Rajnish Mehra : Citation Profile


Are you Rajnish Mehra?

Arizona State University

15

H index

20

i10 index

3276

Citations

RESEARCH PRODUCTION:

22

Articles

32

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   40 years (1978 - 2018). See details.
   Cites by year: 81
   Journals where Rajnish Mehra has often published
   Relations with other researchers
   Recent citing documents: 270.    Total self citations: 21 (0.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme56
   Updated: 2020-05-16    RAS profile: 2019-06-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Koulovatianos, Christos (3)

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

Is cited by:

Constantinides, George (30)

Campbell, John (28)

Quiggin, John (24)

Abel, Andrew (21)

Prescott, Edward (21)

Barro, Robert (20)

Lustig, Hanno (20)

Pépin, Dominique (18)

Aase, Knut (16)

Grant, Simon (16)

Rebelo, Sergio (16)

Cites to:

Prescott, Edward (40)

Constantinides, George (21)

Campbell, John (14)

Lucas, Robert (12)

Danthine, Jean-Pierre (12)

McGrattan, Ellen (12)

Shiller, Robert (11)

Barro, Robert (10)

Abel, Andrew (10)

Mankiw, N. Gregory (9)

Kotlikoff, Laurence (9)

Main data


Where Rajnish Mehra has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control5
Staff Report2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Minneapolis2

Recent works citing Rajnish Mehra (2019 and 2018)


YearTitle of citing document
2019Trends of Macroeconomic Models. (2019). Polbin, A V ; Yu, M. In: Administrative Consulting. RePEc:acf:journl:y:2019:id:1036.

Full description at Econpapers || Download paper

2017Coarse Competitive Equilibrium and Extreme Prices. (2017). Strzalecki, Tomasz ; Gul, Faruk ; Pesendorfer, Wolfgang. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:109-37.

Full description at Econpapers || Download paper

2019Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1604.04872.

Full description at Econpapers || Download paper

2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

Full description at Econpapers || Download paper

2018Quantile optimization under derivative constraint. (2018). Xu, Zuo Quan. In: Papers. RePEc:arx:papers:1803.02546.

Full description at Econpapers || Download paper

2020Optimal Information Acquisition and Consumption Under Habit Formation Preference. (2019). Yu, Xiang ; Yang, Yue. In: Papers. RePEc:arx:papers:1903.04257.

Full description at Econpapers || Download paper

2019Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock. (2019). Rinc, Juan Pablo. In: Papers. RePEc:arx:papers:1907.07343.

Full description at Econpapers || Download paper

2019Dynamic Programming with State-Dependent Discounting. (2019). Zhang, Junnan ; Stachurski, John. In: Papers. RePEc:arx:papers:1908.08800.

Full description at Econpapers || Download paper

2020Equity Premium Puzzle or Faulty Economic Modelling?. (2019). Rachev, Svetlozar T ; Fabozzi, Frank J ; Stoyanov, Stoyan V ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1909.13019.

Full description at Econpapers || Download paper

2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

Full description at Econpapers || Download paper

2019A Contribution to Theory of Factor Income Distribution, Cambridge Capital Controversy and Equity Premium Puzzle. (2019). Liu, Xiaofeng. In: Papers. RePEc:arx:papers:1911.12490.

Full description at Econpapers || Download paper

2020Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. (2020). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2002.12572.

Full description at Econpapers || Download paper

2020Cross-dynastic Intergenerational Altruism. (2020). Nesje, Frikk. In: Working Papers. RePEc:awi:wpaper:0678.

Full description at Econpapers || Download paper

2019Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-46.

Full description at Econpapers || Download paper

2018Monetary Policy Volatility Shocks in Brazil. (2018). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:480.

Full description at Econpapers || Download paper

2018Overcoming the Original Sin: gains from local currency external debt. (2018). Sabbadini, Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:484.

Full description at Econpapers || Download paper

2019International Reserves Management in a Model of Partial Sovereign Default. (2019). Sabbadini, Ricardo. In: Working Papers Series. RePEc:bcb:wpaper:496.

Full description at Econpapers || Download paper

2018Monetary policy and the asset risk-taking channel. (2018). Thaler, Dominik ; Abbate, Angela. In: Working Papers. RePEc:bde:wpaper:1805.

Full description at Econpapers || Download paper

2018The young, the old, and the government: demographics and fiscal multipliers. (2018). Basso, Henrique ; Rachedi, Omar. In: Working Papers. RePEc:bde:wpaper:1837.

Full description at Econpapers || Download paper

2018On the Costs of Deflation: A Consumption-Based Approach. (2018). Garcia-Verdu, Santiago ; Manuel, Ramos Francia. In: Working Papers. RePEc:bdm:wpaper:2018-20.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius. In: BIS Working Papers. RePEc:bis:biswps:652.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

Full description at Econpapers || Download paper

2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

Full description at Econpapers || Download paper

2017Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion. (2017). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:836-836.

Full description at Econpapers || Download paper

2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

Full description at Econpapers || Download paper

2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

Full description at Econpapers || Download paper

2019The effects of climate change on a small open economy. (2019). Xepapadeas, Anastasios ; Economides, George. In: Working Papers. RePEc:bog:wpaper:267.

Full description at Econpapers || Download paper

2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis. (2019). Yang, Jui-Chung ; Pesaran, M ; Mohaddes, Kamiar ; Kahn, Matthew ; Yang, J-C., ; Raissi, M ; Ng, R. N. C., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1965.

Full description at Econpapers || Download paper

2019IMMIGRATION AND DEMOGRAPHICS: CAN HIGH IMMIGRANT FERTILITY EXPLAIN VOTER SUPPORT FOR IMMIGRATION?. (2019). Bohn, Henning ; Lopez-Velasco, Armando R. In: University of California at Santa Barbara, Recent Works in Economics. RePEc:cdl:ucsbrw:qt9dk2h7cv.

Full description at Econpapers || Download paper

2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

Full description at Econpapers || Download paper

2019Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis. (2019). Yang, Jui-Chung ; Pesaran, M ; Mohaddes, Kamiar ; Kahn, Matthew ; Raissi, Mehdi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7738.

Full description at Econpapers || Download paper

2020Persistence in the Market Risk Premium: Evidence across Countries. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8211.

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

Full description at Econpapers || Download paper

2020Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:865.

Full description at Econpapers || Download paper

2019A Bias Aggregation Theorem. (2019). Schneider, Mark. In: Working Papers. RePEc:chu:wpaper:19-03.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

Full description at Econpapers || Download paper

2018Government Debt and the Returns to Innovation. (2018). Croce, Mariano Massimiliano ; Schmid, Lukas ; Raymond, Steve ; Nguyen, Thien Tung . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12617.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12643.

Full description at Econpapers || Download paper

2018The Microfinance Disappointment: An Explanation based on Risk Aversion. (2018). Zoabi, Hosny ; Moav, Omer ; Neeman, Zvika ; Khazanov, Alexey. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12659.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

Full description at Econpapers || Download paper

2018Retirement in the Shadow (Banking). (2018). Piguillem, Facundo ; Ordoez, Guillermo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13144.

Full description at Econpapers || Download paper

2019The Total Risk Premium Puzzle. (2019). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13595.

Full description at Econpapers || Download paper

2019Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslager, Stan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13708.

Full description at Econpapers || Download paper

2018Fiscal Policy in a Business Cycle Model with Endogenous Productivity. (2018). Wesselbaum, Dennis. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:wesselbaum.

Full description at Econpapers || Download paper

2019The Impact of Aggregate and Disaggregate Consumption Shocks on the Equity Risk Premium in the United Kingdom. (2019). Chandorkar, Pankaj ; Poshakwale, Sunil S. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:poshakwalechandorkar.

Full description at Econpapers || Download paper

2019Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-8.

Full description at Econpapers || Download paper

2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

Full description at Econpapers || Down

2019Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment. (2019). Lindner, Peter ; Fessler, Pirmin ; Bekhtiar, Karim. In: Working Paper Series. RePEc:ecb:ecbwps:20192270.

Full description at Econpapers || Download paper

2017Risk-free Yields, Risk Aversion, and Volatility. (2017). Azar, Samih Antoine. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-15.

Full description at Econpapers || Download paper

2019Behavioural Asset Pricing: A Review. (2019). Weerakoon, Y K ; Nimal, P D ; Nanayakkara, N S. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-12.

Full description at Econpapers || Download paper

2019Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons. (2019). Peng, Hongfeng ; Shi, Jing ; Liao, Yin ; Bu, DI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188918302483.

Full description at Econpapers || Download paper

2019Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR. (2019). Gao, Jianjun ; Cui, Xiangyu ; Li, Duan ; Strub, Moris S. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301502.

Full description at Econpapers || Download paper

2017Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

Full description at Econpapers || Download paper

2017Fifth-order perturbation solution to DSGE models. (2017). Levintal, Oren. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:1-16.

Full description at Econpapers || Download paper

2018Comments on “The Fiscal Theory of the Price Level in a world with low interest rates,” by M. Bassetto and W. Cui. (2018). Williamson, Stephen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:23-25.

Full description at Econpapers || Download paper

2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

Full description at Econpapers || Download paper

2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

Full description at Econpapers || Download paper

2019Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2019). Racicot, François-Éric ; Mesly, Olivier ; Chkir, Imed. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:11-31.

Full description at Econpapers || Download paper

2019Corporate liquidity and risk management with time-inconsistent preferences. (2019). Zhang, Yuhua ; Niu, Yingjie ; Liu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:295-307.

Full description at Econpapers || Download paper

2019Monetary policy volatility shocks in Brazil. (2019). Fasolo, Angelo. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:348-360.

Full description at Econpapers || Download paper

2017Campbell and Cochrane meet Melino and Yang: Reverse engineering the surplus ratio in a Mehra–Prescott economy. (2017). Dolmas, Jim . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:55-62.

Full description at Econpapers || Download paper

2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

Full description at Econpapers || Download paper

2018Portfolio choice in personal equilibrium. (2018). Ai, Jing ; Zhu, Wei ; Zhao, Lin. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:163-167.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Bayesian estimation of state space models using moment conditions. (2017). Ragusa, Giuseppe ; Gallant, Ronald A ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:198-211.

Full description at Econpapers || Download paper

2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

Full description at Econpapers || Download paper

2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

Full description at Econpapers || Download paper

2018Behavioral mean-variance portfolio selection. (2018). Bi, Junna ; Meng, Qingbin ; Jin, Hanqing. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:644-663.

Full description at Econpapers || Download paper

2019Equilibrium strategies in a defined benefit pension plan game. (2019). Rincon-Zapatero, Juan Pablo ; Josa-Fombellida, Ricardo. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:1:p:374-386.

Full description at Econpapers || Download paper

2017Habit formation and exhaustible resource risk-pricing. (2017). Nguimkeu, Pierre ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:1-12.

Full description at Econpapers || Download paper

2019Regulated equity returns: A puzzle. (2019). Fischbeck, Paul S ; Rode, David C. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519304690.

Full description at Econpapers || Download paper

2017Equity premium estimates from economic fundamentals under structural breaks. (2017). Smith, Simon. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:49-61.

Full description at Econpapers || Download paper

2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

Full description at Econpapers || Download paper

2018The impact of aggregate uncertainty on herding in analysts stock recommendations. (2018). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:90-105.

Full description at Econpapers || Download paper

2017Robust asset pricing with stochastic hyperbolic discounting. (2017). Wang, Haijun. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:178-185.

Full description at Econpapers || Download paper

2018Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model. (2018). An, NA ; Sun, YI ; Guo, Kun ; Pan, Peilin ; Wang, Baixue. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:119-125.

Full description at Econpapers || Download paper

2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

Full description at Econpapers || Download paper

2018Liquidity might come at cost: The role of heterogeneous preferences. (2018). Hauser, Shmuel ; Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:1-23.

Full description at Econpapers || Download paper

2017Interbank market failure and macro-prudential policies. (2017). Schuler, Tobias ; Corrado, Luisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:133-149.

Full description at Econpapers || Download paper

2018Contrasting financial and business cycles: Stylized facts and candidate explanations. (2018). HIEBERT, Paul ; Schuler, Yves ; Jaccard, Ivan. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:72-80.

Full description at Econpapers || Download paper

2018Hedging with trees: Tail-hedge discounting of long-term forestry returns. (2018). Hultkrantz, Lars ; Mantalos, Panagiotis. In: Journal of Forest Economics. RePEc:eee:foreco:v:30:y:2018:i:c:p:52-57.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Optimal insurance design with a bonus. (2017). Li, Yongwu ; Xu, Zuo Quan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:111-118.

Full description at Econpapers || Download paper

2018Equilibrium commodity prices with irreversible investment and non-linear technologies. (2018). Casassus, Jaime ; Routledge, Bryan R ; Collin-Dufresne, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:128-147.

Full description at Econpapers || Download paper

2019Prospective gain-loss utility: Ordered versus separated comparison. (2019). Pagel, Michaela. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:168:y:2019:i:c:p:62-75.

Full description at Econpapers || Download paper

2018The climate beta. (2018). Gollier, Christian ; Kessler, Louise ; Dietz, Simon. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:87:y:2018:i:c:p:258-274.

Full description at Econpapers || Download paper

2018Dynamic market participation and endogenous information aggregation. (2018). Yu, Edison. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:491-517.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Uncovering expected returns: Information in analyst coverage proxies. (2017). Lee, Charles ; So, Eric C ; Charles, . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:331-348.

Full description at Econpapers || Download paper

2017Firm characteristics, consumption risk, and firm-level risk exposures. (2017). Dittmar, Robert F ; Lundblad, Christian T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:326-343.

Full description at Econpapers || Download paper

2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

Full description at Econpapers || Download paper

2018Asset pricing with beliefs-dependent risk aversion and learning. (2018). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.

Full description at Econpapers || Download paper

2019Once bitten, twice shy: The power of personal experiences in risk taking. (2019). Andersen, Steffen ; Nielsen, Kasper Meisner ; Hanspal, Tobin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:97-117.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017The gender gap in mortality: How much is explained by behavior?. (2017). Trimborn, Timo ; Strulik, Holger ; Schünemann, Johannes ; Schunemann, Johannes. In: Journal of Health Economics. RePEc:eee:jhecon:v:54:y:2017:i:c:p:79-90.

Full description at Econpapers || Download paper

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

Rajnish Mehra has edited the books:


YearTitleTypeCited

Works by Rajnish Mehra:


YearTitleTypeCited
2012Consumption-Based Asset Pricing Models In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article21
2010The equity premium and the allocation of income risk In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper22
1992The Equity Premium and the Allocation of Income Risk.(1992) In: Cahiers de Recherches Economiques du Département d'économie.
[Citation analysis]
This paper has another version. Agregated cites: 22
paper
1992The Equity Premium and the Allocation of Income Risk..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 22
paper
1992The equity premium and the allocation of income risk.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
1992The equity premium and the allocation of income risk.(1992) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2010The equity premium: a puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper2409
1985The equity premium: A puzzle.(1985) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2409
article
1978On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
1980Recursive Competitive Equilibrium: The Case of Homogeneous Households. In: Econometrica.
[Full Text][Citation analysis]
article68
2005RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
chapter
2011Costly financial intermediation in neoclassical growth theory In: Quantitative Economics.
[Citation analysis]
article25
2011Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2008Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
1989On some computational aspects of equilibrium business cycle theory In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article17
1988On some computational Aspects of Equilibrium Business Cycle Theory.(1988) In: Cahiers de Recherches Economiques du Département d'économie.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
1990On the term structure of interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article30
2002Mood fluctuations, projection bias, and volatility of equity prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article32
2002Finance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
1984Recursive competitive equilibrium : A parametric example In: Economics Letters.
[Full Text][Citation analysis]
article2
1983On the impact of shock persistence on the dynamics of a recursive economy In: European Economic Review.
[Full Text][Citation analysis]
article2
2003The equity premium in retrospect In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter108
2003The Equity Premium in Retrospect.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 108
paper
1983Stochastic growth with correlated production shocks, In: Journal of Economic Theory.
[Full Text][Citation analysis]
article32
1988The equity risk premium: A solution? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article82
In: .
[Full Text][Citation analysis]
paper0
2008Intermediated quantities and returns In: Staff Report.
[Full Text][Citation analysis]
paper3
1982A test of the intertemporal asset pricing model In: Staff Report.
[Full Text][Citation analysis]
paper2
2007Intermediated quantities and returns In: Working Papers.
[Full Text][Citation analysis]
paper14
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]
paper216
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 216
paper
2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 216
article
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 216
paper
1988On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption. In: International Economic Review.
[Full Text][Citation analysis]
article13
1993Auctions; Theory and Possible Applications to Economies in Transition In: IMF Working Papers.
[Full Text][Citation analysis]
paper5
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
[Full Text][Citation analysis]
article9
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
[Full Text][Citation analysis]
paper11
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2006Recursive Competitive Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]
paper19
2006The Equity Premium in India In: NBER Working Papers.
[Full Text][Citation analysis]
paper13
2007Risk Based Explanations of the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2010Indian Equity Markets: Measures of Fundamental Value In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2010Indian Equity Markets: Measures of Fundamental Value.(2010) In: India Policy Forum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2016Is Idiosyncratic Risk Conditionally Priced? In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2016The Term Structure of Interest Rates in India In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2018Demographics and FDI: Lessons from Chinas One-Child Policy In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2018Demographics and FDI: Lessons from China’s One-Child Policy.(2018) In: NCAER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Demographics and FDI: Lessons from Chinas one-child policy.(2018) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2019Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2003The Equity Premium: Why is it a Puzzle? In: NBER Working Papers.
[Full Text][Citation analysis]
paper82
2007The Equity Premium Puzzle: A Review In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]
article4
1984Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model In: Review of Economic Studies.
[Full Text][Citation analysis]
article16
1993Auctions: Theory and Applications In: IMF Staff Papers.
[Full Text][Citation analysis]
article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team