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Citations for "Rare Disasters and Asset Markets in the Twentieth Century"

by Barro, Robert

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  1. repec:bos:wpaper:wp2013-002 is not listed on IDEAS
  2. Robin Greenwood & Andrei Shleifer, . "Expectations of Returns and Expected Returns," Working Paper 102501, Harvard University OpenScholar.
  3. Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model," European Economic Review, Elsevier, Elsevier, vol. 55(3), pages 325-339, April.
  4. Hanno Lustig & Adrien Verdelhan, 2011. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply," American Economic Review, American Economic Association, American Economic Association, vol. 101(7), pages 3477-3500, December.
  5. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2011. "A Model of Shadow Banking," Working Papers 576, Barcelona Graduate School of Economics.
  6. Kevin Salyer & Victor Dorofeenko & Gabriel Lee, 2005. "A New Algorithm for Solving Dynamic Stochastic Macroeconomic Models," Working Papers, University of California, Davis, Department of Economics 62, University of California, Davis, Department of Economics.
  7. Jose-Victor Rios Rull & Jonathan Heathcote & Dirk Krueger & Andy Glover, 2011. "Intergenerational Redistribution in the Great Recession," 2011 Meeting Papers 141, Society for Economic Dynamics.
  8. Jessica A. Wachter & Missaka Warusawitharana, 2006. "Predictable returns and asset allocation: Should a skeptical investor time the market?," 2006 Meeting Papers, Society for Economic Dynamics 22, Society for Economic Dynamics.
  9. Michael Weber, 2014. "Nominal Rigidities and Asset Pricing," 2014 Meeting Papers, Society for Economic Dynamics 53, Society for Economic Dynamics.
  10. Maurizio Iacopetta, 2010. "Formal Education and Public Knowledge," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 2010-33, Observatoire Francais des Conjonctures Economiques (OFCE).
  11. Tim Bollerslev & Viktor Todorov, 2011. "Estimation of Jump Tails," Econometrica, Econometric Society, Econometric Society, vol. 79(6), pages 1727-1783, November.
  12. David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, American Finance Association, vol. 66(6), pages 1969-2012, December.
  13. Gurdip Bakshi, 2009. "Du subjectiv expectations explain asset pricing puzzles?," 2009 Meeting Papers, Society for Economic Dynamics 1234, Society for Economic Dynamics.
  14. Bruno S. Frey & David A. Savage & Benno Torgler, 2008. "Noblesse Oblige? Determinants of Survival in a Life and Death Situation," CESifo Working Paper Series 2425, CESifo Group Munich.
  15. Eduardo Borensztein & Eduardo A. Cavallo & Patricio Valenzuela, 2008. "Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance," Research Department Publications, Inter-American Development Bank, Research Department 2011, Inter-American Development Bank, Research Department.
  16. Mollerstrom, Johanna Britta & Laibson, David I. & Chauvin, Kyle, 2011. "Asset Bubbles and the Cost of Economic Fluctuations," Scholarly Articles 9938146, Harvard University Department of Economics.
  17. Jerry Tsai, 2013. "Rare Disasters and the Term Structure of Interest Rates," Economics Series Working Papers 665, University of Oxford, Department of Economics.
  18. Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model," Working Paper Series, European Central Bank 1285, European Central Bank.
  19. Jason Beeler & John Y. Campbell, 2009. "The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment," NBER Working Papers 14788, National Bureau of Economic Research, Inc.
  20. Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo Group Munich.
  21. Robert J. Willis, 2010. "Comment on "The Rise of 401(k) Plans, Lifetime Earnings, and Wealth at Retirement"," NBER Chapters, in: Research Findings in the Economics of Aging, pages 304-309 National Bureau of Economic Research, Inc.
  22. Giorgio Fagiolo & Andrea Roventini & Guido Ascari, 2012. "Fat-Tail Distributions and Business-Cycle Models," INET Research Notes 5, Institute for New Economic Thinking (INET).
  23. Marlène Isoré & Urszula Szczerbowicz, 2013. "Disaster Risk in a New Keynesian Model," Working Papers 2013-12, CEPII research center.
  24. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2011. "Ambiguity and the historical equity premium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11032r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Aug 2012.
  25. Pakoš, Michal, 2013. "Long-run risk and hidden growth persistence," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(9), pages 1911-1928.
  26. Andrew Y. Chen, 2013. "External Habit in a Production Economy," 2013 Papers, Job Market Papers pch1244, Job Market Papers.
  27. Ornthanalai, Chayawat, 2014. "Lévy jump risk: Evidence from options and returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 112(1), pages 69-90.
  28. Branger, Nicole & Grüning, Patrick & Kraft, Holger & Meinerding, Christoph, 2013. "Asset pricing under uncertainty about shock propagation," SAFE Working Paper Series 34, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  29. Gollier, Christian, 2012. "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 754, Institut d'Économie Industrielle (IDEI), Toulouse.
  30. Miguel Ampudia & Michael Ehrmann, 2014. "Macroeconomic Experiences and Risk Taking of Euro Area Households," Working Papers, Bank of Canada 14-10, Bank of Canada.
  31. Robert J. Barro & Tao Jin, . "On the Size Distribution of Macroeconomic Disasters," Working Paper 115416, Harvard University OpenScholar.
  32. Shiba Suzuki, 2009. "Risks after Disasters: A Note on the Effects of Precautionary Saving on Equity Premiums," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University gd08-040, Institute of Economic Research, Hitotsubashi University.
  33. Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFR Working Papers 14-06, University of Cologne, Centre for Financial Research (CFR).
  34. Koulovatianos, Christos & Wieland, Volker, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8514, C.E.P.R. Discussion Papers.
  35. Olaf Posch, 2009. "Risk premia in general equilibrium," CREATES Research Papers 2009-58, School of Economics and Management, University of Aarhus.
  36. Christian Gollier, 2008. "Discounting with fat-tailed economic growth," Journal of Risk and Uncertainty, Springer, Springer, vol. 37(2), pages 171-186, December.
  37. Ravi Bansal & Ivan Shaliastovich, 2009. "Confidence Risk and Asset Prices," NBER Working Papers 14815, National Bureau of Economic Research, Inc.
  38. Kapp, Daniel & Vega, Marco, 2012. "The Real Output Costs of Financial Crisis: A Loss Distribution Approach," Working Papers, Banco Central de Reserva del Perú 2012-013, Banco Central de Reserva del Perú.
  39. Robert Barro, 2009. "EconomicDynamics Interviews Robert Barro on Rare Events," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 10(2), April.
  40. Yang-Ho Park, 2013. "Volatility of volatility and tail risk premiums," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-54, Board of Governors of the Federal Reserve System (U.S.).
  41. Salcedo, Alejandrina & Schoellman, Todd & Tertilt, Michèle, 2009. "Families as Roommates: Changes in U.S. Household Size from 1850 to 2000," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7543, C.E.P.R. Discussion Papers.
  42. Dierkes, Maik & Erner, Carsten & Zeisberger, Stefan, 2010. "Investment horizon and the attractiveness of investment strategies: A behavioral approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(5), pages 1032-1046, May.
  43. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8154, C.E.P.R. Discussion Papers.
  44. Peter Christoffersen & Du Du & Redouane Elkamhi, 2013. "Rare Disasters and Credit Market Puzzles," CREATES Research Papers 2013-45, School of Economics and Management, University of Aarhus.
  45. Popov, Alexander, 2011. "Output growth and fluctuation: the role of financial openness," Working Paper Series, European Central Bank 1368, European Central Bank.
  46. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2013. "X-CAPM: An Extrapolative Capital Asset Pricing Model," NBER Working Papers 19189, National Bureau of Economic Research, Inc.
  47. Suzuki, Shiba, 2014. "An exploration of the effect of doubt during disasters on equity premiums," Economics Letters, Elsevier, Elsevier, vol. 123(3), pages 270-273.
  48. Turner, John D., 2014. "Financial history and financial economics," QUCEH Working Paper Series 14-03, Queen's University Centre for Economic History, Queen's University Belfast.
  49. James E. Sawyer,, 2009. "Anti-Sustainability Rhetoric: Sketching Ideological Responses," Journal of Innovation Economics, De Boeck Université, De Boeck Université, vol. 0(1), pages 49-71.
  50. Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," PIER Working Paper Archive 10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  51. Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng, 2012. "Extreme downside risk and expected stock returns," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(5), pages 1492-1502.
  52. Hui Chen & Scott Joslin & Ngoc-Khanh Tran, 2010. "Affine Disagreement and Asset Pricing," American Economic Review, American Economic Association, American Economic Association, vol. 100(2), pages 522-26, May.
  53. Abbas Mirakhor & S. Nuri Erbas, 2007. "The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality," IMF Working Papers 07/230, International Monetary Fund.
  54. Lu, Yang & Siemer, Michael, 2013. "Learning, Rare Disasters, and Asset Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-85, Board of Governors of the Federal Reserve System (U.S.).
  55. Zheng Liu & Sylvain Leduc, 2013. "Uncertainty Shocks Are Aggregate Demand Shocks," 2013 Meeting Papers, Society for Economic Dynamics 270, Society for Economic Dynamics.
  56. Devin Bunten & Matthew E. Kahn, 2014. "The Impact of Emerging Climate Risks on Urban Real Estate Price Dynamics," NBER Working Papers 20018, National Bureau of Economic Research, Inc.
  57. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-54, December.
  58. David Backus & Mikhail Chernov & Stanley Zin, 2014. "Sources of Entropy in Representative Agent Models," Journal of Finance, American Finance Association, American Finance Association, vol. 69(1), pages 51-99, 02.
  59. Xavier Gabaix, 2009. "Power Laws in Economics and Finance," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 1(1), pages 255-294, 05.
  60. Daron Acemoglu & Asuman E. Ozdaglar & Alireza Tahbaz-Salehi, 2014. "The Network Origins of Large Economic Downturns," Levine's Working Paper Archive 786969000000000944, David K. Levine.
  61. Robert S. Pindyck, 2009. "The Economic and Policy Consequences of Catastrophes," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research 0912, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
  62. Andrew G. Haldane, 2010. "La pregunta de los 100 mil millones," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, Universidad Externado de Colombia - Facultad de Economía, vol. 12(22), pages 83-110, January-J.
  63. Aktas, Nihat & de Bodt, Eric & Roll, Richard, 2009. "Learning, hubris and corporate serial acquisitions," Journal of Corporate Finance, Elsevier, Elsevier, vol. 15(5), pages 543-561, December.
  64. Ercio Muñoz S. & Alfredo Pistelli M., 2010. "¿Tienen los Terremotos un Impacto Inflacionario en el Corto Plazo? Evidencia para una Muestra de Países," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(2), pages 113-127, April.
  65. Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers, Society for Economic Dynamics 1079, Society for Economic Dynamics.
  66. Andrew T. Foerster, 2011. "Financial crises, unconventional monetary policy exit strategies, and agents' expectations," Research Working Paper, Federal Reserve Bank of Kansas City RWP 11-04, Federal Reserve Bank of Kansas City.
  67. Haigang Zhou & John Zhu, 2011. "Jump risk and cross section of stock returns: evidence from China’s stock market," Journal of Economics and Finance, Springer, Springer, vol. 35(3), pages 309-331, July.
  68. Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand, 2012. "Endogenous Extreme Events and the Dual Role of Prices," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 4(1), pages 111-129, 07.
  69. Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013. "International risk cycles," Journal of International Economics, Elsevier, Elsevier, vol. 89(2), pages 471-484.
  70. Ruenzi, Stefan & Weigert, Florian, 2011. "Crash Sensitivity and the Cross-Section of Expected Stock Returns," Working Papers on Finance 1324, University of St. Gallen, School of Finance, revised Mar 2013.
  71. Schwarz, Claudia, 2014. "Investor fears and risk premia for rare events," Discussion Papers 03/2014, Deutsche Bundesbank, Research Centre.
  72. Ferman, Marcelo, 2011. "Switching Monetary Policy Regimes and the Nominal Term Structure," Dynare Working Papers 5, CEPREMAP.
  73. RUGE-MURCIA, Francisco J., 2012. "Skewness Risk and Bond Prices," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 2012-14, Universite de Montreal, Departement de sciences economiques.
  74. Thomas K.J. McDermott & Frank Barry & Richard S.J. Tol, 2013. "Disasters and Development: Natural Disasters, Credit Constraints and Economic Growth," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University 13-03, Centre for Economic Development and Institutions(CEDI), Brunel University.
  75. Kapp, Daniel & Vega, Marco, 2012. "Real output costs of financial crises: a loss distribution approach," MPRA Paper 35706, University Library of Munich, Germany.
  76. Romain Ranciere & Michael Kumhof, 2011. "Inequality, Leverage and Crises," 2011 Meeting Papers 1374, Society for Economic Dynamics.
  77. Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers, Society for Economic Dynamics 1176, Society for Economic Dynamics.
  78. Potrafke, Niklas, 2012. "Political cycles and economic performance in OECD countries: Empirical evidence from 1951-2006," Munich Reprints in Economics, University of Munich, Department of Economics 19272, University of Munich, Department of Economics.
  79. Bryan Kelly & Hao Jiang, 2013. "Tail Risk and Asset Prices," NBER Working Papers 19375, National Bureau of Economic Research, Inc.
  80. Gourio, François, 2011. "Credit Risk and Disaster Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8201, C.E.P.R. Discussion Papers.
  81. Hart, Oliver & Zingales, Luigi, 2013. "Liquidity and Inefficient Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9537, C.E.P.R. Discussion Papers.
  82. Posch, Olaf & Schrimpf, Andreas, 2013. "Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79987, Verein für Socialpolitik / German Economic Association.
  83. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, Springer, vol. 75(1), pages 43-57, July.
  84. Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014. "Multi-jumps," MPRA Paper 58175, University Library of Munich, Germany.
  85. Erzo G.J. Luttmer, 2013. "The Stolper-Samuelson effects of a decline in aggregate consumption," Working Papers, Federal Reserve Bank of Minneapolis 703, Federal Reserve Bank of Minneapolis.
  86. Ryan D. Edwards, 2010. "U.S. War Costs: Two Parts Temporary, One Part Permanent," NBER Working Papers 16108, National Bureau of Economic Research, Inc.
  87. Tim Bollerslev & Viktor Todorov, 2010. "Tails, Fears and Risk Premia," Working Papers, Duke University, Department of Economics 10-33, Duke University, Department of Economics.
  88. Hélène Rey & Nicolas Coeurdacier, 2010. "Home bias in open economy financial macroeconomics," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
  89. François Gourio, 2008. "Time-series predictability in the disaster model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics wp2008-016, Boston University - Department of Economics.
  90. Xavier Gabaix, 2012. "Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance," The Quarterly Journal of Economics, Oxford University Press, vol. 127(2), pages 645-700.
  91. Maurizio Iacopetta, 2009. "Formal Education and Public Knowledge," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade c014_012, DEGIT, Dynamics, Economic Growth, and International Trade.
  92. Sule Alan & Thomas Crossley & Hamish Low, 2012. "Saving on a Rainy Day, Borrowing for a Rainy Day," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 1212, Koc University-TUSIAD Economic Research Forum.
  93. Albuquerque, Rui & Eichenbaum, Martin & Rebelo, Sérgio, 2012. "Valuation Risk and Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9262, C.E.P.R. Discussion Papers.
  94. Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009. "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke 09-17, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke, revised 10 Mar 2010.
  95. Zhu, Xiaoneng & Zhu, Jie, 2013. "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(11), pages 4120-4133.
  96. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
  97. Andreas Fagereng & Charles Gottlieb & Luigi Guiso, 2013. "Asset market participation and portfolio choice over the life-cycle," Discussion Papers, Research Department of Statistics Norway 758, Research Department of Statistics Norway.
  98. Martin Andreasen, 2011. "Online Appendix to "On the Effects of Rare Disasters and Uncertainty Shocks for Risk Premia in Non-Linear DSGE Models"," Technical Appendices 11-84, Review of Economic Dynamics.
  99. Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper Series, The Rimini Centre for Economic Analysis 18-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  100. Gollier, Christian & Hammitt, James & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 804, Institut d'Économie Industrielle (IDEI), Toulouse.
  101. Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank, Research Centre.
  102. Joshua Aizenman & Ilan Noy, 2013. "Public and Private Saving and the Long Shadow of Macroeconomic Shocks," NBER Working Papers 19067, National Bureau of Economic Research, Inc.
  103. Ang, Andrew & Timmermann, Allan G, 2011. "Regime Changes and Financial Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8480, C.E.P.R. Discussion Papers.
  104. Donadelli, Michael & Persha, Lauren, 2014. "Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty," Research in International Business and Finance, Elsevier, Elsevier, vol. 30(C), pages 284-309.
  105. Dieckmann, Stephan & Gallmeyer, Michael, 2013. "Rare event risk and emerging market debt with heterogeneous beliefs," Journal of International Money and Finance, Elsevier, Elsevier, vol. 33(C), pages 163-187.
  106. Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," NBER Working Papers 15457, National Bureau of Economic Research, Inc.
  107. Berkman, Henk & Jacobsen, Ben & Lee, John B., 2011. "Time-varying rare disaster risk and stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 101(2), pages 313-332, August.
  108. Robert J. Barro & Jose F. Ursua, 2008. "Macroeconomic Crises since 1870," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 39(1 (Spring), pages 255-350.
  109. Benzoni, Luca & Collin-Dufresne, Pierre & Goldstein, Robert S., 2011. "Explaining asset pricing puzzles associated with the 1987 market crash," Journal of Financial Economics, Elsevier, Elsevier, vol. 101(3), pages 552-573, September.
  110. Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2013. "How Much Would You Pay to Resolve Long-Run Risk?," NBER Working Papers 19541, National Bureau of Economic Research, Inc.
  111. Philippe Bacchetta, Cedric Tille, Eric van Wincoop, 2010. "Self-Fulfilling Risk Panics," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 17-2010, Economics Section, The Graduate Institute of International Studies.
  112. Ivan Shaliastovich & George Tauchen, 2009. "Pricing of the Time-Change Risks," Working Papers, Duke University, Department of Economics 10-71, Duke University, Department of Economics.
  113. Max Gillman & Michal Kejak & Michal Pakos, 2014. "Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices," CERGE-EI Working Papers wp507, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  114. Robert J. Barro, 2006. "On the Welfare Costs of Consumption Uncertainty," NBER Working Papers 12763, National Bureau of Economic Research, Inc.
  115. Stavros Panageas & Leonid Kogan & Nicolae Garleanu, 2009. "The Demographics of Innovation and Asset Returns," 2009 Meeting Papers, Society for Economic Dynamics 140, Society for Economic Dynamics.
  116. Adam, Klaus & Grill, Michael, 2012. "Optimal Sovereign Default," Working Papers, University of Mannheim, Department of Economics 12-16, University of Mannheim, Department of Economics.
  117. Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009. "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers, IESE Business School D/821, IESE Business School.
  118. Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2011. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," NBER Working Papers 17149, National Bureau of Economic Research, Inc.
  119. Tambakis, Demosthenes N., 2014. "On the risk of long-run deflation," Economics Letters, Elsevier, Elsevier, vol. 122(2), pages 176-181.
  120. Albuquerque, Rui, 2010. "Skewness in Stock Returns:Reconciling the Evidence on Firm versus Aggregate Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7896, C.E.P.R. Discussion Papers.
  121. Eduardo Cavallo & Sebastian Galiani & Ilan Noy & Juan Pantano, 2013. "Catastrophic Natural Disasters and Economic Growth," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1549-1561, December.
  122. Chudik, Alexander & Fratzscher, Marcel, 2012. "Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis," Working Paper Series, European Central Bank 1416, European Central Bank.
  123. Eduardo A. Cavallo & Ilan Noy, 2009. "The Economics of Natural Disasters: A Survey," IDB Publications 6779, Inter-American Development Bank.
  124. Xavier Gabaix, 2007. "Linearity-Generating Processes: A Modelling Tool Yielding Closed Forms for Asset Prices," NBER Working Papers 13430, National Bureau of Economic Research, Inc.
  125. Kim, Sei-Wan & Krausz, Joshua & Nam, Kiseok, 2013. "Revisiting asset pricing under habit formation in an overlapping-generations economy," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(1), pages 132-138.
  126. Mechtel, Mario & Potrafke, Niklas, 2009. "Political Cycles in Active Labor Market Policies," MPRA Paper 14270, University Library of Munich, Germany.
  127. Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers, School of Economics and Management, University of Aarhus 2010-08, School of Economics and Management, University of Aarhus.
  128. Bianchi, Francesco, 2008. "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," MPRA Paper 20831, University Library of Munich, Germany, revised 01 Jan 2010.
  129. Nicolae Garleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," Working Papers, Becker Friedman Institute for Research In Economics 2009-008, Becker Friedman Institute for Research In Economics.
  130. Chollete, Lorán, 2008. "The Propagation of Financial Extremes: An Application to Subprime Market Spillovers," Discussion Papers, Department of Business and Management Science, Norwegian School of Economics 2008/2, Department of Business and Management Science, Norwegian School of Economics.
  131. Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012. "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper 53745, University Library of Munich, Germany, revised 18 Nov 2013.
  132. Haddow, Abigail & Hare, Chris & Hooley, John & Shakir, Tamarah, 2013. "Macroeconomic uncertainty: what is it, how can we measure it and why does it matter?," Bank of England Quarterly Bulletin, Bank of England, vol. 53(2), pages 100-109.
  133. Pierre-Olivier Gourinchas & Helene Rey & Nicolas Govillot, 2010. "Exorbitant Privilege and Exorbitant Duty," IMES Discussion Paper Series 10-E-20, Institute for Monetary and Economic Studies, Bank of Japan.
  134. Arrow, Kenneth J. & Cropper, Maureen L. & Gollier, Christian & Groom, Ben & Heal, Geoffrey M. & Newell, Richard G. & Nordhaus, William D. & Pindyck, Robert S. & Pizer, William A. & Portney, Paul R. & , 2012. "How Should Benefits and Costs Be Discounted in an Intergenerational Context? The Views of an Expert Panel," Discussion Papers, Resources For the Future dp-12-53, Resources For the Future.
  135. Stéphane Auray & Aurélien Eyquem & Fréderic Jouneau-Sion, 2012. "Modelling Tails of Aggregated Economic Processes in a Stochastic Growth Model," Working Papers, Centre de Recherche en Economie et Statistique 2012-29, Centre de Recherche en Economie et Statistique.
  136. Chen, Yu & Cosimano, Thomas F. & Himonas, Alex A., 2008. "Analytic solving of asset pricing models: The by force of habit case," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(11), pages 3631-3660, November.
  137. Bauer, Daniel & Börger, Matthias & Ruß, Jochen, 2010. "On the pricing of longevity-linked securities," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 139-149, February.
  138. Nikolai Roussanov & Robert Ready, 2012. "Commodity Trade and the Carry Trade: a Tale of Two Countries," 2012 Meeting Papers, Society for Economic Dynamics 817, Society for Economic Dynamics.
  139. Jawwad Noor, 2005. "Temptation, Welfare and Revealed Preference," Microeconomics, EconWPA 0509009, EconWPA.
  140. Copeland, Laurence & Lu, Wenna, 2013. "Dodging the Steamroller: Fundamentals versus the Carry Trade," Cardiff Economics Working Papers E2013/11, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2013.
  141. Chollete, Loran, 2011. "A Model of Endogenous Extreme Events," UiS Working Papers in Economics and Finance 2012/2, University of Stavanger.
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