Rajnish Mehra : Citation Profile

Arizona State University

16

H index

22

i10 index

4254

Citations

RESEARCH PRODUCTION:

26

Articles

34

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   47 years (1978 - 2025). See details.
   Cites by year: 90
   Journals where Rajnish Mehra has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 23 (0.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme56
   Updated: 2026-01-17    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

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

Is cited by:

Constantinides, George (39)

Quiggin, John (30)

Barro, Robert (29)

Campbell, John (29)

Lustig, Hanno (22)

Fernandez, Pablo (22)

Rudebusch, Glenn (21)

Abel, Andrew (21)

Gollier, Christian (21)

Pépin, Dominique (20)

Swanson, Eric (19)

Cites to:

Constantinides, George (27)

Campbell, John (22)

Shiller, Robert (14)

Abel, Andrew (14)

McGrattan, Ellen (13)

Mankiw, N. Gregory (12)

Lucas, Robert (12)

Danthine, Jean-Pierre (12)

Summers, Lawrence (10)

Barro, Robert (10)

Kotlikoff, Laurence (10)

Main data

Where Rajnish Mehra has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control5
Quantitative Economics2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc17
Staff Report / Federal Reserve Bank of Minneapolis2
Working Papers / Federal Reserve Bank of Minneapolis2

Recent works citing Rajnish Mehra (2025 and 2024)

YearTitle of citing document
2025Curbing Rising Housing Costs: A Model-Based Policy Comparison. (2025). Landvoigt, Tim ; Abramson, Boaz. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:39:y:2025:i:3:p:27-44.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2024Empirical Evidence for the New Definitions in Financial Markets and Equity Premium Puzzle. (2024). Aras, Atilla. In: Papers. RePEc:arx:papers:2305.03468.

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2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

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2024Equity Premium in Efficient Markets. (2024). Kausik, Nat. In: Papers. RePEc:arx:papers:2401.09265.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024Portfolio Optimization under Transaction Costs with Recursive Preferences. (2024). Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2402.08387.

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2025The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution. (2025). Di Bartolomeo, Giovanni ; Cantore, Cristiano ; Gaudio, Francesco Saverio. In: Papers. RePEc:arx:papers:2503.00142.

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2025Consumption-portfolio choice with preferences for liquid assets. (2025). Hu, Jiaqi ; Guan, Guohui ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2503.02697.

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2025Duality and Policy Evaluation in Distributionally Robust Bayesian Diffusion Control. (2025). Blanchet, Jose ; Cheng, Jiayi ; Liu, Hao. In: Papers. RePEc:arx:papers:2506.19294.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2025Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails. (2025). Jha, Ayush ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Jaffri, Ali M ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2507.04208.

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2025Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural finance. (2025). Barraud, Claire. In: Papers. RePEc:arx:papers:2510.23175.

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2024The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390.

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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Kim, Seiwan ; Hyung, Namwon. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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2024Noncompliant behaviors in general equilibrium: A survey. (2024). Ferrara, Maria ; Chiarini, Bruno ; Elisabetta, Marzano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:931-955.

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2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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2024Measuring Macroeconomic Tail Risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:715.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11980.

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2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

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2024Rare Disasters and Asset Markets in the Twentieth Century. (2024). Barro, Robert. In: CEMA Working Papers. RePEc:cuf:wpaper:620.

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2025Institution-Based Asset Pricing: A Generalization of Consumption- and Production-Based Models. (2025). zou, heng-fu. In: CEMA Working Papers. RePEc:cuf:wpaper:765.

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2025Institutional Volatility and the Equity Premium Puzzle: A Dynamic Asset Pricing Framework for OECD Economies. (2025). zou, heng-fu. In: CEMA Working Papers. RePEc:cuf:wpaper:775.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2025Fundamental Valuation of Equities under Allocative Rationality. (2025). Uctum, Remzi ; Prat, Georges ; JAWADI, Fredj. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-29.

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2025Pessimism toward climate disasters and asset prices: A quantitative investigation. (2025). Yamagami, Hiroaki ; Suzuki, Shiba. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00023.

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2025Notes on inflationary news and the equity premium puzzle in a two-asset incomplete-markets model. (2025). Rosso, Biagio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00118.

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2024Monetary asymmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2025Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030.

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2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

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2024Experiences, demand for risky investments, and implications for price dynamics. (2024). Rieskamp, Jrg ; Olschewski, Sebastian ; Heinke, Steve. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000546.

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2024Long-term institutional investors and climate change news Beta. (2024). Hossain, Ashrafee ; Benkraiem, Ramzi ; Masum, Abdullah-Al. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400155x.

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2025Financial distress and return: A finite mixture approach. (2025). Cheng, Zhuo ; Fang, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000471.

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2025The demand for tax-favored risky assets with capital gains tax exclusions, tax policy uncertainty, and its implications for pricing. (2025). Davis, Yehuda ; Govindaraj, Suresh ; Tejas, Tavish. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000823.

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2025Food demand and intertemporal allocation of food expenditure. (2025). Wong, Kkgary ; Kim, Hyoun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:656-674.

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2024Markov equilibrium of social security: An analytic solution under CRRA utility and the future of social security. (2024). Lopez-Velasco, Armando R. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000117.

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2024The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.

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2025Does mobile phone proficiency contribute to stock market participation? The role of payment convenience, liquidity, and social interaction. (2025). Fatima, Shumaila ; Chakraborty, Madhumita. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003456.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; Fu, QI ; So, Jacky Yuk-Chow. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024Cash, crisis, and capers: The UKs cashbox policy during COVID-19. (2024). Xu, Zijin ; Dong, Yunhe ; Yang, Xing ; Luo, Haoyi. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002441.

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2025Validity of CARA function under expected utility. (2025). Wang, Yiming ; Tong, Yan ; Yan, YU. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005597.

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2025On the timing premium puzzle. (2025). Choi, Hongseok. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000990.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2025Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124.

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2024Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357.

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2024Does ChatGPT provide better advice than robo-advisors?. (2024). Horn, Matthias ; Oehler, Andreas. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012709.

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2024A parsimonious analytically specified general equilibrium structure that spans discount rates. (2024). Obrimah, Oghenovo A. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002824.

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2025A taste for variety. (2025). Karos, Dominik ; Ashkenazi-Golan, Galit ; Lehrer, Ehud. In: Games and Economic Behavior. RePEc:eee:gamebe:v:152:y:2025:i:c:p:396-422.

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2025Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes. (2025). Josa-Fombellida, Ricardo ; Lpez-Casado, Paula. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:100-110.

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2025Almost stochastic dominance: Magnitude constraints on risk aversion. (2025). Meyer, Jack ; Liu, Liqun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:82-90.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Does risk aversion affect individuals’ interests and actions in angel investing? Empirical evidence from Japan. (2024). Ikeuchi, Kenta ; Honjo, Yuji ; Nakamura, Hiroki. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s0922142524000161.

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2024The cost-efficiency carbon pricing puzzle. (2024). Gollier, Christian. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:128:y:2024:i:c:s0095069624001360.

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2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

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2025The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029.

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2025Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds. (2025). Pflueger, Carolin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000352.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2024Intergenerational redistribution in a pay-as-you-go pension system. (2024). Lundberg, Jacob. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:29:y:2024:i:c:s2212828x24000343.

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2024Idiosyncratic risk and the equity premium. (2024). Zhou, Hang ; Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000740.

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2025How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method. (2025). Gil, Hamilton Galindo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:116:y:2025:i:c:s0304406824001381.

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2025The economic and policy consequences of carbon emissions. (2025). Yang, Jinqiang ; Chen, Tuyue ; Meng, Weizhen. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000205.

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2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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2024New Zealand long-term equity returns and their determinants. (2024). Ma, Rui ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001148.

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2024Optimal taxation of risky entrepreneurial capital. (2024). Knowles, Matthew ; Boar, Corina. In: Journal of Public Economics. RePEc:eee:pubeco:v:234:y:2024:i:c:s0047272724000367.

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2024When you need it or when I die? Timing of monetary transfers from parents to children. (2024). Pasini, Giacomo ; Kalwij, Adriaan ; Alessie, rob. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000383.

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2025Preference for consumption predictability and the equity premium puzzle. (2025). Vázquez, Jesús ; Cassou, Steven P ; Vzquez, Jess. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005441.

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2024The impact of macroeconomic announcements on risk, preference, and risk premium. (2024). Kiriu, Takuya ; Hibiki, Norio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:842-857.

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2025Openness and the effect of business cycle synchronization on the equity risk premium. (2025). Gitelson, Natalia ; Manes, Eran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001539.

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2025A taste for variety. (2025). Golan, Galit Ashkenazi ; Karos, Dominik ; Lehrer, Ehud. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128109.

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2025Social discounting and the cost of public funds: problems with current global practice. (2025). Spackman, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128517.

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2025Resilience and Asset Pricing in COVID-19 Disaster. (2025). Daadmehr, Elham. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:5:p:123-:d:1647736.

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2024Optimal Spending Strategies for Sovereign Wealth Funds Using a Discrete-Time Life Cycle Model. (2024). Aase, Knut Kristian. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:327-:d:1446285.

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2025Robustness Study of Unit Elasticity of Intertemporal Substitution Assumption and Preference Misspecification. (2025). Jing, Huarui. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1593-:d:1654772.

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2025Can Information Shape Macroeconomic Disaster Risk Perception and Stimulate Investment? An Experiment with Experts and Laypersons. (2025). Gandré, Pauline ; Cornand, Camille ; Corgnet, Brice. In: Working Papers. RePEc:gat:wpaper:2515.

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2025Too risky to hedge: An experiment on narrow bracketing. (2025). Zheng, Jiakun ; Zhou, Ling. In: Post-Print. RePEc:hal:journl:hal-05063379.

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2024Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein–Zin Preferences. (2024). Wijnbergen, Sweder ; Olijslagers, Stan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00832-z.

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2025The Impact of Physical Climate Risk on the Valuation of Global Equity Assets. (2025). Melin, Lionel ; Kainth, Dherminder ; Rebonato, Riccardo. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:4:d:10.1007_s10640-024-00953-z.

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2025A referenciafüggő preferenciák hatása vertikális termékdifferenciálás esetén. (2025). Szcsi, Adl Lilla ; Selei, Adrienn. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2249.

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2025Measuring What Matters: Why Italy May Be in Better Fiscal Shape than the US. (2025). Kotlikoff, Laurence ; Dicarlo, Emanuele ; Olivari, Marco ; Mar, Mauro. In: NBER Working Papers. RePEc:nbr:nberwo:34340.

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2024The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Patel, Pratish ; Raquel, Andrew. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0.

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2024An alternative representation of the C-CAPM with higher-order risks. (2024). Li, Jingyuan ; Dionne, Georges ; Okou, Cedric. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:2:d:10.1057_s10713-023-00085-2.

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2024Whither Liquidity Shocks? Implications for R∗ and Monetary Policy. (2024). Tirelli, Patrizio ; Portoghese, Luca ; Massari, Giorgio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0217.

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2024From time-inconsistency to time-consistency for optimal stopping problems. (2024). Zhou, Zihan ; Hu, Sang. In: PLOS ONE. RePEc:plo:pone00:0310774.

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2025Creating and Stabilizing an Enormous Bubble Economy Similar to the Great Depression. (2025). Huang, Guangming. In: MPRA Paper. RePEc:pra:mprapa:123911.

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2025Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440.

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2025Relative risk aversion must be close to 1. (2025). Levy, Moshe. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06193-0.

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2025The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis. (2025). Levy, Haim. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06250-8.

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2025Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension. (2025). Nguyen, Duc Khuong ; Xiong, Xiong ; Wang, Hongxia ; Dai, Peng-Fei. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-022-05081-9.

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2025Aspiration level, probability of success, and stock returns: an empirical test. (2025). Neszveda, Gabor. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00769-w.

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2025Cross-sectional anomalies and conditional asset pricing models based on investor sentiment: evidence from the Chinese stock market. (2025). Zhou, Zhongqiang ; Wu, Jiajia ; Xiong, Xiong ; Huang, Ping. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00774-z.

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2025The impact of behavioral biases on financial satisfaction: the mediating role of investment decisions. (2025). Kaur, Manpreet ; Jain, Jinesh ; Kumar, Rajesh ; Sharma, Vishal. In: International Review of Economics. RePEc:spr:inrvec:v:72:y:2025:i:2:d:10.1007_s12232-025-00502-0.

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2025Bayesian Inference in a Structural Model of Family Home Prices. (2025). Tomat, Gian Maria. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-023-00259-x.

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2024Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model. (2024). Pellizzari, Paolo. In: Working Papers. RePEc:ven:wpaper:2024:03.

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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]		article41
2010The equity premium and the allocation of income risk In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper27
1992The equity premium and the allocation of income risk.(1992) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		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 nother version. Agregated cites: 27		paper
1992The Equity Premium and the Allocation of Income Risk..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 27		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 nother version. Agregated cites: 27		paper
2010The equity premium: a puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper3047
1985The equity premium: A puzzle.(1985) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3047		article
2007Intermediated Quantities and Returns In: Levine's Bibliography.
[Full Text][Citation analysis]		paper19
2008Intermediated quantities and returns.(2008) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2007Intermediated quantities and returns.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
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]		article2
2025Demographics and FDI: lessons from China’s one-child policy In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2018Demographics and FDI: Lessons from Chinas One-Child Policy.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2018Demographics and FDI: Lessons from China’s One-Child Policy.(2018) In: NCAER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2018Demographics and FDI: Lessons from Chinas one-child policy.(2018) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
1980Recursive Competitive Equilibrium: The Case of Homogeneous Households. In: Econometrica.
[Full Text][Citation analysis]		article86
2005RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		chapter
2011Costly financial intermediation in neoclassical growth theory In: Quantitative Economics.
[Citation analysis]		article34
2011Costly financial intermediation in neoclassical growth theory.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2008Costly Financial Intermediation in Neoclassical Growth Theory.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		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 nother version. Agregated cites: 17		paper
1990On the term structure of interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article43
2002Mood fluctuations, projection bias, and volatility of equity prices In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article46
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]		chapter201
2003The Equity Premium in Retrospect.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		paper
1983Stochastic growth with correlated production shocks, In: Journal of Economic Theory.
[Full Text][Citation analysis]		article38
1988The equity risk premium: A solution? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article98
2018Demographics and FDI: Lessons from China’s One-Child Policy In: Working Papers.
[Full Text][Citation analysis]		paper0
1982A test of the intertemporal asset pricing model In: Staff Report.
[Full Text][Citation analysis]		paper3
1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
[Citation analysis]		paper258
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 258		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 nother version. Agregated cites: 258		article
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 258		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
1993Auctions: Theory and Possible Applications to Economies in Transition In: IMF Working Papers.
[Full Text][Citation analysis]		paper6
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
[Full Text][Citation analysis]		article12
2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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 nother version. Agregated cites: 11		article
2006Recursive Competitive Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2006The Equity Premium in India In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2007Risk Based Explanations of the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
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 nother 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]		paper2
2021Is idiosyncratic risk conditionally priced?.(2021) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2016The Term Structure of Interest Rates in India In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
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
2021Average crossing time: An alternative characterization of mean aversion and reversion.(2021) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2025Wealth Inequality, Labor Market Arrangements and the Secular Decline in the Real Interest Rate 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]		paper114
2007The Equity Premium Puzzle: A Review In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article12
1984Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model In: The Review of Economic Studies.
[Full Text][Citation analysis]		article16
1993Auctions: Theory and Applications In: IMF Staff Papers.
[Full Text][Citation analysis]		article17
2003The Equity Premium: Why Is It a Puzzle? (corrected) In: Financial Analysts Journal.
[Full Text][Citation analysis]		article4

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