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Citations for "Asset pricing with idiosyncratic risk and overlapping generations"

by Kjetil Storesletten & Chris Telmer & Amir Yaron

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  1. Nikolai Roussanov, 2010. "Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status," Journal of Finance, American Finance Association, American Finance Association, vol. 65(5), pages 1755-1788, October.
  2. Luigi Guiso & Charles Gottlieb & Andreas Fagereng, 2012. "Asset Market Participation and Portfolio Choice over the Life-Cycle," 2012 Meeting Papers, Society for Economic Dynamics 783, Society for Economic Dynamics.
  3. Maria I. Marika Santoro, 2009. "The CBO Infinite-Horizon Model with Idiosyncratic Uncertainty and Borrowing Constraints: Working Paper 2009-03," Working Papers, Congressional Budget Office 41375, Congressional Budget Office.
  4. Juan Rojas & Carlos Urrutia, 2004. "Social Security Reform with Uninsurable Income Risk and Endogenous Borrowing Constraints," Macroeconomics, EconWPA 0410010, EconWPA.
  5. Kris Jacobs & Stephane Pallage & Michel A. Robe, 2004. "Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data," CIRANO Working Papers, CIRANO 2004s-54, CIRANO.
  6. Niepelt, Dirk, 2003. "Tax Evasion Dynamics," Seminar Papers, Stockholm University, Institute for International Economic Studies 721, Stockholm University, Institute for International Economic Studies.
  7. Hui Guo, 2003. "Limited stock market participation and asset prices in a dynamic economy," Working Papers, Federal Reserve Bank of St. Louis 2000-031, Federal Reserve Bank of St. Louis.
  8. Marco Cagetti & Mariacristina deNardi, 2000. "Entrepreneurship, Bequests, and the Distribution of Wealth," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1226, Econometric Society.
  9. Gomes, Francisco J & Michaelides, Alexander, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3868, C.E.P.R. Discussion Papers.
  10. Jose Lopez, 2012. "Labor Supply, Aggregation and the Labor Wedge," 2012 Meeting Papers, Society for Economic Dynamics 737, Society for Economic Dynamics.
  11. Tom Krebs, 2002. "Growth & Welfare Effects of Business Cycles In Economies with Idiosyncratic Human Capital Risk," Working Papers 2002-31, Brown University, Department of Economics.
  12. Cochrane, John H., 2005. "Financial Markets and the Real Economy," Foundations and Trends(R) in Finance, now publishers, vol. 1(1), pages 1-101, July.
  13. Campbell, John & Cocco, Joao, 2003. "Household Risk Management and Optimal Mortgage Choice," Scholarly Articles 3157876, Harvard University Department of Economics.
  14. Fatih Guvenen, 2005. "A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?," Finance, EconWPA 0507009, EconWPA.
  15. Per Krusell & Anthony A. Smith, Jr., 1999. "On the Welfare Effects of Eliminating Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(1), pages 245-272, January.
  16. Barlevy, Gadi & Tsiddon, Daniel, 2006. "Earnings inequality and the business cycle," European Economic Review, Elsevier, Elsevier, vol. 50(1), pages 55-89, January.
  17. Persson, Mats & Sandmo, Agnar, 2002. "Taxation and Tournaments," Seminar Papers, Stockholm University, Institute for International Economic Studies 715, Stockholm University, Institute for International Economic Studies.
  18. Niepelt, Dirk, 2003. "Intra-Generational Conflict: The Role of Balanced Budget Rules," Seminar Papers, Stockholm University, Institute for International Economic Studies 722, Stockholm University, Institute for International Economic Studies.
  19. Xavier Ragot, 2008. "The case for a financial approach to money demand," PSE Working Papers halshs-00586066, HAL.
  20. Jasmina Hasanhodzic & Laurence J. Kotlikoff, 2013. "Generational Risk – Is It a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks," NBER Working Papers 19179, National Bureau of Economic Research, Inc.
  21. Yongsung Chang & Jay H. Hong & Marios Karabarbounis, 2014. "Labor-Market Uncertainty and Portfolio Choice Puzzles," RCER Working Papers 582, University of Rochester - Center for Economic Research (RCER).
  22. Rampini, Adriano A., 2004. "Entrepreneurial activity, risk, and the business cycle," Journal of Monetary Economics, Elsevier, Elsevier, vol. 51(3), pages 555-573, April.
  23. Den Haan, Wouter J., 2010. "Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(1), pages 79-99, January.
  24. Glover, Andrew & Heathcote, Jonathan & Krueger, Dirk & Rios-Rull, Jose-Victor, 2014. "Intergenerational Redistribution in the Great Recession," Staff Report, Federal Reserve Bank of Minneapolis 498, Federal Reserve Bank of Minneapolis.
  25. Kjetil Storesletten & Gianluca Violante & Jonathan Heathcote, 2007. "Consumption and Labor Supply with Partial Insurance: An Analytical Framework," 2007 Meeting Papers, Society for Economic Dynamics 913, Society for Economic Dynamics.
  26. YiLi Chien & Harold L. Cole & Hanno Lustig, 2014. "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy," NBER Working Papers 20328, National Bureau of Economic Research, Inc.
  27. Feigenbaum, James, 2008. "Information shocks and precautionary saving," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(12), pages 3917-3938, December.
  28. Jialun Li & Kent Smetters, 2011. "Optimal Portfolio Choice with Wage-Indexed Social Security," NBER Working Papers 17025, National Bureau of Economic Research, Inc.
  29. John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascal J. Maenhout, 1999. "Investing Retirement Wealth: A Life-Cycle Model," NBER Working Papers 7029, National Bureau of Economic Research, Inc.
  30. Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Working Papers, Bank of Canada 05-26, Bank of Canada.
  31. Muhammet Fatih Guvenen, 2000. "Does Stockholding Provide Perfect Risk Sharing?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2000-E48, Carnegie Mellon University, Tepper School of Business.
  32. Volker Böhm & Tomoo Kikuchi & George Vachadze, 2008. "Asset Pricing and Productivity Growth: The Role of Consumption Scenarios," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 32(1), pages 163-181, September.
  33. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009. "Quantitative Macroeconomics with Heterogeneous Households," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 1(1), pages 319-354, 05.
  34. Marco Cagetti & Mariacristina De Nardi, 2006. "Entrepreneurship, Frictions, and Wealth," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 114(5), pages 835-870, October.
  35. Akyol, Ahmet & Athreya, Kartik, 2005. "Risky higher education and subsidies," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(6), pages 979-1023, June.
  36. Wang, Zigan & Zhu, Youwei, 2011. "A dynamic model of house price," MPRA Paper 34395, University Library of Munich, Germany, revised 29 Oct 2011.
  37. Marco Cagetti & Mariacristina De Nardi, 2005. "Wealth inequality: data and models," Working Paper Series, Federal Reserve Bank of Chicago WP-05-10, Federal Reserve Bank of Chicago.
  38. Chien, YiLi & Cole, Harold L. & Lustig, Hanno, 2014. "Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy," Working Papers, Federal Reserve Bank of St. Louis 2014-14, Federal Reserve Bank of St. Louis.
  39. Pijoan-Mas, Josep, 2006. "Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5602, C.E.P.R. Discussion Papers.
  40. Miao, Jianjun, 2006. "Competitive equilibria of economies with a continuum of consumers and aggregate shocks," Journal of Economic Theory, Elsevier, Elsevier, vol. 128(1), pages 274-298, May.
  41. Fatih Guvenen, 2007. "Do Stockholders Share Risk More Effectively than Nonstockholders?," The Review of Economics and Statistics, MIT Press, vol. 89(2), pages 275-288, May.
  42. Krusell, Per & Mukoyama, Toshihiko & Smith Jr., Anthony A., 2011. "Asset prices in a Huggett economy," Journal of Economic Theory, Elsevier, Elsevier, vol. 146(3), pages 812-844, May.
  43. Monique C. Ebell, 2000. "Why Are Asset Returns more Volatile During Recessions? A Theoretical Examination," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1554, Econometric Society.
  44. Daniel Harenberg & Alexander Ludwig, 2014. "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," CER-ETH Economics working paper series 14/193, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  45. Tom Krebs, 2002. "Asset Returns in an Endogenous Growth Model with Incomplete Markets," Working Papers 2002-18, Brown University, Department of Economics.
  46. Joseph Altonji, 2012. "Modeling Earnings Dynamics," 2012 Meeting Papers, Society for Economic Dynamics 1180, Society for Economic Dynamics.
  47. Heathcote, Jonathan, 1999. "Fiscal Policy with Heterogeneous Agents and Incomplete Markets," Working Paper Series in Economics and Finance 319, Stockholm School of Economics, revised 28 Jul 1999.
  48. Fatih Guvenen, 2009. "A parsimonious macroeconomic model for asset pricing," Staff Report, Federal Reserve Bank of Minneapolis 434, Federal Reserve Bank of Minneapolis.
  49. Hans Fehr, 2009. "Computable Stochastic Equilibrium Models and Their Use in Pension- and Ageing Research," De Economist, Springer, Springer, vol. 157(4), pages 359-416, December.
  50. Kartik Athreya, 2001. "The growth of unsecured credit : are we better off?," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Sum, pages 11-33.
  51. George M. Constantinides, 2002. "Rational Asset Prices," Journal of Finance, American Finance Association, American Finance Association, vol. 57(4), pages 1567-1591, 08.
  52. Doriana Ruffino, 2012. "Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios," Carlo Alberto Notebooks, Collegio Carlo Alberto 252, Collegio Carlo Alberto.
  53. Luca Benzoni & Olena Chyruk, 2009. "Investing over the life cycle with long-run labor income risk," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Q III, pages 29-43.
  54. Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," NBER Working Papers 15457, National Bureau of Economic Research, Inc.
  55. Sialm, Clemens, 2006. "Stochastic taxation and asset pricing in dynamic general equilibrium," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(3), pages 511-540, March.
  56. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2005. "Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income," NBER Working Papers 11247, National Bureau of Economic Research, Inc.
  57. Heer, Burkhard & Maußner, Alfred & McNelis, Paul D., 2011. "The money-age distribution: Empirical facts and the limits of three monetary models," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(3), pages 390-405, September.
  58. Dirk Krueger & Hanno Lustig, 2006. "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers 12634, National Bureau of Economic Research, Inc.
  59. Luo, Yulei & Gong, Liutang & Zou, Heng-fu, 2010. "A Note On Entrepreneurial Risk, Capital Market Imperfections, And Heterogeneity," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 14(02), pages 269-284, April.
  60. Jesus Fernandez-Villaverde & Dirk Krueger, 2004. "Consumption and Saving over the Life Cycle: How Important are Consumer Durables?," 2004 Meeting Papers, Society for Economic Dynamics 357b, Society for Economic Dynamics.
  61. Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc.
  62. Pierre-Olivier Gourinchas & Jonathan A. Parker, 2001. "The Empirical Importance of Precautionary Saving," American Economic Review, American Economic Association, American Economic Association, vol. 91(2), pages 406-412, May.
  63. Rajnish Mehra, 2003. "The Equity Premium: Why is it a Puzzle?," NBER Working Papers 9512, National Bureau of Economic Research, Inc.
  64. Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER).
  65. Burkhard Heer, 2013. "A note on the cyclical behaviour of the income distribution," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2013(1), pages 1-7.
  66. Matthew Chambers & Carlos Garriga, 2005. "Accounting for Changes in the Homeownership Rate," Computing in Economics and Finance 2005, Society for Computational Economics 304, Society for Computational Economics.
  67. Kris Jacobs & Kevin Q. Wang, 2002. "Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns," CIRANO Working Papers, CIRANO 2002s-11, CIRANO.
  68. Andrew Ang & Angela Maddaloni, 2003. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," NBER Working Papers 9677, National Bureau of Economic Research, Inc.
  69. M. Fatih Guvenen, 2002. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," RCER Working Papers 491, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
  70. Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012. "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(3), pages 491-510.
  71. 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.
  72. Yili Chien & Harold Cole & Hanno Lustig, 2011. "A Multiplier Approach to Understanding the Macro Implications of Household Finance," Review of Economic Studies, Oxford University Press, vol. 78(1), pages 199-234.
  73. Marcelo Bianconi, 2004. "The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University 0413, Department of Economics, Tufts University.
  74. Mark Huggett & Greg Kaplan, 2012. "The Money Value of a Man," NBER Working Papers 18066, National Bureau of Economic Research, Inc.
  75. Seppala, Juha, 2004. "The term structure of real interest rates: theory and evidence from UK index-linked bonds," Journal of Monetary Economics, Elsevier, Elsevier, vol. 51(7), pages 1509-1549, October.
  76. Arpad Abraham & Kirk White, 2006. "The Dynamics of Plant-Level Productivity in U.S. Manufacturing," Working Papers 06-20, Center for Economic Studies, U.S. Census Bureau.
  77. Niklas Potrafke, 2007. "Social Security in Germany: A Prey of Political Opportunism?," Discussion Papers of DIW Berlin 677, DIW Berlin, German Institute for Economic Research.
  78. George M. Constantinides, 2006. "Market Organization And The Prices Of Financial Assets," Manchester School, University of Manchester, vol. 74(s1), pages 1-23, 09.
  79. Dolmas, Jim, 2013. "Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion," Working Papers, Federal Reserve Bank of Dallas 1309, Federal Reserve Bank of Dallas.
  80. Gomes, Francisco J & Michaelides, Alexander & Polkovnichenko, Valery, 2010. "Quantifying the Distortionary Fiscal Cost of ‘The Bailout’," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7941, C.E.P.R. Discussion Papers.
  81. Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 7406, National Bureau of Economic Research, Inc.
  82. Denis Gorea, 2013. "Tax Avoidance, Welfare Transfers, and Asset Prices," 2013 Meeting Papers, Society for Economic Dynamics 1054, Society for Economic Dynamics.
  83. 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.
  84. Robert Shimer, 2002. "The Research Agenda: Labor Market Frictions and Business Cycles," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 4(1), November.
  85. Fabrizio Orrego & Stephen Spear, . "Sequential incompleteness and dynamic suboptimality in stochastic OLG economies with production," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2012-E38, Carnegie Mellon University, Tepper School of Business.
  86. Felix Kubler & Johannes Brumm, 2013. "Applying Negishi's method to stochastic models with overlapping generations," 2013 Meeting Papers, Society for Economic Dynamics 1352, Society for Economic Dynamics.
  87. Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2007. "Portfolio choice over the life-cycle when the stock and labor markets are cointegrated," Working Paper Series, Federal Reserve Bank of Chicago WP-07-11, Federal Reserve Bank of Chicago.
  88. Kris Jacobs, 2002. "The Rate of Risk Aversion May Be Lower Than You Think," CIRANO Working Papers, CIRANO 2002s-08, CIRANO.
  89. Tom Krebs, 2003. "Growth and Welfare Effects of Business Cycles in Economies with Idiosyncratic Human Capital Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 846-868, October.
  90. Costas Xiouros, 2006. "Asset price volatilities and trading volumes in heterogeneous agent economies," Computing in Economics and Finance 2006, Society for Computational Economics 466, Society for Computational Economics.
  91. Robin Brooks, 2002. "Asset-Market Effects of the Baby Boom and Social-Security Reform," American Economic Review, American Economic Association, American Economic Association, vol. 92(2), pages 402-406, May.
  92. Matthew Chambers & Carlos Garriga & Don Schlagenhauf, 2007. "Mortgage contracts and housing tenure decisions," Working Papers, Federal Reserve Bank of St. Louis 2007-040, Federal Reserve Bank of St. Louis.
  93. Orrego, Fabrizio, 2011. "Sequential incompleteness and dynamic suboptimality in stochastic OLG economies with production," Working Papers, Banco Central de Reserva del Perú 2011-014, Banco Central de Reserva del Perú.
  94. Alisdair McKay & Tamas Papp, 2011. "Accounting for Idiosyncratic Wage Risk Over the Business Cycle," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2011-028, Boston University - Department of Economics.
  95. Jeffrey Wenger & Christian E. Weller, 2008. "The Interplay between Labor and Financial Markets: What are the Implications for Defined Contribution Accounts?," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst wp162, Political Economy Research Institute, University of Massachusetts at Amherst.
  96. Lindbeck, Assar, 2002. "The European Social Model: Lessons for Developing Countries," Working Paper Series, Research Institute of Industrial Economics 581, Research Institute of Industrial Economics.
  97. 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.
  98. Chih-Chin Ho & Ching-Yang Lin & Cheng-Tao Tang, 2013. "How Do Income and Bequest Taxes Affect Income Inequality? The Role of Parental Transfers," Working Papers, Research Institute, International University of Japan EMS_2013_10, Research Institute, International University of Japan.
  99. Kjetil Storesletten, 2003. "The Research Agenda: Kjetil Storesletten on Inequality in Macroeconomics," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 5(1), November.
  100. Harenberg, Daniel & Ludwig, Alexander, 2014. "Social security and the interactions between aggregate and idiosyncratic risk," SAFE Working Paper Series 59, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  101. Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2004. "Cyclical Dynamics in Idiosyncratic Labor Market Risk," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 112(3), pages 695-717, June.
  102. Athreya, Kartik B., 2002. "Welfare implications of the Bankruptcy Reform Act of 1999," Journal of Monetary Economics, Elsevier, Elsevier, vol. 49(8), pages 1567-1595, November.
  103. Mehlkopf, R.J., 2011. "Risk sharing with the unborn," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4960700, Tilburg University.
  104. Iwaisako, Tokuo, 2009. "Household portfolios in Japan," Japan and the World Economy, Elsevier, Elsevier, vol. 21(4), pages 373-382, December.
  105. Krueger, Dirk & Kubler, Felix, 2004. "Computing equilibrium in OLG models with stochastic production," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(7), pages 1411-1436, April.
  106. Conny Olovsson, 2014. "How Does a Pay-as-you-go System Affect Asset Returns and the Equity Premium?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 131-149, January.
  107. Christensen, Peter Ove & Larsen, Kasper & Munk, Claus, 2012. "Equilibrium in securities markets with heterogeneous investors and unspanned income risk," Journal of Economic Theory, Elsevier, Elsevier, vol. 147(3), pages 1035-1063.
  108. Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
  109. Balduzzi, Pierluigi & Yao, Tong, 2007. "Testing heterogeneous-agent models: an alternative aggregation approach," Journal of Monetary Economics, Elsevier, Elsevier, vol. 54(2), pages 369-412, March.
  110. Favilukis, Jack, 2013. "Inequality, stock market participation, and the equity premium," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(3), pages 740-759.
  111. Jasmina Hasanhodzic & Laurence J. Kotlikoff, 2013. "Generational Risk–Is It a Big Deal?: Simulating an 80-Period OLG Model with Aggregate Shocks," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory 2013-01, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  112. Esther Eiling, 2013. "Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 68(1), pages 43-84, 02.
  113. repec:hal:wpaper:halshs-00586066 is not listed on IDEAS
  114. Ivan Vidangos, 2009. "Fluctuations in individual labor income: a panel VAR analysis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-09, Board of Governors of the Federal Reserve System (U.S.).
  115. Yeung Lewis Chan & Leonid Kogan, 2001. "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," NBER Working Papers 8607, National Bureau of Economic Research, Inc.
  116. Ivan Vidangos, 2009. "Household welfare, precautionary saving, and social insurance under multiple sources of risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-14, Board of Governors of the Federal Reserve System (U.S.).
  117. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.