Ian Martin : Citation Profile


Are you Ian Martin?

London School of Economics (LSE)

10

H index

10

i10 index

332

Citations

RESEARCH PRODUCTION:

7

Articles

19

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 33
   Journals where Ian Martin has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 17 (4.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1585
   Updated: 2018-12-08    RAS profile: 2018-12-04    
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Relations with other researchers


Works with:

Pindyck, Robert (5)

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 (23)

Hassan, Tarek (14)

Chernov, Mikhail (12)

Gourio, Francois (11)

Roussanov, Nikolai (7)

Lustig, Hanno (7)

Liu, Edith (6)

Pakos, Michal (6)

Dew-Becker, Ian (6)

Boyarchenko, Nina (6)

Méjean, Aurélie (6)

Cites to:

Pindyck, Robert (7)

Barro, Robert (4)

Chernov, Mikhail (4)

Rossi, Barbara (4)

Verdelhan, Adrien (4)

Backus, David (4)

Nagel, Stefan (3)

Hassan, Tarek (3)

Weitzman, Martin (3)

Wagner, Christian (3)

Pedersen, Lasse (3)

Main data


Where Ian Martin has published?


Journals with more than one article published# docs
American Economic Review2

Recent works citing Ian Martin (2018 and 2017)


YearTitle of citing document
2017Shapes of implied volatility with positive mass at zero. (2017). Jacquier, Antoine ; de Marco, Stefano ; Hillairet, Caroline. In: Papers. RePEc:arx:papers:1310.1020.

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2018Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:18-22.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2017Generalized Disappointment Aversion, Learning, and Asset Prices. (2017). Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp606.

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2018Volatility, Diversification and Contagion. (2018). Sentana, Enrique. In: Working Papers. RePEc:cmf:wpaper:wp2018_1803.

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2017Comparing Alternative Policies Against Environmental Catastrophes. (2017). Dixit, Avinash ; Besley, Timothy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11802.

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2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis. (2018). van der Ploeg, Frederick (Rick) ; van den Bremer, Ton . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12642.

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2018Generalized Recovery. (2018). Lando, David ; Jensen, Christian Skov ; Pedersen, Lasse Heje . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12665.

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2018Volatility, diversification and contagion. (2018). Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12824.

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2017Shapes of implied volatility with positive mass at zero. (2017). de Marco, Stefano ; Jacquier, Antoine ; Hillairet, Caroline. In: Working Papers. RePEc:crs:wpaper:2017-77.

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2017Dynamic conditional score models with time-varying location, scale and shape parameters. (2017). Escribano, Alvaro ; Blazsek, Szabolcs ; Ayala, Astrid ; Saez, Alvaro Escribano. In: UC3M Working papers. Economics. RePEc:cte:werepe:25043.

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2017How expensive should CO2 be? Fuel for the debate on optimal climate policy. (2017). Poelhekke, Steven. In: DNB Working Papers. RePEc:dnb:dnbwpp:579.

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2017Entropy-based implied moments. (2017). Xiao, Xiao ; Zhou, Chen. In: DNB Working Papers. RePEc:dnb:dnbwpp:581.

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2018Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122.

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2017Asset pricing and institutional investors with disagreements. (2017). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:231-248.

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2017A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. (2017). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:381-400.

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2018Risk-neutral moments in the crude oil market. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:583-600.

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2018Stock return expectations in the credit market. (2018). Byström, Hans ; Bystrom, Hans. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:85-92.

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2017Disaster risk and asset returns: An international perspective. (2017). Liu, Edith ; Lewis, Karen K. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s42-s58.

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2017The joint cross-sectional variation of equity returns and volatilities. (2017). Gonzalez-Urteaga, Ana ; Rubio, Gonzalo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:17-34.

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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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2017Portfolio choice and asset prices when preferences are interdependent. (2017). Curatola, Giuliano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:197-223.

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2018Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

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2017News implied volatility and disaster concerns. (2017). Manela, Asaf ; Moreira, Alan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:137-162.

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2017The price of variance risk. (2017). Giglio, Stefano ; Dew-Becker, Ian ; Rodriguez, Marius ; Le, Anh . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250.

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2018Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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2018Do stocks outperform Treasury bills?. (2018). Bessembinder, Hendrik. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:440-457.

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2017After the tide: Commodity currencies and global trade. (2017). Roussanov, Nikolai ; Ward, Colin ; Ready, Robert . In: Journal of Monetary Economics. RePEc:eee:moneco:v:85:y:2017:i:c:p:69-86.

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2017Value of the distant future: Model-independent results. (2017). Katz, Yuri A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:269-276.

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2017Can a hazardous event be another source of poverty traps ?. (2017). Mavi, Can. In: Working Papers. RePEc:fae:wpaper:2017.14.

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2017Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Pottier, Antonin ; Méjean, Aurélie ; Fleurbaey, Marc. In: Working Papers. RePEc:fae:wpaper:2017.25.

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2018Preventing Controversial Catastrophes. (2018). Baker, Steven D ; Osambela, Emilio ; Hollifield, Burton. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-52.

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2017Disaster Risk and Asset Returns : An International Perspective. (2017). Liu, Edith ; Lewis, Karen K. In: International Finance Discussion Papers. RePEc:fip:fedgif:1199.

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2018Relative pricing and risk premia in equity volatility markets. (2018). van Tassel, Peter . In: Staff Reports. RePEc:fip:fednsr:867.

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2017Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Méjean, Aurélie ; Fleurbaey, Marc ; Pottier, Antonin ; Mejean, Aurelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01599453.

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2018Unequal Returns: Using the Atkinson Index to Measure Financial Risk. (2018). Fischer, Thomas ; Lundtofte, Frederik . In: Working Papers. RePEc:hhs:lunewp:2018_025.

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2017Averting catastrophes in a more complex world. (2017). Aurland-Bredesen, Kine Josefine. In: Working Paper Series. RePEc:hhs:nlsseb:2017_006.

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2017Resource Extraction and Uncertain Tipping Points. (2017). Vislie, Jon . In: Memorandum. RePEc:hhs:osloec:2017_003.

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2017Valuation of natural capital under uncertain substitutability. (2017). Gollier, Christian. In: IDEI Working Papers. RePEc:ide:wpaper:31744.

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2017Attitudes Toward Catastrophe. (2017). TREICH, Nicolas ; Rheinberger, Christoph. In: Environmental & Resource Economics. RePEc:kap:enreec:v:67:y:2017:i:3:d:10.1007_s10640-016-0033-3.

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2017Coping with Multiple Catastrophic Threats. (2017). Tsur, Yacov ; Zemel, Amos. In: Environmental & Resource Economics. RePEc:kap:enreec:v:68:y:2017:i:1:d:10.1007_s10640-017-0144-5.

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2018Comparative precautionary saving under higher-order risk and recursive utility. (2018). Bostian, AJ A. ; Heinzel, Christoph ; AJ A. Bostian, . In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0030-2.

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2017Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Pottier, Antonin ; Méjean, Aurélie ; Fleurbaey, Marc ; Mejean, Aurelie. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17040.

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2017Disaster Risk and Asset Returns: An International Perspective. (2017). Liu, Edith ; Lewis, Karen K. In: NBER Working Papers. RePEc:nbr:nberwo:23065.

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2017Cyclical Dispersion in Expected Defaults. (2017). Wachter, Jessica ; Gomes, João ; Grotteria, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:23704.

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2017Bond Variance Risk Premiums. (2017). Choi, Hoyong ; Vedolin, Andrea ; Mueller, Philippe. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:987-1022..

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2017Measuring Systemic Risk. (2017). PHILIPPON, Thomas ; Richardson, Matthew ; Pedersen, Lasse H ; Acharya, Viral V. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:1:p:2-47..

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2018Pricing Carbon Under Economic and Climatic Risks: Leading-Order Results from Asymptotic Analysis. (2018). van den Bremer, Ton S ; van der Ploeg, Rick ; VAN DERPLOEG, RICK . In: OxCarre Working Papers. RePEc:oxf:oxcrwp:203.

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2017Variance Risk Premia on Stocks and Bonds. (2017). Sabtchevsky, Petar ; Mueller, Philippe ; Vedolin, Andrea ; Whelan, Paul. In: 2017 Meeting Papers. RePEc:red:sed017:1161.

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2017Global Variance Term Premia and Intermediary Risk Appetite. (2017). van Tassel, Peter . In: 2017 Meeting Papers. RePEc:red:sed017:149.

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2017Currency Manipulation. (2017). Hassan, Tarek ; Mertens, Thomas . In: 2017 Meeting Papers. RePEc:red:sed017:175.

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2017Uncertainty Shocks as Second-Moment News Shocks. (2017). Dew-Becker, Ian ; Berger, David ; Giglio, Stefano. In: 2017 Meeting Papers. RePEc:red:sed017:403.

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2017Labor Rigidity and the Dynamics of the Value Premium. (2017). Marfè, Roberto ; Marfe, Roberto . In: 2017 Meeting Papers. RePEc:red:sed017:466.

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2017Intermediation Markups and Monetary Policy Passthrough. (2017). Schrimpf, Andreas ; Malamud, Semyon. In: 2017 Meeting Papers. RePEc:red:sed017:812.

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2018Investigating Global Labor and Pro t Shares. (2018). Gutierrez, German. In: 2018 Meeting Papers. RePEc:red:sed018:165.

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2018Aggregate Expected Investment Growth and Stock Market Returns. (2018). Li, Jun ; Yu, Jianfeng ; Wang, Huijun . In: ADBI Working Papers. RePEc:ris:adbiwp:0808.

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2017The risk of climate ruin. (2017). Dietz, Simon ; Silver, Nick G ; Bettis, Oliver D. In: Climatic Change. RePEc:spr:climat:v:140:y:2017:i:2:d:10.1007_s10584-016-1846-3.

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2017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

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2017Metals: resources or financial assets? A multivariate cross-sectional analysis. (2017). Lutzenberger, Fabian ; Rathgeber, Andreas W ; Stepanek, Christian ; Mayer, Herbert G ; Gleich, Benedikt . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1162-9.

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2017Valuation of natural capital under uncertain substitutability. (2017). Gollier, Christian. In: TSE Working Papers. RePEc:tse:wpaper:31743.

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2017Asset Pricing: Models and Empirical Evidence. (2017). Constantinides, George. In: Journal of Political Economy. RePEc:ucp:jpolec:doi:10.1086/694621.

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2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

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2017CATASTROPHIC THRESHOLDS, BAYESIAN LEARNING AND THE ROBUSTNESS OF CLIMATE POLICY RECOMMENDATIONS. (2017). Chang, Wonjun ; Rutherford, Thomas F. In: Climate Change Economics (CCE). RePEc:wsi:ccexxx:v:08:y:2017:i:04:n:s2010007817500142.

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2017EQUILIBRIUM EQUITY PRICE WITH OPTIMAL DIVIDEND POLICY. (2017). Yamazaki, Akira. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:02:n:s0219024917500121.

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2018Equilibrium asset pricing in directed networks. (2018). Branger, Nicole ; Schlag, Christian ; Meinerding, Christoph ; Konermann, Patrick. In: Discussion Papers. RePEc:zbw:bubdps:372018.

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2017Level and slope of volatility smiles in Long-Run Risk Models. (2017). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: SAFE Working Paper Series. RePEc:zbw:safewp:186.

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Works by Ian Martin:


YearTitleTypeCited
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis In: American Economic Review.
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article16
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2015Averting catastrophes: the strange economics of Scylla and Charybdis.(2015) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 16
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: 16
paper
2008Disasters and the Welfare Cost of Uncertainty In: American Economic Review.
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article16
2011Disasters Implied by Equity Index Options In: Journal of Finance.
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article91
2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 91
paper
2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 91
paper
2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
2015What is the Expected Return on the Market? In: CEPR Discussion Papers.
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paper14
2017What is the Expected Return on the Market?.(2017) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 14
article
2016What is the Expected Return on a Stock? In: CEPR Discussion Papers.
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paper10
2017What Is the Expected Return on a Stock?.(2017) In: 2017 Meeting Papers.
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This paper has another version. Agregated cites: 10
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2017The Quanto Theory of Exchange Rates In: CEPR Discussion Papers.
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paper1
2018The quanto theory of exchange rates.(2018) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
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2018Options and the Gamma Knife In: CEPR Discussion Papers.
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paper0
2018Notes on the Yield Curve In: CEPR Discussion Papers.
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2013The Lucas Orchard In: Econometrica.
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article45
2011The Lucas Orchard.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
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2010Consumption-Based Asset Pricing with Higher Cumulants In: NBER Working Papers.
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paper64
2013Consumption-Based Asset Pricing with Higher Cumulants.(2013) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 64
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2010The Valuation of Long-Dated Assets In: NBER Working Papers.
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paper17
2012On the Valuation of Long-Dated Assets.(2012) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 17
article
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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paper4

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