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Citations for "Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation"

by Markus K. Brunnermeier & Stefan Nagel

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  1. Cai, Zongwu & Liu, Xuan & Yang, Fang, 2012. "Reexamining the Empirical Relevance of Habit Formation Preferences," MPRA Paper 37817, University Library of Munich, Germany.
  2. Bilias, Yannis & Georgarakos, Dimitris & Haliassos, Michalis, 2009. "Portfolio Inertia and Stock Market Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7239, C.E.P.R. Discussion Papers.
  3. YiLi Chien & Kanda Naknoi, 2011. "The Risk Premium and Long-Run Global Imbalances," Purdue University Economics Working Papers 1266, Purdue University, Department of Economics.
  4. Pierre‐André Chiappori & Monica Paiella, 2011. "Relative Risk Aversion Is Constant: Evidence From Panel Data," Journal of the European Economic Association, European Economic Association, European Economic Association, vol. 9(6), pages 1021-1052, December.
  5. Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
  6. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers, Federal Reserve Bank of St. Louis 2006-047, Federal Reserve Bank of St. Louis.
  7. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers, NIPE - Universidade do Minho 28/2007, NIPE - Universidade do Minho.
  8. Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
  9. Claudia R. Sahm, 2007. "Stability of risk preference," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-66, Board of Governors of the Federal Reserve System (U.S.).
  10. Gust, Christopher & López-Salido, J David, 2009. "Monetary Policy, Velocity, and the Equity Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7388, C.E.P.R. Discussion Papers.
  11. Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2011. "Recent trends in trading activity and market quality," Journal of Financial Economics, Elsevier, Elsevier, vol. 101(2), pages 243-263, August.
  12. Christopher Gust & David Lopez-Salido, 2010. "Monetary policy and the cyclicality of risk," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 999, Board of Governors of the Federal Reserve System (U.S.).
  13. Sun, Qian & Tong, Wilson H.S., 2010. "Risk and the January effect," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(5), pages 965-974, May.
  14. Christopher Gust & David López-Salido, 2009. "Portfolio inertia and the equity premium," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 984, Board of Governors of the Federal Reserve System (U.S.).
  15. Barnea, Amir & Cronqvist, Henrik & Siegel, Stephan, 2010. "Nature or nurture: What determines investor behavior?," Journal of Financial Economics, Elsevier, Elsevier, vol. 98(3), pages 583-604, December.
  16. Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006. "The Effect of Dividends on Consumption," NBER Working Papers 12288, National Bureau of Economic Research, Inc.
  17. Claudio Campanale & Carolina Fugazza & Francisco Gomes, 2012. "Life-Cycle Portfolio Choice with Liquid and Illiquid Financial Assets," Carlo Alberto Notebooks, Collegio Carlo Alberto 269, Collegio Carlo Alberto.
  18. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Risk Bearing over Age and Time," Working Papers, University of Verona, Department of Economics 15/2011, University of Verona, Department of Economics.
  19. Robert J. Barro & José F. Ursua, 2011. "Rare Macroeconomic Disasters," NBER Working Papers 17328, National Bureau of Economic Research, Inc.
  20. Jin, Fangyi, 2011. "Revisiting the composition puzzles of the household portfolio: New evidence," Review of Financial Economics, Elsevier, Elsevier, vol. 20(2), pages 63-73, May.
  21. Anthony W. Lynch & Oliver Randall, 2011. "Why Surplus Consumption in the Habit Model May be Less Persistent than You Think," NBER Working Papers 16950, National Bureau of Economic Research, Inc.