Jaroslav Borovička : Citation Profile

Are you Jaroslav Borovička?

New York University (NYU)

9

H index

9

i10 index

250

Citations

RESEARCH PRODUCTION:

8

Articles

18

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 16
   Journals where Jaroslav Borovička has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 11 (4.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo435
   Updated: 2024-12-03    RAS profile: 2023-11-07    
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Relations with other researchers

Works with:

Ho, Paul (2)

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

Is cited by:

Hansen, Lars (10)

Sargent, Thomas (9)

Lopez, Pierlauro (6)

Lustig, Hanno (5)

Zviadadze, Irina (5)

Toda, Alexis Akira (5)

Olkhov, Victor (5)

Boyarchenko, Nina (5)

Chernov, Mikhail (5)

Guvenen, Fatih (4)

Karahan, Fatih (4)

Cites to:

Hansen, Lars (49)

Scheinkman, Jose (16)

Epstein, Larry (16)

Sargent, Thomas (16)

Zin, Stanley (15)

Kreps, David (12)

Campbell, John (9)

Strzalecki, Tomasz (8)

Reis, Ricardo (8)

Adam, Klaus (7)

Mankiw, N. Gregory (7)

Main data

Where Jaroslav Borovička has published?

Journals with more than one article published# docs
Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc6
Working Paper Series / Federal Reserve Bank of Chicago2
Papers / arXiv.org2

Recent works citing Jaroslav Borovička (2024 and 2023)

YearTitle of citing document
2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2024Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2023Extrapolative Income Expectations and Retirement Savings. (2023). Cota, Marta. In: CERGE-EI Working Papers. RePEc:cer:papers:wp751.

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2023Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis. (2023). Piccillo, Giulia ; Poonpakdee, Poramapa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10646.

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2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2312.

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2023Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Giachini, Daniele ; Ottaviani, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001458.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Do individual investors pay attention to the information acquisition activities of institutional investors?. (2023). Chen, Rongze ; Lu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009510.

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2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s002205312300039x.

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2023Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2024Asymmetric information and misaligned inflation expectations. (2024). Han, Zhao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001253.

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2024Cyclicality of uncertainty and disagreement. (2024). Zohar, Osnat. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001526.

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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023Comment on Long Term Expectations and Aggregate Fluctuations 2. (2023). Angeletos, George-Marios. In: NBER Chapters. RePEc:nbr:nberch:14862.

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2023Expectation Shocks and Business Cycles. (2023). Memon, Sonan. In: PIDE-Working Papers. RePEc:pid:wpaper:2023:2.

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2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: School of Economics Discussion Papers. RePEc:sur:surrec:0423.

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2024Bond risk premia in consumption?based models. (2020). Wu, Jing Cynthia ; Creal, Drew. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:4:p:1461-1484.

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2023.

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Works by Jaroslav Borovička:

YearTitleTypeCited
2019Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities In: Papers.
[Full Text][Citation analysis]		paper21
2020Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2020) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2017Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2018Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities.(2018) In: 2018 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2021Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition In: Papers.
[Full Text][Citation analysis]		paper1
2021Stability of equilibrium asset pricing models: A necessary and sufficient condition.(2021) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016Misspecified Recovery In: Journal of Finance.
[Full Text][Citation analysis]		article39
2014Misspecified Recovery.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2015Misspecified Recovery.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2014Examining macroeconomic models through the lens of asset pricing In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
2012Examining macroeconomic models through the lens of asset pricing.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2016Term Structure of Uncertainty in the Macroeconomy In: Handbook of Macroeconomics.
[Full Text][Citation analysis]		chapter5
2016Term Structure of Uncertainty in the Macroeconomy.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2011Survival and long-run dynamics with heterogeneous beliefs under recursive preferences In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2020Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2021Macroeconomic Effects of Household Pessimism and Optimism In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article0
2019Survey Data and Subjective Beliefs in Business Cycle Models In: Working Paper.
[Full Text][Citation analysis]		paper29
2009Risk Price Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2011Risk-Price Dynamics.(2011) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
2014Shock Elasticities and Impulse Responses In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2016Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2016Identifying ambiguity shocks in business cycle models using survey data.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2007Banking Efficiency and Foreign Ownership in Transition: Is There Evidence of a Cream-Skimming Effect? In: Financial Stability Report.
[Full Text][Citation analysis]		article3
2009Heterogeneous beliefs under recursive preferences In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper14
2013Robust preference expansions In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper1
2015Discount rates and employment fluctuations In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0
2017Discount Rates and Employment Fluctuations.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 0		paper
2022Lars Peter Hansen (1952–) In: Springer Books.
[Citation analysis]		chapter0

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