Stanley E. Zin : Citation Profile


Are you Stanley E. Zin?

National Bureau of Economic Research (NBER) (25% share)
New York University (NYU) (25% share)
New York University (NYU) (25% share)
New York University (NYU) (25% share)

17

H index

19

i10 index

2844

Citations

RESEARCH PRODUCTION:

23

Articles

47

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 101
   Journals where Stanley E. Zin has often published
   Relations with other researchers
   Recent citing documents: 318.    Total self citations: 17 (0.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi46
   Updated: 2019-02-13    RAS profile: 2015-03-03    
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Relations with other researchers


Works with:

Backus, David (5)

Chernov, Mikhail (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stanley E. Zin.

Is cited by:

Campbell, John (53)

Hansen, Lars (47)

Viceira, Luis (32)

Fernandez-Villaverde, Jesus (31)

Garcia, René (27)

Gil-Alana, Luis (25)

Miao, Jianjun (25)

Rudebusch, Glenn (24)

Bekaert, Geert (23)

Borovička, Jaroslav (22)

Lustig, Hanno (20)

Cites to:

Hansen, Lars (14)

Piazzesi, Monika (11)

Prescott, Edward (11)

Backus, David (10)

Singleton, Kenneth (9)

Mehra, Rajnish (9)

Plosser, Charles (8)

Ang, Andrew (8)

Hollifield, Burton (8)

Gertler, Mark (7)

Gallmeyer, Michael (7)

Main data


Where Stanley E. Zin has published?


Journals with more than one article published# docs
Journal of Monetary Economics5
Carnegie-Rochester Conference Series on Public Policy3
Journal of Business & Economic Statistics2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Queen's University, Department of Economics7
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business5
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Stanley E. Zin (2018 and 2017)


YearTitle of citing document
2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2017Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

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2018Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia. (2018). Kasumovi, Merim ; Mei, Mirna. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:41-54.

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2017Long-memory, self-similarity and scaling of the long-term government bond yields: Evidence from Turkey and the USA. (2017). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:71-82.

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2017Welfare as Simple(x) Equity Equivalents. (2017). Berger, Loïc ; Emmerling, Johannes. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:254044.

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2018Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative. (2018). Zheng, Y ; Gohin, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276001.

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2018Affine representations of fractional processes with applications in mathematical finance. (2018). Harms, Philipp ; Stefanovits, David. In: Papers. RePEc:arx:papers:1510.04061.

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

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929.

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

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2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526.

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2018Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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

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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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

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

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2018The Timing of Income Tax Changes in the Face of Projected Debt Increases. (2018). Scobie, Grant ; Creedy, John ; Ball, Christopher. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:2:p:191-210.

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2018DOES NEAR†RATIONALITY MATTER IN FIRST†ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH. (2018). Sorge, Marco ; Hespeler, Frank . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e97-e113.

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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215.

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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.

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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.

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2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

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2017Optimal quantitative easing. (2017). Harrison, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0678.

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2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

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2017Linear Model IV Estimation When Instruments Are Many or Weak. (2017). Murray, Michael ; Michael, Murray . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:1.

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2018Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21.

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

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2017Central Bank Policy Rates: Are they Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6389.

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2017House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6487.

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2018Low Inflation: High Default Risk AND High Equity Valuations. (2018). Bhamra, Harjaat S ; Weber, Michael ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391.

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2018Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Revised version of F-409). (2018). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf431.

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

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2018Central Banks Going Long. (2018). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1810.

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2017Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Working Papers. RePEc:cmf:wpaper:wp2017_1711.

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2017Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Manresa, Elena ; Sentana, Enrique ; Pearanda, Francisco . In: Working Papers. RePEc:cmf:wpaper:wp2018_1711.

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2017Ambiguous Policy Announcements. (2017). Paciello, Luigi ; Michelacci, Claudio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11754.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11911.

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2017Safe Assets. (2017). Levintal, Oren ; Fernandez-Villaverde, Jesus ; Barro, Robert ; Mollerus, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12043.

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2017Empirical Evaluation of Overspecified Asset Pricing Models. (2017). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12085.

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2017The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12137.

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2017Does Household Finance Matter? Small Financial Errors with Large Social Costs. (2017). Bhamra, Harjoat ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12414.

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2017Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?. (2017). Bhamra, Harjoat ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12415.

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2017Financial Innovation and Asset Prices. (2017). Buss, Adrian ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12416.

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

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2018Currency Risk Factors in a Recursive Multicountry Economy. (2018). Gavazzoni, Federico ; Ready, Robert ; Croce, Mariano Massimiliano ; Colacito, Riccardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12610.

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2018The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12631.

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

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

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2018Exchange Rate Exposure and Firm Dynamics. (2018). Varela, Liliana ; Salomao, Juliana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12654.

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2018News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Ai, Hengjie ; Li, Kai ; Diercks, Anthony ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12661.

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2018Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk. (2018). Ludwig, Alexander ; Krueger, Dirk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12717.

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

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2018BKK the EZ Way. International Long-Run Growth News and Capital Flows.. (2018). Colacito, Riccardo ; Howard, Philip ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12783.

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2018Complementarity, Income, and Substitution: A U(C,N) Utility for Macro. (2018). bilbiie, florin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12812.

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2018The Levered Equity Risk Premium and Credit Spreads: A Unified Framework. (2018). Bhamra, Harjoat Singh ; Strebulaev, Ilya ; Kuehn, Lars-Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12827.

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2018Central Banks Going Long. (2018). Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12833.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2018Time vs. State in Insurance: Experimental Evidence from Contract Farming in Kenya. (2018). Casaburi, Lorenzo ; Willis, Jack. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12896.

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2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field. (2018). Kouwenberg, Roy ; Peijnenburg, Kim ; Mitchell, Olivia S ; Dimmock, Steve. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13109.

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2018Rare Disasters, Financial Development, and Sovereign Debt. (2018). Rebelo, Sergio ; Yang, Jinqiang ; Wang, Neng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13202.

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2018Conditional dynamics and the multi-horizon risk-return trade-off. (2018). Chernov, Mikhail ; Lundeby, Stig ; Lochstoer, Lars . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13365.

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2018Dynamic Random Utility. (2018). Strzalecki, Tomasz ; Iijima, Ryota ; Frick, Mira . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2092r.

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2017Central Bank Policy Rates: Are They Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1648.

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

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2017Disapproval Aversion or Inflated Inequity Acceptance? The Impact of Expressing Emotions in Ultimatum Bargaining. (2017). Kamei, Kenju ; Chen, Josie I. In: Working Papers. RePEc:dur:durham:2017_10.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248464.

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2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

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2018The global effects of global risk and uncertainty. (2018). Ricci, Martino ; Bonciani, Dario. In: Working Paper Series. RePEc:ecb:ecbwps:20182179.

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2018Re-use of collateral: leverage, volatility, and welfare. (2018). Brumm, Johannes ; Schmedders, Karl ; Kubler, Felix ; Grill, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20182218.

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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.

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2017Distributed real-time demand response based on Lagrangian multiplier optimal selection approach. (2017). Wang, Jianxiao ; Kang, Chongqing ; Shu, Chang ; Xia, Qing ; Lai, Xiaowen ; Zhong, Haiwang . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:949-959.

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2018A new endogenous growth model for green low-carbon behavior and its comprehensive effects. (2018). Wan, Bingyue ; Zhang, Guangyong ; Gu, Liqin ; Zhu, Naiping ; Tian, Lixin. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:1332-1346.

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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2017Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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2017Volatility risk and economic welfare. (2017). Xu, Shaofeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

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2017Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, M ; Juppner, M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355.

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2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

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2018Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:30-44.

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2018Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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2018A theory of disasters and long-run growth. (2018). Sakamoto, Hiroaki ; Akao, Ken-Ichi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:89-109.

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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.

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2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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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.

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2017Requirements to metrics of greenhouse gas emissions, given a cap on temperature. (2017). Mideksa, Torben ; Aaheim, Asbjorn. In: Ecological Economics. RePEc:eee:ecolec:v:131:y:2017:i:c:p:460-467.

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2018Intertemporal Distribution, Sufficiency, and the Social Cost of Carbon. (2018). Quaas, Martin ; Hansel, Martin C. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:520-535.

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2017Estimating asset pricing models with frictions. (2017). Crotty, Kevin ; Teguia, Alberto . In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:24-27.

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2018On the computation of detection error probabilities under normality assumptions. (2018). Okubo, Masakatsu . In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:106-109.

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2018Optimal Ramsey taxation with endogenous risk aversion. (2018). Torul, Orhan ; Ateaaolu, Orhan Erem. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:87-92.

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2019Perron–Frobenius theory recovers more than you might think: The example of limited participation. (2019). Legrand, Franois ; le Grand, Franois. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:186-188.

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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.

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2017Beyond GDP: Is there a law of one shadow price?. (2017). Ripoll, Marla ; MURTIN, Fabrice ; Cordoba, Juan ; Boarini, Romina. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:390-411.

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2017Families and social security. (2017). Kindermann, Fabian ; Kallweit, Manuel ; Fehr, Hans. In: European Economic Review. RePEc:eee:eecrev:v:91:y:2017:i:c:p:30-56.

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2017Impact of pension system structure on international financial capital allocation. (2017). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:1-22.

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2017Stated and revealed heterogeneous risk preferences in educational choice. (2017). Fossen, Frank ; Glocker, Daniela . In: European Economic Review. RePEc:eee:eecrev:v:97:y:2017:i:c:p:1-25.

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2017Liquidity shocks, business cycles and asset prices. (2017). Bigio, Saki ; Schneider, Andres . In: European Economic Review. RePEc:eee:eecrev:v:97:y:2017:i:c:p:108-130.

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2017Countercyclical retirement accounts. (2017). Love, David A. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:32-48.

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

Works by Stanley E. Zin:


YearTitleTypeCited
1998Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing. In: Journal of Business & Economic Statistics.
[Citation analysis]
article19
1994Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing..(1994) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
1996Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1996) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
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