13
H index
14
i10 index
801
Citations
University of Chicago | 13 H index 14 i10 index 801 Citations RESEARCH PRODUCTION: 19 Articles 32 Papers 1 Chapters RESEARCH ACTIVITY: 21 years (2003 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa250 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stavros Panageas. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 4 |
The Review of Financial Studies | 3 |
Journal of Political Economy | 2 |
American Economic Review | 2 |
Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 22 |
2009 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document |
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2024 | Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166. Full description at Econpapers || Download paper |
2023 | Weak equilibriums for time-inconsistent stopping control problems. (2021). Liang, Zongxia ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2105.06607. Full description at Econpapers || Download paper |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169. Full description at Econpapers || Download paper |
2023 | Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2312.02943. Full description at Econpapers || Download paper |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683. Full description at Econpapers || Download paper |
2023 | Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:684. Full description at Econpapers || Download paper |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper |
2023 | The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392. Full description at Econpapers || Download paper |
2023 | The Theory of Reserve Accumulation, Revisited. (2023). Maeng, S H ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2370. Full description at Econpapers || Download paper |
2023 | Antitrust Enforcement Increases Economic Activity. (2023). Barkai, Simcha ; Babina, Tania ; Volkova, Ekaterina ; Karger, Ezra ; Jeffers, Jessica. In: Working Papers. RePEc:cen:wpaper:23-50. Full description at Econpapers || Download paper |
2023 | From Patriarchy to Partnership: Gender Equality and Household Finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:968. Full description at Econpapers || Download paper |
2023 | MPK. (2023). Imrohoroglu, Selahattin. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-002e. Full description at Econpapers || Download paper |
2023 | Innovation, industry equilibrium, and discount rates. (2023). Zucchi, Francesca ; Bustamante, Maria Cecilia. In: Working Paper Series. RePEc:ecb:ecbwps:20232835. Full description at Econpapers || Download paper |
2023 | Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451. Full description at Econpapers || Download paper |
2023 | Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x. Full description at Econpapers || Download paper |
2023 | The impact of culture on government interventions in the banking sector. (2023). Nistor, Simona ; Frca, Ioana Georgiana. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003309. Full description at Econpapers || Download paper |
2024 | Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869. Full description at Econpapers || Download paper |
2023 | Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921. Full description at Econpapers || Download paper |
2023 | Robust leverage choice of hedge funds with rare disasters. (2023). Luo, Deqing ; Yan, Qianhui ; Mu, Congming. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000636. Full description at Econpapers || Download paper |
2024 | Inequality, 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. Full description at Econpapers || Download paper |
2023 | Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581. Full description at Econpapers || Download paper |
2023 | Global financial cycle and liquidity management. (2023). Sandri, Damiano ; Jeanne, Olivier. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000223. Full description at Econpapers || Download paper |
2023 | So Sue Me! The cross section of stock returns related to patent infringement allegations. (2023). HSU, Po-Hsuan ; Latham, William ; Bereskin, Fred ; Wang, Huijun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200320x. Full description at Econpapers || Download paper |
2023 | Personal bankruptcy and post-bankruptcy liquidity constraint. (2023). Lim, Byung Hwa ; Lee, Ho-Seok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000857. Full description at Econpapers || Download paper |
2023 | Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091. Full description at Econpapers || Download paper |
2023 | Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296. Full description at Econpapers || Download paper |
2023 | Institutional 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. Full description at Econpapers || Download paper |
2023 | From patriarchy to partnership: Gender equality and household finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:573-595. Full description at Econpapers || Download paper |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper |
2024 | Welfare gains from market insurance: The case of Mexican oil price risk. (2024). Valencia, Fabian ; Ma, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000159. Full description at Econpapers || Download paper |
2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper |
2023 | Analytic approach for models of optimal retirement with disability risk. (2023). Park, Se Young ; Jang, Bong-Gyu ; Chae, Jiwon. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:126:y:2023:i:c:p:68-75. Full description at Econpapers || Download paper |
2023 | Learning and the capital age premium. (2023). Xu, Chenjie ; Tsou, Chi-Yang ; Li, Kai. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:76-90. Full description at Econpapers || Download paper |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper |
2023 | Optimal Government Debt Policy in the Overlapping Generations Model with Idiosyncratic Capital Return Risk. (2023). Ryoji, Hiraguchi. In: Discussion papers. RePEc:eti:dpaper:23063. Full description at Econpapers || Download paper |
2024 | Digitalization, Entrepreneurship, and Wealth Inequality. (2024). Nirei, Makoto ; Muto, Ichiro ; Nakamura, Fumitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:24-e-01. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Dividend Taxation with Investment Credit Limits. (2023). Zilberman, Roy ; Ghilardi, Matteo. In: Working Papers. RePEc:lan:wpaper:387012802. Full description at Econpapers || Download paper |
2023 | On Target? Sanctions and the Economic Interests of Elite Policymakers in Iran. (2023). Warrinnier, Nele ; Stickland, Leanne ; Garred, Jason ; Draca, Mirko. In: The Economic Journal. RePEc:oup:econjl:v:133:y:2023:i:649:p:159-200.. Full description at Econpapers || Download paper |
2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion In: American Economic Review. [Full Text][Citation analysis] | article | 35 |
2013 | Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2014 | Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2007 | Optimal Inattention to the Stock Market In: American Economic Review. [Full Text][Citation analysis] | article | 72 |
2009 | High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice In: Journal of Finance. [Full Text][Citation analysis] | article | 69 |
2012 | Technological Growth and Asset Pricing In: Journal of Finance. [Full Text][Citation analysis] | article | 61 |
2009 | Technological Growth and Asset Pricing.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2005 | Contingent Reserves Management: an Applied Framework In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 37 |
2006 | Contingent Reserves Management: An Applied Framework.(2006) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | chapter | |
2005 | Contingent Reserves Management: An Applied Framework.(2005) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2004 | Contingent reserves management: an applied framework.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2004 | Contingent Reserves Management: An Applied Framework.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2013 | Optimal Inattention to the Stock Market With Information Costs and Transactions Costs In: Econometrica. [Full Text][Citation analysis] | article | 93 |
2009 | Optimal Inattention to the Stock Market with Information Costs and Transactions Costs.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2011 | Optimal Inattention to the Stock Market with Information Costs and Transactions Costs.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2008 | Hedging sudden stops and precautionary contractions In: Journal of Development Economics. [Full Text][Citation analysis] | article | 93 |
2003 | Hedging Sudden Stops and Precautionary Contractions.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2012 | Displacement risk and asset returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 49 |
2021 | What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 4 |
2007 | Saving and investing for early retirement: A theoretical analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 85 |
2010 | Bailouts, the incentive to manage risk, and financial crises In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 24 |
2009 | Bailouts, the Incentive to Manage Risk, and Financial Crises.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2010 | Optimal taxation in the presence of bailouts In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 7 |
2009 | Optimal taxation in the presence of bailouts.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2005 | A Quantitative Model of Sudden Stops and External Liquidity Management In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2009 | The Demographics of Innovation and Asset Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | The Demographics of Innovation and Asset Returns.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2010 | Optimal retirement benefit guarantees In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Optimal Retirement Benefit Guarantees.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2016 | Impediments to Financial Trade: Theory and Applications In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Impediments to Financial Trade: Theory and Applications.(2020) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2020 | Heterogeneity and Asset Prices: A Different Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Precautionary Saving in a Financially-Constrained Firm In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Precautionary Saving in a Financially Constrained Firm.(2023) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | An Analytic Framework For Interpreting Investment Regressions In The Presence Of Financial Constraints In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | An Analytic Framework for Interpreting Investment Regressions in the Presence of Financial Constraints.(2022) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2020 | The Implications of Heterogeneity and Inequality for Asset Pricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2020 | The Implications of Heterogeneity and Inequality for Asset Pricing.(2020) In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2020 | Social Distancing, Vaccination and the Paradoxical Optimality of an Endemic Equilibrium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2021 | A Long and a Short Leg Make For a Wobbly Equilibrium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Value without Employment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Cross-subsidization of Bad Credit in a Lending Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Running Primary Deficits Forever in a Dynamically Efficient Economy: Feasibility and Optimality In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2024 | Finance in a Time of Disruptive Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Finance in a Time of Disruptive Growth.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2024 | Optimal Financing of Government Purchases In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Are Zero-Covid Policies Optimal? In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
2006 | Technological Growth, Asset Pricing, and Consumption Risk over Long Horizons In: 2006 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Too big to fail, but a lot to bail: Optimal financing of large bailouts In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing In: Journal of Political Economy. [Full Text][Citation analysis] | article | 70 |
2023 | Heterogeneity and Asset Prices: An Intergenerational Approach In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
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