16
H index
22
i10 index
4032
Citations
Arizona State University | 16 H index 22 i10 index 4032 Citations RESEARCH PRODUCTION: 24 Articles 33 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rajnish Mehra. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Economic Dynamics and Control | 5 |
Journal of Monetary Economics | 2 |
Quantitative Economics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
NBER Working Papers / National Bureau of Economic Research, Inc | 16 |
Working Papers / Federal Reserve Bank of Minneapolis | 2 |
Staff Report / Federal Reserve Bank of Minneapolis | 2 |
Year | Title of citing document | |
---|---|---|
2021 | The Young, the Old, and the Government: Demographics and Fiscal Multipliers. (2021). Rachedi, Omar ; Basso, Henrique S. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:4:p:110-41. Full description at Econpapers || Download paper | |
2021 | The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916. Full description at Econpapers || Download paper | |
2022 | Optimal Taxation of Risky Entrepreneurial Capital. (2022). Knowles, Matthew ; Boar, Corina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:166. Full description at Econpapers || Download paper | |
2021 | Quantile optimization under derivative constraint. (2018). Xu, Zuo Quan. In: Papers. RePEc:arx:papers:1803.02546. Full description at Econpapers || Download paper | |
2021 | Optimal 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 | |
2021 | Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition. (2019). BoroviÄka, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav. In: Papers. RePEc:arx:papers:1910.00778. Full description at Econpapers || Download paper | |
2021 | Me, 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 | |
2022 | Subjective Complexity Under Uncertainty. (2020). Quitz'e Valenzuela-Stookey, . In: Papers. RePEc:arx:papers:2006.01852. Full description at Econpapers || Download paper | |
2021 | Optimal Investment and Consumption under a Habit-Formation Constraint. (2021). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:2102.03414. Full description at Econpapers || Download paper | |
2021 | A Theory of Choice Bracketing under Risk. (2021). Zhang, MU. In: Papers. RePEc:arx:papers:2102.07286. Full description at Econpapers || Download paper | |
2021 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2022 | Intergenerational risk sharing in a collective defined contribution pension system: a simulation study with Bayesian optimization. (2021). Zhang, Fangyuan ; Kanagawa, Motonobu ; Chen, AN. In: Papers. RePEc:arx:papers:2106.13644. Full description at Econpapers || Download paper | |
2021 | The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2107.06593. Full description at Econpapers || Download paper | |
2022 | Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility. (2021). Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2108.06940. Full description at Econpapers || Download paper | |
2022 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
2022 | An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772. Full description at Econpapers || Download paper | |
2022 | Limit Orders and Knightian Uncertainty. (2022). Kuzmics, Christoph ; Greinecker, Michael. In: Papers. RePEc:arx:papers:2208.10804. Full description at Econpapers || Download paper | |
2022 | Retirement spending problem under Habit Formation Model. (2022). Salisbury, T S ; Huang, H ; Kirusheva, S. In: Papers. RePEc:arx:papers:2210.06255. Full description at Econpapers || Download paper | |
2022 | Relative growth rate optimization under behavioral criterion. (2022). Xu, Zuo Quan ; Wei, Pengyu ; Peng, Jing. In: Papers. RePEc:arx:papers:2211.05402. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Australias Fiscal Space: The Role of Public Investment. (2022). Quiggin, John ; Dominguez, Begoa. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:3:p:383-388. Full description at Econpapers || Download paper | |
2022 | Central bank digital currency, tax evasion, and inflation tax. (2022). Park, Jaevin ; Lee, Seungduck ; Kwon, Ohik. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1497-1519. Full description at Econpapers || Download paper | |
2021 | Life with habit and expectation: A new explanation of equity premium puzzle. (2021). Cover, James ; Zhuang, Boyi. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12174. Full description at Econpapers || Download paper | |
2021 | Recovering the market risk premium from higher?order moment risks. (2021). Rompolis, Leonidas ; Chalamandaris, George. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:147-186. Full description at Econpapers || Download paper | |
2021 | Shedding light on a dark matter: Jump diffusion and option?implied investor preferences. (2021). Perrakis, Stylianos ; Oancea, Michael ; Ghanbari, Hamed. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:244-286. Full description at Econpapers || Download paper | |
2021 | The expected investment growth premium. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:905-933. Full description at Econpapers || Download paper | |
2022 | How much for a haircut? Illiquidity, secondary markets, and the value of private equity. (2022). Sensoy, Berk A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:501-538. Full description at Econpapers || Download paper | |
2022 | Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599. Full description at Econpapers || Download paper | |
2022 | A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238. Full description at Econpapers || Download paper | |
2021 | When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669. Full description at Econpapers || Download paper | |
2021 | Convergence of utility indifference prices to the superreplication price in a multiple?priors framework. (2021). Carassus, Laurence ; Blanchard, Romain. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:366-398. Full description at Econpapers || Download paper | |
2022 | Durable Goods and Consumer Behavior with Liquidity Constraints: Evidence from Norway. (2022). WONG, Ka ; Molina, José Alberto ; Kim, Youn H. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1047. Full description at Econpapers || Download paper | |
2022 | Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Governmental Risk Taking Under Market Imperfections: Working Paper 2021-07. (2021). Falkenheim, Michael. In: Working Papers. RePEc:cbo:wpaper:57255. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas. In: Working Papers. RePEc:cda:wpaper:341. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
2021 | Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711. Full description at Econpapers || Download paper | |
2022 | Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111. Full description at Econpapers || Download paper | |
2021 | Exploiting Symmetry in High-Dimensional Dynamic Programming. (2021). Fernandez-Villaverde, Jesus ; Sood, Arnav ; Perla, Jesse ; Kahou, Mahdi Ebrahimi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9161. Full description at Econpapers || Download paper | |
2022 | Looming Large or Seeming Small? Attitudes Towards Losses in a Representative Sample. (2022). Camerer, Colin ; Wang, Stephanie ; Snowberg, Erik ; Chapman, Jonathan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9820. Full description at Econpapers || Download paper | |
2021 | Country Risk Premium: The Case of Chile. (2021). Campos, Zcimo ; Gudaris, Paulina Natalia ; Gertosio, Juan Tapia. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019738. Full description at Econpapers || Download paper | |
2022 | Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming. (2022). Rincon-Zapatero, Juan Pablo. In: UC3M Working papers. Economics. RePEc:cte:werepe:35342. Full description at Econpapers || Download paper | |
2021 | Entrepreneurial Spirit and Entrepreneurial Finance. (2021). Yang, Jinqiang ; Wang, Yingjue ; Cheng, Xindong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:2:chengwangyang. Full description at Econpapers || Download paper | |
2022 | How Shocks Affect Stock Market Participation. (2022). Schulze, Karla ; Meister, Lorenz. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:142en. Full description at Econpapers || Download paper | |
2022 | Sovereign Bonds since Waterloo. (2022). Reinhart, Carmen ; Meyer, Josefin ; Trebesch, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1993. Full description at Econpapers || Download paper | |
2021 | How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124. Full description at Econpapers || Download paper | |
2021 | On Estimating Risk Premium With Flexible Fourier Form. (2021). Li, Jing. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00183. Full description at Econpapers || Download paper | |
2022 | Developing reconciled quarterly distributional national wealth – insight into inequality and wealth structures. (2022). Sola, Pierre ; Grilli, Joseph ; Riera, Pau Gaya ; Engel, Janina. In: Working Paper Series. RePEc:ecb:ecbwps:20222687. Full description at Econpapers || Download paper | |
2021 | The impact of climate change on the cost of bank loans. (2021). Masum, Abdullah Al ; Javadi, Siamak. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001401. Full description at Econpapers || Download paper | |
2021 | Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385. Full description at Econpapers || Download paper | |
2021 | Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883. Full description at Econpapers || Download paper | |
2022 | Climate change in times of economic uncertainty: A perverse tragedy of the commons?. (2022). Gutierrezcubillos, Pablo ; Pasten, Roberto ; Lopez, Ramon E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:209-225. Full description at Econpapers || Download paper | |
2021 | A consumption-based asset pricing model with disappointment aversion and uncertainty shocks. (2021). Guo, Zhaoxuan ; Xia, Bobo ; Li, Kaifeng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:235-243. Full description at Econpapers || Download paper | |
2021 | Privatization of knowledge: Did the U.S. get it right?. (2021). Galli, Silvia ; Cozzi, Guido. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:179-191. Full description at Econpapers || Download paper | |
2021 | Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280. Full description at Econpapers || Download paper | |
2021 | Does inequality help in forecasting equity premium in a panel of G7 countries?. (2021). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000826. Full description at Econpapers || Download paper | |
2021 | Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence. (2021). Lin, XI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000851. Full description at Econpapers || Download paper | |
2022 | Belief-driven growth slowdowns and zero-bounded risk-free rate. (2022). Zhang, Xiaoge. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001996. Full description at Econpapers || Download paper | |
2021 | The high frequency risk attitude implied by the volatility risk premium. (2021). zhu, chao ; Yi, Zhen ; Zhang, Yuwei. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003256. Full description at Econpapers || Download paper | |
2021 | Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832. Full description at Econpapers || Download paper | |
2021 | Solving Euler equations via two-stage nonparametric penalized splines. (2021). Hong, Yongmiao ; Cui, Liyuan ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1024-1056. Full description at Econpapers || Download paper | |
2022 | Bayesian estimation of long-run risk models using sequential Monte Carlo. (2022). Liu, Hening ; Heng, Jeremy ; Fulop, Andras. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:62-84. Full description at Econpapers || Download paper | |
2022 | Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713. Full description at Econpapers || Download paper | |
2022 | Monetary policy and speculative asset markets. (2022). Boehl, Gregor. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001477. Full description at Econpapers || Download paper | |
2022 | Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model. (2022). Hong, YI ; Jin, Xing. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:975-985. Full description at Econpapers || Download paper | |
2021 | Energy transition without dirty capital stranding. (2021). Zhang, Lin ; Shi, Xunpeng ; Jin, Wei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s014098832100390x. Full description at Econpapers || Download paper | |
2021 | VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945. Full description at Econpapers || Download paper | |
2021 | Temperature and trading behaviours. (2021). Liu, Jia ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002179. Full description at Econpapers || Download paper | |
2021 | Mean-variance versus utility maximization revisited: The case of constant relative risk aversion. (2021). Kassimatis, Konstantinos . In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002556. Full description at Econpapers || Download paper | |
2022 | Cross-sectional seasonalities and seasonal reversals: Evidence from China. (2022). Guo, Shuxin ; Yuan, Yue ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001260. Full description at Econpapers || Download paper | |
2021 | Habits, Wealth and Equity Risk Premium. (2021). Koimisis, Georgios ; Giannikos, Christos I. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319302090. Full description at Econpapers || Download paper | |
2021 | Ambiguity on uncertainty and the equity premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312176. Full description at Econpapers || Download paper | |
2021 | Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. (2021). Butt, Hassan Anjum ; Baig, Ahmed S ; Aun, Syed ; Haroon, Omair. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305821. Full description at Econpapers || Download paper | |
2022 | The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015). (2022). Nguyenhuu, Tam. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001999. Full description at Econpapers || Download paper | |
2022 | Learning about the persistence of recessions under ambiguity aversion. (2022). Liu, Liu. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100489x. Full description at Econpapers || Download paper | |
2022 | Gender and choice of pension product. (2022). Rangvid, Jesper ; Nielsson, Ulf ; Larsen, Linda Sandris. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000216. Full description at Econpapers || Download paper | |
2022 | Asset pricing with data revisions. (2022). Montes, Erik Christian ; Borup, Daniel. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000021. Full description at Econpapers || Download paper | |
2022 | Uncertainty avoidance, loss aversion and stock market participation. (2022). Rieger, Marc Oliver. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028320302982. Full description at Econpapers || Download paper | |
2021 | Macro longevity risk and the choice between annuity products: Evidence from Denmark. (2021). Rangvid, Jesper ; Kallestrup-Lamb, Malene ; Balter, Anne G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:355-362. Full description at Econpapers || Download paper | |
2021 | Pooling mortality risk in Eurozone state pension liabilities: An application of a Bayesian coherent multi-population cohort-based mortality model. (2021). Wang, Po-Lin ; McCarthy, David G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:459-485. Full description at Econpapers || Download paper | |
2021 | Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22. Full description at Econpapers || Download paper | |
2022 | Time horizon and cryptocurrency ownership: Is crypto not speculative?. (2022). Bonaparte, Yosef. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000877. Full description at Econpapers || Download paper | |
2021 | The cost of diversification over time, and a simple way to improve target-date funds. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302570. Full description at Econpapers || Download paper | |
2021 | Stocks versus bonds for the long run when a riskless asset is available. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002314. Full description at Econpapers || Download paper | |
2022 | Does it pay to invest? The personal equity risk premium and stock market participation. (2022). Veld, Chris ; Merkoulova, Yulia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001795. Full description at Econpapers || Download paper | |
2021 | Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana ; Nasir, Muhammad Ali. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:1088-1108. Full description at Econpapers || Download paper | |
2022 | Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:279-300. Full description at Econpapers || Download paper | |
2022 | Debiasing through experience sampling: The case of myopic loss aversion. (2022). Schwaiger, Rene ; Hueber, Laura. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:87-138. Full description at Econpapers || Download paper | |
2021 | Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442. Full description at Econpapers || Download paper | |
2022 | Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions. (2022). Shigeta, Yuki. In: Journal of Economic Theory. RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001089. Full description at Econpapers || Download paper | |
2021 | Rare disaster probability and options pricing. (2021). Barro, Robert ; Liao, Gordon Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:750-769. Full description at Econpapers || Download paper | |
2022 | Stocks for the long run? Evidence from a broad sample of developed markets. (2022). Odoherty, Michael S ; Cederburg, Scott ; Anarkulova, Aizhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:409-433. Full description at Econpapers || Download paper | |
2022 | Learning, slowly unfolding disasters, and asset prices. (2022). Seo, Sang Byung ; Kilic, Mete ; Ghaderi, Mohammad. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:527-549. Full description at Econpapers || Download paper | |
2022 | Searching for the equity premium. (2022). Zhang, LU ; Bai, Hang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:897-926. Full description at Econpapers || Download paper | |
2022 | The maturity premium. (2022). Zechner, Josef ; Weiss, Patrick ; Chaderina, Maria. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:670-694. Full description at Econpapers || Download paper | |
2022 | Asset pricing with return extrapolation. (2022). Sui, Pengfei ; Jin, Lawrence J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:273-295. Full description at Econpapers || Download paper | |
2022 | Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330. Full description at Econpapers || Download paper | |
2021 | Real estate and relative risk aversion with generalized recursive preferences. (2021). Kim, Insu ; Huh, Sungjun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000215. Full description at Econpapers || Download paper | |
2022 | Monetary policy rules and the equity premium in a segmented markets model. (2022). Zervou, Anastasia ; Peng, Yulei. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000453. Full description at Econpapers || Download paper | |
2021 | The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310084. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
2012 | Consumption-Based Asset Pricing Models In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 29 |
2010 | The equity premium and the allocation of income risk In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 28 |
1992 | The 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: 28 | article | |
1992 | The 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: 28 | paper | |
1992 | The Equity Premium and the Allocation of Income Risk..(1992) In: Columbia - Graduate School of Business. [Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
1992 | The 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: 28 | paper | |
2010 | The equity premium: a puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 2880 |
1985 | The equity premium: A puzzle.(1985) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2880 | article | |
2007 | Intermediated Quantities and Returns In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 18 |
2008 | Intermediated quantities and returns.(2008) In: Staff Report. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2007 | Intermediated quantities and returns.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1978 | On 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] | article | 2 |
1980 | Recursive Competitive Equilibrium: The Case of Homogeneous Households. In: Econometrica. [Full Text][Citation analysis] | article | 83 |
2005 | RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | chapter | |
2011 | Costly financial intermediation in neoclassical growth theory In: Quantitative Economics. [Citation analysis] | article | 29 |
2011 | Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2008 | Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
1989 | On some computational aspects of equilibrium business cycle theory In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
1988 | On 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 | |
1990 | On the term structure of interest rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 42 |
2002 | Mood fluctuations, projection bias, and volatility of equity prices In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 41 |
2002 | Finance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
1984 | Recursive competitive equilibrium : A parametric example In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
1983 | On the impact of shock persistence on the dynamics of a recursive economy In: European Economic Review. [Full Text][Citation analysis] | article | 2 |
2003 | The equity premium in retrospect In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 197 |
2003 | The Equity Premium in Retrospect.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 197 | paper | |
1983 | Stochastic growth with correlated production shocks, In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 37 |
1988 | The equity risk premium: A solution? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 95 |
2018 | Demographics and FDI: Lessons from China’s One-Child Policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1982 | A test of the intertemporal asset pricing model In: Staff Report. [Full Text][Citation analysis] | paper | 2 |
1997 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business. [Citation analysis] | paper | 251 |
1998 | Junior 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: 251 | paper | |
2002 | Junior 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: 251 | 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: 251 | paper | ||
1988 | On the Existence and Representation of Equilibrium in an Economy with Growth and Nonstationary Consumption. In: International Economic Review. [Full Text][Citation analysis] | article | 13 |
1993 | Auctions: Theory and Possible Applications to Economies in Transition In: IMF Working Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance. [Full Text][Citation analysis] | article | 12 |
2002 | Junior 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: 12 | paper | |
2005 | Junior is Rich: Bequests as Consumption In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2007 | Junior is rich: bequests as consumption.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2006 | Recursive Competitive Equilibrium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
2006 | The Equity Premium in India In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2007 | Risk Based Explanations of the Equity Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Indian Equity Markets: Measures of Fundamental Value In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Indian Equity Markets: Measures of Fundamental Value.(2010) In: India Policy Forum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2013 | Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Is Idiosyncratic Risk Conditionally Priced? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Is idiosyncratic risk conditionally priced?.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2016 | The Term Structure of Interest Rates in India In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Demographics and FDI: Lessons from Chinas One-Child Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Demographics 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 | |
2018 | Demographics 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 | |
2018 | Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Average crossing time: An alternative characterization of mean aversion and reversion.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2003 | The Equity Premium: Why is it a Puzzle? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 109 |
2007 | The Equity Premium Puzzle: A Review In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 10 |
1984 | Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 16 |
1993 | Auctions: Theory and Applications In: IMF Staff Papers. [Full Text][Citation analysis] | article | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team