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Citations for "Can Rare Events Explain the Equity Premium Puzzle?"

by Anisha Ghosh & Christian Julliard

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  1. Roger Farmer, 2014. "Asset Prices in a Lifecycle Economy," NBER Working Papers 19958, National Bureau of Economic Research, Inc.
  2. Francisco Peñaranda & Enrique Sentana, 2010. "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, Barcelona Graduate School of Economics 488, Barcelona Graduate School of Economics.
  3. Farhi, Emmanuel & Fraiberger, Samuel P. & Gabaix, Xavier & Rancière, Romain & Verdelhan, Adrien, 2009. "Crash Risk in Currency Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7322, C.E.P.R. Discussion Papers.
  4. Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers, Society for Economic Dynamics 112, Society for Economic Dynamics.
  5. Francois Gourio, 2009. "Disaster risk and business cycles," 2009 Meeting Papers, Society for Economic Dynamics 1176, Society for Economic Dynamics.
  6. Craig Burnside, 2011. "Carry Trades and Risk," NBER Working Papers 17278, National Bureau of Economic Research, Inc.
  7. Olaf Posch, 2009. "Risk premia in general equilibrium," CREATES Research Papers, School of Economics and Management, University of Aarhus 2009-58, School of Economics and Management, University of Aarhus.
  8. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, American Finance Association, vol. 67(2), pages 681-718, 04.
  9. George M. Constantinides & Anisha Ghosh, 2014. "Asset Pricing with Countercyclical Household Consumption Risk," NBER Working Papers 20110, National Bureau of Economic Research, Inc.
  10. Francesco Bianchi, 2010. "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," Working Papers, Duke University, Department of Economics 10-40, Duke University, Department of Economics.
  11. Robert J. Barro & José F. Ursua, 2011. "Rare Macroeconomic Disasters," NBER Working Papers 17328, National Bureau of Economic Research, Inc.
  12. Gregorio Impavido & Esperanza Lasagabaster & Manuel Garcia-Huitron, 2010. "New Policies for Mandatory Defined Contribution Pensions : Industrial Organization Models and Investment Products," World Bank Publications, The World Bank, number 2462, August.
  13. Gourio, François, 2012. "Macroeconomic implications of time-varying risk premia," Working Paper Series, European Central Bank 1463, European Central Bank.
  14. Jerry Tsai & Jessica A. Wachter, 2014. "Rare Booms and Disasters in a Multi-sector Endowment Economy," NBER Working Papers 20062, National Bureau of Economic Research, Inc.
  15. Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) 14-06, University of Cologne, Centre for Financial Research (CFR).
  16. 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.).
  17. Weigert, Florian, 2012. "In Search of Cushion? Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide," Working Papers on Finance, University of St. Gallen, School of Finance 1325, University of St. Gallen, School of Finance, revised Mar 2013.