Rajnish Mehra : Citation Profile


Are you Rajnish Mehra?

Arizona State University

16

H index

21

i10 index

3413

Citations

RESEARCH PRODUCTION:

22

Articles

31

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   41 years (1978 - 2019). See details.
   Cites by year: 83
   Journals where Rajnish Mehra has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 21 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme56
   Updated: 2021-02-20    RAS profile: 2019-06-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Koulovatianos, Christos (3)

Li, Jian (2)

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 (26)

Abel, Andrew (21)

Prescott, Edward (21)

Barro, Robert (21)

Lustig, Hanno (20)

Pépin, Dominique (19)

Grant, Simon (18)

Rebelo, Sergio (16)

Aase, Knut (16)

Cites to:

Prescott, Edward (40)

Constantinides, George (21)

Campbell, John (14)

McGrattan, Ellen (12)

Lucas, Robert (12)

Danthine, Jean-Pierre (12)

Shiller, Robert (11)

Abel, Andrew (10)

Barro, Robert (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
Journal of Monetary Economics2

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

Recent works citing Rajnish Mehra (2021 and 2020)


YearTitle of citing document
2020.

Full description at Econpapers || Download paper

2020Quantile 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

2020Dynamic 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

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

2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

Full description at Econpapers || Download paper

2020Subjective Complexity Under Uncertainty. (2020). Quitz'e Valenzuela-Stookey, . In: Papers. RePEc:arx:papers:2006.01852.

Full description at Econpapers || Download paper

2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

Full description at Econpapers || Download paper

2021Optimal 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

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0338.

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

2020The return on everything and the business cycle in production economies. (2020). Fehrle, Daniel ; Heiberger, Christopher. In: Working Papers. RePEc:bav:wpaper:193_fehrleheiberger.

Full description at Econpapers || Download paper

2020Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors. (2020). Sanvicente, Antonio ; Brito, Ricardo D ; Araujo, Eurilton. In: Working Papers Series. RePEc:bcb:wpaper:525.

Full description at Econpapers || Download paper

2020Stock market volatility: friend or foe?. (2020). Gunasekarage, Abeyratna ; Dempsey, Michael ; Truong, Thanh Tan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3477-3492.

Full description at Econpapers || Download paper

2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

Full description at Econpapers || Download paper

2020Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524.

Full description at Econpapers || Download paper

2020Moral Hazard, Agency Cost, and Firm Growth. (2020). Wang, Mengying ; Li, Rui. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:639-664.

Full description at Econpapers || Download paper

2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

Full description at Econpapers || Download paper

2020Testing for Time Stochastic Dominance. (2020). Linton, O ; Lee, K ; Whang, Y-J., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20121.

Full description at Econpapers || Download paper

2020Transactions Costs and the Equity Premium Puzzle. (2020). Hong, Sanghyun. In: Working Papers in Economics. RePEc:cbt:econwp:20/16.

Full description at Econpapers || Download paper

2020Income Tax Evasion: Recovery from Economic Disasters. (2020). Ćorić, Bruno ; Skrabic, Blanka Peric. In: CERGE-EI Working Papers. RePEc:cer:papers:wp676.

Full description at Econpapers || Download paper

2021Growth 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

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

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

2020Tighter Credit and Consumer Bankruptcy Insurance. (2020). Villamil, Anne ; Peruffo, Marcel ; Mendicino, Caterina ; Cavalcanti, Tiago ; Antunes, Antonio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14330.

Full description at Econpapers || Download paper

2020Quantifying the cross sectional relation of daily happiness sentiment and return skewness: Evidence from US industries. (2020). Zhao, Ruwei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300873.

Full description at Econpapers || Download paper

2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

Full description at Econpapers || Download paper

2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

Full description at Econpapers || Download paper

2020Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671.

Full description at Econpapers || Download paper

2020Gain/loss asymmetric stochastic differential utility. (2020). Shigeta, Yuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301433.

Full description at Econpapers || Download paper

2020Short-run risk, business cycle, and the value premium. (2020). Leippold, Markus ; He, Yunhao. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301615.

Full description at Econpapers || Download paper

2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

Full description at Econpapers || Download paper

2021A 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

2020Implied risk aversion and pricing kernel in the FTSE 100 index. (2020). Sung, Hao-Chang ; Ju, Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302092.

Full description at Econpapers || Download paper

2020Corporate tax, financial leverage, and portfolio risk. (2020). Kim, Dongnyoung ; Chung, Chune Young ; Sub, Paul Moon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301613.

Full description at Econpapers || Download paper

2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

Full description at Econpapers || Download paper

2020Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:1-18.

Full description at Econpapers || Download paper

2020Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355.

Full description at Econpapers || Download paper

2020How negative interest rates affect the risk-taking of individual investors: Experimental evidence. (2020). Mohrschladt, Hannes ; Cordes, Henning ; Baars, Maren. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303921.

Full description at Econpapers || Download paper

2020Asset pricing with long-run durable expenditure risk. (2020). Li, Huan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306597.

Full description at Econpapers || Download paper

2020The participation puzzle with reference-dependent expected utility preferences. (2020). Neilson, William ; Liu, Liqun ; Wang, Jianli. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:278-287.

Full description at Econpapers || Download paper

2020Regret-based capital asset pricing model. (2020). Qin, Jie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300522.

Full description at Econpapers || Download paper

2020Asset pricing implications of money: New evidence. (2020). Silva, Andre ; Maio, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302181.

Full description at Econpapers || Download paper

2021The 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

2020Natural disasters and risk aversion. (2020). Kryzanowski, Lawrence ; Bourdeau-Brien, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:818-835.

Full description at Econpapers || Download paper

2020Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values. (2020). Leibbrandt, Andreas ; KALAYCI, Kenan ; Oyarzun, Carlos ; Bao, Zhengyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:59-84.

Full description at Econpapers || Download paper

2020Cross-asset signals and time series momentum. (2020). Vaittinen, Lauri ; Suominen, Matti ; Pitkajarvi, Aleksi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:63-85.

Full description at Econpapers || Download paper

2020Do stocks outperform bank deposits in China?. (2020). Zhang, Jin E ; Guo, Wei ; Huang, Jiexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306764.

Full description at Econpapers || Download paper

2020Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds. (2020). Noureldin, Diaa ; Moutanabbir, Khouzeima. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:708-730.

Full description at Econpapers || Download paper

2020Precautionary risks for an open economy. (2020). Ferreira, Alex ; Matos, Paulo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:154-167.

Full description at Econpapers || Download paper

2021Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

Full description at Econpapers || Download paper

2021Composite-asset-risk approach to solving the equity premium puzzle. (2021). Kim, Yun-Yeong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:200-216.

Full description at Econpapers || Download paper

2020The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2020_08.

Full description at Econpapers || Download paper

2020Optimism on Pollution-Driven Disasters and Asset Prices. (2020). Suzuki, Shiba ; Yamagami, Hiroaki. In: Working Papers. RePEc:fae:wpaper:2020.06.

Full description at Econpapers || Download paper

2020Asset Prices and Unemployment Fluctuations. (2020). Lopez, Pierlauro ; Kehoe, Patrick J ; Midrigan, Virgiliu ; Pastorino, Elena. In: Working Papers. RePEc:fip:fedcwq:87582.

Full description at Econpapers || Download paper

2020News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact. (2020). Schoenle, Raphael ; Müller, Gernot ; Kuester, Keith ; Muller, Gernot J ; Dietrich, Alexander. In: Working Papers. RePEc:fip:fedcwq:87736.

Full description at Econpapers || Download paper

2020Asset Pricing Through the Lens of the Hansen-Jagannathan Bound. (2020). Ravikumar, B ; Otrok, Christopher. In: Review. RePEc:fip:fedlrv:88593.

Full description at Econpapers || Download paper

2020Asset Prices and Unemployment Fluctuations. (2020). Midrigan, Virgiliu ; Kehoe, Patrick J ; Lopez, Pierlauro ; Pastorino, Elena. In: Staff Report. RePEc:fip:fedmsr:87571.

Full description at Econpapers || Download paper

2020Empirical Research on the Fama-French Three-Factor Model and a Sentiment-Related Four-Factor Model in the Chinese Blockchain Industry. (2020). Chang, Victor ; Ji, Ziyang ; Valverde, Raul ; Hsu, Ching-Hsien Robert ; Lan, Hao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5170-:d:375874.

Full description at Econpapers || Download paper

2020Financial literacy and French behaviour on the stock market. (2020). Arrondel, Luc. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02505320.

Full description at Econpapers || Download paper

2020Do CEO-Board ties affect the firms cost of equity?. (2020). Vanappelghem, Cedric ; van Appelghem, Cedric ; Nguyen, Pascal. In: Working Papers. RePEc:hal:wpaper:hal-02880367.

Full description at Econpapers || Download paper

2020Financial literacy and French behaviour on the stock market. (2020). Arrondel, Luc. In: Working Papers. RePEc:hal:wpaper:halshs-02505320.

Full description at Econpapers || Download paper

2020Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment. (2020). Yung, Julieta ; Chami, Ralph ; Rochon, Celine ; Cosimano, Thomas F. In: IMF Working Papers. RePEc:imf:imfwpa:2020/053.

Full description at Econpapers || Download paper

2020Aging Population, Retirement, and Risk Taking: Reply. (2020). Levy, Haim. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2796-2799.

Full description at Econpapers || Download paper

2021Debiasing Through Experience Sampling: The Case of Myopic Loss Aversion.. (2021). Schwaiger, Rene ; Hueber, Laura. In: Working Papers. RePEc:inn:wpaper:2021-01.

Full description at Econpapers || Download paper

2020A test of risk vulnerability in the wider population. (2020). conte, anna ; Moffatt, Peter G ; Bacon, Philomena M. In: Theory and Decision. RePEc:kap:theord:v:88:y:2020:i:1:d:10.1007_s11238-019-09708-5.

Full description at Econpapers || Download paper

2020Sources of U.S. Wealth Inequality: Past, Present, and Future. (2020). Smith, Anthony A ; Krusell, Per ; Hubmer, Joachim. In: NBER Chapters. RePEc:nbr:nberch:14486.

Full description at Econpapers || Download paper

2020Heterogeneity and Asset Prices: A Different Approach. (2020). Panageas, Stavros ; Garleanu, Nicolae B. In: NBER Working Papers. RePEc:nbr:nberwo:26607.

Full description at Econpapers || Download paper

2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

Full description at Econpapers || Download paper

2020Necessary Evidence For A Risk Factor’s Relevance. (2020). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alexander M. In: NBER Working Papers. RePEc:nbr:nberwo:27227.

Full description at Econpapers || Download paper

2020Reconsidering Returns. (2020). Solomon, David H ; Hartzmark, Samuel M. In: NBER Working Papers. RePEc:nbr:nberwo:27380.

Full description at Econpapers || Download paper

2021Solution to the Equity Premium Puzzle. (2021). Aras, Atilla. In: OSF Preprints. RePEc:osf:osfxxx:gj3n2.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020New Methods for the Cross-Section of Returns. (2020). Van Nieuwerburgh, Stijn ; Karolyi, Andrew G. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:1879-1890..

Full description at Econpapers || Download paper

2020The European Corporate Equity Puzzle. (2020). Hols, Christopher ; Brutscher, Philipp-Bastian. In: Comparative Economic Studies. RePEc:pal:compes:v:62:y:2020:i:1:d:10.1057_s41294-019-00107-x.

Full description at Econpapers || Download paper

2020Resource allocation in the brain and the equity premium puzzle. (2020). Siddiqi, Hammad. In: MPRA Paper. RePEc:pra:mprapa:100432.

Full description at Econpapers || Download paper

2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Byrne, Joseph ; Zong, Xiaoyu ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:101781.

Full description at Econpapers || Download paper

2020The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah. In: MPRA Paper. RePEc:pra:mprapa:102663.

Full description at Econpapers || Download paper

2020Bequeathing in ambiguous times. (2020). Saito, Yuta. In: MPRA Paper. RePEc:pra:mprapa:102718.

Full description at Econpapers || Download paper

2020Flight to Safety in Business cycles. (2020). Yadav, Jayant. In: MPRA Paper. RePEc:pra:mprapa:104093.

Full description at Econpapers || Download paper

2020Prosperity in a Low Interest Environment. (2020). Knolle, Julia. In: MPRA Paper. RePEc:pra:mprapa:104332.

Full description at Econpapers || Download paper

2020Consumer Asset Pricing Model Based on Heterogeneous Consumers and the Mystery of Equity Premium. (2020). Wang, Yiming ; Yan, YU. In: MPRA Paper. RePEc:pra:mprapa:98506.

Full description at Econpapers || Download paper

2020The Riddle of the Natural Rate of Interest. (2020). Razzak, Weshah. In: MPRA Paper. RePEc:pra:mprapa:99747.

Full description at Econpapers || Download paper

2020Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences. (2020). Douenne, Thomas. In: Review of Economic Dynamics. RePEc:red:issued:18-396.

Full description at Econpapers || Download paper

2021Rare Events and Long-Run Risks. (). Jin, Tao ; Barro, Robert. In: Review of Economic Dynamics. RePEc:red:issued:18-485.

Full description at Econpapers || Download paper

2020Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors. (2020). Sanvicente, Antonio ; Araujo, Eurilton. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2020wpecon6.

Full description at Econpapers || Download paper

2020Detecting and understanding co-benefits generated in tackling climate change and environmental degradation in China. (2020). Jiang, Ping ; Gao, Shuo. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:22:y:2020:i:5:d:10.1007_s10668-019-00399-0.

Full description at Econpapers || Download paper

2020Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming. (2020). Rincon-Zapatero, Juan Pablo. In: Economic Theory Bulletin. RePEc:spr:etbull:v:8:y:2020:i:1:d:10.1007_s40505-019-00166-4.

Full description at Econpapers || Download paper

2020Market capitalization and growth with nominal and real rigidities: the case of emerging economies. (2020). Sarkar, Agnirup. In: Indian Economic Review. RePEc:spr:inecre:v:55:y:2020:i:2:d:10.1007_s41775-020-00096-0.

Full description at Econpapers || Download paper

2020An optimization model of retiree decisions under recursive utility with housing. (2020). Aydilek, Harun. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09485-5.

Full description at Econpapers || Download paper

2020On recursive utilities with non-affine aggregator and conditional certainty equivalent. (2020). Balbus, Ukasz. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01221-8.

Full description at Econpapers || Download paper

2020Procyclical Debt as Automatic Stabilizer. (2020). Wesselbaum, Dennis. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:1:d:10.1007_s40953-019-00174-y.

Full description at Econpapers || Download paper

2020Debt sustainability when r - g smaller than 0: no free lunch after all. (2020). de Vette, Nander ; Olijslagers, Stan ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200079.

Full description at Econpapers || Download paper

2020The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data. (2020). Pépin, Dominique ; Miller, Stephen. In: Working papers. RePEc:uct:uconnp:2020-09.

Full description at Econpapers || Download paper

2020Keynes, Inflation, and the Public Debt: How to Pay for the War as a Policy Prescription for Financial Repression?. (2020). Teupe, Sebastian . In: Working Papers. RePEc:zbw:pp1859:16.

Full description at Econpapers || Download paper

2020When should retirees tap their home equity?. (2020). Kraft, Holger ; Hambel, Christoph ; Meyer-Wehmann, Andre. In: SAFE Working Paper Series. RePEc:zbw:safewp:293.

Full description at Econpapers || Download paper

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]
article25
2010The equity premium and the allocation of income risk In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper23
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: 23
article
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: 23
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: 23
paper
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: 23
paper
2010The equity premium: a puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper2525
1985The equity premium: A puzzle.(1985) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2525
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]
article70
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: 70
chapter
2011Costly financial intermediation in neoclassical growth theory In: Quantitative Economics.
[Citation analysis]
article27
2011Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2008Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
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]
article34
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]
chapter110
2003The Equity Premium in Retrospect.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110
paper
1983Stochastic growth with correlated production shocks, In: Journal of Economic Theory.
[Full Text][Citation analysis]
article33
1988The equity risk premium: A solution? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article86
In: .
[Full Text][Citation analysis]
paper0
2008Intermediated quantities and returns In: Staff Report.
[Full Text][Citation analysis]
paper17
2007Intermediated quantities and returns.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
1982A test of the intertemporal asset pricing model In: Staff Report.
[Full Text][Citation analysis]
paper2
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]
paper220
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: 220
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: 220
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: 220
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
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
[Full Text][Citation analysis]
article10
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: 10
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]
paper85
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 November, 2 2021. Contact: CitEc Team