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

2694

Citations

RESEARCH PRODUCTION:

23

Articles

47

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1986 - 2014). See details.
   Cites by year: 96
   Journals where Stanley E. Zin has often published
   Relations with other researchers
   Recent citing documents: 228.    Total self citations: 17 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi46
   Updated: 2018-09-15    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 (52)

Hansen, Lars (47)

Viceira, Luis (31)

Fernandez-Villaverde, Jesus (30)

Garcia, René (27)

Miao, Jianjun (25)

Gil-Alana, Luis (24)

Rudebusch, Glenn (24)

Bekaert, Geert (23)

Borovička, Jaroslav (21)

Rubio-Ramirez, Juan F (20)

Cites to:

Hansen, Lars (13)

Prescott, Edward (11)

Piazzesi, Monika (10)

Backus, David (10)

Mehra, Rajnish (9)

Singleton, Kenneth (8)

Plosser, Charles (8)

Ang, Andrew (7)

Epstein, Larry (6)

Gertler, Mark (6)

Constantinides, George (6)

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

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

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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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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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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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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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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, James . 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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2017Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2018Macroeconomic determinants of stock market betas. (2018). Gonzalez, Mariano ; Rubio, Gonzalo ; Nave, Juan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:26-44.

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2017Common and country specific economic uncertainty. (2017). Theodoridis, Konstantinos ; mumtaz, haroon. In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:205-216.

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

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2017Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks. (2017). Han, Nan-Wei ; Hung, Mao-Wei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:54-67.

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2017Optimal dividend payout model with risk sensitive preferences. (2017). Jaśkiewicz, Anna ; Jakiewicz, Anna ; Bauerle, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:82-93.

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2017The fundamental theorem of mutual insurance. (2017). Albrecht, Peter ; Huggenberger, Markus . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:180-188.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2017Optimal asset allocation for strategic investors. (2017). Laborda, Ricardo ; Olmo, Jose. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:970-987.

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2017Can monetary policy cause the uncovered interest parity puzzle?. (2017). Park, Cheolbeom. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:34-44.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2018Option-implied objective measures of market risk. (2018). Leiss, Matthias ; Nax, Heinrich H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:241-249.

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2018Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62.

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2018Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130.

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2018Individual preferences and the exponential growth bias. (2018). Konigsheim, C ; Noth, M ; Lukas, M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:145:y:2018:i:c:p:352-369.

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2017Rational inattention and the dynamics of consumption and wealth in general equilibrium. (2017). Young, Eric ; Wang, Gaowang ; Luo, Yulei ; Nie, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:55-87.

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2018Convex dynamic programming with (bounded) recursive utility. (2018). Bloise, Gaetano ; Vailakis, Yiannis. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:118-141.

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2018Stochastic optimal growth model with risk sensitive preferences. (2018). Bauerle, Nicole ; Jakiewicz, Anna. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:181-200.

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2018On investor preferences and mutual fund separation. (2018). Dybvig, Philip ; Liu, Fang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:174:y:2018:i:c:p:224-260.

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2018A behavioral definition of unforeseen contingencies. (2018). Kochov, Asen. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:265-290.

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

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2018Planning for the long run: Programming with patient, Pareto responsive preferences. (2018). Khan, Urmee ; Stinchcombe, Maxwell B. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:444-478.

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

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

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:415-440.

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2017The advantages of using excess returns to model the term structure. (2017). Golinski, Adam ; Spencer, Peter ; Goliski, Adam . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:163-181.

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2017Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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2017Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

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2017Confidence, bond risks, and equity returns. (2017). Zhao, Guihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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2018An intertemporal CAPM with stochastic volatility. (2018). Campbell, John ; Turley, Robert ; Polk, Christopher ; Giglio, Stefano. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233.

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

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

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2018Downside risks and the cross-section of asset returns. (2018). Farago, Adam ; Tedongap, Romeo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:69-86.

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2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Wellmann, Dennis ; Truck, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018Leave the volatility fund alone: Principles for managing oil wealth. (2018). Wills, Samuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:332-352.

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2018House prices and macroprudential policy in an estimated DSGE model of New Zealand. (2018). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:152-171.

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2017Evidence of persistence in U.S. short and long-term interest rates. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789.

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2018On aggregation and representative agent equilibria. (2018). Jarrow, Robert ; Larsson, Martin. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:119-127.

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2017Utilitarianism, prioritarianism, and intergenerational equity: A cake eating model. (2017). TREICH, Nicolas ; Adler, Matthew D. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:87:y:2017:i:c:p:94-102.

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2018Sustainable social choice under risk. (2018). Kitti, Mitri . In: Mathematical Social Sciences. RePEc:eee:matsoc:v:94:y:2018:i:c:p:19-31.

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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.
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1994Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing..(1994) In: Columbia - Graduate School of Business.
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1996Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1996) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1996Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1996) In: NBER Working Papers.
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1994Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing.(1994) In: Working Papers.
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1986A Diagnostic Test for Normality within the Power Exponential Family. In: Journal of Business & Economic Statistics.
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2010Generalized Disappointment Aversion and Asset Prices In: Journal of Finance.
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2003Generalized Disappointment Aversion and Asset Prices.(2003) In: NBER Working Papers.
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2014Sources of Entropy in Representative Agent Models In: Journal of Finance.
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2011Sources of entropy in representative agent models.(2011) In: CEPR Discussion Papers.
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2011Sources of Entropy in Representative Agent Models.(2011) In: NBER Working Papers.
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2011Sources of Entropy in Representative Agent Models.(2011) In: Working Papers.
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2010First order risk aversion and the equity premium puzzle In: Levine's Working Paper Archive.
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1990First-order risk aversion and the equity premium puzzle.(1990) In: Journal of Monetary Economics.
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Model Uncertainty and Liquidity In: GSIA Working Papers.
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2000Model Uncertainty and Liquidity.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2001Model Uncertainty and Liquidity.(2001) In: NBER Working Papers.
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2009Model Uncertainty and Liquidity.(2009) In: Review of Economic Dynamics.
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2000MODEL UNCERTAINITY AND LIQUIDITY.(2000) In: Computing in Economics and Finance 2000.
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Adaptive Spline Generation: A New Algorithm for Solving Stochastic Dynamic Programs In: GSIA Working Papers.
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Fractional integration with Drift: Estimation in Small Samples In: GSIA Working Papers.
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1997Fractional Integration with Drift: Estimation in Small Samples..(1997) In: Empirical Economics.
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The yield curve: terms of endearment or terms of endowment? In: GSIA Working Papers.
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A Linear Programming Approach to Solving Stochastic Dynamic Programming In: GSIA Working Papers.
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2013Identifying Taylor rules in macro-finance models In: CEPR Discussion Papers.
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2013Identifying Taylor Rules in Macro-Finance Models.(2013) In: NBER Working Papers.
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2013Identifying Taylor Rules in Macro-finance Models.(2013) In: Working Papers.
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1997SPLINE APPROXIMATIONS TO VALUE FUNCTIONS In: Macroeconomic Dynamics.
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article2
1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica.
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1991Recent U.S. investment behavior and the tax reform act of 1986: A disaggregate view a comment In: Carnegie-Rochester Conference Series on Public Policy.
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1995The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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1997Real business-cycle realizations In: Carnegie-Rochester Conference Series on Public Policy.
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article9
1997Real Business Cycle Realizations.(1997) In: Working Papers.
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2002Prices as factors: Approximate aggregation with incomplete markets In: Journal of Economic Dynamics and Control.
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article6
2001The independence axiom and asset returns In: Journal of Empirical Finance.
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article27
1991The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers.
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1989Risk premiums in the term structure : Evidence from artificial economies In: Journal of Monetary Economics.
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article127
1986Risk Premiums in the Term Structure : Evidence from Artificial Economies.(1986) In: Working Papers.
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2002Are behavioral asset-pricing models structural? In: Journal of Monetary Economics.
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article3
2005Monetary Theory and Policy: Papers in Honor of Bennett T. McCallum In: Journal of Monetary Economics.
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2005Taylor rules, McCallum rules and the term structure of interest rates In: Journal of Monetary Economics.
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article44
2005Taylor Rules, McCallum Rules and the Term Structure of Interest Rates.(2005) In: NBER Working Papers.
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1993Long-memory inflation uncertainty: evidence from the term structure of interest rates In: Proceedings.
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article85
1993Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates..(1993) In: Journal of Money, Credit and Banking.
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1993Long-memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates.(1993) In: NBER Technical Working Papers.
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2007Arbitrage-free bond pricing with dynamic macroeconomic models In: Review.
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article36
2007Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models.(2007) In: NBER Working Papers.
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1991Persistent Deficits and the Market Value of Government Debt. In: Journal of Applied Econometrics.
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article38
2005Exotic Preferences for Macroeconomists In: NBER Chapters.
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2004Exotic Preferences for Macroeconomists.(2004) In: NBER Working Papers.
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2004Exotic Preferences for Macroeconomists.(2004) In: Working Papers.
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2010Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers.
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2014Risk and Ambiguity in Models of Business Cycles In: NBER Working Papers.
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1994Reverse Engineering the Yield Curve In: NBER Working Papers.
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1994Reverse Engineering the Yield Curve.(1994) In: Working Papers.
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2001Competition and Intervention in Sovereign Debt Markets In: NBER Working Papers.
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paper6
1987Aggregate Consumption Behaviour in a Life Cycle Model with Non-Additive Recursive Utility In: Working Papers.
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1987Intertemporal Substitution, Risk and the Time Series Behaviour of Consumption and Asset Returns In: Working Papers.
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1987Testing a Governments Present-Value Borrowing Constraint In: Working Papers.
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1987Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis In: Working Papers.
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1987Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework In: Working Papers.
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2004International Risk Sharing with exotic preferences In: 2004 Meeting Papers.
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2006Asset pricing implications for business cycle analysis In: 2006 Meeting Papers.
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2007Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing In: 2007 Meeting Papers.
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2008Monetary Policy and the Uncovered Interest Rate Parity Puzzle In: 2008 Meeting Papers.
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2009The Cyclical Component of US Asset Returns In: 2009 Meeting Papers.
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paper1
2010Sources of entropy in representative agent models of asset pricing In: 2010 Meeting Papers.
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2000SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY In: Computing in Economics and Finance 2000.
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2005Portfolio Choice and Permanent Income In: Computing in Economics and Finance 2005.
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1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. In: Journal of Political Economy.
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2002Markov Chain Approximations For Term Structure Models In: Finance.
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