: Discussion Papers. RePEc:swe:wpaper:2018-09.

Full description at Econpapers || Download paper

2019The Natural Rate of Interest in a Nonlinear DSGE Model. (2019). Hirose, Yasuo ; Sunakawa, Takeki. In: Working Papers. RePEc:tcr:wpaper:e128.

Full description at Econpapers || Download paper

2019Debt Collateralization, Structured Finance, and the CDS Basis. (2019). Phelan, Gregory ; Gong, Feixue. In: Department of Economics Working Papers. RePEc:wil:wileco:2019-18.

Full description at Econpapers || Download paper

2017The identification of attitudes towards ambiguity and risk from asset demand. (2017). Song, Xinxi ; Selden, Larry ; Polemarchakis, Herakles. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:28.

Full description at Econpapers || Download paper

2017Social security and the interactions between aggregate and idiosyncratic risk. (2014). Ludwig, Alexander ; Harenberg, Daniel. In: SAFE Working Paper Series. RePEc:zbw:safewp:59.

Full description at Econpapers || Download paper

2018Idiosyncratic risk, aggregate risk, and the welfare effects of social security. (2018). Ludwig, Alexander ; Harenberg, Daniel. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18016.

Full description at Econpapers || Download paper

Felix Kubler is editor of


Journal
Journal of Mathematical Economics

Works by Felix Kubler:


YearTitleTypeCited
2012Financial Innovation and Asset Price Volatility In: American Economic Review.
[Full Text][Citation analysis]
article6
2013Inferior Good and Giffen Behavior for Investing and Borrowing In: American Economic Review.
[Full Text][Citation analysis]
article2
2014Asset Demand Based Tests of Expected Utility Maximization In: American Economic Review.
[Full Text][Citation analysis]
article3
2002Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete In: American Economic Review.
[Full Text][Citation analysis]
article36
2006Pareto-Improving Social Security Reform when Financial Markets are Incomplete!? In: American Economic Review.
[Full Text][Citation analysis]
article127
2005Pareto Improving Social Security Reform when Financial Markets Are Incomplete.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
2003Pareto Improving Social Security Reform when Financial Markets are Incomplete?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
2005Pareto improving social security reform when financial markets are incomplete!?.(2005) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
2014When Is a Risky Asset Urgently Needed? In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]
article2
2015The identification of beliefs from asset demand In: Economic Research Papers.
[Full Text][Citation analysis]
paper1
2017The Identification of Beliefs From Asset Demand.(2017) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2015The identification of beliefs from asset demand.(2015) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015The identification of beliefs from asset demand.(2015) In: CRETA Online Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Brown and Kubler on Brainard and Scarf In: American Journal of Economics and Sociology.
[Full Text][Citation analysis]
article0
2019Making Carbon Taxation A Generational Win Win In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
[Full Text][Citation analysis]
paper1
2019Making Carbon Taxation a Generational Win Win.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2002Testable Implications of General Equilibrium Theory: a differentiable approach In: Working Papers.
[Full Text][Citation analysis]
paper32
2004Testable implications of general equilibrium theory: a differentiable approach.(2004) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
article
2006Social Security and Risk Sharing In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper13
2008Bond Ladders and Optimal Portfolios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper0
2011Bond Ladders and Optimal Portfolios.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009Non-parametric counterfactual analysis in dynamic general equilibrium In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper3
2007Non-parametric counterfactual analysis in dynamic general equilibrium.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Non-parametric counterfactual analysis in dynamic general equilibrium.(2010) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2010Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper4
2012Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011Collateral Requirements and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper12
2011Collateral Requirements and Asset Prices.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2015COLLATERAL REQUIREMENTS AND ASSET PRICES.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2013Collateral requirements and asset prices.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2017Re-Use of Collateral: Leverage, Volatility, and Welfare In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper0
2018Re-use of collateral: leverage, volatility, and welfare.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Re-use of Collateral: Leverage, Volatility, and Welfare.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Incomplete Markets, Transitory Shocks and Welfare In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper19
2000Incomplete Markets, Transitory Shocks, and Welfare.(2000) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2001Incomplete Markets, Transitory Shocks, and Welfare.(2001) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2000INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
2000The identification of preferences from equilibrium prices. In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper7
1999The Identification of Preferences from Equilibrium Prices.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2000The Identification of Preferences from Equilibrium Prices.(2000) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2000The identification of preferences from equilibrium prices under uncertainty. In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper18
2000The identification of preferences from equilibrium prices under uncertainty.(2000) In: HEC Research Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
2002The Identification of Preferences from Equilibrium Prices under Uncertainty.(2002) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2000The Identification of Preferences from Equilibrium Prices under Uncertainty.(2000) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
2002RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article36
2003Dollar Denominated Debt and Optimal Security Design In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2014Margin regulation and volatility In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2015Margin regulation and volatility.(2015) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2003Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral In: Econometrica.
[Full Text][Citation analysis]
article103
2001Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral.(2001) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
2005Approximate versus Exact Equilibria in Dynamic Economies In: Econometrica.
[Full Text][Citation analysis]
article16
2007Approximate Generalizations and Computational Experiments In: Econometrica.
[Full Text][Citation analysis]
article3
2000The Robustness of the CAPM-A Computational Approach In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
1999The Robustness of the CAPM - A Computational Approach.(1999) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000The Robustness of CAPM-A Computational Approach.(2000) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Computing equilibria in infinite-horizon finance economies: The case of one asset In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
2004Computing equilibrium in OLG models with stochastic production In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article69
2011Solving the multi-country real business cycle model using a Smolyak-collocation method In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article35
2006Reply to Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2003Observable restrictions of general equilibrium models with financial markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article13
2010Competitive equilibria in semi-algebraic economies In: Journal of Economic Theory.
[Full Text][Citation analysis]
article11
2011Social security and risk sharing In: Journal of Economic Theory.
[Full Text][Citation analysis]
article21
2009Social Security and Risk Sharing.(2009) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2007Social Security and RIsk Sharing.(2007) In: 2007 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2006Social Security and Risk Sharing.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2012Regulating collateral-requirements when markets are incomplete In: Journal of Economic Theory.
[Full Text][Citation analysis]
article24
2004Is intertemporal choice theory testable? In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article5
2012Dynamic Competitive Economies with Complete Markets and Collateral Constraints In: Economics Working Papers.
[Full Text][Citation analysis]
paper22
2015Dynamic Competitive Economies with Complete Markets and Collateral Constraints.(2015) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2012Dynamic Competitive Economies with Complete Markets and Collateral Constraints.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2006Collateralized borrowing and life-cycle portfolio choice In: Public Policy Discussion Paper.
[Full Text][Citation analysis]
paper6
2006Collateralized Borrowing and Life-Cycle Portfolio Choice.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2006Collateralized Borrowing And Life-Cycle Portfolio Choice.(2006) In: 2006 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2005Borrowing costs and the demand for equity over the life cycle In: Working Papers.
[Full Text][Citation analysis]
paper78
2002Borrowing Costs and the Demand for Equity Over the Life Cycle.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
paper
2006Borrowing Costs and the Demand for Equity over the Life Cycle.(2006) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
article
2002Computing Equilibria in Finance Economies In: Mathematics of Operations Research.
[Full Text][Citation analysis]
article6
2000Computing Equilibria in Finance Economies.(2000) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2002Computing Equilibria in Finance Economies.(2002) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2001Computing Equilibria in Finance Economies.(2001) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2010Tackling Multiplicity of Equilibria with Gröbner Bases In: Operations Research.
[Full Text][Citation analysis]
article7
2000Computing Equilibria in Stochastic Finance Economies. In: Computational Economics.
[Full Text][Citation analysis]
article8
2007Approximate CAPM When Preferences are CRRA In: Computational Economics.
[Full Text][Citation analysis]
article1
2003Approximate CAPM when preferences are CRRA.(2003) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2003Approximate CAPM When Preferences Are CRRA.(2003) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2007Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper12
2007Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2011Recursive Contracts, Lotteries and Weakly Concave Pareto Sets In: NBER Working Papers.
[Full Text][Citation analysis]
paper16
2010Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2010) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2012Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2012) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2011Recursive Contracts, Lotteries and Weakly Concave Pareto Sets.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2003Approximate Versus Exact Equilibria In: Discussion Papers.
[Full Text][Citation analysis]
paper1
2004Approximate Versus Exact Equilibria.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Verifying Competitive Equilibria in Dynamic Economies In: Review of Economic Studies.
[Full Text][Citation analysis]
article0
2004Leverage, Incomplete Markets and Crises In: 2004 Meeting Papers.
[Citation analysis]
paper4
2004Ex Ante Optimality and Social Security In: 2004 Meeting Papers.
[Citation analysis]
paper3
2005Approximate Generalizations in Applied Equilibrium Analysis In: 2005 Meeting Papers.
[Citation analysis]
paper3
2012Margin Requirements and Asset Prices In: 2012 Meeting Papers.
[Full Text][Citation analysis]
paper0
2013Applying Negishis method to stochastic models with overlapping generations In: 2013 Meeting Papers.
[Full Text][Citation analysis]
paper0
2014Why is too much leverage bad for the economy? In: 2014 Meeting Papers.
[Full Text][Citation analysis]
paper0
2018Self-justi ed equilibria: Existence and computation In: 2018 Meeting Papers.
[Full Text][Citation analysis]
paper2
2001Intergenerational Risk Sharing: Myth or Possibility In: Computing in Economics and Finance 2001.
[Citation analysis]
paper0
2001Asset Pricing in Models with incomplete markets and default In: Computing in Economics and Finance 2001.
[Citation analysis]
paper6
2001Computable general equilibrium with financial markets In: Economic Theory.
[Full Text][Citation analysis]
article3
2003Foreword to the Symposium in Honor of Mordecai Kurz In: Economic Theory.
[Full Text][Citation analysis]
article0
2003Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time In: Economic Theory.
[Full Text][Citation analysis]
article3
2004Stationary Markov equilibria for overlapping generations In: Economic Theory.
[Full Text][Citation analysis]
article23
2008Computational Aspects of General Equilibrium Theory In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]
book2
2010Uniqueness of Steady States in Models with Overlapping Generations In: Journal of the European Economic Association.
[Full Text][Citation analysis]
article4
2017What Are Asset Demand Tests of Expected Utility Really Testing? In: Economic Journal.
[Full Text][Citation analysis]
article0
2017Recursive Equilibria in Dynamic Economies With Stochastic Production In: Econometrica.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2020. Contact: CitEc Team