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Author(s): Epstein, Larry G & Zin, Stanley E. 1989 Abstract: This paper develops a class of recursive, but not necessarily expected utility, preferences over intertemporal consumption lotteries. An important feature of these general preferences is that they permit risk attitudes to be disentangled from the degree of intertemporal substitutability. Moreover, in an infinite horizon, representative-agent context, these preference specifications lead to a model of asset returns in which appropriate versions of both the atemporal CAPM and the intertemporal consumption CAPM are nested as special cases. In the authors' general model, systematic risk of an asset is determined by covariance with both the return to the market portfolio and consumption growth. 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aria-selected="false">Corrections</a> </li> </ul> <div class="tab-pane fade show active" id="cites" role="tabpanel" aria-labelledby="cites-tab"> <H2>Citations</H2> <H3>Blog mentions</H3> As found by <A HREF="https://www.econacademics.org/">EconAcademics.org</A>, the blog aggregator for Economics research:<OL> <LI><A HREF="http://economiclogic.blogspot.com/2011/08/about-very-large-risk-aversion.html">About very large risk aversion estimates</A><BR>by Economic Logician in <A HREF="http://econacademics.org/blogs/economiclogic.html">Economic Logic</A> on 2011-08-05 19:59:00 <LI><A HREF="http://economiclogic.blogspot.com/2013/11/the-price-of-long-run-risk.html">The price of long-run risk</A><BR>by Economic Logician in <A HREF="http://econacademics.org/blogs/economiclogic.html">Economic Logic</A> on 2013-11-12 20:49:00 </OL> <h3>Citations</h3> Citations are extracted by the <A HREF="http://citec.repec.org/">CitEc Project</A>, subscribe to its <A 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<div class="pull-left" style="padding-right: 2px;"> <input type="submit" class="btn btn-default fa" name="ref" value="Export citations "> as </div> <div class="col-xs-8" style="padding-left: 0;"> <select name="output" size="1"> <option value="0">HTML</option> <option value="0.5">HTML with abstract</option> <option value="1">plain text</option> <option value="1.5">plain text with abstract</option> <option value="2">BibTeX</option> <option value="3">RIS (EndNote, RefMan, ProCite)</option> <option value="4">ReDIF</option> <option value="6">JSON</option> </select> </div> </form><P> <BR><B>Cited by:</B><ol class="list-group"><LI class="list-group-item downfree"> Buss, Adrian, 2013. "<B><A HREF="/p/ecb/ecbwps/20131578.html">Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets</A></B>," <A HREF="/s/ecb/ecbwps.html">Working Paper Series</A> 1578, European Central Bank. <LI class="list-group-item downgate"> Segal, Gill & Shaliastovich, Ivan & Yaron, Amir, 2015. "<B><A HREF="/a/eee/jfinec/v117y2015i2p369-397.html">Good and bad uncertainty: Macroeconomic and financial market implications</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 117(2), pages 369-397. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Gill Segal & Ivan Shaliastovich & Amir Yaron, 2014. "<B><A HREF="/p/red/sed014/488.html">Good and Bad Uncertainty: Macroeconomic and Financial Market Implications</A></B>," <A HREF="/s/red/sed014.html">2014 Meeting Papers</A> 488, Society for Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> M. Fatih Guvenen, 2003. "<B><A HREF="/p/roc/rocher/499.html">A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?</A></B>," <A HREF="/s/roc/rocher.html">RCER Working Papers</A> 499, University of Rochester - Center for Economic Research (RCER). <div class="otherversion"><UL> <LI class="list-group-item downfree"> Fatih Guvenen, 2005. "<B><A HREF="/p/wpa/wuwpfi/0507009.html">A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?</A></B>," <A HREF="/s/wpa/wuwpfi.html">Finance</A> 0507009, University Library of Munich, Germany. </UL></div> <LI class="list-group-item downfree"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean‐Marc Tallon, 2018. "<B><A HREF="/a/wly/quante/v9y2018i2p945-993.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/wly/quante.html">Quantitative Economics</A>, Econometric Society, vol. 9(2), pages 945-993, July. <div class="otherversion"><UL> <LI class="list-group-item downnone"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011. "<B><A HREF="/p/mse/cesdoc/11032r.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/mse/cesdoc.html">Documents de travail du Centre d'Economie de la Sorbonne</A> 11032r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Aug 2012. <LI class="list-group-item downnone"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2018. "<B><A HREF="/p/hal/journl/halshs-01886571.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> halshs-01886571, HAL. <LI class="list-group-item downfree"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011. "<B><A HREF="/p/mse/cesdoc/11032rrr.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/mse/cesdoc.html">Documents de travail du Centre d'Economie de la Sorbonne</A> 11032rrr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Apr 2016. <LI class="list-group-item downfree"> Sujoy Mukerji & Kevin Sheppard & Fabrice Collard & Jean-Marc Tallon, 2011. "<B><A HREF="/p/oxf/wpaper/550.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/oxf/wpaper.html">Economics Series Working Papers</A> 550, University of Oxford, Department of Economics. <LI class="list-group-item downnone"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011. "<B><A HREF="/p/mse/cesdoc/11032.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/mse/cesdoc.html">Documents de travail du Centre d'Economie de la Sorbonne</A> 11032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. <LI class="list-group-item downfree"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2016. "<B><A HREF="/p/hal/journl/halshs-00594096.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> halshs-00594096, HAL. <LI class="list-group-item downnone"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011. "<B><A HREF="/p/mse/cesdoc/11032rr.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/mse/cesdoc.html">Documents de travail du Centre d'Economie de la Sorbonne</A> 11032rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jan 2015. <LI class="list-group-item downnone"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2018. "<B><A HREF="/p/hal/pseptp/halshs-01886571.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/hal/pseptp.html">PSE-Ecole d'économie de Paris (Postprint)</A> halshs-01886571, HAL. <LI class="list-group-item downfree"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2017. "<B><A HREF="/p/qmw/qmwecw/835.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/qmw/qmwecw.html">Working Papers</A> 835, Queen Mary University of London, School of Economics and Finance. <LI class="list-group-item downfree"> Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2016. "<B><A HREF="/p/hal/cesptp/halshs-00594096.html">Ambiguity and the historical equity premium</A></B>," <A HREF="/s/hal/cesptp.html">Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)</A> halshs-00594096, HAL. </UL></div> <LI class="list-group-item downfree"> Ralph S. J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2010. "<B><A HREF="/a/aea/aecrev/v100y2010i2p552-56.html">Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 100(2), pages 552-556, May. <LI class="list-group-item downgate"> Ravi Bansal & Ivan Shaliastovich, 2011. "<B><A HREF="/a/oup/rfinst/v24y2011i8p2738-2780.html">Learning and Asset-price Jumps</A></B>," <A HREF="/s/oup/rfinst.html">The Review of Financial Studies</A>, Society for Financial Studies, vol. 24(8), pages 2738-2780. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Ravi Bansal & Ivan Shaliastovich, 2009. "<B><A HREF="/p/nbr/nberwo/14814.html">Learning and Asset-Price Jumps</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 14814, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Daniel Bennett & Stefan Bode & Maja Brydevall & Hayley Warren & Carsten Murawski, 2016. "<B><A HREF="/a/plo/pcbi00/1005020.html">Intrinsic Valuation of Information in Decision Making under Uncertainty</A></B>," <A HREF="/s/plo/pcbi00.html">PLOS Computational Biology</A>, Public Library of Science, vol. 12(7), pages 1-21, July. <LI class="list-group-item downgate"> YiLi Chien & Hanno Lustig, 2010. "<B><A HREF="/a/oup/rfinst/v23y2010i4p1596-1650.html">The Market Price of Aggregate Risk and the Wealth Distribution</A></B>," <A HREF="/s/oup/rfinst.html">The Review of Financial Studies</A>, Society for Financial Studies, vol. 23(4), pages 1596-1650, April. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Hanno Lustig, 2001. "<B><A HREF="/p/wpa/wuwpfi/0111004.html">The Market Price of Aggregate Risk and the Wealth Distribution</A></B>," <A HREF="/s/wpa/wuwpfi.html">Finance</A> 0111004, University Library of Munich, Germany, revised 16 Nov 2001. <LI class="list-group-item downfree"> Hanno Lustig & Yi-Li Chien, 2005. "<B><A HREF="/p/nbr/nberwo/11132.html">The Market Price of Aggregate Risk and the Wealth Distribution</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 11132, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Hanno Lustig, 2004. "<B><A HREF="/p/cla/uclaol/299.html">The Market Price of Aggregate Risk and the Wealth Distribution</A></B>," <A HREF="/s/cla/uclaol.html">UCLA Economics Online Papers</A> 299, UCLA Department of Economics. </UL></div> <LI class="list-group-item downfree"> Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu, "undated". "<B><A HREF="/p/cmu/gsiawp/1780526870.html">An Equilibrium Asset Pricing Model with Labor Market Search</A></B>," <A HREF="/s/cmu/gsiawp.html">GSIA Working Papers</A> 2010-E63, Carnegie Mellon University, Tepper School of Business. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Kuehn, Lars-Alexander & Petrosky-Nadeau, Nicolas & Zhang, Lu, 2011. "<B><A HREF="/p/ecl/ohidic/2012-01.html">An Equilibrium Asset Pricing Model with Labor Market Search</A></B>," <A HREF="/s/ecl/ohidic.html">Working Paper Series</A> 2012-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics. <LI class="list-group-item downfree"> Lars-Alexander Kuehn & Nicolas Petrosky-Nadeau & Lu Zhang, 2012. "<B><A HREF="/p/nbr/nberwo/17742.html">An Equilibrium Asset Pricing Model with Labor Market Search</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 17742, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Hansen, Lars Peter, 2013. "<B><A HREF="/p/ris/nobelp/2013_007.html">Uncertainty Outside and Inside Economic Models</A></B>," <A HREF="/s/ris/nobelp.html">Nobel Prize in Economics documents</A> 2013-7, Nobel Prize Committee. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Lars Peter Hansen, 2014. "<B><A HREF="/p/bfi/wpaper/2014-06.html">Uncertainty Outside and Inside Economic Models</A></B>," <A HREF="/s/bfi/wpaper.html">Working Papers</A> 2014-06, Becker Friedman Institute for Research In Economics. <LI class="list-group-item downfree"> Lars Peter Hansen, 2014. "<B><A HREF="/p/nbr/nberwo/20394.html">Uncertainty Outside and Inside Economic Models</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 20394, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid, 2011. "<B><A HREF="/a/eee/econom/v164y2011i1p116-129.html">Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions</A></B>," <A HREF="/s/eee/econom.html">Journal of Econometrics</A>, Elsevier, vol. 164(1), pages 116-129, September. <div class="otherversion"><UL> <LI class="list-group-item downfree"> George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "<B><A HREF="/p/msh/ebswps/2009-2.html">Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions</A></B>," <A HREF="/s/msh/ebswps.html">Monash Econometrics and Business Statistics Working Papers</A> 2/09, Monash University, Department of Econometrics and Business Statistics. <LI class="list-group-item downfree"> Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2011. "<B><A HREF="/p/fgv/epgewp/713.html">Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions</A></B>," <A HREF="/s/fgv/epgewp.html">FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)</A> 713, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). <LI class="list-group-item downfree"> George Athanasopoulos & Osmani Teixeira de Carvalho Guillén & João Victor Issler & Farshid Vahid, 2010. "<B><A HREF="/p/bcb/wpaper/205.html">Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions</A></B>," <A HREF="/s/bcb/wpaper.html">Working Papers Series</A> 205, Central Bank of Brazil, Research Department. <LI class="list-group-item downfree"> Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "<B><A HREF="/p/fgv/epgewp/707.html">Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions</A></B>," <A HREF="/s/fgv/epgewp.html">FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)</A> 707, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). <LI class="list-group-item downfree"> Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor, 2009. "<B><A HREF="/p/fgv/epgewp/688.html">Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions</A></B>," <A HREF="/s/fgv/epgewp.html">FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)</A> 688, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). <LI class="list-group-item downfree"> Athanasopoulos, George & Guillen, Osmani Teixeira Carvalho & Issler, João Victor & Vahid, Farshid, 2010. "<B><A HREF="/p/fgv/epgewp/704.html">Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions</A></B>," <A HREF="/s/fgv/epgewp.html">FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)</A> 704, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). </UL></div> <LI class="list-group-item downfree"> Olivier Blanchard, 2019. "<B><A HREF="/a/aea/aecrev/v109y2019i4p1197-1229.html">Public Debt and Low Interest Rates</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 109(4), pages 1197-1229, April. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Olivier J. Blanchard, 2019. "<B><A HREF="/p/nbr/nberwo/25621.html">Public Debt and Low Interest Rates</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 25621, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Olivier J Blanchard, 2019. "<B><A HREF="/p/iie/wpaper/wp19-4.html">Public Debt and Low Interest Rates</A></B>," <A HREF="/s/iie/wpaper.html">Working Paper Series</A> WP19-4, Peterson Institute for International Economics. </UL></div> <LI class="list-group-item downfree"> Marjorie Flavin & Shinobu Nakagawa, 2004. "<B><A HREF="/p/nbr/nberwo/10458.html">A Model of Housing in the Presence of Adjustment Costs: A Structural Interpretation of Habit Persistence</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 10458, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Arif Oduncu, 2012. "<B><A HREF="/p/tcb/wpaper/1227.html">Determinants of Precautionary Savings : Elasticity of Intertemporal Substitution vs. Risk Aversion</A></B>," <A HREF="/s/tcb/wpaper.html">Working Papers</A> 1227, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Arif Oduncu, 2012. "<B><A HREF="/p/ekd/002672/4380.html">Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion</A></B>," <A HREF="/s/ekd/002672.html">EcoMod2012</A> 4380, EcoMod. </UL></div> <LI class="list-group-item downfree"> Maria João Ribeiro, 2003. "<B><A HREF="/p/nip/nipewp/4-2003.html">Endogenous Growth: Analytical Review of its Generating Mechanisms</A></B>," <A HREF="/s/nip/nipewp.html">NIPE Working Papers</A> 4/2003, NIPE - Universidade do Minho. <LI class="list-group-item downfree"> Casey B. Mulligan, 2002. "<B><A HREF="/p/nbr/nberwo/9373.html">Capital, Interest, and Aggregate Intertemporal Substitution</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 9373, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Mumtaz, Haroon & Theodoridis, Konstantinos, 2017. "<B><A HREF="/a/eee/inecon/v105y2017icp205-216.html">Common and country specific economic uncertainty</A></B>," <A HREF="/s/eee/inecon.html">Journal of International Economics</A>, Elsevier, vol. 105(C), pages 205-216. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Haroon Mumtaz & Konstantinos Theodoridis, 2015. "<B><A HREF="/p/qmw/qmwecw/752.html">Common and Country Specific Economic Uncertainty</A></B>," <A HREF="/s/qmw/qmwecw.html">Working Papers</A> 752, Queen Mary University of London, School of Economics and Finance. </UL></div> <LI class="list-group-item downgate"> Marimon, Ramon & Werner, Jan, 2021. "<B><A HREF="/a/eee/jetheo/v196y2021ics0022053121001265.html">The envelope theorem, Euler and Bellman equations, without differentiability</A></B>," <A HREF="/s/eee/jetheo.html">Journal of Economic Theory</A>, Elsevier, vol. 196(C). <div class="otherversion"><UL> <LI class="list-group-item downfree"> Jan Werner & Ramon Marimon, 2015. "<B><A HREF="/p/red/sed015/1415.html">Envelope Theorem, Euler, and Bellman Equations without Differentiability</A></B>," <A HREF="/s/red/sed015.html">2015 Meeting Papers</A> 1415, Society for Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> Chiaki Hara, 2019. "<B><A HREF="/p/kyo/wpaper/1009.html">Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer</A></B>," <A HREF="/s/kyo/wpaper.html">KIER Working Papers</A> 1009, Kyoto University, Institute of Economic Research. <LI class="list-group-item downgate"> Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2015. "<B><A HREF="/a/oup/rfinst/v28y2015i3p706-742..html">Investor Information, Long-Run Risk, and the Term Structure of Equity</A></B>," <A HREF="/s/oup/rfinst.html">The Review of Financial Studies</A>, Society for Financial Studies, vol. 28(3), pages 706-742. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2007. "<B><A HREF="/p/nbr/nberwo/12912.html">Investor Information, Long-Run Risk, and the Term Structure of Equity</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 12912, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Croce & Colacito, 2008. "<B><A HREF="/p/red/sed008/985.html">Risk sharing for the long-run. The benefits from financial integration</A></B>," <A HREF="/s/red/sed008.html">2008 Meeting Papers</A> 985, Society for Economic Dynamics. <LI class="list-group-item downfree"> Lei Lin & Jing Tan & Wenzhen Liu, 2022. "<B><A HREF="/a/bla/irvfin/v22y2022i3p433-452.html">Does monetary policy uncertainty command a risk premium in the Chinese stock market?</A></B>," <A HREF="/s/bla/irvfin.html">International Review of Finance</A>, International Review of Finance Ltd., vol. 22(3), pages 433-452, September. <LI class="list-group-item downgate"> Robert J. Barro & Tao Jin, 2011. "<B><A HREF="/a/ecm/emetrp/v79y2011i5p1567-1589.html">On the Size Distribution of Macroeconomic Disasters</A></B>," <A HREF="/s/ecm/emetrp.html">Econometrica</A>, Econometric Society, vol. 79(5), pages 1567-1589, September. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Robert J. Barro & Tao Jin, "undated". "<B><A HREF="/p/qsh/wpaper/115416.html">On the Size Distribution of Macroeconomic Disasters</A></B>," <A HREF="/s/qsh/wpaper.html">Working Paper</A> 115416, Harvard University OpenScholar. <LI class="list-group-item downfree"> Robert J. Barro & Tao Jin, 2009. "<B><A HREF="/p/nbr/nberwo/15247.html">On the Size Distribution of Macroeconomic Disasters</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 15247, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Robert J. Barro & Tao Jin, 2023. "<B><A HREF="/p/cuf/wpaper/634.html">On the Size Distribution of Macroeconomic Disasters</A></B>," <A HREF="/s/cuf/wpaper.html">CEMA Working Papers</A> 634, China Economics and Management Academy, Central University of Finance and Economics. </UL></div> <LI class="list-group-item downfree"> Gertsman, Gleb, 2023. "<B><A HREF="/p/tiu/tiutis/c7196596-1bf8-47c9-a147-677b9335cf65.html">Behavioral preferences and beliefs in asset pricing</A></B>," <A HREF="/s/tiu/tiutis.html">Other publications TiSEM</A> c7196596-1bf8-47c9-a147-6, Tilburg University, School of Economics and Management. <LI class="list-group-item downgate"> Benigno, Pierpaolo & Paciello, Luigi, 2014. "<B><A HREF="/a/eee/moneco/v64y2014icp85-98.html">Monetary policy, doubts and asset prices</A></B>," <A HREF="/s/eee/moneco.html">Journal of Monetary Economics</A>, Elsevier, vol. 64(C), pages 85-98. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Pierpaolo Benigno & Luigi Paciello, 2010. "<B><A HREF="/p/nbr/nberwo/16386.html">Monetary Policy, Doubts and Asset Prices</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 16386, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Pierpaolo Beningo & Luigi Paciello, 2011. "<B><A HREF="/p/red/sed011/857.html">Monetary Policy, Doubts and Asset Prices</A></B>," <A HREF="/s/red/sed011.html">2011 Meeting Papers</A> 857, Society for Economic Dynamics. <LI class="list-group-item downfree"> Pierpaolo Benigno & Luigi Paciello, 2010. "<B><A HREF="/p/eie/wpaper/1024.html">Monetary Policy, Doubts and Asset Prices</A></B>," <A HREF="/s/eie/wpaper.html">EIEF Working Papers Series</A> 1024, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2010. </UL></div> <LI class="list-group-item downgate"> Hakon Tretvoll, 2018. "<B><A HREF="/a/red/issued/13-34.html">Real Exchange Variability in a Two-Country Business Cycle Model</A></B>," <A HREF="/s/red/issued.html">Review of Economic Dynamics</A>, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Hakon Tretvoll, 2017. "<B><A HREF="/c/red/ccodes/13-34.html">Code and data files for "Real Exchange Variability in a Two-Country Business Cycle Model"</A></B>," <A HREF="/s/red/ccodes.html">Computer Codes</A> 13-34, Review of Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> Kosuke Aoki & Alexander Michaelides & Kalin Nikolov, 2016. "<B><A HREF="/p/boj/bojwps/wp16e04.html">Household Portfolios in a Secular Stagnation World: Evidence from Japan</A></B>," <A HREF="/s/boj/bojwps.html">Bank of Japan Working Paper Series</A> 16-E-4, Bank of Japan. <LI class="list-group-item downgate"> Cui, Liyuan & Hong, Yongmiao & Li, Yingxing, 2021. "<B><A HREF="/a/eee/econom/v222y2021i2p1024-1056.html">Solving Euler equations via two-stage nonparametric penalized splines</A></B>," <A HREF="/s/eee/econom.html">Journal of Econometrics</A>, Elsevier, vol. 222(2), pages 1024-1056. <LI class="list-group-item downgate"> Rendahl, Pontus & Freund, Lukas B., 2020. "<B><A HREF="/p/cpr/ceprdp/14690.html">Unexpected Effects: Uncertainty, Unemployment, and Inflation</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 14690, C.E.P.R. Discussion Papers. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Freund, L. B & Rendahl, P., 2020. "<B><A HREF="/p/cam/camdae/2035.html">Unexpected Effects: Uncertainty, Unemployment, and Inflation</A></B>," <A HREF="/s/cam/camdae.html">Cambridge Working Papers in Economics</A> 2035, Faculty of Economics, University of Cambridge. </UL></div> <LI class="list-group-item downgate"> Roberto Piazza, 2015. "<B><A HREF="/a/kap/annfin/v11y2015i3p477-502.html">Financial innovation and risk: the role of information</A></B>," <A HREF="/s/kap/annfin.html">Annals of Finance</A>, Springer, vol. 11(3), pages 477-502, November. <div class="otherversion"><UL> <LI class="list-group-item downnone"> Roberto Piazza, 2010. "<B><A HREF="/p/red/sed010/73.html">Financial innovation and risk: the role of information</A></B>," <A HREF="/s/red/sed010.html">2010 Meeting Papers</A> 73, Society for Economic Dynamics. <LI class="list-group-item downfree"> Roberto Piazza, 2010. "<B><A HREF="/p/bdi/wptemi/td_759_10.html">Financial innovation and risk: the role of information</A></B>," <A HREF="/s/bdi/wptemi.html">Temi di discussione (Economic working papers)</A> 759, Bank of Italy, Economic Research and International Relations Area. </UL></div> <LI class="list-group-item downgate"> Karen K. Lewis, 2011. "<B><A HREF="/a/anr/refeco/v3y2011p435-466.html">Global Asset Pricing</A></B>," <A HREF="/s/anr/refeco.html">Annual Review of Financial Economics</A>, Annual Reviews, vol. 3(1), pages 435-466, December. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Karen K. Lewis, 2011. "<B><A HREF="/p/fip/feddgw/88.html">Global asset pricing</A></B>," <A HREF="/s/fip/feddgw.html">Globalization Institute Working Papers</A> 88, Federal Reserve Bank of Dallas. <LI class="list-group-item downfree"> Karen K. Lewis, 2011. "<B><A HREF="/p/nbr/nberwo/17261.html">Global Asset Pricing</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 17261, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Francisco Gomes & Alexander Michaelides, 2005. 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Estimates of Risk Aversion from Gameshow Data</A></B>," <A HREF="/s/ags/uwarer.html">Economic Research Papers</A> 269613, University of Warwick - Department of Economics. <LI class="list-group-item downfree"> Hartley, Roger & Lanot, Gauthier & Walker, Ian, 2006. "<B><A HREF="/p/ags/uwarer/269640.html">Who really wants to be a millionaire? Estimates of risk aversion from gameshow data</A></B>," <A HREF="/s/ags/uwarer.html">Economic Research Papers</A> 269640, University of Warwick - Department of Economics. <LI class="list-group-item downfree"> Roger Hartley & Gauthier Lanot & Ian Walker, 2006. "<B><A HREF="/p/ucd/wpaper/200607.html">Who really wants to be a millionaire? Estimates of risk aversion from gameshow data</A></B>," <A HREF="/s/ucd/wpaper.html">Working Papers</A> 200607, Geary Institute, University College Dublin. <LI class="list-group-item downfree"> Hartley, Roger & Lanot, Gauthier & Walker, Ian, 2006. "<B><A HREF="/p/wrk/warwec/747.html">Who really wants to be a millionaire? Estimates of risk aversion from gameshow data</A></B>," <A HREF="/s/wrk/warwec.html">The Warwick Economics Research Paper Series (TWERPS)</A> 747, University of Warwick, Department of Economics. <LI class="list-group-item downfree"> Gauthier Lanot & Roger Hartley & Ian Walker, 2006. "<B><A HREF="/p/kee/kerpuk/2006-07.html">Who Really Wants to be a Millionaire? Estimates of Risk Aversion from Gameshow Data</A></B>," <A HREF="/s/kee/kerpuk.html">Keele Economics Research Papers</A> KERP 2006/07, Centre for Economic Research, Keele University. <LI class="list-group-item downfree"> Hartley, Roger & Lanot, Gauthier & Walker, Ian, 2005. 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Implications of demographic and technological changes</A></B>," <A HREF="/s/eee/moneco.html">Journal of Monetary Economics</A>, Elsevier, vol. 117(C), pages 833-847. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Jimeno, Juan Francisco & Basso, Henrique S., 2019. "<B><A HREF="/p/cpr/ceprdp/14092.html">From Secular Stagnation to Robocalypse? Implications of Demographic and Technological Changes</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 14092, C.E.P.R. Discussion Papers. <LI class="list-group-item downfree"> Henrique S. Basso & Juan F. Jimeno, 2020. "<B><A HREF="/p/bde/wpaper/2004.html">From secular stagnation to robocalypse? Implications of demographic and technological changes</A></B>," <A HREF="/s/bde/wpaper.html">Working Papers</A> 2004, Banco de España. </UL></div> <LI class="list-group-item downgate"> Fujii, Masaaki & Takahashi, Akihiko, 2019. 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"<B><A HREF="/p/wpa/wuwpfi/0310003.html">Happiness Maintenance and Asset Prices</A></B>," <A HREF="/s/wpa/wuwpfi.html">Finance</A> 0310003, University Library of Munich, Germany. <LI class="list-group-item downfree"> Antonio Falato, 2008. "<B><A HREF="/p/fip/fedgfe/2008-19.html">Happiness maintenance and asset prices</A></B>," <A HREF="/s/fip/fedgfe.html">Finance and Economics Discussion Series</A> 2008-19, Board of Governors of the Federal Reserve System (U.S.). </UL></div> <LI class="list-group-item downfree"> James McNeil, 2020. "<B><A HREF="/p/dal/wpaper/daleconwp2020-05.html">Estimation of Impulse response functions with term structure local projections</A></B>," <A HREF="/s/dal/wpaper.html">Working Papers</A> daleconwp2020-05, Dalhousie University, Department of Economics. <LI class="list-group-item downgate"> Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018. 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An Information-Theoretic Framework for the Analysis of Asset Pricing Models</A></B>," <A HREF="/s/oup/rfinst.html">The Review of Financial Studies</A>, Society for Financial Studies, vol. 30(2), pages 442-504. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011. "<B><A HREF="/p/ehl/lserod/119061.html">What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 119061, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downfree"> Anisha Ghosh & Christian Julliard, 2011. "<B><A HREF="/p/fmg/fmgdps/dp691.html">What is the Consumption-CAPM missing? 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"<B><A HREF="/p/pra/mprapa/77558.html">Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel</A></B>," <A HREF="/s/pra/mprapa.html">MPRA Paper</A> 77558, University Library of Munich, Germany. </UL></div> <LI class="list-group-item downgate"> Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "<B><A HREF="/a/eee/moneco/v114y2020icp262-282.html">Dynamic effects of monetary policy shocks on macroeconomic volatility</A></B>," <A HREF="/s/eee/moneco.html">Journal of Monetary Economics</A>, Elsevier, vol. 114(C), pages 262-282. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Konstantinos Theodoridis & Haroon Mumtaz, 2015. 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"<B><A HREF="/a/inm/ormnsc/v65y2019i8p3449-3469.html">Option Prices in a Model with Stochastic Disaster Risk</A></B>," <A HREF="/s/inm/ormnsc.html">Management Science</A>, INFORMS, vol. 65(8), pages 3449-3469, August. <LI class="list-group-item downgate"> Anufriev, Mikhail & Bottazzi, Giulio, 2010. "<B><A HREF="/a/eee/mateco/v46y2010i6p1140-1172.html">Market equilibria under procedural rationality</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 46(6), pages 1140-1172, November. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Anufriev, M. & Bottazzi, G., 2009. "<B><A HREF="/p/ams/ndfwpp/09-11.html">Market Equilibria under Procedural Rationality</A></B>," <A HREF="/s/ams/ndfwpp.html">CeNDEF Working Papers</A> 09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. </UL></div> <LI class="list-group-item downgate"> Ian Dew-Becker & Stefano Giglio, 2016. 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"<B><A HREF="/a/eee/reveco/v47y2017icp115-127.html">Momentum in strategic asset allocation</A></B>," <A HREF="/s/eee/reveco.html">International Review of Economics & Finance</A>, Elsevier, vol. 47(C), pages 115-127. <LI class="list-group-item downfree"> Sylvain, Serginio, 2014. "<B><A HREF="/p/pra/mprapa/54551.html">Does Human Capital Risk Explain The Value Premium Puzzle?</A></B>," <A HREF="/s/pra/mprapa.html">MPRA Paper</A> 54551, University Library of Munich, Germany. <LI class="list-group-item downgate"> Donadelli, Michael & Grüning, Patrick, 2021. "<B><A HREF="/a/eee/ecofin/v57y2021ics1062940821000607.html">Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare</A></B>," <A HREF="/s/eee/ecofin.html">The North American Journal of Economics and Finance</A>, Elsevier, vol. 57(C). <div class="otherversion"><UL> <LI class="list-group-item downfree"> Michael Donadelli & Patrick Gruning, 2017. 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"<B><A HREF="/p/chf/rpseri/rp1110.html">Collateral Requirements and Asset Prices</A></B>," <A HREF="/s/chf/rpseri.html">Swiss Finance Institute Research Paper Series</A> 11-10, Swiss Finance Institute. <LI class="list-group-item downfree"> Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013. "<B><A HREF="/p/zbw/bubdps/442013.html">Collateral requirements and asset prices</A></B>," <A HREF="/s/zbw/bubdps.html">Discussion Papers</A> 44/2013, Deutsche Bundesbank. </UL></div> <LI class="list-group-item downfree"> Ravi Bansal, 2007. "<B><A HREF="/a/fip/fedlrv/y2007ijulp283-300nv.89no.4.html">Long-run risks and financial markets</A></B>," <A HREF="/s/fip/fedlrv.html">Review</A>, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 283-300. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Ravi Bansal, 2007. "<B><A HREF="/p/nbr/nberwo/13196.html">Long-Run Risks and Financial Markets</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 13196, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Jérôme Detemple, 2014. "<B><A HREF="/a/spr/joptap/v161y2014i1d10.1007_s10957-012-0208-1.html">Portfolio Selection: A Review</A></B>," <A HREF="/s/spr/joptap.html">Journal of Optimization Theory and Applications</A>, Springer, vol. 161(1), pages 1-21, April. <LI class="list-group-item downgate"> Luo, Yulei & Young, Eric R., 2016. "<B><A HREF="/a/eee/jetheo/v163y2016icp1-41.html">Induced uncertainty, market price of risk, and the dynamics of consumption and wealth</A></B>," <A HREF="/s/eee/jetheo.html">Journal of Economic Theory</A>, Elsevier, vol. 163(C), pages 1-41. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Luo, Yulei & Young, Eric, 2014. "<B><A HREF="/p/pra/mprapa/57111.html">Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth</A></B>," <A HREF="/s/pra/mprapa.html">MPRA Paper</A> 57111, University Library of Munich, Germany. </UL></div> <LI class="list-group-item downfree"> Pierpaolo Benigno, 2007. "<B><A HREF="/p/nbr/nberwo/13173.html">Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 13173, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Bingbing Dong, 2014. "<B><A HREF="/p/red/sed014/881.html">Asset Pricing and Monetary Policy</A></B>," <A HREF="/s/red/sed014.html">2014 Meeting Papers</A> 881, Society for Economic Dynamics. <LI class="list-group-item downfree"> Sergio Rebelo & Neng Wang & Jinqiang Yang, 2022. 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"<B><A HREF="/a/aea/aecrev/v100y2010i2p527-31.html">The Short and Long Run Benefits of Financial Integration</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 100(2), pages 527-531, May. <LI class="list-group-item downgate"> Obstfeld, Maurice, 1994. "<B><A HREF="/a/eee/eecrev/v38y1994i7p1471-1486.html">Evaluating risky consumption paths: The role of intertemporal substitutability</A></B>," <A HREF="/s/eee/eecrev.html">European Economic Review</A>, Elsevier, vol. 38(7), pages 1471-1486, August. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Maurice Obstfeld, 1995. "<B><A HREF="/p/nbr/nberte/0120.html">Evaluating Risky Consumption Paths: The Role of Intertemporal Substitutability</A></B>," <A HREF="/s/nbr/nberte.html">NBER Technical Working Papers</A> 0120, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E., 2011. 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"<B><A HREF="/p/chf/rpseri/rp1029.html">A structural analysis of the health expenditures and portfolio choices of retired agents</A></B>," <A HREF="/s/chf/rpseri.html">Swiss Finance Institute Research Paper Series</A> 10-29, Swiss Finance Institute. <LI class="list-group-item downgate"> Antoine Bommier, 2013. "<B><A HREF="/a/bla/jeurec/v11y2013i6p1290-1319.html">Life-Cycle Preferences Revisited</A></B>," <A HREF="/s/bla/jeurec.html">Journal of the European Economic Association</A>, European Economic Association, vol. 11(6), pages 1290-1319, December. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Antoine Bommier, "undated". "<B><A HREF="/p/stz/wpaper/eth-rc-12-001.html">Life-Cycle Preferences Revisited</A></B>," <A HREF="/s/stz/wpaper.html">Working Papers</A> ETH-RC-12-001, ETH Zurich, Chair of Systems Design. <LI class="list-group-item downfree"> Antoine Bommier, 2011. 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"<B><A HREF="/a/eee/matsoc/v87y2017icp94-102.html">Utilitarianism, prioritarianism, and intergenerational equity: A cake eating model</A></B>," <A HREF="/s/eee/matsoc.html">Mathematical Social Sciences</A>, Elsevier, vol. 87(C), pages 94-102. <LI class="list-group-item downgate"> Hanno Lustig & Adrien Verdelhan, 2011. "<B><A HREF="/a/aea/aecrev/v101y2011i7p3477-3500.html">The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 101(7), pages 3477-3500, December. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Hanno Lustig & Adrien Verdelhan, 2008. 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"<B><A HREF="/p/ehl/lserod/113702.html">The economics of immense risk, urgent action and radical change: towards new approaches to the economics of climate change</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 113702, London School of Economics and Political Science, LSE Library. </UL></div> <LI class="list-group-item downgate"> Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei, 2013. "<B><A HREF="/a/eee/jfinec/v110y2013i2p457-477.html">Do jumps contribute to the dynamics of the equity premium?</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 110(2), pages 457-477. <div class="otherversion"><UL> <LI class="list-group-item downfree"> John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao, 2012. 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Growth, asset returns and welfare in the next decades: First results</A></B>," <A HREF="/s/zbw/safewp.html">SAFE Working Paper Series</A> 145, Leibniz Institute for Financial Research SAFE. </UL></div> <LI class="list-group-item downfree"> So, Leh-chyan, 2013. "<B><A HREF="/p/pra/mprapa/52493.html">Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis</A></B>," <A HREF="/s/pra/mprapa.html">MPRA Paper</A> 52493, University Library of Munich, Germany. <LI class="list-group-item downfree"> Thomas B. King, 2013. "<B><A HREF="/p/fip/fedhwp/wp-2013-18.html">A Portfolio-Balance Approach to the Nominal Term Structure</A></B>," <A HREF="/s/fip/fedhwp.html">Working Paper Series</A> WP-2013-18, Federal Reserve Bank of Chicago. <LI class="list-group-item downgate"> Cogley, Timothy, 2002. "<B><A HREF="/a/eee/moneco/v49y2002i2p309-334.html">Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey</A></B>," <A HREF="/s/eee/moneco.html">Journal of Monetary Economics</A>, Elsevier, vol. 49(2), pages 309-334, March. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Timothy Cogley, 1998. "<B><A HREF="/p/fip/fedfap/98-07.html">Idiosyncratic risk and the equity premium: evidence from the Consumer Expenditure Survey</A></B>," <A HREF="/s/fip/fedfap.html">Working Papers in Applied Economic Theory</A> 98-07, Federal Reserve Bank of San Francisco. </UL></div> <LI class="list-group-item downfree"> Stanislav Khrapov, 2012. "<B><A HREF="/p/abo/neswpt/w0169.html">Risk Premia: Short and Long-term</A></B>," <A HREF="/s/abo/neswpt.html">Working Papers</A> w0169, New Economic School (NES). <div class="otherversion"><UL> <LI class="list-group-item downfree"> Stanislav Khrapov, 2012. "<B><A HREF="/p/cfr/cefirw/w0169.html">Risk Premia: Short and Long-term</A></B>," <A HREF="/s/cfr/cefirw.html">Working Papers</A> w0169, Center for Economic and Financial Research (CEFIR). </UL></div> <LI class="list-group-item downgate"> Harjoat S. Bhamra & Lars-Alexander Kuehn & Ilya A. Strebulaev, 2010. "<B><A HREF="/a/aea/aecrev/v100y2010i2p547-51.html">Long Run Risks, Credit Markets, and Financial Structure</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 100(2), pages 547-551, May. <LI class="list-group-item downfree"> Richard Dennis, 2013. "<B><A HREF="/p/een/camaaa/2013-69.html">Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive</A></B>," <A HREF="/s/een/camaaa.html">CAMA Working Papers</A> 2013-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Richard Dennis, 2013. "<B><A HREF="/p/gla/glaewp/2013_15.html">Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive</A></B>," <A HREF="/s/gla/glaewp.html">Working Papers</A> 2013_15, Business School - Economics, University of Glasgow. <LI class="list-group-item downfree"> Dennis, Richard, 2013. "<B><A HREF="/p/edn/sirdps/515.html">Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive</A></B>," <A HREF="/s/edn/sirdps.html">SIRE Discussion Papers</A> 2013-79, Scottish Institute for Research in Economics (SIRE). </UL></div> <LI class="list-group-item downfree"> Jianfeng Yu, 2009. "<B><A HREF="/p/red/sed009/56.html">The Long and the Short of Asset Prices: Using Long Run Consumption-Return Correlations to Test Asset Pricing Models</A></B>," <A HREF="/s/red/sed009.html">2009 Meeting Papers</A> 56, Society for Economic Dynamics. <LI class="list-group-item downgate"> Seth Neumuller & Casey Rothschild, 2017. "<B><A HREF="/a/red/issued/16-22.html">Financial Sophistication and Portfolio Choice over the Life Cycle</A></B>," <A HREF="/s/red/issued.html">Review of Economic Dynamics</A>, Elsevier for the Society for Economic Dynamics, vol. 26, pages 243-262, October. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Seth Neumuller & Casey Rothschild, 2017. "<B><A HREF="/c/red/ccodes/16-22.html">Code and data files for "Financial Sophistication and Portfolio Choice over the Life Cycle"</A></B>," <A HREF="/s/red/ccodes.html">Computer Codes</A> 16-22, Review of Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> Michail Koubouros & Ekaterini Panopoulou, 2007. "<B><A HREF="/a/sae/emffin/v6y2007i2p203-227.html">Intertemporal Market Risks and the Crossâ€“Section of Greek Average Returns</A></B>," <A HREF="/s/sae/emffin.html">Journal of Emerging Market Finance</A>, Institute for Financial Management and Research, vol. 6(2), pages 203-227, May. <LI class="list-group-item downgate"> Higashi, Youichiro & Hyogo, Kazuya & Takeoka, Norio, 2009. "<B><A HREF="/a/eee/jetheo/v144y2009i3p1015-1053.html">Subjective random discounting and intertemporal choice</A></B>," <A HREF="/s/eee/jetheo.html">Journal of Economic Theory</A>, Elsevier, vol. 144(3), pages 1015-1053, May. <LI class="list-group-item downnone"> Arie Kapteyn & Federica Teppa, 2003. "<B><A HREF="/a/ecj/econjl/v113y2003i486pc140-c152.html">Hypothetical Intertemporal Consumption Choices</A></B>," <A HREF="/s/ecj/econjl.html">Economic Journal</A>, Royal Economic Society, vol. 113(486), pages 140-152, March. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Kapteyn, A. & Teppa, F., 2001. "<B><A HREF="/p/tiu/tiutis/48fc0f6e-d2d8-40e0-b30c-5bf9ebe2de4d.html">Hypothetical Intertemporal Consumption Choices</A></B>," <A HREF="/s/tiu/tiutis.html">Other publications TiSEM</A> 48fc0f6e-d2d8-40e0-b30c-5, Tilburg University, School of Economics and Management. <LI class="list-group-item downfree"> Kapteyn, Arie & Federica Teppa, 2002. "<B><A HREF="/p/ecj/ac2002/111.html">Hypothetical Intertemporal Consumption Choices</A></B>," <A HREF="/s/ecj/ac2002.html">Royal Economic Society Annual Conference 2002</A> 111, Royal Economic Society. <LI class="list-group-item downfree"> Kapteyn, A. & Teppa, F., 2001. "<B><A HREF="/p/tiu/tiucen/48fc0f6e-d2d8-40e0-b30c-5bf9ebe2de4d.html">Hypothetical Intertemporal Consumption Choices</A></B>," <A HREF="/s/tiu/tiucen.html">Discussion Paper</A> 2001-31, Tilburg University, Center for Economic Research. </UL></div> <LI class="list-group-item downfree"> Bruno C. Giovannetti, 2013. "<B><A HREF="/a/wly/revfec/v22y2013i4p169-179.html">Asset pricing under quantile utility maximization</A></B>," <A HREF="/s/wly/revfec.html">Review of Financial Economics</A>, John Wiley & Sons, vol. 22(4), pages 169-179, November. <div class="publishedas"><UL> <LI class="list-group-item downgate"> Giovannetti, Bruno C., 2013. "<B><A HREF="/a/eee/revfin/v22y2013i4p169-179.html">Asset pricing under quantile utility maximization</A></B>," <A HREF="/s/eee/revfin.html">Review of Financial Economics</A>, Elsevier, vol. 22(4), pages 169-179. </UL></div> <div class="otherversion"><UL> <LI class="list-group-item downfree"> Bruno Cara Giovannetti, 2012. "<B><A HREF="/p/spa/wpaper/2012wpecon16.html">Asset Pricing under Quantile Utility Maximization</A></B>," <A HREF="/s/spa/wpaper.html">Working Papers, Department of Economics</A> 2012_16, University of São Paulo (FEA-USP). </UL></div> <LI class="list-group-item downfree"> Mira Frick & Ryota Iijima & Tomasz Strzalecki, 2019. "<B><A HREF="/a/wly/emetrp/v87y2019i6p1941-2002.html">Dynamic Random Utility</A></B>," <A HREF="/s/wly/emetrp.html">Econometrica</A>, Econometric Society, vol. 87(6), pages 1941-2002, November. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Mira Frick & Ryota Iijima & Tomasz Strzalecki, 2017. "<B><A HREF="/p/cwl/cwldpp/2092r.html">Dynamic Random Utility</A></B>," <A HREF="/s/cwl/cwldpp.html">Cowles Foundation Discussion Papers</A> 2092R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2018. <LI class="list-group-item downfree"> Mira Frick & Ryota Iijima & Tomasz Strzalecki, 2017. "<B><A HREF="/p/cwl/cwldpp/2092.html">Dynamic Random Utility</A></B>," <A HREF="/s/cwl/cwldpp.html">Cowles Foundation Discussion Papers</A> 2092, Cowles Foundation for Research in Economics, Yale University. </UL></div> <LI class="list-group-item downgate"> Lee, Wai, 1997. "<B><A HREF="/a/eee/quaeco/v37y1997i2p491-510.html">Covariance risk, consumption risk, and international stock market returns</A></B>," <A HREF="/s/eee/quaeco.html">The Quarterly Review of Economics and Finance</A>, Elsevier, vol. 37(2), pages 491-510. <LI class="list-group-item downgate"> Alexis Direr, 2023. "<B><A HREF="/a/wsi/ijtafx/v26y2023i06n07ns0219024923500267.html">Portfolio Choice With Time Horizon Risk</A></B>," <A HREF="/s/wsi/ijtafx.html">International Journal of Theoretical and Applied Finance (IJTAF)</A>, World Scientific Publishing Co. Pte. Ltd., vol. 26(06n07), pages 1-19, November. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Alexis Direr, 2020. "<B><A HREF="/p/hal/wpaper/hal-02879759.html">Portfolio choice with time horizon risk</A></B>," <A HREF="/s/hal/wpaper.html">Working Papers</A> hal-02879759, HAL. <LI class="list-group-item downfree"> Alexis Direr, 2023. "<B><A HREF="/p/hal/journl/hal-04501750.html">Portfolio Choice With Time Horizon Risk</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> hal-04501750, HAL. <LI class="list-group-item downfree"> Alexis DIRER, 2021. "<B><A HREF="/p/leo/wpaper/2916.html">Portfolio Choice with Time Horizon Risk</A></B>," <A HREF="/s/leo/wpaper.html">LEO Working Papers / DR LEO</A> 2916, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans. </UL></div> <LI class="list-group-item downnone"> Jawwad Noor, 2005. "<B><A HREF="/p/bos/wpaper/wp2005-15.html">Temptation, Welfare and Revealed Preference</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> WP2005-15, Boston University - Department of Economics. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Jawwad Noor, 2005. "<B><A HREF="/p/wpa/wuwpmi/0509009.html">Temptation, Welfare and Revealed Preference</A></B>," <A HREF="/s/wpa/wuwpmi.html">Microeconomics</A> 0509009, University Library of Munich, Germany. <LI class="list-group-item downnone"> Jawwad Noor, 2006. "<B><A HREF="/p/bos/wpaper/wp2006-025.html">Temptation, Welfare and Revealed Preference</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> WP2006-025, Boston University - Department of Economics. <LI class="list-group-item downnone"> Jawwad Noor, 2007. "<B><A HREF="/p/bos/wpaper/wp2007-008.html">Temptation, Welfare and Revealed Preference</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> WP2007-008, Boston University - Department of Economics. </UL></div> <LI class="list-group-item downfree"> Levent Akdeniz & W. Davis Dechert, "undated". "<B><A HREF="/p/sce/scecf6/_064.html">Risk and Return in a Dynamic Asset Pricing Model</A></B>," <A HREF="/s/sce/scecf6.html">Computing in Economics and Finance 1996</A> _064, Society for Computational Economics. <LI class="list-group-item downfree"> René Garcia & Richard Luger, 2007. "<B><A HREF="/a/wly/canjec/v40y2007i2p561-583.html">The Canadian macroeconomy and the yield curve: an equilibrium‐based approach</A></B>," <A HREF="/s/wly/canjec.html">Canadian Journal of Economics/Revue canadienne d'économique</A>, John Wiley & Sons, vol. 40(2), pages 561-583, May. <div class="publishedas"><UL> <LI class="list-group-item downnone"> René Garcia & Richard Luger, 2007. "<B><A HREF="/a/cje/issued/v40y2007i2p561-583.html">The Canadian macroeconomy and the yield curve: an equilibrium-based approach</A></B>," <A HREF="/s/cje/issued.html">Canadian Journal of Economics</A>, Canadian Economics Association, vol. 40(2), pages 561-583, May. </UL></div> <div class="otherversion"><UL> <LI class="list-group-item downfree"> René Garcia & Richard Luger, 2005. "<B><A HREF="/p/bca/bocawp/05-36.html">The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach</A></B>," <A HREF="/s/bca/bocawp.html">Staff Working Papers</A> 05-36, Bank of Canada. </UL></div> <LI class="list-group-item downgate"> Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023. "<B><A HREF="/a/taf/quantf/v23y2023i3p471-495.html">Optimal asset allocation for commodity sovereign wealth funds</A></B>," <A HREF="/s/taf/quantf.html">Quantitative Finance</A>, Taylor & Francis Journals, vol. 23(3), pages 471-495, March. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2020. "<B><A HREF="/p/aah/create/2020-10.html">Optimal Asset Allocation for Commodity Sovereign Wealth Funds</A></B>," <A HREF="/s/aah/create.html">CREATES Research Papers</A> 2020-10, Department of Economics and Business Economics, Aarhus University. </UL></div> <LI class="list-group-item downgate"> Fahrenwaldt, Matthias Albrecht & Jensen, Ninna Reitzel & Steffensen, Mogens, 2020. "<B><A HREF="/a/eee/mateco/v90y2020icp95-108.html">Nonrecursive separation of risk and time preferences</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 90(C), pages 95-108. <LI class="list-group-item downfree"> Röhe, Oke & Stähler, Nikolai, 2020. "<B><A HREF="/p/zbw/bubdps/152020.html">Demographics and the decline in firm entry: Lessons from a life-cycle model</A></B>," <A HREF="/s/zbw/bubdps.html">Discussion Papers</A> 15/2020, Deutsche Bundesbank. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Röhe, Oke & Stähler, Nikolai, 2020. "<B><A HREF="/p/zbw/vfsc20/224603.html">Demographics and the Decline in Firm Entry: Lessons from a Life-Cycle Model</A></B>," <A HREF="/s/zbw/vfsc20.html">VfS Annual Conference 2020 (Virtual Conference): Gender Economics</A> 224603, Verein für Socialpolitik / German Economic Association. </UL></div> <LI class="list-group-item downfree"> Lukasz Rachel & Thomas Smith, 2015. "<B><A HREF="/p/cfm/wpaper/1605.html">Secular Drivers of the Global Real Interest Rate</A></B>," <A HREF="/s/cfm/wpaper.html">Discussion Papers</A> 1605, Centre for Macroeconomics (CFM). <div class="otherversion"><UL> <LI class="list-group-item downfree"> Rachel, Lukasz & Smith, Thomas D, 2016. "<B><A HREF="/p/ehl/lserod/86242.html">Secular drivers of the global real interest rate</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 86242, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downfree"> Rachel, Lukasz & Smith, Thomas, 2015. "<B><A HREF="/p/boe/boeewp/0571.html">Secular drivers of the global real interest rate</A></B>," <A HREF="/s/boe/boeewp.html">Bank of England working papers</A> 571, Bank of England. </UL></div> <LI class="list-group-item downfree"> Ina Simonovska & Espen Henriksen, 2013. "<B><A HREF="/p/red/sed013/1258.html">Time-Varying Risk Premia and Capital Flows to Developing Countries</A></B>," <A HREF="/s/red/sed013.html">2013 Meeting Papers</A> 1258, Society for Economic Dynamics. <LI class="list-group-item downfree"> Julian Thimme & Clemens Völkert, 2015. "<B><A HREF="/a/wly/revfec/v27y2015i1p1-15.html">High order smooth ambiguity preferences and asset prices</A></B>," <A HREF="/s/wly/revfec.html">Review of Financial Economics</A>, John Wiley & Sons, vol. 27(1), pages 1-15, November. <LI class="list-group-item downgate"> Easley, David & Yang, Liyan, 2015. "<B><A HREF="/a/eee/jetheo/v160y2015icp494-516.html">Loss aversion, survival and asset prices</A></B>," <A HREF="/s/eee/jetheo.html">Journal of Economic Theory</A>, Elsevier, vol. 160(C), pages 494-516. <LI class="list-group-item downgate"> Lars Peter Hansen & José A. Scheinkman, 2009. "<B><A HREF="/a/ecm/emetrp/v77y2009i1p177-234.html">Long-Term Risk: An Operator Approach</A></B>," <A HREF="/s/ecm/emetrp.html">Econometrica</A>, Econometric Society, vol. 77(1), pages 177-234, January. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Lars Peter Hansen & Jose Scheinkman, 2006. "<B><A HREF="/p/nbr/nberwo/12650.html">Long Term Risk: An Operator Approach</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 12650, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Lars Peter Hansen & Jose A Sheinkman, 2007. "<B><A HREF="/p/cla/levrem/122247000000001669.html">Long-term Risk: An Operator Approach</A></B>," <A HREF="/s/cla/levrem.html">Levine's Bibliography</A> 122247000000001669, UCLA Department of Economics. </UL></div> <LI class="list-group-item downfree"> Jens Larsen & Ben May & James Talbot, 2003. "<B><A HREF="/p/boe/boeewp/200.html">Estimating real interest rates for the United Kingdom</A></B>," <A HREF="/s/boe/boeewp.html">Bank of England working papers</A> 200, Bank of England. <LI class="list-group-item downfree"> Hongjun Yan, 2008. "<B><A HREF="/a/inm/ormnsc/v54y2008i11p1935-1950.html">Natural Selection in Financial Markets: Does It Work?</A></B>," <A HREF="/s/inm/ormnsc.html">Management Science</A>, INFORMS, vol. 54(11), pages 1935-1950, November. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Hongjun Yan, 2008. "<B><A HREF="/p/ysm/wpaper/amz2648.html">Natural Selection in Financial Markets: Does it Work?</A></B>," <A HREF="/s/ysm/wpaper.html">Yale School of Management Working Papers</A> amz2648, Yale School of Management, revised 01 May 2008. </UL></div> <LI class="list-group-item downfree"> , & ,, 2015. "<B><A HREF="/a/the/publsh/1340.html">Hidden actions and preferences for timing of resolution of uncertainty</A></B>," <A HREF="/s/the/publsh.html">Theoretical Economics</A>, Econometric Society, vol. 10(2), May. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Haluk Ergin & Todd Sarver, 2012. "<B><A HREF="/p/nwu/cmsems/1567.html">Hidden Actions and Preferences for Timing of Resolution of Uncertainty</A></B>," <A HREF="/s/nwu/cmsems.html">Discussion Papers</A> 1567, Northwestern University, Center for Mathematical Studies in Economics and Management Science. </UL></div> <LI class="list-group-item downfree"> Alvarez, Fernando & Jermann, Urban J., 2001. 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"<B><A HREF="/p/wiw/wiwwuw/wuwp159.html">International Portfolios: A Comparison of Solution Methods</A></B>," <A HREF="/s/wiw/wiwwuw.html">Department of Economics Working Papers</A> wuwp159, Vienna University of Economics and Business, Department of Economics. <LI class="list-group-item downfree"> Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "<B><A HREF="/p/wiw/wus005/4068.html">International Portfolios: A Comparison of Solution Methods</A></B>," <A HREF="/s/wiw/wus005.html">Department of Economics Working Paper Series</A> 159, WU Vienna University of Economics and Business. </UL></div> <LI class="list-group-item downfree"> Lei Shi, 2010. 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"<B><A HREF="/a/oup/restud/v77y2010i2p779-805.html">Information Acquisition and Under-Diversification</A></B>," <A HREF="/s/oup/restud.html">The Review of Economic Studies</A>, Review of Economic Studies Ltd, vol. 77(2), pages 779-805. <div class="otherversion"><UL> <LI class="list-group-item downnone"> Laura Veldkamp & Stijn Van Nieuwerburgh, 2008. "<B><A HREF="/p/ste/nystbu/08-21.html">Information Acquisition and Under-Diversification</A></B>," <A HREF="/s/ste/nystbu.html">Working Papers</A> 08-21, New York University, Leonard N. Stern School of Business, Department of Economics. <LI class="list-group-item downfree"> Stijn Van Nieuwerburgh & Laura Veldkamp, 2008. "<B><A HREF="/p/nbr/nberwo/13904.html">Information Acquisition and Under-Diversification</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 13904, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2021. 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Markiewicz & Rafal Raciborski, 2018. "<B><A HREF="/p/tin/wpaper/20180075.html">Income Inequality and Stock Market Returns</A></B>," <A HREF="/s/tin/wpaper.html">Tinbergen Institute Discussion Papers</A> 18-075/IV, Tinbergen Institute. <LI class="list-group-item downfree"> Agnieszka Markiewicz & Rafal Raciborski, 2020. "<B><A HREF="/c/red/ccodes/19-128.html">Code and data files for "Income Inequality and Stock Market Returns"</A></B>," <A HREF="/s/red/ccodes.html">Computer Codes</A> 19-128, Review of Economic Dynamics. </UL></div> <LI class="list-group-item downgate"> Calvet, Laurent E. & Fisher, Adlai J., 2008. "<B><A HREF="/a/eee/mateco/v44y2008i2p207-226.html">Multifrequency jump-diffusions: An equilibrium approach</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 44(2), pages 207-226, January. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Laurent E. Calvet & Adlai J. Fisher, 2006. 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Ludvigson, 2011. "<B><A HREF="/p/nbr/nberwo/17130.html">An Estimation of Economic Models with Recursive Preferences</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 17130, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C., 2013. "<B><A HREF="/p/ehl/lserod/37392.html">An estimation of economic models with recursive preferences</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 37392, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downfree"> Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012. 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"<B><A HREF="/p/tiu/tiutis/662d119c-2ff6-4da5-8bc0-5cbb86d71c15.html">Consumption, Productivity Growth and the Interest Rate</A></B>," <A HREF="/s/tiu/tiutis.html">Other publications TiSEM</A> 662d119c-2ff6-4da5-8bc0-5, Tilburg University, School of Economics and Management. </UL></div> <LI class="list-group-item downgate"> Markus Leippold & Fabio Trojani & Paolo Vanini, 2008. "<B><A HREF="/a/oup/rfinst/v21y2008i6p2565-2597.html">Learning and Asset Prices Under Ambiguous Information</A></B>," <A HREF="/s/oup/rfinst.html">The Review of Financial Studies</A>, Society for Financial Studies, vol. 21(6), pages 2565-2597, November. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Fabio Trojani & Markus Leippold & Paolo Vanini, 2005. "<B><A HREF="/p/usg/dp2005/2005-03.html">Learning and Asset Prices under Ambiguous Information</A></B>," <A HREF="/s/usg/dp2005.html">University of St. Gallen Department of Economics working paper series 2005</A> 2005-03, Department of Economics, University of St. Gallen. </UL></div> <LI class="list-group-item downgate"> Joshi, Sumit, 1995. "<B><A HREF="/a/eee/mateco/v24y1995i6p601-617.html">Recursive utility and optimal growth under uncertainty</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 24(6), pages 601-617. <LI class="list-group-item downfree"> Lars Peter Hansen, 2008. "<B><A HREF="/p/nbr/nberwo/14243.html">Modeling the Long Run: Valuation in Dynamic Stochastic Economies</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 14243, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Qiang Kang, 2019. "<B><A HREF="/a/kap/annfin/v15y2019i4d10.1007_s10436-019-00347-y.html">Business-cycle pattern of asset returns: a general equilibrium explanation</A></B>," <A HREF="/s/kap/annfin.html">Annals of Finance</A>, Springer, vol. 15(4), pages 539-561, December. <LI class="list-group-item downgate"> Maennig, Wolfgang & Wilhelm, Stefan, 2023. "<B><A HREF="/a/eee/ecmode/v129y2023ics0264999323003723.html">News and noise in crime politics: The role of announcements and risk attitudes</A></B>," <A HREF="/s/eee/ecmode.html">Economic Modelling</A>, Elsevier, vol. 129(C). <div class="otherversion"><UL> <LI class="list-group-item downfree"> Wolfgang Maennig & Stefan Wilhelm, 2022. "<B><A HREF="/p/hce/wpaper/072.html">News and Noise in Crime Politics: The Role of Announcements and Risk Attitudes</A></B>," <A HREF="/s/hce/wpaper.html">Working Papers</A> 072, Chair for Economic Policy, University of Hamburg. </UL></div> <LI class="list-group-item downfree"> Chiaki Hara, 2020. "<B><A HREF="/p/kyo/wpaper/1019.html">A Ranking over "More Risk Averse Than" Relations and its Application to the Smooth Ambiguity Model</A></B>," <A HREF="/s/kyo/wpaper.html">KIER Working Papers</A> 1019, Kyoto University, Institute of Economic Research. <LI class="list-group-item downfree"> Ric Colacito & Max Croce & Steven Ho & Philip Howard, 2018. "<B><A HREF="/a/aea/aecrev/v108y2018i11p3416-49.html">BKK the EZ Way: International Long-Run Growth News and Capital Flows</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 108(11), pages 3416-3449, November. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Croce, Mariano & Colacito, Ric & Ho, Steven & Howard, Philip, 2018. "<B><A HREF="/p/cpr/ceprdp/12783.html">BKK the EZ Way. International Long-Run Growth News and Capital Flows</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 12783, C.E.P.R. 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"<B><A HREF="/p/arx/papers/1512.06960.html">Sovereign Default Risk and Uncertainty Premia</A></B>," <A HREF="/s/arx/papers.html">Papers</A> 1512.06960, arXiv.org. <LI class="list-group-item downgate"> Peter Gottschalk & Enrico Spolaore, 2002. "<B><A HREF="/a/oup/restud/v69y2002i1p191-208.html">On the Evaluation of Economic Mobility</A></B>," <A HREF="/s/oup/restud.html">The Review of Economic Studies</A>, Review of Economic Studies Ltd, vol. 69(1), pages 191-208. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Peter Gottschalk & Enrico Spolaore, 1998. "<B><A HREF="/p/boc/bocoec/407.html">On the Evaluation of Economic Mobility</A></B>," <A HREF="/s/boc/bocoec.html">Boston College Working Papers in Economics</A> 407., Boston College Department of Economics. <LI class="list-group-item downfree"> Peter Gottschalk & Enrico Spolare, 2001. 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"<B><A HREF="/a/spr/empeco/v61y2021i6d10.1007_s00181-020-02010-2.html">Economic disasters and aggregate investment</A></B>," <A HREF="/s/spr/empeco.html">Empirical Economics</A>, Springer, vol. 61(6), pages 3087-3124, December. <LI class="list-group-item downfree"> Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018. "<B><A HREF="/a/bla/jfinan/v73y2018i1p317-373.html">A Model of Monetary Policy and Risk Premia</A></B>," <A HREF="/s/bla/jfinan.html">Journal of Finance</A>, American Finance Association, vol. 73(1), pages 317-373, February. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014. "<B><A HREF="/p/nbr/nberwo/20141.html">A Model of Monetary Policy and Risk Premia</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 20141, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Smith, William T., 1999. "<B><A HREF="/a/eee/jmacro/v21y1999i2p241-262.html">Risk, the Spirit of Capitalism and Growth: The Implications of a Preference for Capital</A></B>," <A HREF="/s/eee/jmacro.html">Journal of Macroeconomics</A>, Elsevier, vol. 21(2), pages 241-262, April. <LI class="list-group-item downfree"> Francesco Drudi & Roberto Violi, 1999. "<B><A HREF="/a/prs/ecoprv/ecop_0249-4744_1999_num_140_4_5972.html">Structure par terme des taux d'intérêt, volatilité et primes de risque : applications au marché de l'Eurolire</A></B>," <A HREF="/s/prs/ecoprv.html">Économie et Prévision</A>, Programme National Persée, vol. 140(4), pages 21-34. <LI class="list-group-item downgate"> Aldrich Eric Mark & Kung Howard, 2021. "<B><A HREF="/a/bpj/sndecm/v25y2021i1p26n5.html">Computational Methods for Production-Based Asset Pricing Models with Recursive Utility</A></B>," <A HREF="/s/bpj/sndecm.html">Studies in Nonlinear Dynamics & Econometrics</A>, De Gruyter, vol. 25(1), pages 1-26, February. <LI class="list-group-item downfree"> Daniel Harenberg & Alexander Ludwig, 2019. "<B><A HREF="/a/wly/iecrev/v60y2019i2p661-692.html">Idiosyncratic Risk, Aggregate Risk, And The Welfare Effects Of Social Security</A></B>," <A HREF="/s/wly/iecrev.html">International Economic Review</A>, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 661-692, May. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Daniel Harenberg & Ludwig, Alexander, 2015. "<B><A HREF="/p/mea/meawpa/201403.html">Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security</A></B>," <A HREF="/s/mea/meawpa.html">MEA discussion paper series</A> 201403, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy. <LI class="list-group-item downfree"> Harenberg, Daniel & Ludwig, Alexander, 2018. "<B><A HREF="/p/zbw/zewdip/18016.html">Idiosyncratic risk, aggregate risk, and the welfare effects of social security</A></B>," <A HREF="/s/zbw/zewdip.html">ZEW Discussion Papers</A> 18-016, ZEW - Leibniz Centre for European Economic Research. <LI class="list-group-item downfree"> Harenberg, Daniel & Ludwig, Alexander, 2017. 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"<B><A HREF="/p/red/sed017/1033.html">"Permanent Income" Inequality</A></B>," <A HREF="/s/red/sed017.html">2017 Meeting Papers</A> 1033, Society for Economic Dynamics. <LI class="list-group-item downfree"> Brant Abbott & Giovanni Gallipoli, 2019. "<B><A HREF="/p/hka/wpaper/2019-011.html">Permanent-Income Inequality</A></B>," <A HREF="/s/hka/wpaper.html">Working Papers</A> 2019-011, Human Capital and Economic Opportunity Working Group. <LI class="list-group-item downfree"> Brant Abbott & Giovanni Gallipoli, 2019. "<B><A HREF="/p/qed/wpaper/1411.html">Permanent-Income Inequality</A></B>," <A HREF="/s/qed/wpaper.html">Working Paper</A> 1411, Economics Department, Queen's University. <LI class="list-group-item downgate"> Gallipoli, Giovanni & Abbott, Brant, 2019. "<B><A HREF="/p/cpr/ceprdp/13540.html">Permanent-Income Inequality</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 13540, C.E.P.R. 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"<B><A HREF="/a/ebl/ecbull/eb-19-00289.html">Recursive preferences, long-run risks, and stock valuation</A></B>," <A HREF="/s/ebl/ecbull.html">Economics Bulletin</A>, AccessEcon, vol. 39(2), pages 996-1004. <LI class="list-group-item downgate"> Engsted, Tom & Pedersen, Thomas Q., 2012. "<B><A HREF="/a/eee/empfin/v19y2012i2p241-253.html">Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model</A></B>," <A HREF="/s/eee/empfin.html">Journal of Empirical Finance</A>, Elsevier, vol. 19(2), pages 241-253. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Tom Engsted & Thomas Q. Pedersen, 2008. "<B><A HREF="/p/aah/create/2008-27.html">Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model</A></B>," <A HREF="/s/aah/create.html">CREATES Research Papers</A> 2008-27, Department of Economics and Business Economics, Aarhus University. </UL></div> <LI class="list-group-item downgate"> V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013. "<B><A HREF="/a/bla/ijethy/v9y2013i1p23-33.html">Fixed point for local contractions: Applications to recursive utility</A></B>," <A HREF="/s/bla/ijethy.html">International Journal of Economic Theory</A>, The International Society for Economic Theory, vol. 9(1), pages 23-33, March. <div class="otherversion"><UL> <LI class="list-group-item downnone"> Victor Filipe Martins da Rocha & Yiannis Vailakis, 2013. "<B><A HREF="/p/hal/journl/hal-00734522.html">Fixed-point for local contractions: applications to recursive utility</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> hal-00734522, HAL. </UL></div> <LI class="list-group-item downfree"> Frank Milne & Edwin H. Neave, 2003. 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"<B><A HREF="/a/taf/nzecpp/v48y2014i2p240-253.html">Tax policy with uncertain future costs: Some simple models</A></B>," <A HREF="/s/taf/nzecpp.html">New Zealand Economic Papers</A>, Taylor & Francis Journals, vol. 48(2), pages 240-253, August. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Ball, Christopher & Creedy, John, 2013. "<B><A HREF="/p/vuw/vuwcpf/18781.html">Tax Policy with Uncertain Future Costs: Some Simple Models</A></B>," <A HREF="/s/vuw/vuwcpf.html">Working Paper Series</A> 18781, Victoria University of Wellington, Chair in Public Finance. <LI class="list-group-item downfree"> Christopher Ball & John Creedy, 2013. "<B><A HREF="/p/nzt/nztwps/13-07.html">Tax Policy with Uncertain Future Costs: Some Simple Models</A></B>," <A HREF="/s/nzt/nztwps.html">Treasury Working Paper Series</A> 13/07, New Zealand Treasury. </UL></div> <LI class="list-group-item downgate"> Guo, Jing & He, Xue Dong, 2017. "<B><A HREF="/a/eee/dyncon/v76y2017icp86-108.html">Equilibrium asset pricing with Epstein-Zin and loss-averse investors</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 76(C), pages 86-108. <LI class="list-group-item downgate"> Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2017. "<B><A HREF="/a/ucp/jpolec/doi10.1086-690950.html">Optimal Financial Knowledge and Wealth Inequality</A></B>," <A HREF="/s/ucp/jpolec.html">Journal of Political Economy</A>, University of Chicago Press, vol. 125(2), pages 431-477. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013. 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"<B><A HREF="/a/bla/jfinan/v65y2010i1p123-146.html">A Habit‐Based Explanation of the Exchange Rate Risk Premium</A></B>," <A HREF="/s/bla/jfinan.html">Journal of Finance</A>, American Finance Association, vol. 65(1), pages 123-146, February. <div class="otherversion"><UL> <LI class="list-group-item downnone"> Adrien Verdelhan, 2005. "<B><A HREF="/p/bos/wpaper/wp2005-032.html">A Habit-Based Explanation of the Exchange Rate Risk Premium</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> WP2005-032, Boston University - Department of Economics. <LI class="list-group-item downfree"> Adrien Verdelhan, 2006. "<B><A HREF="/p/sce/scecfa/217.html">A Habit-Based Explanation of the Exchange Rate Risk Premium</A></B>," <A HREF="/s/sce/scecfa.html">Computing in Economics and Finance 2006</A> 217, Society for Computational Economics. <LI class="list-group-item downnone"> Adrien Verdelhan, 2006. "<B><A HREF="/p/bos/wpaper/wp2006-047.html">A Habit-Based Explanation of the Exchange Rate Risk Premium</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> WP2006-047, Boston University - Department of Economics. <LI class="list-group-item downfree"> Adrien Verdelhan, 2006. "<B><A HREF="/p/red/sed006/872.html">A Habit-Based Explanation of the Exchange Rate Risk Premium</A></B>," <A HREF="/s/red/sed006.html">2006 Meeting Papers</A> 872, Society for Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> Thomas D. Tallarini & Amir Yaron & Ravi Bansal, 2008. "<B><A HREF="/p/red/sed008/918.html">The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution</A></B>," <A HREF="/s/red/sed008.html">2008 Meeting Papers</A> 918, Society for Economic Dynamics. <LI class="list-group-item downgate"> Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005. "<B><A HREF="/a/eee/mateco/v41y2005i1-2p43-66.html">Evolutionary stability of portfolio rules in incomplete markets</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 41(1-2), pages 43-66, February. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003. "<B><A HREF="/p/kud/kuiedp/0303.html">Evolutionary Stability of Portfolio Rules in Incomplete Markets</A></B>," <A HREF="/s/kud/kuiedp.html">Discussion Papers</A> 03-03, University of Copenhagen. Department of Economics. </UL></div> <LI class="list-group-item downfree"> Jerry Tsai & Jessica A. Wachter, 2014. "<B><A HREF="/p/nbr/nberwo/20062.html">Rare Booms and Disasters in a Multi-sector Endowment Economy</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 20062, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Michael Donadelli & Marcus Jüppner & Sergio Vergalli, 2022. "<B><A HREF="/a/kap/enreec/v83y2022i1d10.1007_s10640-021-00579-5.html">Temperature Variability and the Macroeconomy: A World Tour</A></B>," <A HREF="/s/kap/enreec.html">Environmental & Resource Economics</A>, Springer;European Association of Environmental and Resource Economists, vol. 83(1), pages 221-259, September. <LI class="list-group-item downfree"> Antoine Bommier & Bruno Lanz & Stéphane Zuber, 2014. "<B><A HREF="/p/mse/cesdoc/14017.html">Fair management of social risk</A></B>," <A HREF="/s/mse/cesdoc.html">Documents de travail du Centre d'Economie de la Sorbonne</A> 14017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. <LI class="list-group-item downgate"> Moutanabbir, Khouzeima & Noureldin, Diaa, 2020. "<B><A HREF="/a/eee/reveco/v69y2020icp708-730.html">Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds</A></B>," <A HREF="/s/eee/reveco.html">International Review of Economics & Finance</A>, Elsevier, vol. 69(C), pages 708-730. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Diaa Noureldin & Khouzeima Moutanabbir, 2018. "<B><A HREF="/p/erg/wpaper/1172.html">Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds</A></B>," <A HREF="/s/erg/wpaper.html">Working Papers</A> 1172, Economic Research Forum, revised 25 Mar 2008. </UL></div> <LI class="list-group-item downfree"> Sang Byung Seo & Jessica A. Wachter, 2016. "<B><A HREF="/p/nbr/nberwo/22723.html">Do Rare Events Explain CDX Tranche Spreads?</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 22723, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Łukasz Balbus, 2020. "<B><A HREF="/a/spr/joecth/v70y2020i2d10.1007_s00199-019-01221-8.html">On recursive utilities with non-affine aggregator and conditional certainty equivalent</A></B>," <A HREF="/s/spr/joecth.html">Economic Theory</A>, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 551-577, September. <LI class="list-group-item downgate"> Jessica A. Wachter, 2010. "<B><A HREF="/a/anr/refeco/v2y2010p175-206.html">Asset Allocation</A></B>," <A HREF="/s/anr/refeco.html">Annual Review of Financial Economics</A>, Annual Reviews, vol. 2(1), pages 175-206, December. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Jessica Wachter, 2010. "<B><A HREF="/p/nbr/nberwo/16255.html">Asset Allocation</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 16255, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Dirk Krueger & Felix Kubler, 2006. "<B><A HREF="/a/aea/aecrev/v96y2006i3p737-755.html">Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 96(3), pages 737-755, June. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Dirk Krueger & Felix Kubler, 2003. "<B><A HREF="/p/nbr/nberwo/9410.html">Pareto Improving Social Security Reform when Financial Markets are Incomplete?</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 9410, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Krueger, Dirk & KÃ¼bler, Felix, 2005. "<B><A HREF="/p/cpr/ceprdp/5039.html">Pareto Improving Social Security Reform when Financial Markets Are Incomplete</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 5039, C.E.P.R. Discussion Papers. <LI class="list-group-item downfree"> Krueger, Dirk & Kubler, Felix, 2005. "<B><A HREF="/p/zbw/cfswop/200512.html">Pareto improving social security reform when financial markets are incomplete!?</A></B>," <A HREF="/s/zbw/cfswop.html">CFS Working Paper Series</A> 2005/12, Center for Financial Studies (CFS). </UL></div> <LI class="list-group-item downfree"> Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2006. "<B><A HREF="/p/crs/wpaper/2006-28.html">Pricing and Inference with Mixtures of Conditionally Normal Processes</A></B>," <A HREF="/s/crs/wpaper.html">Working Papers</A> 2006-28, Center for Research in Economics and Statistics. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Bertholon, H. & Monfort, A. & Pegoraro, F., 2007. "<B><A HREF="/p/bfr/banfra/188.html">Pricing and Inference with Mixtures of Conditionally Normal Processes</A></B>," <A HREF="/s/bfr/banfra.html">Working papers</A> 188, Banque de France. </UL></div> <LI class="list-group-item downfree"> Chabakauri, Georgy, 2010. "<B><A HREF="/p/ehl/lserod/43142.html">Asset pricing with heterogeneous investors and portfolio constraints</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 43142, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downgate"> Lopes, Paula & Michaelides, Alexander, 2007. "<B><A HREF="/a/eee/finlet/v4y2007i2p82-91.html">Rare events and annuity market participation</A></B>," <A HREF="/s/eee/finlet.html">Finance Research Letters</A>, Elsevier, vol. 4(2), pages 82-91, June. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Lopes, Paula & Michaelides, Alexander, 2005. "<B><A HREF="/p/ehl/lserod/24672.html">Rare events and annuity market participation</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 24672, London School of Economics and Political Science, LSE Library. </UL></div> <LI class="list-group-item downgate"> Goswami, Gautam & Tan, Sinan & Waisman, Maya, 2014. "<B><A HREF="/a/eee/finsta/v15y2014icp76-90.html">Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth</A></B>," <A HREF="/s/eee/finsta.html">Journal of Financial Stability</A>, Elsevier, vol. 15(C), pages 76-90. <LI class="list-group-item downfree"> Angelo Melino, 2010. "<B><A HREF="/a/wly/canjec/v43y2010i2p405-422.html">Measuring the cost of economic fluctuations with preferences that rationalize the equity premium</A></B>," <A HREF="/s/wly/canjec.html">Canadian Journal of Economics/Revue canadienne d'économique</A>, John Wiley & Sons, vol. 43(2), pages 405-422, May. <div class="publishedas"><UL> <LI class="list-group-item downgate"> Angelo Melino, 2010. "<B><A HREF="/a/cje/issued/v43y2010i2p405-422.html">Measuring the cost of economic fluctuations with preferences that rationalize the equity premium</A></B>," <A HREF="/s/cje/issued.html">Canadian Journal of Economics</A>, Canadian Economics Association, vol. 43(2), pages 405-422, May. </UL></div> <div class="otherversion"><UL> <LI class="list-group-item downfree"> Angelo Melino, 2006. "<B><A HREF="/p/tor/tecipa/tecipa-256.html">Measuring the Cost of Economic Fluctuations with Preferences that Rationalize the Equity Premium</A></B>," <A HREF="/s/tor/tecipa.html">Working Papers</A> tecipa-256, University of Toronto, Department of Economics. </UL></div> <LI class="list-group-item downfree"> Jing Guo & Xue Dong He, 2021. "<B><A HREF="/p/arx/papers/2107.05163.html">Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence</A></B>," <A HREF="/s/arx/papers.html">Papers</A> 2107.05163, arXiv.org. <LI class="list-group-item downfree"> Kosuke Aoki, 2010. "<B><A HREF="/p/red/sed010/750.html">Inflation, Money Demand and Portfolio Choice</A></B>," <A HREF="/s/red/sed010.html">2010 Meeting Papers</A> 750, Society for Economic Dynamics. <LI class="list-group-item downfree"> Carlos Carvalho & Andrea Ferrero & Felipe Mazin & Fernanda Nechio, 2023. "<B><A HREF="/p/fip/fedfwp/97243.html">Demographics and Real Interest Rates Across Countries and Over Time</A></B>," <A HREF="/s/fip/fedfwp.html">Working Paper Series</A> 2023-32, Federal Reserve Bank of San Francisco. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Carvalho, Carlos & Ferrero, Andrea & Mazin, Felipe & Nechio, Fernanda, 2023. "<B><A HREF="/p/cpr/ceprdp/18616.html">Demographics and Real Interest Rates Across Countries and Over Time</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 18616, C.E.P.R. Discussion Papers. </UL></div> <LI class="list-group-item downfree"> Raman Uppal & Harjoat Bhamra, 2016. "<B><A HREF="/p/red/sed016/1358.html">Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?</A></B>," <A HREF="/s/red/sed016.html">2016 Meeting Papers</A> 1358, Society for Economic Dynamics. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Uppal, Raman & Bhamra, Harjoat Singh, 2017. 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"<B><A HREF="/a/wly/japmet/v32y2017i2p379-400.html">Skewness Risk and Bond Prices</A></B>," <A HREF="/s/wly/japmet.html">Journal of Applied Econometrics</A>, John Wiley & Sons, Ltd., vol. 32(2), pages 379-400, March. <div class="otherversion"><UL> <LI class="list-group-item downfree"> RUGE-MURCIA, Francisco J., 2012. "<B><A HREF="/p/mtl/montde/2012-14.html">Skewness Risk and Bond Prices</A></B>," <A HREF="/s/mtl/montde.html">Cahiers de recherche</A> 2012-14, Universite de Montreal, Departement de sciences economiques. <LI class="list-group-item downfree"> Francisco Ruge-Murcia, 2012. "<B><A HREF="/p/mtl/montec/17-2012.html">Skewness Risk and Bond Prices</A></B>," <A HREF="/s/mtl/montec.html">Cahiers de recherche</A> 17-2012, Centre interuniversitaire de recherche en Ã©conomie quantitative, CIREQ. </UL></div> <LI class="list-group-item downfree"> Olesya V. Grishchenko & Zhaogang Song & Hao Zhou, 2015. "<B><A HREF="/p/fip/fedgfe/2015-95.html">Term Structure of Interest Rates with Short-run and Long-run Risks</A></B>," <A HREF="/s/fip/fedgfe.html">Finance and Economics Discussion Series</A> 2015-95, Board of Governors of the Federal Reserve System (U.S.). <LI class="list-group-item downgate"> Malamud, Semyon & Vilkov, Grigory, 2018. "<B><A HREF="/a/eee/jfinec/v129y2018i2p357-381.html">Non-myopic betas</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 129(2), pages 357-381. <LI class="list-group-item downgate"> Murray Michael P., 2017. "<B><A HREF="/a/bpj/jecome/v6y2017i1p22n1.html">Linear Model IV Estimation When Instruments Are Many or Weak</A></B>," <A HREF="/s/bpj/jecome.html">Journal of Econometric Methods</A>, De Gruyter, vol. 6(1), pages 1-22, January. <LI class="list-group-item downgate"> Poghosyan Tigran, 2012. "<B><A HREF="/a/bpj/rmeecf/v7y2012i3n1.html">Determinants of the Foreign Exchange Risk Premium in the Gulf Cooperation Council Countries</A></B>," <A HREF="/s/bpj/rmeecf.html">Review of Middle East Economics and Finance</A>, De Gruyter, vol. 7(3), pages 1-26, May. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Mr. Tigran Poghosyan, 2010. "<B><A HREF="/p/imf/imfwpa/2010-255.html">Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries</A></B>," <A HREF="/s/imf/imfwpa.html">IMF Working Papers</A> 2010/255, International Monetary Fund. </UL></div> <LI class="list-group-item downfree"> Mariko Klasing, 2008. 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"<B><A HREF="/p/nbr/nberwo/14734.html">International Portfolio Allocation under Model Uncertainty</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 14734, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Krueger, Dirk & Lustig, Hanno, 2010. "<B><A HREF="/a/eee/jetheo/v145y2010i1p1-41.html">When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?</A></B>," <A HREF="/s/eee/jetheo.html">Journal of Economic Theory</A>, Elsevier, vol. 145(1), pages 1-41, January. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Dirk Krueger & Hanno Lustig, 2006. "<B><A HREF="/p/nbr/nberwo/12634.html">When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 12634, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Eddie Dekel & Barton L. Lipman, 2010. "<B><A HREF="/a/anr/reveco/v2y2010p257-282.html">How (Not) to Do Decision Theory</A></B>," <A HREF="/s/anr/reveco.html">Annual Review of Economics</A>, Annual Reviews, vol. 2(1), pages 257-282, September. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Eddie Dekel & Barton L. Lipman, 2009. "<B><A HREF="/p/cla/levarc/814577000000000339.html">How (Not) to Do Decision Theory</A></B>," <A HREF="/s/cla/levarc.html">Levine's Working Paper Archive</A> 814577000000000339, David K. Levine. </UL></div> <LI class="list-group-item downfree"> Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013. "<B><A HREF="/p/nbr/nberwo/19705.html">Parameter Learning in General Equilibrium: The Asset Pricing Implications</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 19705, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Sang Byung Seo & Jessica A. Wachter, 2013. "<B><A HREF="/p/nbr/nberwo/19611.html">Option Prices in a Model with Stochastic Disaster Risk</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 19611, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Frederick Ploeg, 2012. "<B><A HREF="/a/kap/itaxpf/v19y2012i4p509-538.html">Bottlenecks in ramping up public investment</A></B>," <A HREF="/s/kap/itaxpf.html">International Tax and Public Finance</A>, Springer;International Institute of Public Finance, vol. 19(4), pages 509-538, August. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Rick Van der Ploeg, 2011. "<B><A HREF="/p/oxf/oxcrwp/066.html">Bottlenecks in Ramping Up Public Investment</A></B>," <A HREF="/s/oxf/oxcrwp.html">OxCarre Working Papers</A> 066, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford. </UL></div> <LI class="list-group-item">repec:hal:wpspec:info:hdl:2441/9261 is not listed on IDEAS <LI class="list-group-item downfree"> Grant, Simon & Quiggin, John, 2003. "<B><A HREF="/p/ecl/riceco/2003-14.html">The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy</A></B>," <A HREF="/s/ecl/riceco.html">Working Papers</A> 2003-14, Rice University, Department of Economics. <LI class="list-group-item downgate"> Robert J. Barro & Jose F. Ursua, 2008. "<B><A HREF="/a/aea/aecrev/v98y2008i2p58-63.html">Consumption Disasters in the Twentieth Century</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 98(2), pages 58-63, May. <LI class="list-group-item downgate"> Augeraud-Véron, Emmanuelle & Fabbri, Giorgio & Schubert, Katheline, 2021. "<B><A HREF="/a/eee/mateco/v93y2021ics0304406821000227.html">Prevention and mitigation of epidemics: Biodiversity conservation and confinement policies</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 93(C). <div class="otherversion"><UL> <LI class="list-group-item downfree"> Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2020. 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"<B><A HREF="/p/ces/ceswps/_8506.html">Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies</A></B>," <A HREF="/s/ces/ceswps.html">CESifo Working Paper Series</A> 8506, CESifo. <LI class="list-group-item downfree"> Emmanuelle Augeraud-Véron & Giorgio Fabbri & Katheline Schubert, 2020. "<B><A HREF="/p/ctl/louvir/2020026.html">Prevention And Mitigation Of Epidemics: Biodiversity Conservation And Confinement Policies</A></B>," <A HREF="/s/ctl/louvir.html">LIDAM Discussion Papers IRES</A> 2020026, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). <LI class="list-group-item downfree"> Augeraud-Véron, E. & Fabbri, G. & Schubert, K., 2020. 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"<B><A HREF="/p/zbw/safewp/263.html">Implications of money-back guarantees for individual retirement accounts: Protection then and now</A></B>," <A HREF="/s/zbw/safewp.html">SAFE Working Paper Series</A> 263, Leibniz Institute for Financial Research SAFE. <LI class="list-group-item">repec:ulb:ulbeco:2013/340821 is not listed on IDEAS <LI class="list-group-item downfree"> Hanno Lustig & Adrien Verdelhan, 2007. "<B><A HREF="/a/aea/aecrev/v97y2007i1p89-117.html">The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 97(1), pages 89-117, March. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Hanno Lustig & Adrien Verdelhan, 2004. "<B><A HREF="/p/red/sed004/136c.html">The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk</A></B>," <A HREF="/s/red/sed004.html">2004 Meeting Papers</A> 136c, Society for Economic Dynamics. <LI class="list-group-item downnone"> Hanno Lustig & Adrien Verdelhan, 2006. "<B><A HREF="/p/bos/wpaper/wp2006-045.html">The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> WP2006-045, Boston University - Department of Economics. <LI class="list-group-item downfree"> Lustig, H. & Verdelhan, A., 2006. "<B><A HREF="/p/bfr/banfra/155.html">The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk</A></B>," <A HREF="/s/bfr/banfra.html">Working papers</A> 155, Banque de France. <LI class="list-group-item downnone"> Adrien Verdelhan & Hanno Lustig, 2005. "<B><A HREF="/p/bos/wpaper/wp2005-019.html">The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> WP2005-019, Boston University - Department of Economics. </UL></div> <LI class="list-group-item downfree"> Ravi Kashyap, 2016. "<B><A HREF="/p/arx/papers/1604.04872.html">Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything</A></B>," <A HREF="/s/arx/papers.html">Papers</A> 1604.04872, arXiv.org, revised Sep 2019. <LI class="list-group-item downfree"> Georg Kaltenbrunner & Lars Lochstoer, 2007. "<B><A HREF="/p/red/sed007/25.html">Long-Run Risk through Consumption Smoothing</A></B>," <A HREF="/s/red/sed007.html">2007 Meeting Papers</A> 25, Society for Economic Dynamics. <LI class="list-group-item downgate"> Farhi, Emmanuel & Werning, Iván, 2008. "<B><A HREF="/a/eee/moneco/v55y2008i1p21-42.html">Optimal savings distortions with recursive preferences</A></B>," <A HREF="/s/eee/moneco.html">Journal of Monetary Economics</A>, Elsevier, vol. 55(1), pages 21-42, January. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Emmanuel Farhi & Iván Werning, 2008. "<B><A HREF="/p/nbr/nberwo/13720.html">Optimal Savings Distortions with Recursive Preferences</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 13720, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Bjørn Eraker, 2008. "<B><A HREF="/a/inm/ormnsc/v54y2008i12p2068-2080.html">Affine General Equilibrium Models</A></B>," <A HREF="/s/inm/ormnsc.html">Management Science</A>, INFORMS, vol. 54(12), pages 2068-2080, December. <LI class="list-group-item downgate"> Lester, Robert & Pries, Michael & Sims, Eric, 2014. "<B><A HREF="/a/eee/dyncon/v38y2014icp17-36.html">Volatility and welfare</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 38(C), pages 17-36. <LI class="list-group-item downgate"> Martin M Andreasen & Jesús Fernández-Villaverde & Juan F Rubio-Ramírez, 2018. "<B><A HREF="/a/oup/restud/v85y2018i1p1-49..html">The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications</A></B>," <A HREF="/s/oup/restud.html">The Review of Economic Studies</A>, Review of Economic Studies Ltd, vol. 85(1), pages 1-49. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013. 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Cole & Hanno Lustig, 2014. "<B><A HREF="/p/fip/fedlwp/2014-014.html">Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy</A></B>," <A HREF="/s/fip/fedlwp.html">Working Papers</A> 2014-14, Federal Reserve Bank of St. Louis. </UL></div> <LI class="list-group-item downgate"> Bams, Dennis & Blanchard, Gildas & Honarvar, Iman & Lehnert, Thorsten, 2017. "<B><A HREF="/a/eee/empfin/v44y2017icp270-285.html">Does oil and gold price uncertainty matter for the stock market?</A></B>," <A HREF="/s/eee/empfin.html">Journal of Empirical Finance</A>, Elsevier, vol. 44(C), pages 270-285. <LI class="list-group-item downgate"> Robert Kollmann, 2015. 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"<B><A HREF="/p/tky/fseres/2003cf250.html">Aggregate Risk in Japanese Equity Markets</A></B>," <A HREF="/s/tky/fseres.html">CIRJE F-Series</A> CIRJE-F-250, CIRJE, Faculty of Economics, University of Tokyo. <LI class="list-group-item downgate"> Barber, Brad M. & Morse, Adair & Yasuda, Ayako, 2021. "<B><A HREF="/a/eee/jfinec/v139y2021i1p162-185.html">Impact investing</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 139(1), pages 162-185. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Brad M. Barber & Adair Morse & Ayako Yasuda, 2019. "<B><A HREF="/p/nbr/nberwo/26582.html">Impact Investing</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 26582, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Tarek A. Hassan & Tony Zhang, 2021. "<B><A HREF="/a/anr/reveco/v13y2021p281-307.html">The Economics of Currency Risk</A></B>," <A HREF="/s/anr/reveco.html">Annual Review of Economics</A>, Annual Reviews, vol. 13(1), pages 281-307, August. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Tarek Alexander Hassan & Tony Zhang, 2020. "<B><A HREF="/p/nbr/nberwo/27847.html">The Economics of Currency Risk</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 27847, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Hassan, Tarek & Zhang, Tony, 2020. "<B><A HREF="/p/cpr/ceprdp/15313.html">The Economics of Currency Risk</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 15313, C.E.P.R. Discussion Papers. </UL></div> <LI class="list-group-item downgate"> Heer Burkhard, 2018. "<B><A HREF="/a/bpj/bejmac/v18y2018i1p19n2.html">Optimal pensions in aging economies</A></B>," <A HREF="/s/bpj/bejmac.html">The B.E. Journal of Macroeconomics</A>, De Gruyter, vol. 18(1), pages 1-19, January. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Burkhard Heer, 2015. "<B><A HREF="/p/ces/ceswps/_5192.html">Optimal Pensions in Aging Economies</A></B>," <A HREF="/s/ces/ceswps.html">CESifo Working Paper Series</A> 5192, CESifo. </UL></div> <LI class="list-group-item downgate"> Lars Peter Hansen & Jianjun Miao, 2022. "<B><A HREF="/a/spr/joecth/v74y2022i2d10.1007_s00199-022-01441-5.html">Asset pricing under smooth ambiguity in continuous time</A></B>," <A HREF="/s/spr/joecth.html">Economic Theory</A>, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 335-371, September. <LI class="list-group-item downnone"> Munk, Claus, 2015. "<B><A HREF="/b/oxp/obooks/9780198716457.html">Financial Asset Pricing Theory</A></B>," <A HREF="/s/oxp/obooks.html">OUP Catalogue</A>, Oxford University Press, number 9780198716457. <LI class="list-group-item downgate"> Marco Taboga, 2004. "<B><A HREF="/a/taf/apfiec/v14y2004i9p645-650.html">The equity premium in the long-run</A></B>," <A HREF="/s/taf/apfiec.html">Applied Financial Economics</A>, Taylor & Francis Journals, vol. 14(9), pages 645-650. <LI class="list-group-item downfree"> Andrea Ferrero, 2007. "<B><A HREF="/p/fip/fednsr/295.html">The long-run determinants of U.S. external imbalances</A></B>," <A HREF="/s/fip/fednsr.html">Staff Reports</A> 295, Federal Reserve Bank of New York. <LI class="list-group-item downfree"> Stachurski, John & Wilms, Ole & Zhang, Junnan, 2024. "<B><A HREF="/p/tiu/tiutis/29da00af-3cca-4717-aa55-acd85ede1841.html">Asset pricing with time preference shocks: Existence and uniqueness</A></B>," <A HREF="/s/tiu/tiutis.html">Other publications TiSEM</A> 29da00af-3cca-4717-aa55-a, Tilburg University, School of Economics and Management. <LI class="list-group-item downfree"> P N Smith & S Sorensen & M R Wickens, "undated". "<B><A HREF="/p/yor/yorken/03-13.html">Macroeconomic Sources of Equity Risk</A></B>," <A HREF="/s/yor/yorken.html">Discussion Papers</A> 03/13, Department of Economics, University of York. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Wickens, Michael R., 2003. "<B><A HREF="/p/cpr/ceprdp/4070.html">Microeconomic Sources of Equity Risk</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 4070, C.E.P.R. Discussion Papers. </UL></div> <LI class="list-group-item">repec:hum:wpaper:sfb649dp2017-015 is not listed on IDEAS <LI class="list-group-item downgate"> Schneider, Paul, 2015. 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"<B><A HREF="/p/hal/journl/hal-03027150.html">Managing Catastrophic Climate Risks Under Model Uncertainty Aversion</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> hal-03027150, HAL. <LI class="list-group-item downnone"> Loïc Berger & Johannes Emmerling & Massimo Tavoni, 2017. "<B><A HREF="/p/hal/journl/hal-01744501.html">Managing Catastrophic Climate Risks Under Model Uncertainty Aversion</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> hal-01744501, HAL. </UL></div> <LI class="list-group-item downfree"> Giuliano Curatola & Michael Donadelli & Patrick Grüning, 2022. 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"<B><A HREF="/p/nbr/nberwo/7157.html">An International Dynamic Asset Pricing Model</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 7157, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Abhyankar, Abhay & Gonzalez, Angelica, 2009. "<B><A HREF="/a/eee/jbfina/v33y2009i6p996-1004.html">News and the cross-section of expected corporate bond returns</A></B>," <A HREF="/s/eee/jbfina.html">Journal of Banking & Finance</A>, Elsevier, vol. 33(6), pages 996-1004, June. <LI class="list-group-item downgate"> Vitale, Paolo, 2018. "<B><A HREF="/a/eee/jbfina/v90y2018icp113-130.html">Robust trading for ambiguity-averse insiders</A></B>," <A HREF="/s/eee/jbfina.html">Journal of Banking & Finance</A>, Elsevier, vol. 90(C), pages 113-130. <LI class="list-group-item downgate"> A Craig Burnside & Jeremy J Graveline, 2020. "<B><A HREF="/a/oup/rfinst/v33y2020i1p239-260..html">On the Asset Market View of Exchange Rates</A></B>," <A HREF="/s/oup/rfinst.html">The Review of Financial Studies</A>, Society for Financial Studies, vol. 33(1), pages 239-260. <div class="otherversion"><UL> <LI class="list-group-item downfree"> A. Craig Burnside & Jeremy J. Graveline, 2012. "<B><A HREF="/p/nbr/nberwo/18646.html">On the Asset Market View of Exchange Rates</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 18646, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Lars Peter Hansen & Thomas J. Sargent, 2001. "<B><A HREF="/a/red/issued/v4y2001i3p519-535.html">Acknowledging Misspecification in Macroeconomic Theory</A></B>," <A HREF="/s/red/issued.html">Review of Economic Dynamics</A>, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 519-535, July. <LI class="list-group-item downfree"> Marianne Andries & Thomas M. Eisenbach & R. Jay Kahn & Martin C. 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"<B><A HREF="/a/eei/journl/v64y2021i1p51-68.html">Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences</A></B>," <A HREF="/s/eei/journl.html">Journal of Economics and Econometrics</A>, Economics and Econometrics Society, vol. 64(1), pages 51-68. <div class="publishedas"><UL> <LI class="list-group-item downfree"> Vasilev, Aleksandar, 2020. "<B><A HREF="/a/zbw/espost/209538.html">Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences</A></B>," <A HREF="/s/zbw/espost.html">EconStor Open Access Articles and Book Chapters</A>, ZBW - Leibniz Information Centre for Economics, issue forthcomi. </UL></div> <div class="otherversion"><UL> <LI class="list-group-item downfree"> Vasilev, Aleksandar, 2018. 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"<B><A HREF="/a/bla/jfinan/v71y2016i3p1437-1470.html">Risk‐Adjusting the Returns to Venture Capital</A></B>," <A HREF="/s/bla/jfinan.html">Journal of Finance</A>, American Finance Association, vol. 71(3), pages 1437-1470, June. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Nagel, Stefan & Korteweg, Arthur, 2013. "<B><A HREF="/p/cpr/ceprdp/9610.html">Risk-Adjusting the Returns to Venture Capital</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 9610, C.E.P.R. Discussion Papers. <LI class="list-group-item downfree"> Arthur Korteweg & Stefan Nagel, 2013. "<B><A HREF="/p/nbr/nberwo/19347.html">Risk-Adjusting the Returns to Venture Capital</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 19347, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Dianetti, Jodi & Riedel, Frank & Stanza, Lorenzo, 2024. 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"<B><A HREF="/p/stz/wpaper/eth-rc-14-006.html">Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences</A></B>," <A HREF="/s/stz/wpaper.html">Working Papers</A> ETH-RC-14-006, ETH Zurich, Chair of Systems Design. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Antoine Bommier, 2014. "<B><A HREF="/p/eth/wpswif/14-194.html">Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences</A></B>," <A HREF="/s/eth/wpswif.html">CER-ETH Economics working paper series</A> 14/194, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. </UL></div> <LI class="list-group-item downgate"> Harjoat S. Bhamra & Raman Uppal, 2014. "<B><A HREF="/a/oup/rfinst/v27y2014i2p519-580..html">Asset Prices with Heterogeneity in Preferences and Beliefs</A></B>," <A HREF="/s/oup/rfinst.html">The Review of Financial Studies</A>, Society for Financial Studies, vol. 27(2), pages 519-580. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Raman Uppal & Harjoat Bhamra, 2013. "<B><A HREF="/p/red/sed013/1344.html">Asset Prices with Heterogeneity in Preferences and Beliefs</A></B>," <A HREF="/s/red/sed013.html">2013 Meeting Papers</A> 1344, Society for Economic Dynamics. <LI class="list-group-item downgate"> Uppal, Raman & Bhamra, Harjoat Singh, 2013. "<B><A HREF="/p/cpr/ceprdp/9459.html">Asset Prices with Heterogeneity in Preferences and Beliefs</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 9459, C.E.P.R. Discussion Papers. </UL></div> <LI class="list-group-item downfree"> Mikkelsen, Jakob & Poeschl, Johannes, 2019. 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"<B><A HREF="/p/hal/cesptp/halshs-00176484.html">Equilibrium Pricing in Incomplete Markets</A></B>," <A HREF="/s/hal/cesptp.html">Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)</A> halshs-00176484, HAL. </UL></div> <LI class="list-group-item downgate"> Rouillard, Jean-François, 2018. "<B><A HREF="/a/eee/jimfin/v82y2018icp26-44.html">International risk sharing and financial shocks</A></B>," <A HREF="/s/eee/jimfin.html">Journal of International Money and Finance</A>, Elsevier, vol. 82(C), pages 26-44. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Jean-François Rouillard, 2015. "<B><A HREF="/p/shr/wpaper/15-13.html">International Risk Sharing and Financial Shocks</A></B>," <A HREF="/s/shr/wpaper.html">Cahiers de recherche</A> 15-13, Departement d'Ã©conomique de l'Ã‰cole de gestion Ã l'UniversitÃ© de Sherbrooke. </UL></div> <LI class="list-group-item downgate"> Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2013. "<B><A HREF="/a/ecm/quante/v4y2013i1p39-83.html">An estimation of economic models with recursive preferences</A></B>," <A HREF="/s/ecm/quante.html">Quantitative Economics</A>, Econometric Society, vol. 4(1), pages 39-83, March. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C., 2007. "<B><A HREF="/p/ehl/lserod/24502.html">An estimation of economic models with recursive preferences</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 24502, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downfree"> Chen, Xiaohong & Favilukis, Jack & Ludvigson, Sydney C., 2013. "<B><A HREF="/p/ehl/lserod/37392.html">An estimation of economic models with recursive preferences</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 37392, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downfree"> Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2011. "<B><A HREF="/p/nbr/nberwo/17130.html">An Estimation of Economic Models with Recursive Preferences</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 17130, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson, 2012. "<B><A HREF="/p/cwl/cwldpp/1883.html">An Estimation of Economic Models with Recursive Preferences</A></B>," <A HREF="/s/cwl/cwldpp.html">Cowles Foundation Discussion Papers</A> 1883, Cowles Foundation for Research in Economics, Yale University. <LI class="list-group-item downfree"> Xiaohong Chen & Jack Favilukis & Sydney Ludvigson, 2012. 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"<B><A HREF="/p/zbw/vfsc14/100607.html">Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models</A></B>," <A HREF="/s/zbw/vfsc14.html">VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy</A> 100607, Verein für Socialpolitik / German Economic Association. <LI class="list-group-item">repec:hum:wpaper:sfb649dp2017-017 is not listed on IDEAS <LI class="list-group-item downfree"> Amadeu DaSilva & Mira Farka, 2018. "<B><A HREF="/a/bla/eufman/v24y2018i3p331-361.html">Asset pricing puzzles in an OLG economy with generalized preference</A></B>," <A HREF="/s/bla/eufman.html">European Financial Management</A>, European Financial Management Association, vol. 24(3), pages 331-361, June. <LI class="list-group-item downgate"> Guo, Bin & Huang, Fuzhe & Li, Kai, 2022. "<B><A HREF="/a/eee/dyncon/v136y2022ics0165188921000154.html">Time to build and bond risk premia</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 136(C). <div class="publishedas"><UL> <LI class="list-group-item downgate"> Guo, Bin & Huang, Fuzhe & Li, Kai, 2020. "<B><A HREF="/a/eee/dyncon/v121y2020ics0165188920301925.html">Time to build and bond risk premia</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 121(C). </UL></div> <LI class="list-group-item downgate"> Rocha Armada, Manuel J. & Sousa, Ricardo M. & Wohar, Mark E., 2015. "<B><A HREF="/a/eee/quaeco/v56y2015icp80-97.html">Consumption growth, preference for smoothing, changes in expectations and risk premium</A></B>," <A HREF="/s/eee/quaeco.html">The Quarterly Review of Economics and Finance</A>, Elsevier, vol. 56(C), pages 80-97. <LI class="list-group-item downgate"> Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021. "<B><A HREF="/a/eee/ecmode/v94y2021icp235-243.html">A consumption-based asset pricing model with disappointment aversion and uncertainty shocks</A></B>," <A HREF="/s/eee/ecmode.html">Economic Modelling</A>, Elsevier, vol. 94(C), pages 235-243. <LI class="list-group-item downgate"> Faia, Ester & Bassanin, Marzio & Patella, Valeria, 2019. "<B><A HREF="/p/cpr/ceprdp/13875.html">Ambiguity Attitudes, Leverage Cycle and Asset Prices</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 13875, C.E.P.R. Discussion Papers. <LI class="list-group-item downfree"> Ram Yamarthy, 2019. "<B><A HREF="/p/red/sed019/627.html">Corporate Debt Maturity and the Real Economy</A></B>," <A HREF="/s/red/sed019.html">2019 Meeting Papers</A> 627, Society for Economic Dynamics. <LI class="list-group-item downgate"> Atanasov, Victoria, 2016. "<B><A HREF="/a/eee/revfin/v30y2016icp23-32.html">Conditional interest rate risk and the cross-section of excess stock returns</A></B>," <A HREF="/s/eee/revfin.html">Review of Financial Economics</A>, Elsevier, vol. 30(C), pages 23-32. <LI class="list-group-item downgate"> Ingrid Ott & Susanne Soretz, 2018. "<B><A HREF="/a/kap/enreec/v70y2018i4d10.1007_s10640-016-0061-z.html">Green Attitude and Economic Growth</A></B>," <A HREF="/s/kap/enreec.html">Environmental & Resource Economics</A>, Springer;European Association of Environmental and Resource Economists, vol. 70(4), pages 757-779, August. <div class="publishedas"><UL> <LI class="list-group-item downfree"> Ott, Ingrid & Soretz, Susanne, 2016. "<B><A HREF="/a/zbw/espost/232076.html">Green attitude and economic growth</A></B>," <A HREF="/s/zbw/espost.html">EconStor Open Access Articles and Book Chapters</A>, ZBW - Leibniz Information Centre for Economics, vol. 70(4), pages 757-779. </UL></div> <div class="otherversion"><UL> <LI class="list-group-item downfree"> Ott, Ingrid & Soretz, Susanne, 2015. "<B><A HREF="/p/zbw/kitwps/68.html">Green attitude and economic growth</A></B>," <A HREF="/s/zbw/kitwps.html">Working Paper Series in Economics</A> 68, Karlsruhe Institute of Technology (KIT), Department of Economics and Management. <LI class="list-group-item downfree"> Soretz, Susanne & Ott, Ingrid, 2015. "<B><A HREF="/p/zbw/vfsc15/113208.html">Green attitude and economic growth</A></B>," <A HREF="/s/zbw/vfsc15.html">VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy</A> 113208, Verein für Socialpolitik / German Economic Association. <LI class="list-group-item downfree"> Ingrid Ott & Susanne Soretz, 2016. "<B><A HREF="/p/eus/ce3swp/0116.html">Green Attitude and Economic Growth</A></B>," <A HREF="/s/eus/ce3swp.html">CEEES Paper Series</A> CE3S-01/16, European University at St. Petersburg, Department of Economics. </UL></div> <LI class="list-group-item downgate"> Duffee, Gregory R., 2013. "<B><A HREF="/h/eee/finchp/2-b-907-967.html">Bond Pricing and the Macroeconomy</A></B>," <A HREF="/s/eee/finchp.html">Handbook of the Economics of Finance</A>, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), <A HREF="/b/eee/finhes/2-b.html">Handbook of the Economics of Finance</A>, volume 2, chapter 0, pages 907-967, Elsevier. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Gregory R. Duffee, 2012. "<B><A HREF="/p/jhu/papers/598.html">Bond pricing and the macroeconomy</A></B>," <A HREF="/s/jhu/papers.html">Economics Working Paper Archive</A> 598, The Johns Hopkins University,Department of Economics. </UL></div> <LI class="list-group-item downfree"> Hélène Rey & Philippe Martin, 2006. "<B><A HREF="/a/aea/aecrev/v96y2006i5p1631-1651.html">Globalization and Emerging Markets: With or Without Crash?</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 96(5), pages 1631-1651, December. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Helene Rey & Philippe Martin, 2005. "<B><A HREF="/p/red/sed005/152.html">Globalization and Emerging Markets: With or Without Crash?</A></B>," <A HREF="/s/red/sed005.html">2005 Meeting Papers</A> 152, Society for Economic Dynamics. <LI class="list-group-item downfree"> Philippe Martin & Hélène Rey, 2006. "<B><A HREF="/p/hal/spmain/hal-01021349.html">Globalization and Emerging Markets: With or Without Crash?</A></B>," <A HREF="/s/hal/spmain.html">SciencePo Working papers Main</A> hal-01021349, HAL. <LI class="list-group-item downfree"> Philippe Martin & Hélène Rey, 2006. "<B><A HREF="/p/hal/journl/hal-01021349.html">Globalization and Emerging Markets: With or Without Crash?</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> hal-01021349, HAL. <LI class="list-group-item downnone"> Philippe Martin & Helene Rey, 2006. "<B><A HREF="/p/hal/cesptp/halshs-00176903.html">Globalization and Emerging Markets: With or without Crash?</A></B>," <A HREF="/s/hal/cesptp.html">Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)</A> halshs-00176903, HAL. <LI class="list-group-item downnone"> Philippe Martin & Helene Rey, 2006. "<B><A HREF="/p/hal/journl/halshs-00176903.html">Globalization and Emerging Markets: With or without Crash?</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> halshs-00176903, HAL. <LI class="list-group-item downgate"> Martin, Philippe & Rey, HÃ©lÃ¨ne, 2005. "<B><A HREF="/p/cpr/ceprdp/5165.html">Globalization and Emerging Markets: With or Without Crash?</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 5165, C.E.P.R. Discussion Papers. <LI class="list-group-item downfree"> Philippe Martin & Hélène Rey, 2005. "<B><A HREF="/p/nbr/nberwo/11550.html">Globalization and Emerging Markets: With or Without Crash?</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 11550, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Lars Peter Hansen & Anastasios G. Karantounias & Thomas J. Sargent, 2009. "<B><A HREF="/p/fip/fedawp/2009-29.html">Managing expectations and fiscal policy</A></B>," <A HREF="/s/fip/fedawp.html">FRB Atlanta Working Paper</A> 2009-29, Federal Reserve Bank of Atlanta. <LI class="list-group-item downfree"> Hanno Lustig, "undated". "<B><A HREF="/p/cla/uclaol/380.html">When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)</A></B>," <A HREF="/s/cla/uclaol.html">UCLA Economics Online Papers</A> 380, UCLA Department of Economics. <LI class="list-group-item downfree"> Mikhail Chernov & Lukas Schmid & Andres Schneider, 2020. "<B><A HREF="/a/bla/jfinan/v75y2020i5p2809-2844.html">A Macrofinance View of U.S. Sovereign CDS Premiums</A></B>," <A HREF="/s/bla/jfinan.html">Journal of Finance</A>, American Finance Association, vol. 75(5), pages 2809-2844, October. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Lukas Schmid & Andres Schneider & Mikhail Chernov, 2016. "<B><A HREF="/p/red/sed016/432.html">A macrofinance view of US Sovereign CDS premiums</A></B>," <A HREF="/s/red/sed016.html">2016 Meeting Papers</A> 432, Society for Economic Dynamics. <LI class="list-group-item downgate"> Chernov, Mikhail & Schmid, Lukas & Schneider, Andres, 2016. "<B><A HREF="/p/cpr/ceprdp/11576.html">A Macrofinance View of U.S. Sovereign CDS Premiums</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 11576, C.E.P.R. Discussion Papers. </UL></div> <LI class="list-group-item downgate"> Roussanov, Nikolai, 2014. "<B><A HREF="/a/eee/jfinec/v111y2014i2p352-380.html">Composition of wealth, conditioning information, and the cross-section of stock returns</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 111(2), pages 352-380. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Nikolai Roussanov, 2010. "<B><A HREF="/p/nbr/nberwo/16073.html">Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 16073, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Matthieu Gomez, 2017. "<B><A HREF="/p/red/sed017/1155.html">Asset Prices and Wealth Inequality</A></B>," <A HREF="/s/red/sed017.html">2017 Meeting Papers</A> 1155, Society for Economic Dynamics. <LI class="list-group-item downfree"> Alessandro Cantelmo & Nikos Fatouros & Giovanni Melina & Chris Papageorgiou, 2024. "<B><A HREF="/a/wly/iecrev/v65y2024i3p1441-1497.html">Monetary Policy Under Natural Disaster Shocks</A></B>," <A HREF="/s/wly/iecrev.html">International Economic Review</A>, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1441-1497, August. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Alessandro Cantelmo & Nikos Fatouros & Giovanni Melina & Chris Papageorgiou, 2024. "<B><A HREF="/p/bdi/wptemi/td_1443_24.html">Monetary policy under natural disaster shocks</A></B>," <A HREF="/s/bdi/wptemi.html">Temi di discussione (Economic working papers)</A> 1443, Bank of Italy, Economic Research and International Relations Area. </UL></div> <LI class="list-group-item downgate"> Verdier, Thierry & Acemoglu, Daron & Robinson, James A., 2012. "<B><A HREF="/p/cpr/ceprdp/9113.html">Can't We All Be More Like Scandinavians? Asymmetric Growth and Institutions in an Interdependent World</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 9113, C.E.P.R. Discussion Papers. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Daron Acemoglu & James A. Robinson & Thierry Verdier, 2012. "<B><A HREF="/p/nbr/nberwo/18441.html">Can't We All Be More Like Scandinavians? Asymmetric Growth and Institutions in an Interdependent World</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 18441, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Gerard Hoberg & S. Katie Moon, 2019. "<B><A HREF="/a/inm/ormnsc/v65y2019i6p2876-2899.html">The Offshoring Return Premium</A></B>," <A HREF="/s/inm/ormnsc.html">Management Science</A>, INFORMS, vol. 67(6), pages 2876-2899, June. <LI class="list-group-item downgate"> Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "<B><A HREF="/a/red/issued/19-269.html">Ambiguous Business Cycles: A Quantitative Assessment</A></B>," <A HREF="/s/red/issued.html">Review of Economic Dynamics</A>, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020. "<B><A HREF="/p/hal/journl/hal-03039262.html">Ambiguous business cycles: a quantitative assessment</A></B>," <A HREF="/s/hal/journl.html">Post-Print</A> hal-03039262, HAL. <LI class="list-group-item downfree"> Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "<B><A HREF="/p/tse/wpaper/124312.html">Ambiguous Business Cycles: A Quantitative Assessment</A></B>," <A HREF="/s/tse/wpaper.html">TSE Working Papers</A> 20-1107, Toulouse School of Economics (TSE). </UL></div> <LI class="list-group-item downgate"> Stefan Avdjiev, 2016. "<B><A HREF="/a/red/issued/12-186.html">News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models</A></B>," <A HREF="/s/red/issued.html">Review of Economic Dynamics</A>, Elsevier for the Society for Economic Dynamics, vol. 20, pages 181-197, April. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Stefan Avdjiev, 2011. "<B><A HREF="/p/bis/biswps/358.html">News driven business cycles and data on asset prices in estimated DSGE models</A></B>," <A HREF="/s/bis/biswps.html">BIS Working Papers</A> 358, Bank for International Settlements. <LI class="list-group-item downfree"> Stefan Avdjiev, 2014. "<B><A HREF="/c/red/ccodes/12-186.html">Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"</A></B>," <A HREF="/s/red/ccodes.html">Computer Codes</A> 12-186, Review of Economic Dynamics. </UL></div> <LI class="list-group-item downgate"> José L. Fillat & Stefania Garetto, 2015. "<B><A HREF="/a/oup/qjecon/v130y2015i4p2027-2073..html">Risk, Returns, and Multinational Production</A></B>," <A HREF="/s/oup/qjecon.html">The Quarterly Journal of Economics</A>, President and Fellows of Harvard College, vol. 130(4), pages 2027-2073. <div class="otherversion"><UL> <LI class="list-group-item downfree"> José Fillat & Stefania Garetto, 2010. "<B><A HREF="/p/fip/fedbqu/qau10-5.html">Risk, returns, and multinational production</A></B>," <A HREF="/s/fip/fedbqu.html">Supervisory Research and Analysis Working Papers</A> QAU10-5, Federal Reserve Bank of Boston. <LI class="list-group-item downfree"> Jose L. Fillat & Stefania Garetto, 2014. "<B><A HREF="/p/bos/wpaper/wp2014-008.html">Risk, Returns, and Multinational Production</A></B>," <A HREF="/s/bos/wpaper.html">Boston University - Department of Economics - Working Papers Series</A> wp2014-008, Boston University - Department of Economics. <LI class="list-group-item downfree"> Stefania Garetto & Jose Luis Fillat, 2010. "<B><A HREF="/p/red/sed010/777.html">Risk, Returns, and Multinational Production</A></B>," <A HREF="/s/red/sed010.html">2010 Meeting Papers</A> 777, Society for Economic Dynamics. </UL></div> <LI class="list-group-item downgate"> Şaziye Gaziog̃lu & Azize Bastıyalı-Hafavi & Özge Sezgin, 2013. "<B><A HREF="/a/taf/apeclt/v20y2013i8p790-794.html">Jumps in an stochastic optimization: self-financing portfolio for risk averse investors: does bequest matter?</A></B>," <A HREF="/s/taf/apeclt.html">Applied Economics Letters</A>, Taylor & Francis Journals, vol. 20(8), pages 790-794, May. <LI class="list-group-item downgate"> David Anthoff & Johannes Emmerling, 2019. "<B><A HREF="/a/ucp/jaerec/doi10.1086-701900.html">Inequality and the Social Cost of Carbon</A></B>," <A HREF="/s/ucp/jaerec.html">Journal of the Association of Environmental and Resource Economists</A>, University of Chicago Press, vol. 6(2), pages 243-273. <div class="otherversion"><UL> <LI class="list-group-item downfree"> David Anthoff & Johannes Emmerling, 2016. "<B><A HREF="/p/ces/ceswps/_5989.html">Inequality and the Social Cost of Carbon</A></B>," <A HREF="/s/ces/ceswps.html">CESifo Working Paper Series</A> 5989, CESifo. <LI class="list-group-item downfree"> David Anthoff & Johannes Emmerling, 2016. "<B><A HREF="/p/fem/femwpa/2016.54.html">Inequality and the Social Cost of Carbon</A></B>," <A HREF="/s/fem/femwpa.html">Working Papers</A> 2016.54, Fondazione Eni Enrico Mattei. <LI class="list-group-item downfree"> Anthoff, David & Emmerling, Johannes, 2016. "<B><A HREF="/p/ags/feemmi/244332.html">Inequality and the Social Cost of Carbon</A></B>," <A HREF="/s/ags/feemmi.html">MITP: Mitigation, Innovation and Transformation Pathways</A> 244332, Fondazione Eni Enrico Mattei (FEEM). </UL></div> <LI class="list-group-item downgate"> Ludvigson, Sydney C., 2013. "<B><A HREF="/h/eee/finchp/2-b-799-906.html">Advances in Consumption-Based Asset Pricing: Empirical Tests</A></B>," <A HREF="/s/eee/finchp.html">Handbook of the Economics of Finance</A>, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), <A HREF="/b/eee/finhes/2-b.html">Handbook of the Economics of Finance</A>, volume 2, chapter 0, pages 799-906, Elsevier. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Sydney C. Ludvigson, 2011. "<B><A HREF="/p/nbr/nberwo/16810.html">Advances in Consumption-Based Asset Pricing: Empirical Tests</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 16810, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Piccotti, Louis R., 2017. "<B><A HREF="/a/eee/jbfina/v77y2017icp230-248.html">Financial contagion risk and the stochastic discount factor</A></B>," <A HREF="/s/eee/jbfina.html">Journal of Banking & Finance</A>, Elsevier, vol. 77(C), pages 230-248. <LI class="list-group-item downfree"> Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "<B><A HREF="/p/fip/fedrwp/19-14.html">Survey Data and Subjective Beliefs in Business Cycle Models</A></B>," <A HREF="/s/fip/fedrwp.html">Working Paper</A> 19-14, Federal Reserve Bank of Richmond. <LI class="list-group-item downgate"> Heer Burkhard & Maußner Alfred, 2013. "<B><A HREF="/a/bpj/germec/v14y2013i3p372-397.html">Asset Returns, the Business Cycle and the Labor Market</A></B>," <A HREF="/s/bpj/germec.html">German Economic Review</A>, De Gruyter, vol. 14(3), pages 372-397, August. <div class="publishedas"><UL> <LI class="list-group-item downgate"> Burkhard Heer & Alfred Maußner, 2013. "<B><A HREF="/a/bla/germec/v14y2013i3p372-397.html">Asset Returns, the Business Cycle and the Labor Market</A></B>," <A HREF="/s/bla/germec.html">German Economic Review</A>, Verein für Socialpolitik, vol. 14(3), pages 372-397, August. </UL></div> <LI class="list-group-item downgate"> Djeutem Edouard & Nguimkeu Pierre, 2020. "<B><A HREF="/a/bpj/bejmac/v20y2020i1p14n9.html">Robust learning in the foreign exchange market</A></B>," <A HREF="/s/bpj/bejmac.html">The B.E. Journal of Macroeconomics</A>, De Gruyter, vol. 20(1), pages 1-14, January. <LI class="list-group-item downgate"> Kranz Tobias, 2019. "<B><A HREF="/a/lus/reveco/v70y2019i3p267-293n1.html">Non-Linearities and the Euler Equation: Does Uncertainty Have an Effect on the Approximation Quality?</A></B>," <A HREF="/s/lus/reveco.html">Review of Economics</A>, De Gruyter, vol. 70(3), pages 267-293, December. <LI class="list-group-item downgate"> Arteaga-Garavito, Maria Jose & Croce, Mariano M. & Farroni, Paolo & Wolfskeil, Isabella, 2024. "<B><A HREF="/a/eee/jfinec/v157y2024ics0304405x24000734.html">When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 157(C). <LI class="list-group-item downgate"> Madureira, Leonardo, 2007. 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"<B><A HREF="/a/ebl/ecbull/eb-14-00768.html">Large estimates of the elasticity of intertemporal substitution: is it the aggregate return series or the instrument list?</A></B>," <A HREF="/s/ebl/ecbull.html">Economics Bulletin</A>, AccessEcon, vol. 35(1), pages 168-181. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Fábio Augusto Reis Gomes & Lourenço S. Paz, 2016. "<B><A HREF="/p/anp/en2014/030.html">Large Estimates Of The Elasticity Of Intertemporal Substitution: Is It The Aggregate Return Series Or The Instrument List?</A></B>," <A HREF="/s/anp/en2014.html">Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting]</A> 030, ANPEC - AssociaÃ§Ã£o Nacional dos Centros de PÃ³s-GraduaÃ§Ã£o em Economia [Brazilian Association of Graduate Programs in Economics]. </UL></div> <LI class="list-group-item downfree"> Matthijs Breugem & Stefano Colonnello & Roberto Marfè & Francesca Zucchi, 2020. 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"<B><A HREF="/p/ukc/ukcedp/1206.html">Non-Homothetic Growth Models for the Environmental Kuznets Curve</A></B>," <A HREF="/s/ukc/ukcedp.html">Studies in Economics</A> 1206, School of Economics, University of Kent. </UL></div> <LI class="list-group-item downgate"> Abdelhak S. Senhadji, 2000. "<B><A HREF="/a/red/issued/v3y2000i3p597-617.html">How Significant are Departures from Certainty Equivalence? Some Analytical and Empirical Results</A></B>," <A HREF="/s/red/issued.html">Review of Economic Dynamics</A>, Elsevier for the Society for Economic Dynamics, vol. 3(3), pages 597-617, July. <LI class="list-group-item downfree"> Vincenzo Merella & Steve Satchell, 2005. "<B><A HREF="/p/bbk/bbkefp/0525.html">The Impact of Consumer Confidence on Expected Utility Maximization: A Contribution to the Equity Premium Puzzle Literature</A></B>," <A HREF="/s/bbk/bbkefp.html">Birkbeck Working Papers in Economics and Finance</A> 0525, Birkbeck, Department of Economics, Mathematics & Statistics. <LI class="list-group-item downfree"> Poonpolkul, Phitawat, 2023. "<B><A HREF="/a/eee/joecag/v26y2023ics2212828x23000348.html">Age-dependent risk aversion: Re-evaluating fiscal policy impacts of population aging</A></B>," <A HREF="/s/eee/joecag.html">The Journal of the Economics of Ageing</A>, Elsevier, vol. 26(C). <LI class="list-group-item downfree"> Stijn Van Nieuwerburgh & Hanno Lustig & Ralph S.J. Koijen, 2009. "<B><A HREF="/p/red/sed009/12.html">The Bond Risk Premium and the Cross-Section of Equity Returns</A></B>," <A HREF="/s/red/sed009.html">2009 Meeting Papers</A> 12, Society for Economic Dynamics. <LI class="list-group-item downgate"> Dmitriev, Alexandre, 2017. "<B><A HREF="/a/eee/dyncon/v76y2017icp1-34.html">Composite habits and international transmission of business cycles</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 76(C), pages 1-34. <LI class="list-group-item downfree"> Stuart Hyde & Mohamed Sherif, 2004. "<B><A HREF="/p/mmf/mmfc03/49.html">Don't break the habit: structural stability tests of consumption models in the UK</A></B>," <A HREF="/s/mmf/mmfc03.html">Money Macro and Finance (MMF) Research Group Conference 2003</A> 49, Money Macro and Finance Research Group. <LI class="list-group-item downgate"> Liu, Haibo & Tang, Qihe & Yuan, Zhongyi, 2021. "<B><A HREF="/a/eee/ejores/v289y2021i2p793-805.html">Indifference pricing of insurance-linked securities in a multi-period model</A></B>," <A HREF="/s/eee/ejores.html">European Journal of Operational Research</A>, Elsevier, vol. 289(2), pages 793-805. <LI class="list-group-item downfree"> Chabakauri, Georgy, 2015. "<B><A HREF="/p/ehl/lserod/62003.html">Dynamic equilibrium with rare events and heterogeneous epstein-zin investors</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 62003, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downfree"> Sangwon Lee & Suneung Ahn & Changsoon Park & You-Jin Park, 2016. "<B><A HREF="/a/gam/jsusta/v8y2016i3p217-d64733.html">Development of a Resource Allocation Model Using Competitive Advantage</A></B>," <A HREF="/s/gam/jsusta.html">Sustainability</A>, MDPI, vol. 8(3), pages 1-13, February. <LI class="list-group-item downfree"> Christopher Ball & John Creedy & Grant Scobie, 2018. "<B><A HREF="/a/bla/ausecr/v51y2018i2p191-210.html">The Timing of Income Tax Changes in the Face of Projected Debt Increases</A></B>," <A HREF="/s/bla/ausecr.html">Australian Economic Review</A>, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(2), pages 191-210, June. <LI class="list-group-item">repec:bla:manchs:v:69:y:2001:i:5:p:509-33 is not listed on IDEAS <LI class="list-group-item downfree"> Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019. "<B><A HREF="/p/man/sespap/1908.html">The Resolution of Long-Run Risk</A></B>," <A HREF="/s/man/sespap.html">Economics Discussion Paper Series</A> 1908, Economics, The University of Manchester. <LI class="list-group-item downgate"> Chen Sun & Jan Potters, 2022. "<B><A HREF="/a/kap/expeco/v25y2022i2d10.1007_s10683-021-09723-w.html">Magnitude effect in intertemporal allocation tasks</A></B>," <A HREF="/s/kap/expeco.html">Experimental Economics</A>, Springer;Economic Science Association, vol. 25(2), pages 593-623, April. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Sun, Chen & Potters, Jan, 2016. "<B><A HREF="/p/tiu/tiutis/e62b34ff-a7f9-4cef-8e7d-0ab84d45b26a.html">Magnitude Effect in Intertemporal Allocation Tasks</A></B>," <A HREF="/s/tiu/tiutis.html">Other publications TiSEM</A> e62b34ff-a7f9-4cef-8e7d-0, Tilburg University, School of Economics and Management. <LI class="list-group-item downfree"> Sun, Chen & Potters, Jan, 2019. "<B><A HREF="/p/rco/dpaper/159.html">Magnitude Effect in Intertemporal Allocation Tasks</A></B>," <A HREF="/s/rco/dpaper.html">Rationality and Competition Discussion Paper Series</A> 159, CRC TRR 190 Rationality and Competition. </UL></div> <LI class="list-group-item">repec:hum:wpaper:sfb649dp2013-022 is not listed on IDEAS <LI class="list-group-item downgate"> Saziye Gaziog-super-˜lu & Azize Bastıyalı-Hayfavi, 2010. "<B><A HREF="/a/taf/applec/v42y2010i30p3831-3838.html">Stochastic optimization applied to self-financing portfolio: does bequest matter?</A></B>," <A HREF="/s/taf/applec.html">Applied Economics</A>, Taylor & Francis Journals, vol. 42(30), pages 3831-3838. <LI class="list-group-item downgate"> Cejnek, Georg & Franz, Richard & Stoughton, Neal M., 2023. "<B><A HREF="/a/eee/jebusi/v125-126y2023is014861952300022x.html">Portfolio Choice with Endogenous Donations - Modeling University Endowments</A></B>," <A HREF="/s/eee/jebusi.html">Journal of Economics and Business</A>, Elsevier, vol. 125. <LI class="list-group-item downgate"> Yoram Halevy & Dotan Persitz & Lanny Zrill, 2018. "<B><A HREF="/a/ucp/jpolec/doi10.1086-697741.html">Parametric Recoverability of Preferences</A></B>," <A HREF="/s/ucp/jpolec.html">Journal of Political Economy</A>, University of Chicago Press, vol. 126(4), pages 1558-1593. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Halevy, Yoram & Persitz, Dotan & Zrill, Lanny, 2012. "<B><A HREF="/p/ubc/pmicro/yoram_halevy-2012-20.html">Parametric Recoverability of Preferences</A></B>," <A HREF="/s/ubc/pmicro.html">Microeconomics.ca working papers</A> yoram_halevy-2012-20, Vancouver School of Economics, revised 28 Aug 2015. <LI class="list-group-item downfree"> Halevy, Yoram & Persitz, Dotan & Zrill, Lanny, 2016. "<B><A HREF="/p/ubc/pmicro/yoram_halevy-2016-11.html">Parametric Recoverability of Preferences</A></B>," <A HREF="/s/ubc/pmicro.html">Microeconomics.ca working papers</A> yoram_halevy-2016-11, Vancouver School of Economics, revised 02 Nov 2016. </UL></div> <LI class="list-group-item downgate"> Kargar, Mahyar, 2021. "<B><A HREF="/a/eee/jfinec/v141y2021i2p505-532.html">Heterogeneous intermediary asset pricing</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 141(2), pages 505-532. <LI class="list-group-item downfree"> Svenn Jensen & Christian P. Traeger & Christian Träger, 2021. "<B><A HREF="/p/ces/ceswps/_9196.html">Pricing Climate Risk</A></B>," <A HREF="/s/ces/ceswps.html">CESifo Working Paper Series</A> 9196, CESifo. <LI class="list-group-item">repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7287gghh is not listed on IDEAS <LI class="list-group-item downgate"> Luciano Castro & Antonio F. Galvao, 2022. "<B><A HREF="/a/spr/joecth/v73y2022i2d10.1007_s00199-021-01355-8.html">Static and dynamic quantile preferences</A></B>," <A HREF="/s/spr/joecth.html">Economic Theory</A>, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 747-779, April. <LI class="list-group-item downgate"> J. Farmer & Cameron Hepburn & Penny Mealy & Alexander Teytelboym, 2015. "<B><A HREF="/a/kap/enreec/v62y2015i2p329-357.html">A Third Wave in the Economics of Climate Change</A></B>," <A HREF="/s/kap/enreec.html">Environmental & Resource Economics</A>, Springer;European Association of Environmental and Resource Economists, vol. 62(2), pages 329-357, October. <LI class="list-group-item downfree"> Juan R. Hernández, 2024. "<B><A HREF="/p/bis/biswps/1206.html">Covered interest parity: a forecasting approach to estimate the neutral band</A></B>," <A HREF="/s/bis/biswps.html">BIS Working Papers</A> 1206, Bank for International Settlements. <LI class="list-group-item downgate"> Yulei Luo & Eric R. Young, 2010. "<B><A HREF="/a/aea/aejmac/v2y2010i4p281-325.html">Risk-Sensitive Consumption and Savings under Rational Inattention</A></B>," <A HREF="/s/aea/aejmac.html">American Economic Journal: Macroeconomics</A>, American Economic Association, vol. 2(4), pages 281-325, October. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Eric R. Young & Yulei Luo, 2008. "<B><A HREF="/p/red/sed008/64.html">Risk-sensitive Consumption and Savings under Rational Inattention</A></B>," <A HREF="/s/red/sed008.html">2008 Meeting Papers</A> 64, Society for Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "<B><A HREF="/p/pad/wpaper/0275.html">Why Does Risk Matter More in Recessions than in Expansions?</A></B>," <A HREF="/s/pad/wpaper.html">"Marco Fanno" Working Papers</A> 0275, Dipartimento di Scienze Economiche "Marco Fanno". <div class="otherversion"><UL> <LI class="list-group-item downfree"> Andreasen, Martin M. & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "<B><A HREF="/p/bof/bofrdp/2021_013.html">Why does risk matter more in recessions than in expansions?</A></B>," <A HREF="/s/bof/bofrdp.html">Research Discussion Papers</A> 13/2021, Bank of Finland. <LI class="list-group-item downfree"> Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "<B><A HREF="/p/een/camaaa/2021-83.html">Why does risk matter more in recessions than in expansions?</A></B>," <A HREF="/s/een/camaaa.html">CAMA Working Papers</A> 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. <LI class="list-group-item downfree"> Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "<B><A HREF="/p/ces/ceswps/_9328.html">Why Does Risk Matter More in Recessions than in Expansions?</A></B>," <A HREF="/s/ces/ceswps.html">CESifo Working Paper Series</A> 9328, CESifo. <LI class="list-group-item downfree"> Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "<B><A HREF="/p/aah/aarhec/2021-12.html">Why Does Risk Matter More in Recessions than in Expansions?</A></B>," <A HREF="/s/aah/aarhec.html">Economics Working Papers</A> 2021-12, Department of Economics and Business Economics, Aarhus University. <LI class="list-group-item downfree"> Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "<B><A HREF="/p/mos/moswps/2021-11.html">Why Does Risk Matter More in Recessions than in Expansions?</A></B>," <A HREF="/s/mos/moswps.html">Monash Economics Working Papers</A> 2021-11, Monash University, Department of Economics. </UL></div> <LI class="list-group-item downfree"> Matoussi, Anis & Xing, Hao, 2018. "<B><A HREF="/p/ehl/lserod/82519.html">Convex duality for Epstein-Zin stochastic differential utility</A></B>," <A HREF="/s/ehl/lserod.html">LSE Research Online Documents on Economics</A> 82519, London School of Economics and Political Science, LSE Library. <LI class="list-group-item downfree"> Efstathios Polyzos & Aristeidis Samitas & Ghulame Rubbaniy, 2024. "<B><A HREF="/a/wly/ijfiec/v29y2024i3p3393-3412.html">The perfect bail‐in: Financing without banks using peer‐to‐peer lending</A></B>," <A HREF="/s/wly/ijfiec.html">International Journal of Finance & Economics</A>, John Wiley & Sons, Ltd., vol. 29(3), pages 3393-3412, July. <LI class="list-group-item downfree"> Issler, João Victor & Piqueira, Natalia Scotto, 2000. "<B><A HREF="/a/sbe/breart/v20y2000i2a2758.html">Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function</A></B>," <A HREF="/s/sbe/breart.html">Brazilian Review of Econometrics</A>, Sociedade Brasileira de Econometria - SBE, vol. 20(2), November. <LI class="list-group-item downfree"> Timothy M. Christensen, 2020. "<B><A HREF="/p/arx/papers/2008.00963.html">Existence and uniqueness of recursive utilities without boundedness</A></B>," <A HREF="/s/arx/papers.html">Papers</A> 2008.00963, arXiv.org, revised Aug 2021. <LI class="list-group-item downgate"> Penman, Stephen & Zhu, Julie, 2022. "<B><A HREF="/a/eee/jaecon/v73y2022i2s0165410121000914.html">An accounting-based asset pricing model and a fundamental factor</A></B>," <A HREF="/s/eee/jaecon.html">Journal of Accounting and Economics</A>, Elsevier, vol. 73(2). <LI class="list-group-item downgate"> Ghaderi, Mohammad & Kilic, Mete & Seo, Sang Byung, 2024. "<B><A HREF="/a/eee/moneco/v142y2024ics0304393223001009.html">Why do rational investors like variance at the peak of a crisis? A learning-based explanation</A></B>," <A HREF="/s/eee/moneco.html">Journal of Monetary Economics</A>, Elsevier, vol. 142(C). <LI class="list-group-item downfree"> Guihai Zhao, 2020. "<B><A HREF="/a/aea/aerins/v2y2020i2p177-92.html">Ambiguity, Nominal Bond Yields, and Real Bond Yields</A></B>," <A HREF="/s/aea/aerins.html">American Economic Review: Insights</A>, American Economic Association, vol. 2(2), pages 177-192, June. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Guihai Zhao, 2018. "<B><A HREF="/p/bca/bocawp/18-24.html">Ambiguity, Nominal Bond Yields and Real Bond Yields</A></B>," <A HREF="/s/bca/bocawp.html">Staff Working Papers</A> 18-24, Bank of Canada. </UL></div> <LI class="list-group-item downgate"> John H. Cochrane, 2017. "<B><A HREF="/a/oup/revfin/v21y2017i3p945-985..html">Macro-Finance</A></B>," <A HREF="/s/oup/revfin.html">Review of Finance</A>, European Finance Association, vol. 21(3), pages 945-985. <div class="otherversion"><UL> <LI class="list-group-item downfree"> John H. Cochrane, 2016. "<B><A HREF="/p/nbr/nberwo/22485.html">Macro-Finance</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 22485, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downgate"> Clemens, Christiane & Heinemann, Maik, 2015. "<B><A HREF="/a/eee/jmacro/v45y2015icp300-317.html">Endogenous growth and wealth inequality under incomplete markets and idiosyncratic risk</A></B>," <A HREF="/s/eee/jmacro.html">Journal of Macroeconomics</A>, Elsevier, vol. 45(C), pages 300-317. <LI class="list-group-item downfree"> Felix Gerding & Espen Henriksen & Ina Simonovska, 2014. "<B><A HREF="/p/nbr/nberwo/20769.html">The Risky Capital of Emerging Markets</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 20769, National Bureau of Economic Research, Inc. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Ina Simonovska & Espen Henriksen & Joel David, 2016. "<B><A HREF="/p/red/sed016/125.html">The Risky Capital of Emerging Markets</A></B>," <A HREF="/s/red/sed016.html">2016 Meeting Papers</A> 125, Society for Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> Pedro S. Amaral & Dean Corbae & Erwan Quintin, 2016. "<B><A HREF="/p/fip/fedcwp/1629.html">A New Perspective on the Finance-Development Nexus</A></B>," <A HREF="/s/fip/fedcwp.html">Working Papers (Old Series)</A> 1629, Federal Reserve Bank of Cleveland. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Erwan Quintin & Dean Corbae & Pedro Amaral, 2017. "<B><A HREF="/p/red/sed017/118.html">A New Perspective on the Finance-Development Nexus</A></B>," <A HREF="/s/red/sed017.html">2017 Meeting Papers</A> 118, Society for Economic Dynamics. </UL></div> <LI class="list-group-item downfree"> Christopher Malloy & Tobias Moskowitz, 2005. "<B><A HREF="/p/red/sed005/123.html">Human Capital Risk, Stockholder Consumption, and Asset Returns</A></B>," <A HREF="/s/red/sed005.html">2005 Meeting Papers</A> 123, Society for Economic Dynamics. <LI class="list-group-item downgate"> Rising, James A. & Taylor, Charlotte & Ives, Matthew C. & Ward, Robert E.T., 2022. "<B><A HREF="/a/eee/ecolec/v197y2022ics0921800922000994.html">Challenges and innovations in the economic evaluation of the risks of climate change</A></B>," <A HREF="/s/eee/ecolec.html">Ecological Economics</A>, Elsevier, vol. 197(C). <LI class="list-group-item downgate"> Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2011. "<B><A HREF="/a/eee/jimfin/v30y2011i6p1055-1089.html">Uninsurable risk and financial market puzzles</A></B>," <A HREF="/s/eee/jimfin.html">Journal of International Money and Finance</A>, Elsevier, vol. 30(6), pages 1055-1089, October. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Parantap Basu & Andrei Semenovz & Kenji Wadax, 2007. "<B><A HREF="/p/san/cdmacp/0701.html">Uninsurable Risk and Financial Market Puzzles</A></B>," <A HREF="/s/san/cdmacp.html">CDMA Conference Paper Series</A> 0701, Centre for Dynamic Macroeconomic Analysis. <LI class="list-group-item downfree"> Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2009. "<B><A HREF="/p/pra/mprapa/23351.html">Uninsurable Risk and Financial Market Puzzles</A></B>," <A HREF="/s/pra/mprapa.html">MPRA Paper</A> 23351, University Library of Munich, Germany. </UL></div> <LI class="list-group-item downgate"> Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023. "<B><A HREF="/a/eee/ecofin/v66y2023ics1062940823000323.html">Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion</A></B>," <A HREF="/s/eee/ecofin.html">The North American Journal of Economics and Finance</A>, Elsevier, vol. 66(C). <LI class="list-group-item downfree"> Marie-Charlotte Guetlein, 2016. "<B><A HREF="/a/aea/aejmic/v8y2016i3p51-63.html">Comparative Risk Aversion in the Presence of Ambiguity</A></B>," <A HREF="/s/aea/aejmic.html">American Economic Journal: Microeconomics</A>, American Economic Association, vol. 8(3), pages 51-63, August. <LI class="list-group-item downgate"> Chabi-Yo, Fousseni & Loudis, Johnathan, 2020. "<B><A HREF="/a/eee/jfinec/v137y2020i3p752-786.html">The conditional expected market return</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 137(3), pages 752-786. <LI class="list-group-item downfree"> Gomes, Fábio Augusto Reis & Issler, João Victor, 2017. "<B><A HREF="/a/cup/macdyn/v21y2017i05p1119-1140_00.html">Testing Consumption Optimality Using Aggregate Data</A></B>," <A HREF="/s/cup/macdyn.html">Macroeconomic Dynamics</A>, Cambridge University Press, vol. 21(5), pages 1119-1140, July. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "<B><A HREF="/p/fgv/epgewp/752.html">Testing consumption optimality using aggregate data</A></B>," <A HREF="/s/fgv/epgewp.html">FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)</A> 752, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). <LI class="list-group-item downfree"> Gomes, Fábio Augusto Reis & Issler, João Victor, 2014. "<B><A HREF="/p/fgv/epgewp/756.html">Testing consumption optimality using aggregate data</A></B>," <A HREF="/s/fgv/epgewp.html">FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)</A> 756, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). </UL></div> <LI class="list-group-item downgate"> Patrick F. Rowland & Linda L. Tesar, 2004. "<B><A HREF="/a/red/issued/v7y2004i4p789-826.html">Multinationals and the Gains from International Diversification</A></B>," <A HREF="/s/red/issued.html">Review of Economic Dynamics</A>, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 789-826, October. <div class="otherversion"><UL> <LI class="list-group-item downnone"> Rowland, P.F. & Tesar, L.L., 1998. "<B><A HREF="/p/mie/wpaper/425.html">Multinationals and the Gains from International Diversification</A></B>," <A HREF="/s/mie/wpaper.html">Working Papers</A> 425, Research Seminar in International Economics, University of Michigan. <LI class="list-group-item downfree"> Patrick F. Rowland & Linda L. Tesar, 1998. "<B><A HREF="/p/nbr/nberwo/6733.html">Multinationals and the Gains from International Diversification</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 6733, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Chenghu Ma, 2013. 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"<B><A HREF="/a/eee/finlet/v36y2020ics1544612319306324.html">Long-run versus short-run news and the term structure of equity</A></B>," <A HREF="/s/eee/finlet.html">Finance Research Letters</A>, Elsevier, vol. 36(C). <LI class="list-group-item downgate"> Lars Peter Hansen & John C. Heaton & Nan Li, 2008. "<B><A HREF="/a/ucp/jpolec/v116y2008i2p260-302.html">Consumption Strikes Back? Measuring Long-Run Risk</A></B>," <A HREF="/s/ucp/jpolec.html">Journal of Political Economy</A>, University of Chicago Press, vol. 116(2), pages 260-302, April. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Lars Peter Hansen & John Heaton & Nan Li, 2005. "<B><A HREF="/p/nbr/nberwo/11476.html">Consumption Strikes Back?: Measuring Long-Run Risk</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 11476, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Stijn Claessens & M. Ayhan Kose, 2017. 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"<B><A HREF="/a/eee/ecolet/v171y2018icp106-109.html">On the computation of detection error probabilities under normality assumptions</A></B>," <A HREF="/s/eee/ecolet.html">Economics Letters</A>, Elsevier, vol. 171(C), pages 106-109. <LI class="list-group-item downfree"> Jaccard, Ivan, 2018. "<B><A HREF="/p/ecb/ecbwps/20182174.html">Stochastic discounting and the transmission of money supply shocks</A></B>," <A HREF="/s/ecb/ecbwps.html">Working Paper Series</A> 2174, European Central Bank. <LI class="list-group-item downfree"> Florian Heiss & Daniel McFadden & Joachim Winter, 2009. "<B><A HREF="/p/nbr/nberwo/15392.html">Regulation of private health insurance markets: Lessons from enrollment, plan type choice, and adverse selection in Medicare Part D</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 15392, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Masaaki Fujii & Akihiko Takahashi, 2018. "<B><A HREF="/p/cfi/fseres/cf431.html">Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Revised version of F-409)</A></B>," <A HREF="/s/cfi/fseres.html">CARF F-Series</A> CARF-F-431, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo. <LI class="list-group-item downfree"> Fuest, Angela & Schmidt, Torsten, 2020. "<B><A HREF="/p/zbw/rwirep/867.html">Inflation expectation uncertainty in a New Keynesian framework</A></B>," <A HREF="/s/zbw/rwirep.html">Ruhr Economic Papers</A> 867, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen. <LI class="list-group-item downfree"> Bovenberg, A.L. & Uhlig, H.F.H.V.S., 2006. "<B><A HREF="/p/tiu/tiutis/96f86a91-524a-4fb8-b455-64de095dcff5.html">Pension Systems and the Allocation of Macroeconomic Risk</A></B>," <A HREF="/s/tiu/tiutis.html">Other publications TiSEM</A> 96f86a91-524a-4fb8-b455-6, Tilburg University, School of Economics and Management. <LI class="list-group-item downfree"> Branger, Nicole & Konermann, Patrick & Schlag, Christian, 2019. "<B><A HREF="/p/zbw/safewp/252.html">Optimists and pessimists in (in)complete markets</A></B>," <A HREF="/s/zbw/safewp.html">SAFE Working Paper Series</A> 252, Leibniz Institute for Financial Research SAFE. <LI class="list-group-item downfree"> Daniel O. Beltran & David Draper, 2008. "<B><A HREF="/p/fip/fedgif/955.html">Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity</A></B>," <A HREF="/s/fip/fedgif.html">International Finance Discussion Papers</A> 955, Board of Governors of the Federal Reserve System (U.S.). <LI class="list-group-item downgate"> Karel R. S. M. Mertens & Morten O. Ravn, 2014. "<B><A HREF="/a/oup/restud/v81y2014i4p637-1667.html">Fiscal Policy in an Expectations-Driven Liquidity Trap</A></B>," <A HREF="/s/oup/restud.html">The Review of Economic Studies</A>, Review of Economic Studies Ltd, vol. 81(4), pages 1637-1667. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Ravn, Morten & Mertens, Karel, 2010. "<B><A HREF="/p/cpr/ceprdp/7931.html">Fiscal Policy in an Expectations Driven Liquidity Trap</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 7931, C.E.P.R. Discussion Papers. </UL></div> <LI class="list-group-item downgate"> Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "<B><A HREF="/a/eee/moneco/v49y2002i1p139-209.html">Investor psychology in capital markets: evidence and policy implications</A></B>," <A HREF="/s/eee/moneco.html">Journal of Monetary Economics</A>, Elsevier, vol. 49(1), pages 139-209, January. <LI class="list-group-item downfree"> Nevin Cavusoglu & Michael D. Goldberg & Joshua Stillwagon, 2019. "<B><A HREF="/p/thk/wpaper/89.html">New Evidence on the Portfolio Balance Approach to Currency Returns</A></B>," <A HREF="/s/thk/wpaper.html">Working Papers Series</A> 89, Institute for New Economic Thinking. <LI class="list-group-item downfree"> Benjamin Eden, 2010. "<B><A HREF="/p/van/wpaper/1011.html">Consumption Smoothing and the Equity Premium</A></B>," <A HREF="/s/van/wpaper.html">Vanderbilt University Department of Economics Working Papers</A> 1011, Vanderbilt University Department of Economics. <LI class="list-group-item downgate"> Zhao, Guihai, 2017. "<B><A HREF="/a/eee/jfinec/v126y2017i3p668-688.html">Confidence, bond risks, and equity returns</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 126(3), pages 668-688. <LI class="list-group-item downfree"> Michael Falkenheim, 2022. "<B><A HREF="/p/cbo/wpaper/58849.html">The Welfare Effects of Debt: Crowding Out and Risk Shifting: Working Paper 2022-10</A></B>," <A HREF="/s/cbo/wpaper.html">Working Papers</A> 58849, Congressional Budget Office. <LI class="list-group-item downgate"> Asiye Aydilek & Harun Aydilek, 2018. "<B><A HREF="/a/spr/jecfin/v42y2018i4d10.1007_s12197-018-9433-2.html">Parameter interchangeability under recursive utility with housing</A></B>," <A HREF="/s/spr/jecfin.html">Journal of Economics and Finance</A>, Springer;Academy of Economics and Finance, vol. 42(4), pages 807-817, October. <LI class="list-group-item downgate"> Guo, Jing & He, Xue Dong, 2021. "<B><A HREF="/a/eee/mateco/v95y2021ics0304406820301476.html">A new preference model that allows for narrow framing</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 95(C). <LI class="list-group-item downgate"> D. Madan & M. Pistorius & M. Stadje, 2017. "<B><A HREF="/a/spr/finsto/v21y2017i4d10.1007_s00780-017-0339-1.html">On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation</A></B>," <A HREF="/s/spr/finsto.html">Finance and Stochastics</A>, Springer, vol. 21(4), pages 1073-1102, October. <LI class="list-group-item downfree"> Lorenzo Garlappi & Jack Favilukis, 2015. "<B><A HREF="/p/red/sed015/242.html">The Carry Trade and UIP when Markets are Incomplete</A></B>," <A HREF="/s/red/sed015.html">2015 Meeting Papers</A> 242, Society for Economic Dynamics. <LI class="list-group-item downfree"> Castaldo, Stefano & Tirelli, Mario, 2021. "<B><A HREF="/p/pra/mprapa/108341.html">Subjective income risk and precautionary saving</A></B>," <A HREF="/s/pra/mprapa.html">MPRA Paper</A> 108341, University Library of Munich, Germany. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Mario Tirelli & Stefano Castaldo, 2022. "<B><A HREF="/p/rtr/wpaper/0267.html">Subjective Income Risk And Precautionary Saving</A></B>," <A HREF="/s/rtr/wpaper.html">Departmental Working Papers of Economics - University 'Roma Tre'</A> 0267, Department of Economics - University Roma Tre. </UL></div> <LI class="list-group-item downfree"> Alex Luiz Ferreira, 2016. "<B><A HREF="/p/anp/en2015/047.html">Precautionary And Long Run Risks For An Open Economy</A></B>," <A HREF="/s/anp/en2015.html">Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]</A> 047, ANPEC - AssociaÃ§Ã£o Nacional dos Centros de PÃ³s-GraduaÃ§Ã£o em Economia [Brazilian Association of Graduate Programs in Economics]. <LI class="list-group-item downfree"> Robert Kollmann, 2016. "<B><A HREF="/p/red/sed016/721.html">Risk Sharing, the Exchange Rate and Net Foreign Assets in a World Economy with Uncertainty Shocks</A></B>," <A HREF="/s/red/sed016.html">2016 Meeting Papers</A> 721, Society for Economic Dynamics. <LI class="list-group-item downgate"> Miyazaki, Kenji & Saito, Makoto, 2004. "<B><A HREF="/a/eee/finlet/v1y2004i2p113-118.html">Preference for early resolution and commitment</A></B>," <A HREF="/s/eee/finlet.html">Finance Research Letters</A>, Elsevier, vol. 1(2), pages 113-118, June. <LI class="list-group-item downfree"> Russell Cooper & Guozhong Zhu, 2017. "<B><A HREF="/p/nbr/nberwo/23741.html">Household Finance in China</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 23741, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> AJ A. Bostian & Christoph Heinzel, 2016. "<B><A HREF="/p/fsc/fspubl/44.html">Consumption Smoothing and Precautionary Saving under Recursive Preferences</A></B>," <A HREF="/s/fsc/fspubl.html">FOODSECURE Working papers</A> 44, LEI Wageningen UR. <LI class="list-group-item downgate"> Robert J. Barro & José F. Ursúa, 2012. "<B><A HREF="/a/anr/reveco/v4y2012p83-109.html">Rare Macroeconomic Disasters</A></B>," <A HREF="/s/anr/reveco.html">Annual Review of Economics</A>, Annual Reviews, vol. 4(1), pages 83-109, July. <div class="otherversion"><UL> <LI class="list-group-item downfree"> Robert J. Barro & José F. Ursua, 2011. "<B><A HREF="/p/nbr/nberwo/17328.html">Rare Macroeconomic Disasters</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 17328, National Bureau of Economic Research, Inc. </UL></div> <LI class="list-group-item downfree"> Mark Schneider, 2016. "<B><A HREF="/p/chu/wpaper/16-23.html">Dual Process Utility Theory: A Model of Decisions Under Risk and Over Time</A></B>," <A HREF="/s/chu/wpaper.html">Working Papers</A> 16-23, Chapman University, Economic Science Institute. <LI class="list-group-item downgate"> Badescu, Alex & Elliott, Robert J. & Siu, Tak Kuen, 2009. "<B><A HREF="/a/eee/insuma/v45y2009i3p337-347.html">Esscher transforms and consumption-based models</A></B>," <A HREF="/s/eee/insuma.html">Insurance: Mathematics and Economics</A>, Elsevier, vol. 45(3), pages 337-347, December. <LI class="list-group-item downfree"> Gianni Amisano & Oreste Tristani, 2023. "<B><A HREF="/a/wly/quante/v14y2023i2p689-716.html">Monetary policy and long‐term interest rates</A></B>," <A HREF="/s/wly/quante.html">Quantitative Economics</A>, Econometric Society, vol. 14(2), pages 689-716, May. <LI class="list-group-item downfree"> Suk Joon Byun & Bart Frijns & Tai‐Yong Roh, 2018. "<B><A HREF="/a/wly/jfutmk/v38y2018i4p425-445.html">A comprehensive look at the return predictability of variance risk premia</A></B>," <A HREF="/s/wly/jfutmk.html">Journal of Futures Markets</A>, John Wiley & Sons, Ltd., vol. 38(4), pages 425-445, April. <LI class="list-group-item downgate"> Spierdijk, Laura & Umar, Zaghum, 2014. "<B><A HREF="/a/eee/jimfin/v47y2014icp217-238.html">Stocks for the long run? Evidence from emerging markets</A></B>," <A HREF="/s/eee/jimfin.html">Journal of International Money and Finance</A>, Elsevier, vol. 47(C), pages 217-238. <LI class="list-group-item downfree"> Hui Chen & Winston Wei Dou & Leonid Kogan, 2019. "<B><A HREF="/p/nbr/nberwo/26418.html">Measuring “Dark Matter” in Asset Pricing Models</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 26418, National Bureau of Economic Research, Inc. <LI class="list-group-item downgate"> Croce, Mariano & Schlag, Christian & Marchuk, Tatyana, 2018. "<B><A HREF="/p/cpr/ceprdp/12631.html">The Leading Premium</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 12631, C.E.P.R. Discussion Papers. <LI class="list-group-item downfree"> Yulei Luo, 2006. "<B><A HREF="/p/sce/scecfa/56.html">Rational Inattention, Portfolio Choice, and the Equity Premium</A></B>," <A HREF="/s/sce/scecfa.html">Computing in Economics and Finance 2006</A> 56, Society for Computational Economics. <LI class="list-group-item downfree"> Thomas J. Sargent, 2007. "<B><A HREF="/a/fip/fedlrv/y2007ijulp301-304nv.89no.4.html">Commentary on \\"Long-run risks and financial markets\\"</A></B>," <A HREF="/s/fip/fedlrv.html">Review</A>, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 301-304. <LI class="list-group-item downfree"> Bigio, Saki, 2010. "<B><A HREF="/p/rbp/wpaper/2010-005.html">Liquidity Shocks and the Business Cycle</A></B>," <A HREF="/s/rbp/wpaper.html">Working Papers</A> 2010-005, Banco Central de Reserva del Perú. <LI class="list-group-item downgate"> Ahn, David S., 2007. "<B><A HREF="/a/eee/jetheo/v136y2007i1p286-301.html">Hierarchies of ambiguous beliefs</A></B>," <A HREF="/s/eee/jetheo.html">Journal of Economic Theory</A>, Elsevier, vol. 136(1), pages 286-301, September. <LI class="list-group-item downfree"> Rytchkov, Oleg, 2016. "<B><A HREF="/a/cup/jfinqa/v51y2016i02p655-683_00.html">Time-Varying Margin Requirements and Optimal Portfolio Choice</A></B>," <A HREF="/s/cup/jfinqa.html">Journal of Financial and Quantitative Analysis</A>, Cambridge University Press, vol. 51(2), pages 655-683, April. <LI class="list-group-item downfree"> Helmut Herwartz & Malte Rengel & Fang Xu, 2016. "<B><A HREF="/a/wly/jmoncb/v48y2016i8p1655-1690.html">Local Trends in Price‐to‐Dividend Ratios—Assessment, Predictive Value, and Determinants</A></B>," <A HREF="/s/wly/jmoncb.html">Journal of Money, Credit and Banking</A>, Blackwell Publishing, vol. 48(8), pages 1655-1690, December. <LI class="list-group-item downfree"> Miguel Palacios, 2010. "<B><A HREF="/p/hka/wpaper/2011-016.html">Human Capital as an Asset Class: Implications from a General Equilibrium Model</A></B>," <A HREF="/s/hka/wpaper.html">Working Papers</A> 2011-016, Human Capital and Economic Opportunity Working Group. <LI class="list-group-item downgate"> Ghaderi, Mohammad & Kilic, Mete & Seo, Sang Byung, 2022. "<B><A HREF="/a/eee/jfinec/v143y2022i1p527-549.html">Learning, slowly unfolding disasters, and asset prices</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 143(1), pages 527-549. <LI class="list-group-item downfree"> Pascal J. Maenhout & Andrea Vedolin & Hao Xing, 2020. "<B><A HREF="/p/nbr/nberwo/26970.html">Generalized Robustness and Dynamic Pessimism</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 26970, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> John Duffy & Janet Hua Jiang & Huan Xie, 2021. "<B><A HREF="/p/cir/cirwor/2021s-32.html">Pricing Indefinitely Lived Assets: Experimental Evidence</A></B>," <A HREF="/s/cir/cirwor.html">CIRANO Working Papers</A> 2021s-32, CIRANO. <div class="otherversion"><UL> <LI class="list-group-item downfree"> John Duffy & Janet Hua Jiang & Huan Xie, 2023. "<B><A HREF="/p/bca/bocawp/23-25.html">Pricing Indefinitely Lived Assets: Experimental Evidence</A></B>," <A HREF="/s/bca/bocawp.html">Staff Working Papers</A> 23-25, Bank of Canada. </UL></div> <LI class="list-group-item downgate"> Dimitris Papanikolaou, 2011. "<B><A HREF="/a/ucp/jpolec/doi10.1086-662221.html">Investment Shocks and Asset Prices</A></B>," <A HREF="/s/ucp/jpolec.html">Journal of Political Economy</A>, University of Chicago Press, vol. 119(4), pages 639-685. <LI class="list-group-item downgate"> Djeutem, Edouard, 2014. "<B><A HREF="/a/eee/jimfin/v46y2014icp16-40.html">Model uncertainty and the Forward Premium Puzzle</A></B>," <A HREF="/s/eee/jimfin.html">Journal of International Money and Finance</A>, Elsevier, vol. 46(C), pages 16-40. <LI class="list-group-item downfree"> James Andreoni & Charles Sprenger, 2015. "<B><A HREF="/a/aea/aecrev/v105y2015i7p2287-93.html">Risk Preferences Are Not Time Preferences: Reply</A></B>," <A HREF="/s/aea/aecrev.html">American Economic Review</A>, American Economic Association, vol. 105(7), pages 2287-2293, July. <LI class="list-group-item downfree"> Martin Schneider, 2010. "<B><A HREF="/a/red/ecodyn/v11y2010i2agenda.html">The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets</A></B>," <A HREF="/s/red/ecodyn.html">EconomicDynamics Newsletter</A>, Review of Economic Dynamics, vol. 11(2), April. <LI class="list-group-item downfree"> John Y. Campbell, 2003. "<B><A HREF="/a/sae/amerec/v47y2003i1p48-74.html">Two Puzzles of Asset Pricing and Their Implications for Investors</A></B>," <A HREF="/s/sae/amerec.html">The American Economist</A>, Sage Publications, vol. 47(1), pages 48-74, March. <LI class="list-group-item downgate"> Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea, 2020. "<B><A HREF="/a/eee/jfinec/v138y2020i1p53-73.html">Fiscal policy driven bond risk premia</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 138(1), pages 53-73. <LI class="list-group-item downfree"> Issler, João Victor & Piqueira, Natália Scotto, 2000. "<B><A HREF="/p/fgv/epgewp/387.html">Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)</A></B>," <A HREF="/s/fgv/epgewp.html">FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)</A> 387, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). <LI class="list-group-item downgate"> Li, Jian & Koulovatianos, Christos, 2020. "<B><A HREF="/a/eee/chieco/v60y2020ics1043951x19301555.html">The long shadows of war in China: Battle shocks in early life and health/wealth accumulation</A></B>," <A HREF="/s/eee/chieco.html">China Economic Review</A>, Elsevier, vol. 60(C). <LI class="list-group-item downgate"> Malkhozov, Aytek, 2014. "<B><A HREF="/a/eee/dyncon/v45y2014icp180-193.html">Asset prices in affine real business cycle models</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 45(C), pages 180-193. <LI class="list-group-item downfree"> Grammig, Joachim & Küchlin, Eva-Maria, 2017. "<B><A HREF="/p/zbw/cfswop/572.html">A two-step indirect inference approach to estimate the long-run risk asset pricing model</A></B>," <A HREF="/s/zbw/cfswop.html">CFS Working Paper Series</A> 572, Center for Financial Studies (CFS). <LI class="list-group-item downgate"> Liu, Liu, 2022. "<B><A HREF="/a/eee/finlet/v47y2022ipas154461232100489x.html">Learning about the persistence of recessions under ambiguity aversion</A></B>," <A HREF="/s/eee/finlet.html">Finance Research Letters</A>, Elsevier, vol. 47(PA). <LI class="list-group-item downfree"> Simon Oh & Jessica A. Wachter, 2018. "<B><A HREF="/p/nbr/nberwo/25113.html">Cross-sectional Skewness</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 25113, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Luo, Yulei & Young, Eric, 2013. "<B><A HREF="/p/pra/mprapa/50998.html">Consumption, Market Price of Risk, and Wealth Accumulation under Induced Uncertainty</A></B>," <A HREF="/s/pra/mprapa.html">MPRA Paper</A> 50998, University Library of Munich, Germany. <LI class="list-group-item downgate"> Kwon, Ji Ho, 2022. "<B><A HREF="/a/eee/finlet/v47y2022ipas1544612321005298.html">More predictors of the investment opportunity set in the ICAPM</A></B>," <A HREF="/s/eee/finlet.html">Finance Research Letters</A>, Elsevier, vol. 47(PA). <LI class="list-group-item downgate"> Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015. "<B><A HREF="/a/eee/empfin/v32y2015icp180-200.html">Consumption risk and the cross-section of government bond returns</A></B>," <A HREF="/s/eee/empfin.html">Journal of Empirical Finance</A>, Elsevier, vol. 32(C), pages 180-200. <LI class="list-group-item downgate"> Barroso, Pedro & Boons, Martijn & Karehnke, Paul, 2021. "<B><A HREF="/a/eee/jfinec/v139y2021i2p428-451.html">Time-varying state variable risk premia in the ICAPM</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 139(2), pages 428-451. <LI class="list-group-item">repec:pri:metric:wp051_2013_hansen_scheinkman_stochastic-compounding-and-uncertain-valuati is not listed on IDEAS <LI class="list-group-item downgate"> Andreasen Martin M. & Zabczyk Pawel, 2015. 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"<B><A HREF="/a/ris/actuec/0026.html">Consommation, effet de substitution intertemporelle et formation des habitudes</A></B>," <A HREF="/s/ris/actuec.html">L'Actualité Economique</A>, Société Canadienne de Science Economique, vol. 85(4), pages 437-473, décembre. <LI class="list-group-item downfree"> Bluwstein, Kristina & Yung, Julieta, 2019. "<B><A HREF="/p/boe/boeewp/0806.html">Back to the real economy: the effects of risk perception shocks on the term premium and bank lending</A></B>," <A HREF="/s/boe/boeewp.html">Bank of England working papers</A> 806, Bank of England. <LI class="list-group-item downgate"> Ki Young Park, 2009. "<B><A HREF="/a/taf/glecrv/v38y2009i4p431-459.html">Genes and Social Mobility: A Case for Progressive Income Tax</A></B>," <A HREF="/s/taf/glecrv.html">Global Economic Review</A>, Taylor & Francis Journals, vol. 38(4), pages 431-459. <LI class="list-group-item downgate"> Buchholz, Wolfgang & Schymura, Michael, 2012. 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"<B><A HREF="/a/fip/fedkpr/y2007p335-350.html">Housing, credit and consumer expenditure: commentary</A></B>," <A HREF="/s/fip/fedkpr.html">Proceedings - Economic Policy Symposium - Jackson Hole</A>, Federal Reserve Bank of Kansas City, pages 335-350. <LI class="list-group-item downfree"> Martin M. Andreasen, 2019. "<B><A HREF="/p/aah/create/2019-11.html">Explaining Bond Return Predictability in an Estimated New Keynesian Model</A></B>," <A HREF="/s/aah/create.html">CREATES Research Papers</A> 2019-11, Department of Economics and Business Economics, Aarhus University. <LI class="list-group-item downfree"> Jaroslav Borovička & Lars P. Hansen & Jose A. Scheinkman, 2014. "<B><A HREF="/p/nbr/nberwo/20104.html">Shock Elasticities and Impulse Responses</A></B>," <A HREF="/s/nbr/nberwo.html">NBER Working Papers</A> 20104, National Bureau of Economic Research, Inc. <LI class="list-group-item downfree"> Kyoung Jin Choi & Hyeng Keun Koo & Do Young Kwak, 2004. 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"<B><A HREF="/a/ces/ifosdt/v61y2008i10p44-53.html">ifo Indikator für das Weltwirtschaftsklima weiter gesunken</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(10), pages 44-53, 05. <LI class="downfree"> Gernot Nerb & Anna Stangl, 2008. "<B><A HREF="/a/ces/ifosdt/v61y2008i16p35-42.html">ifo Indikator für das Weltwirtschaftsklima weiter gesunken</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(16), pages 35-42, 08. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i14p28-29.html">ifo Konjunkturtest Juli 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i15p41-42.html">ifo Konjunkturtest Juli 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i15p52-53.html">ifo Konjunkturtest Juli 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i15p40-41.html">ifo Konjunkturtest Juli 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i12p42-43.html">ifo Konjunkturtest Juni 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06. <LI class="downfree"> Hans G. Russ, 2002. "<B><A HREF="/a/ces/ifosdt/v55y2002i13p44-45.html">ifo Konjunkturtest Juni 2002 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i12p55-56.html">ifo Konjunkturtest Juni 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i13p49-50.html">ifo Konjunkturtest Juni 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i12p55-56.html">ifo Konjunkturtest Juni 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i14p28-29.html">ifo Konjunkturtest Juli 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i15p40-41.html">ifo Konjunkturtest Juli 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i15p52-53.html">ifo Konjunkturtest Juli 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i15p41-42.html">ifo Konjunkturtest Juli 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08. <LI class="downfree"> Hans G. Russ, 2002. "<B><A HREF="/a/ces/ifosdt/v55y2002i13p44-45.html">ifo Konjunkturtest Juni 2002 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i12p42-43.html">ifo Konjunkturtest Juni 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i13p49-50.html">ifo Konjunkturtest Juni 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i12p55-56.html">ifo Konjunkturtest Juni 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i12p55-56.html">ifo Konjunkturtest Juni 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i15p40-41.html">ifo Konjunkturtest Juli 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i15p52-53.html">ifo Konjunkturtest Juli 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i14p28-29.html">ifo Konjunkturtest Juli 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i15p41-42.html">ifo Konjunkturtest Juli 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i12p55-56.html">ifo Konjunkturtest Juni 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i12p55-56.html">ifo Konjunkturtest Juni 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i13p49-50.html">ifo Konjunkturtest Juni 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07. <LI class="downfree"> Hans G. Russ, 2002. "<B><A HREF="/a/ces/ifosdt/v55y2002i13p44-45.html">ifo Konjunkturtest Juni 2002 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i12p42-43.html">ifo Konjunkturtest Juni 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i15p40-41.html">ifo Konjunkturtest Juli 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i15p52-53.html">ifo Konjunkturtest Juli 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i14p28-29.html">ifo Konjunkturtest Juli 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i15p41-42.html">ifo Konjunkturtest Juli 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08. <LI class="downfree"> Hans G. Russ, 2002. "<B><A HREF="/a/ces/ifosdt/v55y2002i13p44-45.html">ifo Konjunkturtest Juni 2002 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i12p42-43.html">ifo Konjunkturtest Juni 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i13p49-50.html">ifo Konjunkturtest Juni 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i12p55-56.html">ifo Konjunkturtest Juni 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i12p55-56.html">ifo Konjunkturtest Juni 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i15p40-41.html">ifo Konjunkturtest Juli 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i15p52-53.html">ifo Konjunkturtest Juli 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i14p28-29.html">ifo Konjunkturtest Juli 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i15p41-42.html">ifo Konjunkturtest Juli 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i12p55-56.html">ifo Konjunkturtest Juni 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i12p55-56.html">ifo Konjunkturtest Juni 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(12), pages 55-56, 06. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i13p49-50.html">ifo Konjunkturtest Juni 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(13), pages 49-50, 07. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i12p42-43.html">ifo Konjunkturtest Juni 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(12), pages 42-43, 06. <LI class="downfree"> Hans G. Russ, 2002. "<B><A HREF="/a/ces/ifosdt/v55y2002i13p44-45.html">ifo Konjunkturtest Juni 2002 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 55(13), pages 44-45, 07. <LI class="downfree"> Hans G. Russ, 2004. "<B><A HREF="/a/ces/ifosdt/v57y2004i14p28-29.html">ifo Konjunkturtest Juli 2004 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 57(14), pages 28-29, 07. <LI class="downfree"> Hans G. Russ, 2006. "<B><A HREF="/a/ces/ifosdt/v59y2006i15p41-42.html">ifo Konjunkturtest Juli 2006 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 59(15), pages 41-42, 08. <LI class="downfree"> Hans G. Russ, 2003. "<B><A HREF="/a/ces/ifosdt/v56y2003i15p40-41.html">ifo Konjunkturtest Juli 2003 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 56(15), pages 40-41, 08. <LI class="downfree"> Hans G. Russ, 2005. "<B><A HREF="/a/ces/ifosdt/v58y2005i15p52-53.html">ifo Konjunkturtest Juli 2005 in Kürze</A></B>," <A HREF="/s/ces/ifosdt.html">Ifo Schnelldienst</A>, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 58(15), pages 52-53, 08. <LI class="downgate"> Owens, Trudy & Hoddinott, John & Kinsey, Bill, 2003. "<B><A HREF="/a/ucp/ecdecc/y2003v51i2p337-57.html">The Impact of Agricultural Extension on Farm Production in Resettlement Areas of Zimbabwe</A></B>," <A HREF="/s/ucp/ecdecc.html">Economic Development and Cultural Change</A>, University of Chicago Press, vol. 51(2), pages 337-57, January. <LI class="downgate"> Facchini, Giovanni & Steinhardt, Max Friedrich, 2011. "<B><A HREF="/a/eee/pubeco/v95y2011i7p734-743.html">What drives U.S. immigration policy? Evidence from congressional roll call votes</A></B>," <A HREF="/s/eee/pubeco.html">Journal of Public Economics</A>, Elsevier, vol. 95(7), pages 734-743. <LI class="downgate"> Davide Castellani & Giorgia Giovannetti, 2010. "<B><A HREF="/a/taf/jpolrf/v13y2010i1p25-42.html">Productivity and the international firm: dissecting heterogeneity</A></B>," <A HREF="/s/taf/jpolrf.html">Journal of Economic Policy Reform</A>, Taylor & Francis Journals, vol. 13(1), pages 25-42. <LI class="downfree"> Artjoms Ivlevs & Jaime De Melo, 2010. "<B><A HREF="/a/adr/anecst/y2010i97-98p103-121.html">FDI, the Brain Drain and Trade: Channels and Evidence</A></B>," <A HREF="/s/adr/anecst.html">Annals of Economics and Statistics</A>, GENES, issue 97-98, pages 103-121. <LI class="downgate"> Julien Gourdon & Nicolas Maystre & Jaime de Melo, 2008. "<B><A HREF="/a/taf/jitecd/v17y2008i3p343-378.html">Openness, inequality and poverty: Endowments matter</A></B>," <A HREF="/s/taf/jitecd.html">The Journal of International Trade & Economic Development</A>, Taylor & Francis Journals, vol. 17(3), pages 343-378. <LI class="downfree"> Robert N. McCauley, 2012. "<B><A HREF="/a/mof/journl/ppr017c.html">Risk-on/risk-off, capital flows, leverage and safe assets</A></B>," <A HREF="/s/mof/journl.html">Public Policy Review</A>, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August. <LI class="downfree"> Robert N. McCauley, 2012. "<B><A HREF="/a/mof/journl/ppr017c.html">Risk-on/risk-off, capital flows, leverage and safe assets</A></B>," <A HREF="/s/mof/journl.html">Public Policy Review</A>, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August. <LI class="downfree"> Lars E. O. Svensson & Michael Woodford, 2000. "<B><A HREF="/a/fip/fedfpr/y2000x3.html">Indicator variables for optimal policy</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco. <LI class="downfree"> Miklós Koren & Silvana Tenreyro, 2007. "<B><A HREF="/a/fip/fedfpr/y2007inovx4.html">Technological diversification</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Nov. <LI class="downgate"> Keith Kuester & Volker Wieland, 2010. "<B><A HREF="/a/bla/jeurec/v8y2010i4p872-912.html">Insurance Policies for Monetary Policy in the Euro Area</A></B>," <A HREF="/s/bla/jeurec.html">Journal of the European Economic Association</A>, European Economic Association, vol. 8(4), pages 872-912, 06. <LI class="downfree"> Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "<B><A HREF="/a/ect/emjrnl/v14y2011i1pc25-c44.html">Short‐term forecasts of euro area GDP growth</A></B>," <A HREF="/s/ect/emjrnl.html">Econometrics Journal</A>, Royal Economic Society, vol. 14(1), pages C25-C44, February. <LI class="downfree"> Domenico Giannone & Michele Lenza, 2010. "<B><A HREF="/h/nbr/nberch/11909.html">The Feldstein-Horioka Fact</A></B>," <A HREF="/s/nbr/nberch.html">NBER Chapters</A>, in: NBER International Seminar on Macroeconomics 2009, pages 103-117 National Bureau of Economic Research, Inc. <LI class="downgate"> Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2007. "<B><A HREF="/a/taf/eaeuec/v45y2007i2p75-94.html">Long-Run Money Demand in the New EU Member States with Exchange Rate Effects</A></B>," <A HREF="/s/taf/eaeuec.html">Eastern European Economics</A>, Taylor & Francis Journals, vol. 45(2), pages 75-94, April. <LI class="downfree"> Christian Daude & Marcel Fratzscher, 2007. "<B><A HREF="/h/bis/biscgc/29-05.html">The pecking order of cross-border investment</A></B>," <A HREF="/s/bis/biscgc.html">CGFS Papers chapters</A>, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 53-89 Bank for International Settlements. <LI class="downfree"> Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "<B><A HREF="/a/fip/fedbcp/y2002x4.html">Equity and bond market signals as leading indicators of bank fragility</A></B>," <A HREF="/s/fip/fedbcp.html">Conference Series ; [Proceedings]</A>, Federal Reserve Bank of Boston. <LI class="downfree"> Kalin Nikolov, 2012. "<B><A HREF="/a/ecb/ecbrbu/201200151.html">Bubbles, banks and financial stability</A></B>," <A HREF="/s/ecb/ecbrbu.html">Research Bulletin</A>, European Central Bank, vol. 15, pages 2-6. <LI class="downfree"> Forbes, Kristin J. & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "<B><A HREF="/a/fip/fedfpr/00001.html">Bubble thy neighbor: portfolio effects and externalities from capital controls</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48. <LI class="downfree"> Marcel Fratzscher, 2012. "<B><A HREF="/a/chb/bcchec/v15y2012i2p66-98.html">Capital Controls and Foreign Exchange Policy</A></B>," <A HREF="/s/chb/bcchec.html">Journal Economía Chilena (The Chilean Economy)</A>, Central Bank of Chile, vol. 15(2), pages 66-98, August. <LI class="downfree"> Geert Bekaert & Marie Hoerova, 2010. "<B><A HREF="/a/ecb/ecbrbu/201000103.html">Risk, uncertainty and monetary policy</A></B>," <A HREF="/s/ecb/ecbrbu.html">Research Bulletin</A>, European Central Bank, vol. 10, pages 11-13. <LI class="downfree"> António Afonso & João Tovar Jalles, 2013. "<B><A HREF="/h/erf/erfssc/74-5.html">Fiscal Composition and Long-term Growth</A></B>," <A HREF="/s/erf/erfssc.html">Chapters in SUERF Studies</A>, SUERF - The European Money and Finance Forum. <LI class="downfree"> Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "<B><A HREF="/a/wly/emjrnl/v14y2011ipc45-c90.html">Weak and strong cross‐section dependence and estimation of large panels</A></B>," <A HREF="/s/wly/emjrnl.html">Econometrics Journal</A>, Royal Economic Society, vol. 14, pages C45-C90, 02. <LI class="downnone"> Marcel Fratzscher, 2011. "<B><A HREF="/h/nbr/nberch/13166.html">Capital Flows, Push versus Pull Factors and the Global Financial Crisis</A></B>," <A HREF="/s/nbr/nberch.html">NBER Chapters</A>, in: Global Financial Crisis National Bureau of Economic Research, Inc. <LI class="downgate"> Hendry, David F. & Hubrich, Kirstin, 2011. "<B><A HREF="/a/bes/jnlbes/v29i2y2011p216-227.html">Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate</A></B>," <A HREF="/s/bes/jnlbes.html">Journal of Business & Economic Statistics</A>, American Statistical Association, vol. 29(2), pages 216-227. <LI class="downgate"> Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "<B><A HREF="/a/spr/weltar/v152y2016i1p107-125.html">Exports and domestic demand pressure: a dynamic panel data model for the euro area countries</A></B>," <A HREF="/s/spr/weltar.html">Review of World Economics (Weltwirtschaftliches Archiv)</A>, Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February. <LI class="downgate"> Peter Hördahl & David Vestin, 2005. "<B><A HREF="/a/oup/revfin/v9y2005i1p97-137..html">Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia</A></B>," <A HREF="/s/oup/revfin.html">Review of Finance</A>, European Finance Association, vol. 9(1), pages 97-137. <LI class="downfree"> Charles Engel & Kenneth D. West, 2003. "<B><A HREF="/a/fip/fedfpr/y2003imarx3.html">Exchange rates and fundamentals</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Mar. <LI class="downfree"> Pierpaolo Benigno & Michael Woodford, 2003. "<B><A HREF="/a/fip/fedgpr/y2003x3.html">Optimal monetary and fiscal policy: a linear-quadratic approach</A></B>," <A HREF="/s/fip/fedgpr.html">Proceedings</A>, Board of Governors of the Federal Reserve System (U.S.). <LI class="downfree"> J. Galí & D. López-Salido & J. Vallés, 2003. "<B><A HREF="/a/fip/fedgpr/y2003x5.html">Understanding the effects of government spending on consumption</A></B>," <A HREF="/s/fip/fedgpr.html">Proceedings</A>, Board of Governors of the Federal Reserve System (U.S.). <LI class="downfree"> Athanasios Orphanides & John C. Williams, 2003. "<B><A HREF="/a/fip/fedgpr/y2003x2.html">The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations</A></B>," <A HREF="/s/fip/fedgpr.html">Proceedings</A>, Board of Governors of the Federal Reserve System (U.S.). <LI class="downfree"> Fabrice Collard & Harris Dellas, 2003. "<B><A HREF="/a/fip/fedgpr/y2003x1.html">The great inflation of the 1970s</A></B>," <A HREF="/s/fip/fedgpr.html">Proceedings</A>, Board of Governors of the Federal Reserve System (U.S.). <LI class="downgate"> Banbura, Marta & Rünstler, Gerhard, 2011. "<B><A HREF="/a/eee/intfor/v27yi2p333-346.html">A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP</A></B>," <A HREF="/s/eee/intfor.html">International Journal of Forecasting</A>, Elsevier, vol. 27(2), pages 333-346, April. <LI class="downfree"> Stephen Bond & Dietmar Harhoff & John Van Reenen, 2005. "<B><A HREF="/a/adr/anecst/y2005i79-80p433-460.html">Investment, R&D and Financial Constraints in Britain and Germany</A></B>," <A HREF="/s/adr/anecst.html">Annals of Economics and Statistics</A>, GENES, issue 79-80, pages 433-460. <LI class="downfree"> Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "<B><A HREF="/a/fip/fedfpr/y2005x25.html">Identifying technology spillovers and product market rivalry</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco. <LI class="downfree"> Francesco Caselli & Silvana Tenreyro, 2004. "<B><A HREF="/a/fip/fedbcb/y2004n04-8.html">Is Poland the next Spain?</A></B>," <A HREF="/s/fip/fedbcb.html">Communities and Banking</A>, Federal Reserve Bank of Boston. <LI class="downfree"> Saul Lach & Mark Schankerman, 2003. "<B><A HREF="/a/fip/fedfpr/y2003inovx4.html">Incentives and invention in universities</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Nov. <LI class="downfree"> Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "<B><A HREF="/a/fip/fedfpr/y2005x25.html">Identifying technology spillovers and product market rivalry</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco. <LI class="downfree"> Miklós Koren & Silvana Tenreyro, 2007. "<B><A HREF="/a/fip/fedfpr/y2007inovx4.html">Technological diversification</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Nov. <LI class="downgate"> Christopher A. Pissarides, 2009. "<B><A HREF="/a/ecm/emetrp/v77y2009i5p1339-1369.html">The Unemployment Volatility Puzzle: Is Wage Stickiness the Answer?</A></B>," <A HREF="/s/ecm/emetrp.html">Econometrica</A>, Econometric Society, vol. 77(5), pages 1339-1369, 09. <LI class="downfree"> Saul Lach & Mark Schankerman, 2003. "<B><A HREF="/a/fip/fedfpr/y2003inovx4.html">Incentives and invention in universities</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Nov. <LI class="downfree"> Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "<B><A HREF="/a/fip/fedfpr/y2005x25.html">Identifying technology spillovers and product market rivalry</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco. <LI class="downfree"> Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "<B><A HREF="/a/fip/fedfpr/y2005x25.html">Identifying technology spillovers and product market rivalry</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco. <LI class="downgate"> Jo Blanden & Stephen Machin, 2004. "<B><A HREF="/a/bla/scotjp/v51y2004i2p230-249.html">Educational Inequality and the Expansion of UK Higher Education</A></B>," <A HREF="/s/bla/scotjp.html">Scottish Journal of Political Economy</A>, Scottish Economic Society, vol. 51(2), pages 230-249, 05. <LI class="downfree"> Anthony J. Venables, 2006. "<B><A HREF="/a/fip/fedkpr/y2006p15-39.html">Shifts in economic geography and their causes</A></B>," <A HREF="/s/fip/fedkpr.html">Proceedings - Economic Policy Symposium - Jackson Hole</A>, Federal Reserve Bank of Kansas City, pages 15-39. <LI class="downfree"> Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P. Tsomocos, 2002. "<B><A HREF="/a/fip/fedbcp/y2002x2.html">Procyclicality and the New Basel Accord: banks' choice of loan rating system</A></B>," <A HREF="/s/fip/fedbcp.html">Conference Series ; [Proceedings]</A>, Federal Reserve Bank of Boston. <LI class="downgate"> Jean-Charles Rochet & Jean Tirole, 2003. "<B><A HREF="/a/tpr/jeurec/v1y2003i4p990-1029.html">Platform Competition in Two-Sided Markets</A></B>," <A HREF="/s/tpr/jeurec.html">Journal of the European Economic Association</A>, MIT Press, vol. 1(4), pages 990-1029, 06. <LI class="downgate"> Larcinese, Valentino & Puglisi, Riccardo & Snyder, James M., 2011. "<B><A HREF="/a/eee/pubeco/v95y2011i9p1178-1189.html">Partisan bias in economic news: Evidence on the agenda-setting behavior of U.S. newspapers</A></B>," <A HREF="/s/eee/pubeco.html">Journal of Public Economics</A>, Elsevier, vol. 95(9), pages 1178-1189. <LI class="downfree"> Saul Lach & Mark Schankerman, 2003. "<B><A HREF="/a/fip/fedfpr/y2003inovx4.html">Incentives and invention in universities</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Nov. <LI class="downfree"> Richard Freeman & John Van Reenen, 2009. "<B><A HREF="/h/nbr/nberch/8182.html">What if Congress Doubled R&D Spending on the Physical Sciences?</A></B>," <A HREF="/s/nbr/nberch.html">NBER Chapters</A>, in: Innovation Policy and the Economy, Volume 9, pages 1-38 National Bureau of Economic Research, Inc. <LI class="downgate"> Richard Perkins & Eric Neumayer, 2010. "<B><A HREF="/a/pio/envira/v42y2010i2p347-365.html">Geographic variations in the early diffusion of corporate voluntary standards: comparing ISO 14001 and the Global Compact</A></B>," <A HREF="/s/pio/envira.html">Environment and Planning A</A>, Pion Ltd, London, vol. 42(2), pages 347-365, February. <LI class="downfree"> Richard B. Freeman, 2007. "<B><A HREF="/a/rpo/ripoec/v97y2007i6p9-36.html">When Workers Share in Profits: Effort and Responses to Shirking</A></B>," <A HREF="/s/rpo/ripoec.html">Rivista di Politica Economica</A>, SIPI Spa, vol. 97(6), pages 9-36, November-. <LI class="downfree"> Robert C. Allen & Jean‐Pascal Bassino & Debin Ma & Christine Moll‐Murata & Jan Luiten Van Zanden, 2011. "<B><A HREF="/a/bla/ehsrev/v64y2011is1p8-38.html">Wages, prices, and living standards in China, 1738–1925: in comparison with Europe, Japan, and India</A></B>," <A HREF="/s/bla/ehsrev.html">Economic History Review</A>, Economic History Society, vol. 64(s1), pages 8-38, February. <LI class="downfree"> Nick Bloom & Mark Schankerman & John Van Reenen, 2005. "<B><A HREF="/a/fip/fedfpr/y2005x25.html">Identifying technology spillovers and product market rivalry</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco. <LI class="downfree"> Miklós Koren & Silvana Tenreyro, 2007. "<B><A HREF="/a/fip/fedfpr/y2007inovx4.html">Technological diversification</A></B>," <A HREF="/s/fip/fedfpr.html">Proceedings</A>, Federal Reserve Bank of San Francisco, issue Nov. <LI class="downgate"> Nancy Holman & Gabriel M Ahlfeldt, 2015. "<B><A HREF="/a/pio/envira/v47y2015i1p172-187.html">No escape? The coordination problem in heritage preservation</A></B>," <A HREF="/s/pio/envira.html">Environment and Planning A</A>, Pion Ltd, London, vol. 47(1), pages 172-187, January. <LI class="downfree"> Paul Beaudry & David A. Green & Benjamin M. Sand, 2013. "<B><A HREF="/h/nbr/nberch/13285.html">The Great Reversal in the Demand for Skill and Cognitive Tasks</A></B>," <A HREF="/s/nbr/nberch.html">NBER Chapters</A>, in: Labor Markets in the Aftermath of the Great Recession, pages 199-247 National Bureau of Economic Research, Inc. <LI class="downnone"> Giuseppe Moscarini & Fabien Postel-Vinay, 2013. 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"<B><A HREF="/p/iek/wpaper/1008.html">Borrowing Constraints, the Marginal Propensity to Consume, and the Effectiveness of Fiscal Policy</A></B>," <A HREF="/s/iek/wpaper.html">Discussion Paper Series</A> 1008, Institute of Economic Research, Korea University. <LI class="list-group-item downfree"> Lance Kent & Toan Phan, 2019. "<B><A HREF="/a/fip/fedreq/00066.html">Time-Varying Skewness and Real Business Cycles</A></B>," <A HREF="/s/fip/fedreq.html">Economic Quarterly</A>, Federal Reserve Bank of Richmond, issue 2Q, pages 59-103. <LI class="list-group-item downfree"> Tan Wang & Tony S. Wirjanto, 2013. "<B><A HREF="/p/rim/rimwps/31_13.html">Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment</A></B>," <A HREF="/s/rim/rimwps.html">Working Paper series</A> 31_13, Rimini Centre for Economic Analysis. <LI class="list-group-item downgate"> Martin Ahlbrecht & Martin Weber, 1997. "<B><A HREF="/a/kap/theord/v43y1997i2p167-185.html">Preference for gradual resolution of uncertainty</A></B>," <A HREF="/s/kap/theord.html">Theory and Decision</A>, Springer, vol. 43(2), pages 167-185, September. <LI class="list-group-item downfree"> Lars A. Lochstoer & Tyler Muir, 2022. "<B><A HREF="/a/bla/jfinan/v77y2022i2p1055-1096.html">Volatility Expectations and Returns</A></B>," <A HREF="/s/bla/jfinan.html">Journal of Finance</A>, American Finance Association, vol. 77(2), pages 1055-1096, April. <LI class="list-group-item downgate"> Duffie, Darrell, 2003. "<B><A HREF="/h/eee/finchp/2-11.html">Intertemporal asset pricing theory</A></B>," <A HREF="/s/eee/finchp.html">Handbook of the Economics of Finance</A>, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), <A HREF="/b/eee/finhes/2.html">Handbook of the Economics of Finance</A>, edition 1, volume 1, chapter 11, pages 639-742, Elsevier. <LI class="list-group-item downgate"> Werner, Jan, 2014. "<B><A HREF="/a/eee/mateco/v53y2014icp145-152.html">Rational asset pricing bubbles and debt constraints</A></B>," <A HREF="/s/eee/mateco.html">Journal of Mathematical Economics</A>, Elsevier, vol. 53(C), pages 145-152. <LI class="list-group-item downfree"> Motohiro Yogo, 2006. "<B><A HREF="/a/bla/jfinan/v61y2006i2p539-580.html">A Consumption‐Based Explanation of Expected Stock Returns</A></B>," <A HREF="/s/bla/jfinan.html">Journal of Finance</A>, American Finance Association, vol. 61(2), pages 539-580, April. <LI class="list-group-item downgate"> Du, Du, 2013. "<B><A HREF="/a/eee/jfinec/v110y2013i3p730-751.html">General equilibrium pricing of currency and currency options</A></B>," <A HREF="/s/eee/jfinec.html">Journal of Financial Economics</A>, Elsevier, vol. 110(3), pages 730-751. <LI class="list-group-item downgate"> Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "<B><A HREF="/a/eee/econom/v222y2021i1p451-467.html">Generalized aggregation of misspecified models: With an application to asset pricing</A></B>," <A HREF="/s/eee/econom.html">Journal of Econometrics</A>, Elsevier, vol. 222(1), pages 451-467. <LI class="list-group-item downfree"> Yiqun Mou & Lars A. Lochstoer & Michael Johannes, 2011. "<B><A HREF="/p/red/sed011/306.html">Learning about Consumption Dynamics</A></B>," <A HREF="/s/red/sed011.html">2011 Meeting Papers</A> 306, Society for Economic Dynamics. <LI class="list-group-item downfree"> Sweder van Wijnbergen & Stan Olijslagers & Nander de Vette, 2020. "<B><A HREF="/p/tin/wpaper/20200079.html">Debt sustainability when r - g smaller than 0: no free lunch after all</A></B>," <A HREF="/s/tin/wpaper.html">Tinbergen Institute Discussion Papers</A> 20-079/VI, Tinbergen Institute. <LI class="list-group-item downfree"> Francisco Gomes & Alexander Michaelides & Yuxin Zhang, 2022. "<B><A HREF="/a/inm/ormnsc/v68y2022i4p3047-3070.html">Tactical Target Date Funds</A></B>," <A HREF="/s/inm/ormnsc.html">Management Science</A>, INFORMS, vol. 68(4), pages 3047-3070, April. <div class="otherversion"><UL> <LI class="list-group-item downgate"> Gomes, Francisco & Michaelides, Alexander & Zhang, Yuxin, 2018. "<B><A HREF="/p/cpr/ceprdp/13019.html">Tactical Target Date Funds</A></B>," <A HREF="/s/cpr/ceprdp.html">CEPR Discussion Papers</A> 13019, C.E.P.R. Discussion Papers. </UL></div> <LI class="list-group-item downgate"> Waki, Yuichiro, 2022. "<B><A HREF="/a/eee/jmacro/v72y2022ics0164070422000222.html">A cautionary note on linear aggregation in macroeconomic models under the RINCE preferences</A></B>," <A HREF="/s/eee/jmacro.html">Journal of Macroeconomics</A>, Elsevier, vol. 72(C). <LI class="list-group-item downfree"> Chiaki Hara, 2013. "<B><A HREF="/p/kyo/wpaper/862.html">Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costsã€€</A></B>," <A HREF="/s/kyo/wpaper.html">KIER Working Papers</A> 862, Kyoto University, Institute of Economic Research. <LI class="list-group-item">repec:dau:papers:123456789/2284 is not listed on IDEAS <LI class="list-group-item downfree"> Vasilev, Aleksandar, 2018. "<B><A HREF="/p/zbw/esprep/182577.html">An RBC model with Epstein-Zin (non-expected-utility) recursive preferences: lessons from Bulgaria (1999-2016)</A></B>," <A HREF="/s/zbw/esprep.html">EconStor Preprints</A> 182577, ZBW - Leibniz Information Centre for Economics. <LI class="list-group-item downgate"> Epaulard, Anne & Pommeret, Aude, 2003. "<B><A HREF="/a/eee/resene/v25y2003i2p129-139.html">Optimally eating a stochastic cake: a recursive utility approach</A></B>," <A HREF="/s/eee/resene.html">Resource and Energy Economics</A>, Elsevier, vol. 25(2), pages 129-139, May. <LI class="list-group-item downfree"> Tödter Karl-Heinz & Ziebarth Gerhard, 2021. "<B><A HREF="/a/jns/jbstat/v241y2021i1p29-69n1.html">Lifetime Cost of Living and Effective Prices: Theory and Evidence for Germany</A></B>," <A HREF="/s/jns/jbstat.html">Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)</A>, De Gruyter, vol. 241(1), pages 29-69, February. <LI class="list-group-item downgate"> Ruan, Xinfeng & Zhang, Jin E., 2018. "<B><A HREF="/a/eee/dyncon/v96y2018icp42-60.html">Equilibrium variance risk premium in a cost-free production economy</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 96(C), pages 42-60. <LI class="list-group-item downfree"> Martin M. Andreasen & Kasper Jørgensen, 2016. "<B><A HREF="/p/aah/create/2016-16.html">Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution</A></B>," <A HREF="/s/aah/create.html">CREATES Research Papers</A> 2016-16, Department of Economics and Business Economics, Aarhus University. <LI class="list-group-item downgate"> Emms, Paul, 2012. "<B><A HREF="/a/eee/dyncon/v36y2012i9p1303-1321.html">Lifetime investment and consumption using a defined-contribution pension scheme</A></B>," <A HREF="/s/eee/dyncon.html">Journal of Economic Dynamics and Control</A>, Elsevier, vol. 36(9), pages 1303-1321. </ol> </ol> </div> </div> </div> </div> <div id="footer" class="row d-print-none"> <div class="col-sm-6 more-services"> <h3 style="border-bottom: 1px solid #111; position: relative; right:0.9em;">More services and features</h3> <div class="row"> <div class="list-group col"> <a href="/cgi-bin/myideas.cgi" class="list-group-item"> <h4 class="list-group-item-heading">MyIDEAS</h4> <p class="list-group-item-text">Follow serials, authors, keywords & more</p> </a> <a href="http://authors.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">Author registration</h4> <p class="list-group-item-text">Public profiles for Economics researchers</p> </a> <a href="http://ideas.repec.org/top/" class="list-group-item"> <h4 class="list-group-item-heading">Rankings</h4> <p class="list-group-item-text">Various research rankings in Economics</p> </a> <a href="http://genealogy.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">RePEc Genealogy</h4> <p class="list-group-item-text">Who was a student of whom, using RePEc</p> </a> <a href="http://biblio.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">RePEc Biblio</h4> <p class="list-group-item-text">Curated articles & papers on economics topics</p> </a> </div> <div class="list-group col"> <a href="http://mpra.ub.uni-muenchen.de/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">MPRA <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Upload your paper to be listed on RePEc and IDEAS</p> </a> <a href="http://nep.repec.org/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">New papers by email <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Subscribe to new additions to RePEc</p> </a> <a href="http://www.econacademics.org/" class="list-group-item"> <h4 class="list-group-item-heading">EconAcademics</h4> <p class="list-group-item-text">Blog aggregator for economics research</p> </a> <a href="http://plagiarism.repec.org/" class="list-group-item"> <h4 class="list-group-item-heading">Plagiarism</h4> <p class="list-group-item-text">Cases of plagiarism in Economics</p> </a> </div> </div> </div> <div class="col-sm more-services"> <h3 style="border-bottom: 1px solid #111;">About RePEc</h3> <div class="list-group col"> <a href="http://repec.org/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">RePEc home <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Initiative for open bibliographies in Economics</p> </a> <a href="http://blog.repec.org/" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">Blog <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">News about RePEc</p> </a> <a href="/help.html" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">Help/FAQ <i class="fa fa-external-link"></i></h4> <p class="list-group-item-text">Questions about IDEAS and RePEc</p> </a> <a href="/team.html" class="list-group-item"> <h4 class="list-group-item-heading">RePEc team</h4> <p class="list-group-item-text">RePEc volunteers</p> </a> <a href="/archives.html" class="list-group-item"> <h4 class="list-group-item-heading">Participating archives</h4> <p class="list-group-item-text">Publishers indexing in RePEc</p> </a> <a href="https://ideas.repec.org/privacy.html" class="list-group-item" target="_blank"> <h4 class="list-group-item-heading">Privacy statement <i class="fa fa-external-link"></i></h4> </a> </div> </div> <div class="col-sm more-services"> <h3 style="border-bottom: 1px solid #111;">Help us</h3> <div class="list-group col"> <a href="/corrections.html" class="list-group-item"> <h4 class="list-group-item-heading">Corrections</h4> <p class="list-group-item-text">Found an error or omission?</p> </a> <a href="/volunteers.html" class="list-group-item"> <h4 class="list-group-item-heading">Volunteers</h4> <p class="list-group-item-text">Opportunities to help RePEc</p> </a> <a href="/participate.html" class="list-group-item"> <h4 class="list-group-item-heading">Get papers listed</h4> <p class="list-group-item-text">Have your research listed on RePEc</p> </a> <a href="/stepbystep.html" class="list-group-item"> <h4 class="list-group-item-heading">Open a RePEc archive</h4> <p class="list-group-item-text">Have your institution's/publisher's output listed on RePEc</p> </a> <a href="/getdata.html" class="list-group-item"> <h4 class="list-group-item-heading">Get RePEc data</h4> <p class="list-group-item-text">Use data assembled by RePEc</p> </a> </div> </div> </div> <div class="row"> <div class="col-12" style="text-align: center; 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