Working papers
- Yili Chien & Junsang Lee, 2006.
"Why Tax Capital?,"
2006 Meeting Papers
492, Society for Economic Dynamics.
[Downloadable!]
Other versions: Cited by:
- Junsang Lee & Yili Chien, 2008.
"Optimal Capital Taxation Under Limited Commitment,"
ANUCBE School of Economics Working Papers
2008-498, Australian National University, College of Business and Economics, School of Economics.
[Downloadable!]
Other versions:
- Hanno Lustig & Yi-Li Chien, 2005.
"The Market Price of Aggregate Risk and the Wealth Distribution,"
NBER Working Papers
11132, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Cited by:
- Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007.
"Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data,"
NBER Working Papers
13650, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Fernando Alvarez & Andrew Atkeson & Patrick Kehoe, 2007.
"Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium,"
Working Papers
CAS_RN_2007_6, Laboratory for Macroeconomic Analysis.
[Downloadable!]
Other versions:- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2005.
"Time-varying risk, interest rates and exchange rates in general equilibrium,"
Working Papers
627, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2009.
"Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium,"
Review of Economic Studies,
Blackwell Publishing, vol. 76(3), pages 851-878, 07.
[Downloadable!] (restricted)
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008.
"Time-varying risk, interest rates, and exchange rates in general equilibrium,"
Staff Report
371, Federal Reserve Bank of Minneapolis.
[Downloadable!]
- Junsang Lee & Yili Chien, 2008.
"Optimal Capital Taxation Under Limited Commitment,"
ANUCBE School of Economics Working Papers
2008-498, Australian National University, College of Business and Economics, School of Economics.
[Downloadable!]
Other versions: - Martin Bodenstein, 2006.
"International asset markets and real exchange rate volatility,"
International Finance Discussion Papers
884, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Christian Hellwig & Guido Lorenzoni, 2006.
"Bubbles and Self-enforcing Debt,"
Levine's Bibliography
321307000000000383, UCLA Department of Economics.
[Downloadable!]
Other versions:- Christian Hellwig & Guido Lorenzoni, 2009.
"Bubbles and Self-Enforcing Debt,"
Econometrica,
Econometric Society, vol. 77(4), pages 1137-1164, 07.
[Downloadable!] (restricted)
- Christian Hellwig & Guido Lorenzoni, 2006.
"Bubbles and Self-Enforcing Debt,"
NBER Working Papers
12614, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Stephen Morris & Hyun Song Shin, 2003.
"Liquidity Black Holes,"
Cowles Foundation Discussion Papers
1434, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:- Stephen Morris & Hyun Song Shin, 2004.
"Liquidity Black Holes,"
Yale School of Management Working Papers
ysm425, Yale School of Management.
[Downloadable!]
- Stephen Morris & Hyun Song Shin, 2004.
"Liquidity Black Holes,"
Review of Finance,
Springer, vol. 8(1), pages 1-18.
[Downloadable!]
- Hyun Song Shin & Stephen Morris, 2004.
"Liquidity Black Holes,"
Econometric Society 2004 North American Winter Meetings
620, Econometric Society.
- Hyun Song Shin & Stephen Morris, 2004.
"Liquidity Black Holes,"
Econometric Society 2004 North American Winter Meetings
644, Econometric Society.
- Gaetano Bloise & Pietro Reichlin, 2008.
"Asset Prices, Debt Constraints And Inefficiency,"
Departmental Working Papers of Economics - University 'Roma Tre'
0089, Department of Economics - University Roma Tre.
[Downloadable!]
Other versions: - Christian Hellwig, 2003.
"Bubbles and Self-enforcing Debt (October 2006, with Guido Lorenzoni),"
UCLA Economics Online Papers
229, UCLA Department of Economics.
[Downloadable!]
- Miguel A. Martínez & Belén Nieto & Gonzalo Rubio & Mikel Tapia, 2002.
"Asset Pricing And Systematic Liquidity Risk: An Empirical Investigation Of The Spanish Stock Market,"
Business Economics Working Papers
wb026022, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
- YiLi Chien & Harold Cole & Hanno Lustig, 2007.
"A Multiplier Approach to Understanding the Macro Implications of Household Finance,"
NBER Working Papers
13555, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Juan Pablo Medina, 2004.
"The Default Rate and Price of Capital in a Costly External Finance Model,"
Working Papers Central Bank of Chile
297, Central Bank of Chile.
[Downloadable!]
- Acharya, Viral V & Pedersen, Lasse Heje, 2003.
"Asset Pricing with Liquidity Risk,"
CEPR Discussion Papers
3749, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Viral V. Acharya & Lasse Heje Pedersen, 2004.
"Asset Pricing with Liquidity Risk,"
NBER Working Papers
10814, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Acharya, Viral V & Pedersen, Lasse Heje, 2004.
"Asset Pricing with Liquidity Risk,"
CEPR Discussion Papers
4718, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Acharya, Viral V. & Pedersen, Lasse Heje, 2005.
"Asset pricing with liquidity risk,"
Journal of Financial Economics,
Elsevier, vol. 77(2), pages 375-410, August.
[Downloadable!] (restricted)
- Professor George M Constantinides, 2005.
"Market Oganization and the prices of financial Assets,"
Money Macro and Finance (MMF) Research Group Conference 2005
49, Money Macro and Finance Research Group.
[Downloadable!]
Other versions: - Junsang Lee & Yili Chien, 2008.
"Why Tax Capital?,"
ANUCBE School of Economics Working Papers
2008-497, Australian National University, College of Business and Economics, School of Economics.
[Downloadable!]
Other versions: - Juan Pablo Medina, 2004.
"Endogenous Financial Constraints: Persistence and Interest Rate Fluctuations,"
Working Papers Central Bank of Chile
290, Central Bank of Chile.
[Downloadable!]
- Jonathan Thomas & Tim Worral, 2004.
"Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision,"
ESE Discussion Papers
95, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
Other versions: - Joseph Gruber & Robert Martin, 2003.
"Precautionary savings and the wealth distribution with illiquid durables,"
International Finance Discussion Papers
773, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Arpad Abraham & Eva Carceles-Poveda, 2006.
"Complete Markets, Enforcement Constraints and Intermediation,"
Computing in Economics and Finance 2006
320, Society for Computational Economics.
[Downloadable!]
Other versions: - Casey B. Mulligan, 2004.
"Robust Aggregate Implications of Stochastic Discount Factor Volatility,"
NBER Working Papers
10210, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Pástor, Luboš & Stambaugh, Robert F, 2002.
"Liquidity Risk and Expected Stock Returns,"
CEPR Discussion Papers
3494, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Lubos Pastor & Robert F. Stambaugh, 2001.
"Liquidity Risk and Expected Stock Returns,"
NBER Working Papers
8462, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Luboš Pástor & Robert F. Stambaugh, .
"Liquidity Risk and Expected Stock Returns,"
CRSP working papers
531, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
[Downloadable!]
- Pastor, Lubos & Stambaugh, Robert F., 2003.
"Liquidity Risk and Expected Stock Returns,"
Journal of Political Economy,
University of Chicago Press, vol. 111(3), pages 642-685, June.
[Downloadable!] (restricted)
- Gonzalo Rubio & Miguel Angel A. Martinez & Belén Nieto, 2003.
"Asset pricing and systematic liquidity risk,"
DFAEII Working Papers
200205, University of the Basque Country - Department of Foundations of Economic Analysis II.
[Downloadable!]
- Robert F. Martin Joseph W. Gruber, 2004.
"Does Housing Wealth Make Us Less Equal? The Role of Durable Goods in the Distribution of Wealth,"
Econometric Society 2004 North American Summer Meetings
15, Econometric Society.
[Downloadable!]
- Jonathan P Thomas & Tim Worrall, 2002.
"Unemployment Insurance under Moral Hazard and Limited Commitment: Public vs Private Provision,"
Keele Economics Research Papers
KERP 2002/20, Centre for Economic Research, Keele University.
[Downloadable!]
Other versions: - Lars Peter Hansen, 2008.
"Modeling the Long Run: Valuation in Dynamic Stochastic Economies,"
NBER Working Papers
14243, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2006.
"Taxing Capital? Not a Bad Idea After All!,"
CFS Working Paper Series
2006/22, Center for Financial Studies.
[Downloadable!]
Other versions:- Juan Carlos Conesa & Sagiri Kitao & Dirk Krueger, 2009.
"Taxing Capital? Not a Bad Idea after All!,"
American Economic Review,
American Economic Association, vol. 99(1), pages 25-48, March.
[Downloadable!]
- Juan Carlos Conesa & Sagiri Kitao & Dirk Krueger, 2006.
"Taxing Capital? Not a Bad Idea After All!,"
CFS Working Paper Series
2006/21, Center for Financial Studies.
[Downloadable!]
- Juan C. Conesa & Dirk Krueger, 2004.
"Taxing Capital: Not a Bad Idea After All,"
2004 Meeting Papers
403, Society for Economic Dynamics.
- Juan Carlos Conesa & Sagiri Kitao & Dirk Krueger, 2007.
"Taxing Capital? Not a Bad Idea After All!,"
NBER Working Papers
12880, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Conesa, Juan Carlos & Kitao, Sagiri & Krüger, Dirk, 2006.
"Taxing Capital? Not a Bad Idea After All!,"
CEPR Discussion Papers
5929, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
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