Ian Martin : Citation Profile


Are you Ian Martin?

London School of Economics (LSE)

10

H index

10

i10 index

509

Citations

RESEARCH PRODUCTION:

10

Articles

27

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 46
   Journals where Ian Martin has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 24 (4.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1585
   Updated: 2020-10-24    RAS profile: 2020-10-15    
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Relations with other researchers


Works with:

Pindyck, Robert (5)

Kremens, Lukas (3)

Nagel, Stefan (3)

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

Is cited by:

Gollier, Christian (25)

Gourio, Francois (18)

Chernov, Mikhail (16)

Hassan, Tarek (14)

Schrimpf, Andreas (12)

Farhi, Emmanuel (10)

Verdelhan, Adrien (8)

Meinerding, Christoph (8)

Bekaert, Geert (8)

Boyarchenko, Nina (7)

Roussanov, Nikolai (7)

Cites to:

Pindyck, Robert (9)

Backus, David (5)

Wagner, Christian (4)

Chernov, Mikhail (4)

Barro, Robert (4)

Weitzman, Martin (3)

Kremens, Lukas (3)

Weitzman, Martin (2)

Kniesner, Thomas (2)

Cropper, Maureen (2)

Sullivan, Ryan (2)

Main data


Where Ian Martin has published?


Journals with more than one article published# docs
American Economic Review3
Journal of Finance2

Recent works citing Ian Martin (2020 and 2019)


YearTitle of citing document
2019Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2019). Verdelhan, Adrien ; Lustig, Hanno. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:6:p:2208-44.

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2020Robust Inference about Conditional Tail Features: A Panel Data Approach. (2019). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1909.00294.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model. (2020). Yilmaz, Sakir ; Godin, Antoine. In: Working Paper. RePEc:avg:wpaper:en10824.

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2019Model-Free Implied Volatility under Jump-Diffusion Models. (2019). YANG, HONGTAO ; Choi, Seungmook . In: Review of Economics & Finance. RePEc:bap:journl:190201.

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2020Defence in Depth Against Human Extinction: Prevention, Response, Resilience, and Why They All Matter. (2020). Sandberg, Anders ; Daniel, Max ; Cottonbarratt, Owen. In: Global Policy. RePEc:bla:glopol:v:11:y:2020:i:3:p:271-282.

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2020Catastrophe Risk and the Implied Volatility Smile. (2020). ben Ammar, Semir. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:381-405.

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2019Market-based monetary policy uncertainty. (2019). Lakdawala, Aeimit ; Bauer, Michael ; Mueller, Philippe. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7621.

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2019Personalized prices and uncertainty in monopsony. (2019). Sákovics, József ; burguet, roberto. In: Working Papers. RePEc:cfl:wpaper:2019-01rb.

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2019Exchange Rate Reconnect. (2019). Schreger, Jesse ; Neiman, Brent ; Maggiori, Matteo ; Lilley, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13869.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019The FOMC Risk Shift. (2019). Schrimpf, Andreas ; Kroencke, Tim ; Schmeling, Maik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14037.

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2019How the Wealth Was Won: Factor Shares as Market Fundamentals. (2019). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel L. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14200.

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2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28133.

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2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk. (2019). Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:28638.

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2020The long-run information effect of central bank communication. (2020). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Working Paper Series. RePEc:ecb:ecbwps:20202363.

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2019Personalized Prices and Uncertainty in Monopsony. (2019). Sákovics, József ; Burguet, Roberto. In: ESE Discussion Papers. RePEc:edn:esedps:290.

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2019Can ambiguity about rare disasters explain equity premium puzzle?. (2019). Mu, Congming ; Wang, Yuanping. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:36.

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2020Nonparametric assessment of hedge fund performance. (2020). Garcia, René ; Ardison, Kym ; Almeida, Caio. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:349-378.

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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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2019Isolating the disaster risk premium with equity options. (2019). Horvath, Jaroslav. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:138-148.

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2019Moment spreads in the energy market. (2019). Zhang, Jin E ; Ruan, Xinfeng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:598-609.

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2019Tail risk and the consumption CAPM. (2019). Ho, JI. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:69-75.

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2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

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2019Personalized prices and uncertainty in monopsony. (2019). Sákovics, József ; Sakovics, Jozsef ; Burguet, Roberto. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:67:y:2019:i:c:s0167718719300529.

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2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

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2020Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x.

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2020Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis. (2020). McGroarty, Frank ; McGee, Richard J ; Goodell, John W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302584.

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2020Unequal returns: Using the Atkinson index to measure financial risk. (2020). Fischer, Thomas ; Lundtofte, Frederik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300868.

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2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

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2019The social cost of carbon revisited. (2019). Pindyck, Robert. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:94:y:2019:i:c:p:140-160.

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2019Valuation of natural capital under uncertain substitutability. (2019). Gollier, Christian. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:94:y:2019:i:c:p:54-66.

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2019Bear beta. (2019). Murray, Scott ; Lu, Zhongjin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:736-760.

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2019Variance risk in aggregate stock returns and time-varying return predictability. (2019). Pyun, Sungjune. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:150-174.

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2019An anatomy of the market return. (2019). Schneider, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:325-350.

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2019Generalized recovery. (2019). Pedersen, Lasse Heje ; Lando, David ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:154-174.

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2020Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:297-319.

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2020Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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2020The conditional expected market return. (2020). Loudis, Johnathan ; Chabi-Yo, Fousseni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:752-786.

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2020Can harmful events be another source of environmental traps?. (2020). Mavi, Can Askan. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:89:y:2020:i:c:p:29-46.

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2019The long-run information effect of central bank communication. (2019). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:185-202.

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2019Planetary boundaries of consumption growth: Declining social discount rates. (2019). Katz, Yuri A ; Gluzberg, Victor E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:362-374.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: EIEF Working Papers Series. RePEc:eie:wpaper:2008.

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2019Time-consistent resource management with regime shifts. (2019). Crepin, Anne-Sophie ; Krishnamurthy, Chandra K ; Arvaniti, Maria. In: CER-ETH Economics working paper series. RePEc:eth:wpswif:19-329.

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2019Disaster risks, disaster strikes and economic growth: the role of preferences. (2019). Douenne, Thomas. In: Working Papers. RePEc:fae:wpaper:2019.05.

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2019Market-Based Monetary Policy Uncertainty. (2019). Mueller, Philippe ; Lakdawala, Aeimit ; Bauer, Michael. In: Working Paper Series. RePEc:fip:fedfwp:2019-12.

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2019Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics. (2019). Watugala, Sumudu W ; Tran, Brigitte Roth ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-54.

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2019Tractable Rare Disaster Probability and Options-Pricing. (2019). Barro, Robert ; Liao, Gordon Y. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-73.

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2020The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1283.

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2020Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Staff Reports. RePEc:fip:fednsr:87987.

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2019Can harmful events be another source of environmental traps?. (2019). Mavi, Can Askan. In: Working Papers. RePEc:hal:wpaper:halshs-02141789.

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2019Can harmful events be another source of environmental traps?. (2019). Mavi, Can Askan. In: CEE-M Working Papers. RePEc:hal:wpceem:halshs-02141789.

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2019A critique of momentum anomalies. (2019). de Oliveira, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2019_005.

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2019Option Prices in a Model with Stochastic Disaster Risk. (2019). Wachter, Jessica A ; Seo, Sang Byung. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:8:p:3449-3469.

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2020The Effect of Reporting Streaks on Ex Ante Uncertainty. (2020). Riedl, Edward J ; Papadakis, George ; Neururer, Thaddeus . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3771-3787.

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2019Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy. (2019). Perera, Sandun ; Buckley, Winston. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:3:d:10.1007_s10436-018-0335-2.

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2020The Benefit-Cost Ratio as a Decision Criteria When Managing Catastrophes. (2020). Aurland-Bredesen, Kine Josefine. In: Environmental & Resource Economics. RePEc:kap:enreec:v:77:y:2020:i:2:d:10.1007_s10640-020-00498-x.

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2020Option-implied information: What’s the vol surface got to do with it?. (2020). Walther, Simon ; Ulrich, Maxim. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:3:d:10.1007_s11147-020-09166-0.

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2020Financial econometrics, mathematics, statistics, and financial technology: an overall view. (2020). Lee, Chengfew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-020-00883-z.

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2019Long-Term Discount Rates Do Not Vary Across Firms. (2019). Keloharju, Matti ; Nyberg, Peter ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:25579.

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2019The Time Variation in Risk Appetite and Uncertainty. (2019). Bekaert, Geert ; Xu, Nancy R ; Engstrom, Eric C. In: NBER Working Papers. RePEc:nbr:nberwo:25673.

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2019Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes. (2019). Calomiris, Charles ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:25714.

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2019How the Wealth Was Won: Factors Shares as Market Fundamentals. (2019). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel L. In: NBER Working Papers. RePEc:nbr:nberwo:25769.

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2019Premium for Heightened Uncertainty: Solving the FOMC Puzzle. (2019). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: NBER Working Papers. RePEc:nbr:nberwo:25817.

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2019Exchange Rate Reconnect. (2019). Schreger, Jesse ; Neiman, Brent ; Maggiori, Matteo ; Lilley, Andrew. In: NBER Working Papers. RePEc:nbr:nberwo:26046.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: NBER Working Papers. RePEc:nbr:nberwo:26299.

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2020Recovering Investor Expectations from Demand for Index Funds. (2020). Yang, Hanbin ; MacKay, Alexander ; Egan, Mark L. In: NBER Working Papers. RePEc:nbr:nberwo:26608.

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2020The Economics of the Fed Put. (2020). Vissing-Jorgensen, Annette ; Cieslak, Anna. In: NBER Working Papers. RePEc:nbr:nberwo:26894.

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2020Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: NBER Working Papers. RePEc:nbr:nberwo:26962.

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2020Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield. (2020). Campbell, John ; Sigalov, Roman. In: NBER Working Papers. RePEc:nbr:nberwo:27025.

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2020Mitigating Disaster Risks to Sustain Growth. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang. In: NBER Working Papers. RePEc:nbr:nberwo:27066.

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2020The Variance Risk Premium in Equilibrium Models. (2020). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:27108.

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2020A No-Arbitrage Perspective on Global Arbitrage Opportunities. (2020). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick ; Schmid, Lukas. In: NBER Working Papers. RePEc:nbr:nberwo:27231.

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2020Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds. (2020). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: NBER Working Papers. RePEc:nbr:nberwo:27500.

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2020What Explains the COVID-19 Stock Market?. (2020). Ludvigson, Sydney ; Greenwald, Daniel ; Cox, Josue. In: NBER Working Papers. RePEc:nbr:nberwo:27784.

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2019Global Price of Risk and Stabilization Policies. (2019). Adrian, Tobias ; Vogt, Erik ; Stackman, Daniel. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00075-3.

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2019A general equilibrium approach to pricing volatility risk. (2019). Smith, Tom ; Pan, Zheyao ; Liu, Zhangxin ; Linnenluecke, Martina ; Han, Jianlei. In: PLOS ONE. RePEc:plo:pone00:0215032.

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2019Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH. (2019). Sandoval Paucar, Giovanny. In: MPRA Paper. RePEc:pra:mprapa:92534.

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2019US Fiscal Cycle and the Dollar. (2019). Jiang, Zhengyang. In: 2019 Meeting Papers. RePEc:red:sed019:667.

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2019Market-Based Monetary Policy Uncertainty. (2019). Lakdawala, Aeimit ; Bauer, Michael ; Mueller, Philippe. In: Working Papers. RePEc:ris:msuecw:2019_002.

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2019FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968.

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2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: CSEF Working Papers. RePEc:sef:csefwp:563.

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2020Using Age Structure for a Multi-stage Optimal Control Model with Random Switching Time. (2020). Kuhn, Michael ; Frankovic, Ivan ; Wrzaczek, Stefan. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:3:d:10.1007_s10957-019-01598-5.

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2019Nonparametric Assessment of Hedge Fund Performance. (2019). Garcia, René ; Ardison, Kim ; Almeida, Caio. In: TSE Working Papers. RePEc:tse:wpaper:123176.

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2019Robust Estimation of Risk-Neutral Moments. (2019). Feser, Alexander ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:02.

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2019Robust estimation of risk‐neutral moments. (2019). Feser, Alexander ; Ammann, Manuel. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1137-1166.

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2020Earnings announcement timing, uncertainty, and volatility risk premiums. (2020). Neururer, Thaddeus ; Adams, Tom. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1603-1630.

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2020Volatility term structures in commodity markets. (2020). Prokopczuk, Marcel ; Hollstein, Fabian ; Wursig, Christoph. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:527-555.

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2019Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya . In: Discussion Papers. RePEc:zbw:bubdps:162019.

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2019The rebound effect and its representation in energy and climate models. (2019). Madlener, Reinhard ; Löschel, Andreas ; Loschel, Andreas ; Colmenares, Gloria. In: CAWM Discussion Papers. RePEc:zbw:cawmdp:106.

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2020Consumption-based asset pricing with rare disaster risk. (2014). Sonksen, Jantje ; Grammig, Joachim. In: CFR Working Papers. RePEc:zbw:cfrwps:1406.

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2019Borrowers under water! Rare disasters, regional banks, and recovery lending. (2016). Noth, Felix ; Koetter, Michael ; Rehbein, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:312016.

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2019Equilibrium asset pricing in networks with mutually exciting jumps. (2014). Schlag, Christian ; Konermann, Patrick ; Branger, Nicole ; Meinerding, Christoph. In: SAFE Working Paper Series. RePEc:zbw:safewp:74.

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2020Diverging roads: Theory-based vs. machine learning-implied stock risk premia. (2020). Sönksen, Jantje ; Grammig, Joachim ; Sonksen, Jantje ; Schlag, Christian ; Hanenberg, Constantin. In: University of Tübingen Working Papers in Business and Economics. RePEc:zbw:tuewef:130.

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2019Using age-structure for a multi-stage optimal control model with random switching time. (2019). Kuhn, Michael ; Frankovic, Ivan ; Wrzaczek, Stefan. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:062019.

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2019The CAPM strikes back? An equilibrium model with disasters. (2019). Zhang, Lu ; Rica, E ; Kung, Howard ; Hou, Kewei ; Bai, Hang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:269-298.

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More than 100 citations found, this list is not complete...

Works by Ian Martin:


YearTitleTypeCited
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis In: American Economic Review.
[Full Text][Citation analysis]
article32
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2015Averting catastrophes: the strange economics of Scylla and Charybdis.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2014Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2019The Quanto Theory of Exchange Rates In: American Economic Review.
[Full Text][Citation analysis]
article9
2017The Quanto Theory of Exchange Rates.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2019The quanto theory of exchange rates.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2008Disasters and the Welfare Cost of Uncertainty In: American Economic Review.
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article21
2011Disasters Implied by Equity Index Options In: Journal of Finance.
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2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
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2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
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2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
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2019What Is the Expected Return on a Stock? In: Journal of Finance.
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2016What is the Expected Return on a Stock?.(2016) In: CEPR Discussion Papers.
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2017What Is the Expected Return on a Stock?.(2017) In: 2017 Meeting Papers.
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2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
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2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
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2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
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2015What is the Expected Return on the Market? In: CEPR Discussion Papers.
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2017What is the expected return on the market?.(2017) In: LSE Research Online Documents on Economics.
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2017What is the Expected Return on the Market?.(2017) In: The Quarterly Journal of Economics.
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2018Options and the Gamma Knife In: CEPR Discussion Papers.
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2018Options and the Gamma Knife.(2018) In: LSE Research Online Documents on Economics.
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2018Notes on the Yield Curve In: CEPR Discussion Papers.
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2019Notes on the yield curve.(2019) In: Journal of Financial Economics.
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2019Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment In: CEPR Discussion Papers.
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2019Sentiment and Speculation in a Market with Heterogeneous Beliefs In: CEPR Discussion Papers.
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2011The Lucas Orchard.(2011) In: NBER Working Papers.
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2010Consumption-Based Asset Pricing with Higher Cumulants In: NBER Working Papers.
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2013Consumption-Based Asset Pricing with Higher Cumulants.(2013) In: Review of Economic Studies.
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2010The Valuation of Long-Dated Assets In: NBER Working Papers.
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2012On the Valuation of Long-Dated Assets.(2012) In: Journal of Political Economy.
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2011Simple Variance Swaps In: NBER Working Papers.
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2011The Forward Premium Puzzle in a Two-Country World In: NBER Working Papers.
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2017Averting Catastrophes that Kill In: NBER Working Papers.
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2019Welfare Costs of Catastrophes: Lost Consumption and Lost Lives In: NBER Working Papers.
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