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Pascal St-Amour

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche 0316, CIRPEE.

    Mentioned in:

    1. Welfare costs of the business cycle and the equity premium
      by Stephen in Worthwhile Canadian Initiative on 2006-12-16 01:09:36
  2. Gordon, Stephen & St-Amour, Pascal, 1999. "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche 9906, Université Laval - Département d'économique.

    Mentioned in:

    1. Welfare costs of the business cycle and the equity premium
      by Stephen in Worthwhile Canadian Initiative on 2006-12-16 01:09:36

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Michel Normandin & Pascal St-Amour, 1998. "Substitution, risk aversion, taste shocks and equity premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 265-281.

    Mentioned in:

    1. Substitution, risk aversion, taste shocks and equity premia (Journal of Applied Econometrics 1998) in ReplicationWiki ()

Working papers

  1. Pierre-Carl Michaud & Pascal St. Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," NBER Working Papers 31038, National Bureau of Economic Research, Inc.

    Cited by:

    1. Xun Bian & Zhenguo Lin & Feifei Zhu, 2024. "Housing leverage, home value, and retirement," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 52(4), pages 1103-1139, July.
    2. Kirschenmann, Karolin & Knebel-Seitz, Caroline, 2025. "To release or not to release? Preferences for home equity products in retirement," ZEW Discussion Papers 25-069, ZEW - Leibniz Centre for European Economic Research.
    3. David Boisclair & Xavier Dufour-Simard & Pierre-Carl Michaud, 2025. "Retirement Incomes in Canada:Past, Present and Future," Cahiers de recherche / Working Papers 19, Institut sur la retraite et l'épargne / Retirement and Savings Institute.
    4. Rory McGee, 2023. "Adverse selection among early adopters and unraveling innovation," IFS Working Papers W23/40, Institute for Fiscal Studies.
    5. Roy McGee, 2023. "Adverse Selection Among Early Adopters and Unraveling Innovation," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 2022302, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    6. de Bresser, J.; & Knoef, M.; & van Ooijen, R.;, 2024. "The market for life care annuities: using housing wealth to manage longevity and long-term care risk," Health, Econometrics and Data Group (HEDG) Working Papers 24/11, HEDG, c/o Department of Economics, University of York.

  2. Hugonnier, J. & Pelgrin, F. & St-Amour, P., 2016. "Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life," Health, Econometrics and Data Group (HEDG) Working Papers 16/28, HEDG, c/o Department of Economics, University of York.

    Cited by:

    1. Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021. "Value of Life and Annuity Demand," MPRA Paper 107378, University Library of Munich, Germany.
    2. Schernberg, Hélène, 2025. "Social genetic insurance: A life-cycle perspective," Journal of Health Economics, Elsevier, vol. 101(C).
    3. St-Amour, Pascal, 2024. "Valuing life over the life cycle," Journal of Health Economics, Elsevier, vol. 93(C).
    4. Joan Costa‐Font & Rosella Levaggi, 2020. "Innovation, aging, and health care: Unraveling “silver” from “red” herrings?," Health Economics, John Wiley & Sons, Ltd., vol. 29(S1), pages 3-7, October.
    5. Michael Grossman, 2022. "The demand for health turns 50: Reflections," Health Economics, John Wiley & Sons, Ltd., vol. 31(9), pages 1807-1822, September.
    6. Pu Liao & Jinhao Liu, 2025. "Does health insurance extend life expectancy? Evidence from a structural estimation," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 50(2), pages 136-167, September.

  3. Florian PELGRIN & Pascal ST-AMOUR, 2014. "Life Cycle Responses to Health Insurance Status," Swiss Finance Institute Research Paper Series 14-31, Swiss Finance Institute, revised Jun 2015.

    Cited by:

    1. Raquel Fonseca & Pierre-Carl Michaud & Arie Kapteyn & Titus Galama, 2018. "Accounting for the Rise of Health Spending and Longevity," Cahiers de recherche 1806, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
    2. Richard Blundell & Jack Britton & Monica Costa Dias & Eric French, 2017. "The impact of health on labour supply near retirement," IFS Working Papers W17/18, Institute for Fiscal Studies.
    3. Li, Chao & Cang, Han & Zhu, Qixuan, 2025. "Health-behavior link: The impact of health shocks on asset allocation and consumption in older households," Economic Analysis and Policy, Elsevier, vol. 86(C), pages 1244-1260.
    4. Cristian Pardo & Jorge Sabat, 2025. "Equity and efficiency effects of flat premiums," International Journal of Health Economics and Management, Springer, vol. 25(1), pages 27-49, March.
    5. Eric French & John Bailey Jones, 2017. "Health, Health Insurance, and Retirement: A Survey," Working Paper 17-3, Federal Reserve Bank of Richmond.
    6. Aline de Souza & Mônica Viegas Andrade & Kenya Valéria Micaela de Souza Noronha & Igor Viveiros Melo Souza, 2025. "Effect of age‐related premium readjustment on health insurance cancellation in Brazil: Regression discontinuity approach," Health Economics, John Wiley & Sons, Ltd., vol. 34(1), pages 3-17, January.
    7. Mladenovic, Svetlana Sokolov & Milovancevic, Milos & Mladenovic, Igor & Petrovic, Jelena & Milovanovic, Dragan & Petković, Biljana & Resic, Sead & Barjaktarović, Miljana, 2020. "Identification of the important variables for prediction of individual medical costs billed by health insurance," Technology in Society, Elsevier, vol. 62(C).
    8. Chaoran Chen & Zhigang Feng & Jiaying Gu, 2025. "Health, Health Insurance, And Inequality," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 66(1), pages 107-141, February.
    9. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2017. "Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life," Swiss Finance Institute Research Paper Series 17-11, Swiss Finance Institute, revised May 2018.
    10. Ólafsdóttir, Thorhildur & Ásgeirsdóttir, Tinna Laufey & Norton, Edward C., 2020. "Valuing pain using the subjective well-being method," Economics & Human Biology, Elsevier, vol. 37(C).
    11. Blundell, R. & French, E. & Tetlow, G., 2016. "Retirement Incentives and Labor Supply," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 457-566, Elsevier.
    12. Bolin, Kristian & Caputo, Michael R., 2020. "Consumption and investment demand when health evolves stochastically," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    13. Chen, Chang-Chih & Chang, Chia-Chien & Sun, Edward W. & Yu, Min-Teh, 2022. "Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness," European Journal of Operational Research, Elsevier, vol. 300(2), pages 727-742.
    14. Marlon Azinovic & Luca Gaegauf & Simon Scheidegger, 2022. "Deep Equilibrium Nets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1471-1525, November.
    15. Cozzi, Guido & Mantovan, Noemi & Sauer, Robert M., 2024. "How Important Are Mental and Physical Health in Career and Family Choices?," IZA Discussion Papers 17143, IZA Network @ LISER.
    16. Robert M. Sauer & Noemi Mantovan & Guido Cozzi, 2025. "How Do Mental and Physical Health Influence Career and Family Choices?," CHILD Working Papers Series 122 JEL Classification: C, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.

  4. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2009. "Health and (other) Asset Holdings," Swiss Finance Institute Research Paper Series 09-18, Swiss Finance Institute.

    Cited by:

    1. Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2014. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Staff Report 499, Federal Reserve Bank of Minneapolis.
    2. Harold L. Cole & Soojin Kim & Dirk Krueger, 2012. "Analyzing the Effects of Insuring Health Risks: On the Trade-off between Short Run Insurance Benefits vs. Long Run Incentive Costs," NBER Working Papers 18572, National Bureau of Economic Research, Inc.
    3. Joshua Aurand & Yu-Jui Huang, 2020. "Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences," Papers 2003.01783, arXiv.org, revised Jul 2021.
    4. Peijnenburg, J.M.J. & Nijman, Theo & Werker, Bas J.M., 2017. "Health cost risk : A potential solution to the annuity puzzle," Other publications TiSEM 257e76c9-54bb-4103-bd26-9, Tilburg University, School of Economics and Management.
    5. Raquel Fonseca & Pierre-Carl Michaud & Arie Kapteyn & Titus Galama, 2013. "Accounting for the Rise of Health Spending and Longevity," Cahiers de recherche 1326, CIRPEE.
    6. Richard Blundell & Jack Britton & Monica Costa Dias & Eric French, 2017. "The impact of health on labour supply near retirement," IFS Working Papers W17/18, Institute for Fiscal Studies.
    7. Li, Chao & Cang, Han & Zhu, Qixuan, 2025. "Health-behavior link: The impact of health shocks on asset allocation and consumption in older households," Economic Analysis and Policy, Elsevier, vol. 86(C), pages 1244-1260.
    8. Eric French & John Bailey Jones, 2017. "Health, Health Insurance, and Retirement: A Survey," Working Paper 17-3, Federal Reserve Bank of Richmond.
    9. Yogo, Motohiro, 2016. "Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 17-34.
    10. Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021. "Value of Life and Annuity Demand," MPRA Paper 107378, University Library of Munich, Germany.
    11. Kemptner, Daniel, 2019. "Health-related life cycle risks and public insurance," Journal of Health Economics, Elsevier, vol. 65(C), pages 227-245.
    12. Titus J. Galama & Hans van Kippersluis, 2013. "Health Inequalities through the Lens of Health Capital Theory: Issues, Solutions, and Future Directions," Tinbergen Institute Discussion Papers 13-076/V, Tinbergen Institute.
    13. Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2017. "A Life-Cycle Model with Unemployment Traps," Working papers 041, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
    14. Cole, Harold & Krueger, Dirk & Kim, Soojin, 2012. "Analyzing the Effects of Insuring Health Risks: On the Trade-off between Short Run Insurance Benefits vs. Long Run Incentive Co," CEPR Discussion Papers 9239, C.E.P.R. Discussion Papers.
    15. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2017. "Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life," Swiss Finance Institute Research Paper Series 17-11, Swiss Finance Institute, revised May 2018.
    16. St-Amour, Pascal, 2024. "Valuing life over the life cycle," Journal of Health Economics, Elsevier, vol. 93(C).
    17. Elena Capatina, 2012. "Life Cycle Effects of Health Risk," Working Papers 201216, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
    18. Mariacristina De Nardi & Eric French & John B. Jones, 2015. "Savings After Retirement: A Survey," NBER Working Papers 21268, National Bureau of Economic Research, Inc.
    19. John Bailey Jones & Mariacristina De Nardi & Eric French & Rory McGee & Justin Kirschner, 2018. "The Lifetime Medical Spending of Retirees," NBER Working Papers 24599, National Bureau of Economic Research, Inc.
    20. Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022. "Relative Risk Aversion: A Meta-Analysis," MetaArXiv b8uhe, Center for Open Science.
    21. Raquel Fonseca & François Langot & Pierre-Carl Michaud & Thepthida Sopraseuth, 2020. "Understanding Cross-Country Differences in Health Status and Expenditures," CIRANO Working Papers 2020s-16, CIRANO.
    22. Dana Goldman & Nicole Maestas, 2013. "Medical Expenditure Risk And Household Portfolio Choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 527-550, June.
    23. Jung, Juergen & Tran, Chung & Chambers, Matthew, 2017. "Aging and health financing in the U.S.: A general equilibrium analysis," European Economic Review, Elsevier, vol. 100(C), pages 428-462.
    24. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2024. "Who saves more, the naive or the sophisticated agent?," Journal of Economic Theory, Elsevier, vol. 219(C).
    25. Christoph Hambel & Holger Kraft & Lorenz S. Schendel & Mogens Steffensen, 2017. "Life Insurance Demand Under Health Shock Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(4), pages 1171-1202, December.
    26. Emil Bandoni & Carolina Fugazza, 2025. "Health Disasters and Life Cycle Risk Taking," Carlo Alberto Notebooks 748 JEL Classification: D, Collegio Carlo Alberto.
    27. Pelgrin, Florian & St-Amour, Pascal, 2016. "Life cycle responses to health insurance status," Journal of Health Economics, Elsevier, vol. 49(C), pages 76-96.
    28. Björn Bos & Moritz A. Drupp & Jasper N. Meya & Martin F. Quaas, 2023. "Financial Risk-Taking under Health Risk," CESifo Working Paper Series 10387, CESifo.
    29. Peijnenburg, J.M.J. & Nijman, T.E. & Werker, B.J.M., 2010. "Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand," Discussion Paper 2010-14, Tilburg University, Center for Economic Research.
    30. Yiding Yue & Jinyou Zou, 2014. "The Role of Wealth and Health in Insurance Choice: Bivariate Probit Analysis in China," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-9, March.
    31. Paolo Guasoni & Yu-Jui Huang, 2019. "Consumption, investment and healthcare with aging," Finance and Stochastics, Springer, vol. 23(2), pages 313-358, April.
    32. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2010. "A structural analysis of the health expenditures and portfolio choices of retired agents," Swiss Finance Institute Research Paper Series 10-29, Swiss Finance Institute.
    33. Bolin, Kristian & Caputo, Michael R., 2020. "Consumption and investment demand when health evolves stochastically," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    34. Haliassos, Michael & Gomes, Francisco, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
    35. Juergen Jung & Chung Tran, 2019. "Social Health Insurance: A Quantitative Exploration," 2019 Meeting Papers 690, Society for Economic Dynamics.
    36. Geppert, Christian & Ludwig, Alexander & Abiry, Raphael, 2016. "Secular stagnation? Growth, asset returns and welfare in the next decades: First results," SAFE Working Paper Series 145, Leibniz Institute for Financial Research SAFE.
    37. Liu, Kai & Prommawin, Benjapon & Schroyen, Fred, 2024. "Health insurance, agricultural production and investments," Journal of Health Economics, Elsevier, vol. 97(C).
    38. Castañeda, Pablo & Devoto, Benjamín, 2016. "On the structural estimation of an optimal portfolio rule," Finance Research Letters, Elsevier, vol. 16(C), pages 290-300.
    39. Maddalena Ferranna & Daniel Cadarette & Simiao Chen & Parastou Ghazi & Faith Ross & Leo Zucker & David E Bloom, 2023. "The macroeconomic burden of noncommunicable diseases and mental health conditions in South America," PLOS ONE, Public Library of Science, vol. 18(10), pages 1-17, October.
    40. Harris, Matthew & Kohn, Jennifer, 2015. "Reference dependent utility from health and the demand for medical care," MPRA Paper 61926, University Library of Munich, Germany.
    41. Juergen Jung & Chung Tran, 2010. "The Macroeconomics of Health Savings Accounts," Working Papers 2010-12, Towson University, Department of Economics, revised Nov 2016.
    42. Michael Grossman, 2022. "The demand for health turns 50: Reflections," Health Economics, John Wiley & Sons, Ltd., vol. 31(9), pages 1807-1822, September.
    43. Hambel, Christoph, 2020. "Health shock risk, critical illness insurance, and housing services," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 111-128.
    44. Giorgio Ferrari & Shihao Zhu, 2022. "On a Merton Problem with Irreversible Healthcare Investment," Papers 2212.05317, arXiv.org, revised Dec 2023.
    45. Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020. "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers 2231, Cowles Foundation for Research in Economics, Yale University.
    46. Zvi Bodie & Jérôme Detemple & Marcel Rindisbacher, 2009. "Life-Cycle Finance and the Design of Pension Plans," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 249-286, November.
    47. Pu Liao & Jinhao Liu, 2025. "Does health insurance extend life expectancy? Evidence from a structural estimation," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 50(2), pages 136-167, September.
    48. Xiaobai Zhu & Kenneth Q. Zhou & Zijia Wang, 2024. "A new paradigm of mortality modeling via individual vitality dynamics," Papers 2407.15388, arXiv.org, revised Oct 2024.
    49. Ferrari, Giorgio & Zhu, Shihao, 2022. "Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment," Center for Mathematical Economics Working Papers 671, Center for Mathematical Economics, Bielefeld University.
    50. Barucci, Emilio & Biffis, Enrico & Marazzina, Daniele, 2023. "Health insurance, portfolio choice, and retirement incentives," European Journal of Operational Research, Elsevier, vol. 307(2), pages 910-921.
    51. Titus Galama, 2015. "A Contribution to Health-Capital Theory," Working Papers 2015-008, Human Capital and Economic Opportunity Working Group.
    52. Lucas Bretschger & Alexandra Vinogradova, 2017. "Human Development at Risk: Economic Growth with Pollution-Induced Health Shocks," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 66(3), pages 481-495, March.

  5. Georges DIONNE & Pascal ST-AMOUR & Desire VENCATACHELLUM, 2008. "Asymmetric Information and Adverse Selection in Mauritian Slave Auctions," Swiss Finance Institute Research Paper Series 08-40, Swiss Finance Institute.

    Cited by:

    1. Georges Dionne, 2012. "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data," Cahiers de recherche 1233, CIRPEE.
    2. Georges Dionne & Pierre-Carl Michaud & Jean Pinquet, 2012. "A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance," Working Papers 12-1, HEC Montreal, Canada Research Chair in Risk Management.
    3. Philippe FEVRIER & Laurent LINNEMER & Michael VISSER, 2010. "Testing for Asymmetric Information in the Viager Market," Working Papers 2010-01, Center for Research in Economics and Statistics.
    4. Alois Geyer & Daniela Kremslehner & Alexander Muermann, 2020. "Asymmetric Information in Automobile Insurance: Evidence From Driving Behavior," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(4), pages 969-995, December.
    5. Lorentziadis, Panos L., 2016. "Optimal bidding in auctions from a game theory perspective," European Journal of Operational Research, Elsevier, vol. 248(2), pages 347-371.
    6. Georges Dionne & Mélissa La Haye & Anne‐Sophie Bergerès, 2015. "Does asymmetric information affect the premium in mergers and acquisitions?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(3), pages 819-852, August.
    7. Carole Botton & Julien Fouquau, 2012. "Adjugé, Vendu...Assuré," Post-Print hal-00937902, HAL.
    8. Xiaoqi Zhang & Yi Chen & Yi Yao, 2021. "Dynamic information asymmetry in micro health insurance: implications for sustainability," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(3), pages 468-507, July.
    9. David Rowell & Son Nghiem & Luke B Connelly, 2017. "Two Tests for Ex Ante Moral Hazard in a Market for Automobile Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(4), pages 1103-1126, December.
    10. Yamamoto, Shinichi & 山本, 信一 & Yoneyama, Takau & 米山, 高生 & Kwon, W. Jean, 2012. "An Experimental Study On Adverse Selection And Moral Hazard," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 46(1), pages 51-64, October.
    11. Pierre Picard & Kili Wang, 2015. "INSURANCE FRAUD THROUGH COLLUSION BETWEEN POLICYHOLDERS AND CAR DEALERS: THEORY AND EMPIRICAL EVIDENCE Pierre PICARD," Working Papers hal-01140590, HAL.
    12. Georges Dionne & Nathalie Fombaron & Neil Doherty, 2012. "Adverse Selection in Insurance Contracting," Cahiers de recherche 1231, CIRPEE.
    13. Ciprian MatiÅŸ & Eugenia MatiÅŸ, 2013. "Asymmetric Information In Insurance Field: Some General Considerations," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(15), pages 1-17.
    14. Carole Botton & Julien Fouquau, 2014. "L'Expertise De L'Evaluation : Une Construction Sociale," Post-Print hal-01899544, HAL.
    15. Georges Dionne & Casey Rothschild, 2012. "Risk classification in insurance contracting," Working Papers 11-5, HEC Montreal, Canada Research Chair in Risk Management.
    16. Helmi Jedidi & Georges Dionne, 2024. "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers 19-1, HEC Montreal, Canada Research Chair in Risk Management.
    17. Koptyug, Nikita, 2016. "Asymmetric Information in Auctions: Are Resellers Better Appraisers?," Working Paper Series 1110, Research Institute of Industrial Economics.

  6. Pascal St-Amour, 2007. "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series 07-09, Swiss Finance Institute.

    Cited by:

    1. Koijen, R.S.J., 2008. "Essays on asset pricing," Other publications TiSEM 75662994-29dc-4a83-a3ff-9, Tilburg University, School of Economics and Management.

  7. Pascal St-Amour, 2005. "Direct Preference Wealth in Aggregate Household Portfolios," FAME Research Paper Series rp136, International Center for Financial Asset Management and Engineering.

    Cited by:

    1. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.

  8. Pascal St-Amour, 2005. "Direct Preference for Wealth in Aggregate Household Portfolio," Cahiers de Recherches Economiques du Département d'économie 05.04, Université de Lausanne, Faculté des HEC, Département d’économie.

    Cited by:

    1. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.

  9. Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," CIRANO Working Papers 2005s-07, CIRANO.

    Cited by:

    1. Ivan Jaccard, 2006. "Strategic Asset Allocation, Asset Price Dynamics, and the Business Cycle," 2006 Meeting Papers 574, Society for Economic Dynamics.
    2. Didier, Tatiana & Lowenkron, Alexandre, 2012. "The current account as a dynamic portfolio choice problem," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 518-541.

  10. Stephen Gordon & Pascal St-Amour, 2003. "Asset Returns and State-Dependent Risk Preferences," CIRANO Working Papers 2003s-09, CIRANO.

    Cited by:

    1. Tim Bollerslev & Michael Gibson & Hao Zhou, 2007. "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers 2007-16, Department of Economics and Business Economics, Aarhus University.
    2. Bekaert, Geert & Hoerova, Marie, 2016. "What do asset prices have to say about risk appetite and uncertainty?," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 103-118.
    3. Luz Rocío Sotomayor & Abel Cadenillas, 2009. "Explicit Solutions Of Consumption‐Investment Problems In Financial Markets With Regime Switching," Mathematical Finance, Wiley Blackwell, vol. 19(2), pages 251-279, April.
    4. Danthine, Jean-Pierre & Donaldson, John B. & Giannikos, Christos & Guirguis, Hany, 2004. "On the consequences of state dependent preferences for the pricing of financial assets," Finance Research Letters, Elsevier, vol. 1(3), pages 143-153, September.
    5. Nestor Gandelman & Rubén Hernández-Murillo, 2014. "Risk aversion at the country level," Documentos de Investigación 98, Universidad ORT Uruguay. Facultad de Administración y Ciencias Sociales.
    6. Sei‐Wan Kim & Bong‐Soo Lee, 2008. "Stock Returns, Asymmetric Volatility, Risk Aversion, And Business Cycle: Some New Evidence," Economic Inquiry, Western Economic Association International, vol. 46(2), pages 131-148, April.
    7. George Halkos & Argyro Zisiadou, 2021. "Can We Hedge an Investment Against A Potential Unexpected Environmental Disaster?," Economics of Disasters and Climate Change, Springer, vol. 5(3), pages 355-365, October.
    8. Gandelman, Néstor & Hernández-Murillo, Rubén, 2013. "What do happiness and health satisfaction data tell us about relative risk aversion?," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 301-312.
    9. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
    10. Tim Bollerslev & Hao Zhou, 2006. "Expected stock returns and variance risk premia," Finance and Economics Discussion Series 2007-11, Board of Governors of the Federal Reserve System (U.S.).
    11. Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006. "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers 5951, C.E.P.R. Discussion Papers.
    12. Luiz Vitiello & Ser-Huang Poon, 2022. "Option pricing with random risk aversion," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1665-1684, May.
    13. Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
    14. Jaccard, Ivan, 2018. "Stochastic discounting and the transmission of money supply shocks," Working Paper Series 2174, European Central Bank.
    15. Alan Guoming Huang & Eric Hughson & J. Chris Leach, 2016. "Generational Asset Pricing, Equity Puzzles, and Cyclicality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 52-71, October.
    16. Andrei Semenov, 2017. "Background risk in consumption and the equity risk premium," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 407-439, February.
    17. Jung Benjamin & Walter Timo, 2024. "Progressive Taxation and Social Welfare: Quantifying the Effects of the “German Tax-Reform 2000”," German Economic Review, De Gruyter, vol. 25(3), pages 209-239.
    18. John Nkwoma Inekwe, 2020. "Market uncertainty, risk aversion, and macroeconomic expectations," Empirical Economics, Springer, vol. 59(4), pages 1977-1995, October.
    19. Parro, Francisco, 2024. "Unveiling the impact of income taxes on inequality in a HACT model," Journal of Macroeconomics, Elsevier, vol. 79(C).
    20. Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S. & Grose, Simone D., 2012. "Probabilistic forecasts of volatility and its risk premia," Journal of Econometrics, Elsevier, vol. 171(2), pages 217-236.
    21. Amadeu DaSilva & Mira Farka & Christos Giannikos, 2011. "Habit Formation in an Overlapping Generations Model with Borrowing Constraints," European Financial Management, European Financial Management Association, vol. 17(4), pages 705-725, September.
    22. Reyno SEYMORE & Margaret MABUGU & Jan VAN HEERDEN, 2010. "Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax," EcoMod2010 259600155, EcoMod.
    23. Dominique Pepin, 2011. "Instabilité des comportements et cycles financiers : une relecture dans un cadre rationnel avec préférences endogènes," Working Papers hal-00960012, HAL.
    24. TAKAMIZAWA, Hideyuki & 高見澤, 秀幸, 2018. "An Equilibrium Model of Term Structures of Bonds and Equities," Working Paper Series G-1-19, Hitotsubashi University Center for Financial Research.
    25. Michael Dempsey, 2015. "Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p1007.
    26. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Working Papers melino-03-01, University of Toronto, Department of Economics.
    27. Traian A. Pirvu & Huayue Zhang, 2012. "A Multi Period Equilibrium Pricing Model," Papers 1205.6193, arXiv.org.
    28. Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel, 2018. "Asset pricing with beliefs-dependent risk aversion and learning," Journal of Financial Economics, Elsevier, vol. 128(3), pages 504-534.
    29. Mariana Khapko, 2023. "Asset pricing with dynamically inconsistent agents," Finance and Stochastics, Springer, vol. 27(4), pages 1017-1046, October.
    30. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
    31. Paulo Maio, 2013. "Intertemporal CAPM with Conditioning Variables," Management Science, INFORMS, vol. 59(1), pages 122-141, April.
    32. Strohsal, Till, 2013. "Testing the preferred-habitat theory: The role of time-varying risk aversion," SFB 649 Discussion Papers 2013-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    33. Caravello, Tomás E. & Driffill, John & Kenc, Turalay & Sola, Martin, 2024. "On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
    34. Cesteros, Santiago Rodrigo, 2018. "Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino [On macroeconomic volatility and wealth dollarization: the Argentine case]," MPRA Paper 88968, University Library of Munich, Germany.
    35. Andrei Semenov, 2003. "High-Order Consumption Moments and Asset Pricing," Working Papers 2003_4, York University, Department of Economics, revised Jan 2005.
    36. Lettau, Martin & Ludvigson, Sydney, 2005. "Euler Equation Errors," CEPR Discussion Papers 4922, C.E.P.R. Discussion Papers.
    37. Wu, Feng & Myers, Robert J. & Guan, Zhengfei & Wang, Zhiguang, 2015. "Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 260-274.
    38. George Halkos & Argyro Zisiadou, 2020. "Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster?," JRFM, MDPI, vol. 13(7), pages 1-24, July.

  11. Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002. "Inter- vs Intra-generational Production Teams: A Young Worker's Perspective," CIRANO Working Papers 2002s-57, CIRANO.

    Cited by:

    1. Heski Bar-Isaac, 2007. "Something to prove: reputation in teams," RAND Journal of Economics, RAND Corporation, vol. 38(2), pages 495-511, June.

  12. Shirley Chenny & Pascal St-Amour & Désiré Vencatachellum, 2002. "Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827," CIRANO Working Papers 2002s-79, CIRANO.

    Cited by:

    1. Charles W. Calomiris & Jonathan Pritchett, 2013. "Betting on Secession: Quantifying Political Events Surrounding Slavery and the Civil War," NBER Working Papers 19625, National Bureau of Economic Research, Inc.
    2. Sophia du Plessis & Ada Jansen & Dieter von Fintel, 2014. "Slave prices and productivity at the Cape of Good Hope from 1700 to 1725: did all settler farmers profit from the trade?," Working Papers 17/2014, Stellenbosch University, Department of Economics, revised 2014.
    3. Ekama, Kate & Fourie, Johan & Heese, Hans & Martin, Lisa-Cheree, 2021. "When Cape slavery ended: Introducing a new slave emancipation dataset," Explorations in Economic History, Elsevier, vol. 81(C).
    4. Branko Milanovic, 2005. "An Estimate Of Average Income And Inequality In Byzantium Around Year 1000," Economic History 0501003, University Library of Munich, Germany.

  13. Michele Breton, Pascal St-Amour and D. Vencatachellum, 2001. "Dynamic Production Teams with Strategic Behavior," Computing in Economics and Finance 2001 89, Society for Computational Economics.

    Cited by:

    1. Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002. "Inter- vs Intra-generational Production Teams: A Young Worker's Perspective," CIRANO Working Papers 2002s-57, CIRANO.
    2. Heski Bar-Isaac, 2007. "Something to prove: reputation in teams," RAND Journal of Economics, RAND Corporation, vol. 38(2), pages 495-511, June.
    3. Agnes Baeker & Vanessa Mertins, 2012. "Risk-sorting and preference for team piece rates," IAAEU Discussion Papers 201208, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
    4. Heski Bar-Isaac, 2004. "Something to Prove: Reputation in teams and hiring to introduce uncertainty," Working Papers 04-07, New York University, Leonard N. Stern School of Business, Department of Economics.

  14. Michel Normandin & Pascal St-Amour, 2001. "Canadian Consumption and Portfolio Shares," Cahiers de recherche CREFE / CREFE Working Papers 134, CREFE, Université du Québec à Montréal.

    Cited by:

    1. Normandin, Michel & St-Amour, Pascal, 2008. "An empirical analysis of aggregate household portfolios," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1583-1597, August.
    2. Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," Cahiers de Recherches Economiques du Département d'économie 05.03, Université de Lausanne, Faculté des HEC, Département d’économie.

  15. Gordon, Stephen & St-Amour, Pascal, 1999. "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche 9906, Université Laval - Département d'économique.

    Cited by:

    1. Frédérique BEC & Songlin ZENG, 2013. "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," Thema Working Papers 2013-21, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    2. Hassan Heidari & Arash Refah-Kahriz & Nayyer Hashemi Berenjabadi, 2018. "Dynamic Relationship between Macroeconomic Variables and Stock Return Volatility in Tehran Stock Exchange: Multivariate MS ARMA GARCH Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 5(2), pages 223-250.
    3. Bertholon, H. & Alain Monfort & Fulvio Pegoraro, 2007. "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working papers 188, Banque de France.
    4. Falato, Antonio, 2009. "Happiness maintenance and asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
    5. Philippe Andrade & Catherine Bruneau, 2002. "Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 233-256, July.
    6. Łukasz Delong, 2019. "Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(1), pages 73-113, February.
    7. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics.
    8. Troy Davig & Eric M. Leeper, 2009. "Reply to "Generalizing the Taylor Principle: A Comment"," NBER Working Papers 14919, National Bureau of Economic Research, Inc.
    9. Liliana Gonzalez & Philip Hoang & John G. Powell Massey & Jing Shi, 2006. "Defining and Dating Bull and Bear Markets: Two Centuries of Evidence," Multinational Finance Journal, Multinational Finance Journal, vol. 10(1-2), pages 81-116, March-Jun.
    10. Wu, Shue-Jen & Lee, Wei-Ming, 2015. "Intertemporal risk–return relationships in bull and bear markets," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 308-325.
    11. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
    12. Dillenberger, David & Rozen, Kareen, 2015. "History-dependent risk attitude," Journal of Economic Theory, Elsevier, vol. 157(C), pages 445-477.
    13. Benjamin Keefer, 2016. "Sensitization and Extraordinary Persistence," Working Papers 2016-01, Carleton College, Department of Economics.
    14. Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005. "State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle," Staff Working Papers 05-9, Bank of Canada.
    15. Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel, 2025. "Time-varying risk aversion and international stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    16. Apostolos Serletis & Libo Xu, "undated". "Consumption, Leisure, and Money," Working Papers 2019-08, Department of Economics, University of Calgary, revised 06 Jul 2019.
    17. Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006. "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers 5951, C.E.P.R. Discussion Papers.
    18. Kim, Young-Sung & Kim, Dong-Jun & Choi, Sun-Yong, 2025. "Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
    19. Mendes, Fernando Henrique de Paula e Silva & Caldeira, João Frois & Moura, Guilherme Valle, 2018. "Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(1), May.
    20. Luiz Vitiello & Ser-Huang Poon, 2022. "Option pricing with random risk aversion," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1665-1684, May.
    21. Dominique Pépin & Stephen M. Miller, 2020. "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers 2020-09, University of Connecticut, Department of Economics.
    22. Kaschützke, B. & Maurer, R., 2016. "Investing and Portfolio Allocation for Retirement," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 567-608, Elsevier.
    23. Jaccard, Ivan, 2018. "Stochastic discounting and the transmission of money supply shocks," Working Paper Series 2174, European Central Bank.
    24. Paulo M.M. Rodrigues & João Cruz, 2018. "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Working Papers w201814, Banco de Portugal, Economics and Research Department.
    25. Bouaddi, Mohammed & Larocque, Denis & Normandin, Michel, 2015. "Equity premia and state-dependent risks," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 393-409.
    26. Caroli, Eve & Garcia-Penalosa, Cecilia, 2002. "Risk aversion and rising wage inequality," Economics Letters, Elsevier, vol. 77(1), pages 21-26, September.
    27. Wasim Ahmad & N. Bhanumurthy & Sanjay Sehgal, 2015. "Regime dependent dynamics and European stock markets: Is asset allocation really possible?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(1), pages 77-107, February.
    28. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46.
    29. Jingjing Chai & Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla, 2011. "Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply," Working Papers wp246, University of Michigan, Michigan Retirement Research Center.
    30. Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
    31. Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025. "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series 3012, European Central Bank.
    32. Zolotoy, L., 2008. "Empirical essays on the information transfer between and the informational efficiency of stock markets," Other publications TiSEM 2a2652c6-1060-4622-8721-8, Tilburg University, School of Economics and Management.
    33. Kraus, Alan & Sagi, Jacob S., 2006. "Asset pricing with unforeseen contingencies," Journal of Financial Economics, Elsevier, vol. 82(2), pages 417-453, November.
    34. Pruijssers, Jorien Louise & Singer, Gallia & Singer, Zvi & Tsang, Desmond, 2023. "Social influence pressures and the risk preferences of aspiring financial market professionals," Journal of Accounting Education, Elsevier, vol. 62(C).
    35. TAKAMIZAWA, Hideyuki & 高見澤, 秀幸, 2018. "An Equilibrium Model of Term Structures of Bonds and Equities," Working Paper Series G-1-19, Hitotsubashi University Center for Financial Research.
    36. Łukasz Delong, 2018. "Time-inconsistent stochastic optimal control problems in insurance and finance," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 51, pages 229-254.
    37. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Working Papers melino-03-01, University of Toronto, Department of Economics.
    38. Ntantamis, Christos & Zhou, Jun, 2015. "Bull and bear markets in commodity prices and commodity stocks: Is there a relation?," Resources Policy, Elsevier, vol. 43(C), pages 61-81.
    39. Tillmann, Peter, 2005. "Private sector involvement in the resolution of financial crises: How do markets react?," Journal of Development Economics, Elsevier, vol. 78(1), pages 114-132, October.
    40. Raghu Suryanarayanan, 2006. "Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework," CSEF Working Papers 162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    41. Traian A. Pirvu & Huayue Zhang, 2012. "A Multi Period Equilibrium Pricing Model," Papers 1205.6193, arXiv.org.
    42. David Dillenberger & Kareen Rozen, 2011. "History-Dependent Risk Attitude, Second Version," PIER Working Paper Archive 12-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 14 Jul 2012.
    43. Carlos Capistrán & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 365-396, March.
    44. Bekaert, Geert & Engstrom, Eric & Xing, Yuhang, 2009. "Risk, uncertainty, and asset prices," Journal of Financial Economics, Elsevier, vol. 91(1), pages 59-82, January.
    45. Berrada, Tony & Detemple, Jérôme & Rindisbacher, Marcel, 2018. "Asset pricing with beliefs-dependent risk aversion and learning," Journal of Financial Economics, Elsevier, vol. 128(3), pages 504-534.
    46. Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005. "The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments," Staff Working Papers 05-2, Bank of Canada.
    47. John Donaldson & Rajnish Mehra, 2007. "Risk Based Explanations of the Equity Premium," NBER Working Papers 13220, National Bureau of Economic Research, Inc.
    48. Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    49. Paulo Maio, 2013. "Intertemporal CAPM with Conditioning Variables," Management Science, INFORMS, vol. 59(1), pages 122-141, April.
    50. John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
    51. Julian, Inchauspe & Helen, Cabalu, 2013. "What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals," MPRA Paper 93049, University Library of Munich, Germany.
    52. Casey B. Mulligan, 2004. "Robust Aggregate Implications of Stochastic Discount Factor Volatility," NBER Working Papers 10210, National Bureau of Economic Research, Inc.
    53. Caravello, Tomás E. & Driffill, John & Kenc, Turalay & Sola, Martin, 2024. "On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
    54. Taamouti, Abderrahim, 2012. "Moments of multivariate regime switching with application to risk-return trade-off," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 292-308.
    55. Seonghoon Cho, 2016. "Sufficient Conditions for Determinacy in a Class of Markov-Switching Rational Expectations Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 182-200, July.
    56. Weilun Cheng & Zongxia Liang & Sheng Wang & Jianming Xia, 2025. "Equilibrium Investment with Random Risk Aversion: (Non-)uniqueness, Optimality, and Comparative Statics," Papers 2512.00830, arXiv.org, revised Jan 2026.
    57. Berthold, Brendan, 2023. "The macroeconomic effects of uncertainty and risk aversion shocks," European Economic Review, Elsevier, vol. 154(C).
    58. Shue-Jen Wu & Wei-Ming Lee, 2012. "Predicting the U.S. bear stock market using the consumption-wealth ratio," Economics Bulletin, AccessEcon, vol. 32(4), pages 3174-3181.
    59. Wang, Zijun & Khan, M. Moosa, 2017. "Market states and the risk-return tradeoff," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 314-327.
    60. Serletis, Apostolos & Xu, Libo, 2019. "The demand for banking and shadow banking services," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 132-146.
    61. Gang Chu & Xiao Li & Dehua Shen & Yongjie Zhang, 2021. "Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 397-427, September.
    62. Zegadło, Piotr, 2022. "Identifying bull and bear market regimes with a robust rule-based method," Research in International Business and Finance, Elsevier, vol. 60(C).

  16. Dessy, Sylvain E. & St-Amour, Pascal & Vencatachellum, Désiré, 1998. "The Economics of Private Tutoring," Cahiers de recherche 9809, Université Laval - Département d'économique.

    Cited by:

    1. Asmaa Elbadawy, 2013. "The Effect of Tutoring on Secondary Streaming in Egypt," Working Papers 769, Economic Research Forum, revised Sep 2013.
    2. Bibhas Saha & Subhra Baran Saha, 2009. "Private Tutoring, School Education and Government Policy," Review of Market Integration, India Development Foundation, vol. 1(3), pages 375-408, December.

  17. Gordon, Stephen & St-Amour, Pascal, 1997. "Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion," Cahiers de recherche 9711, Université Laval - Département d'économique, revised 08 Jun 1998.

    Cited by:

    1. Gordon, Stephen & St-Amour, Pascal, 1999. "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche 9906, Université Laval - Département d'économique.

  18. Gordon, Stephen & St-Amour, Pascal, 1997. "Asset Prices with Contingent Preferences," Cahiers de recherche 9712, Université Laval - Département d'économique, revised 08 Jun 1998.

    Cited by:

    1. Kirill Sossunov, 2002. "A Real Business Cycle Model with Changing Sentiments," Macroeconomics 0210005, University Library of Munich, Germany.
    2. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

  19. Michel Normandin & Pascal St-Amour, 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche CREFE / CREFE Working Papers 39, CREFE, Université du Québec à Montréal.

    Cited by:

    1. Traeger, Christian P., 2012. "Why uncertainty matters - discounting under intertemporal risk aversion and ambiguity," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2w614303, Department of Agricultural & Resource Economics, UC Berkeley.
    2. Traeger, Christian P., 2011. "Interemporal Risk Aversion - or - Wouldn't it be Nice to Tell Whether Robinson Crusoe is Risk," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt67d581xt, Department of Agricultural & Resource Economics, UC Berkeley.
    3. COUTURE Stephane & REYNAUD Arnaud, 2006. "Multi-stand Forest Management Under a Climatic Risk: Do time and Risk Preferences Matter?," LERNA Working Papers 06.17.210, LERNA, University of Toulouse.
    4. Rui Albuquerque & Martin S. Eichenbaum & Sergio Rebelo, 2012. "Valuation Risk and Asset Pricing," NBER Working Papers 18617, National Bureau of Economic Research, Inc.
    5. Michel Normandin, 1999. "The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States," Cahiers de recherche CREFE / CREFE Working Papers 67, CREFE, Université du Québec à Montréal.
    6. Minh Ha-Duong & Nicolas Treich, 1999. "Recursive Intergenerational Utility in Global Climate Risk Modeling," CIRANO Working Papers 99s-40, CIRANO.
    7. Minh Ha-Duong & Nicolas Treich, 2004. "Risk Aversion, Intergenerational Equity and Climate Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 28(2), pages 195-207, June.
    8. Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022. "Relative Risk Aversion: A Meta-Analysis," MetaArXiv b8uhe, Center for Open Science.
    9. Yi, Zhen & Zhu, Chao & Zhang, Yuwei, 2024. "Why risk attitude differs between macro and micro level? A decoherence perspective," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 978-997.
    10. Frédéric Gonand, 2014. "Fostering Renewables and Recycling a Carbon Tax: Joint Aggregate and Intergenerational Redistributive Effects," Working Papers 1408, Chaire Economie du climat.
    11. Hiroshi Nakamura & Naohiko Wakutsu, 2019. "Reducing pharmaceutical reimbursement price risk to lower national health expenditures without lowering R&D incentives," International Journal of Economic Policy Studies, Springer, vol. 13(1), pages 75-88, January.
    12. Rihab Bedoui & Houda BenMabrouk, 2017. "CAPM with various utility functions: Theoretical developments and application to international data," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1343230-134, January.
    13. Aude POMMERET & William T. SMITH, 2004. "Fertility, Volatility, and Growth," Cahiers de Recherches Economiques du Département d'économie 04.08, Université de Lausanne, Faculté des HEC, Département d’économie.
    14. Femminis, Gianluca, 2008. "Risk-aversion and the investment-uncertainty relationship: The role of capital depreciation," Journal of Economic Behavior & Organization, Elsevier, vol. 65(3-4), pages 585-591, March.
    15. Pierre-Carl Michaud & Pascal St. Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," NBER Working Papers 31038, National Bureau of Economic Research, Inc.
    16. Frederic Gonand, 2014. "The Social Aversion to Intergenerational Inequality and the Recycling of a Carbon Tax," Working Papers 1412, Chaire Economie du climat.
    17. Bouaddi, Mohammed & Larocque, Denis & Normandin, Michel, 2015. "Equity premia and state-dependent risks," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 393-409.
    18. Jeong, Daehee & Kim, Hwagyun & Park, Joon Y., 2015. "Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility," Journal of Financial Economics, Elsevier, vol. 115(2), pages 361-382.
    19. Gianluca Femminis, 2006. "Risk‐Aversion, Optimal Leverage And The Investment–Uncertainty Relation," Metroeconomica, Wiley Blackwell, vol. 57(2), pages 214-238, May.
    20. Traeger, Christian P., 2010. "Intertemporal risk aversion – or – wouldn’t it be nice to tell whether Robinson Crusoe is risk averse?," CUDARE Working Papers 90421, University of California, Berkeley, Department of Agricultural and Resource Economics.
    21. Qiang Dai & Olesya V. Grishchenko, 2011. "An empirical investigation of consumption-based asset pricing models with stochastic habit formation," Finance and Economics Discussion Series 2011-47, Board of Governors of the Federal Reserve System (U.S.).
    22. Frédéric Gonand, 2016. "The Carbon Tax, Ageing and Pension Deficits," Post-Print hal-01251698, HAL.
    23. Michel Normandin, 2006. "The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv," Cahiers de recherche 06-04, HEC Montréal, Institut d'économie appliquée.
    24. Traeger, Christian P., 2009. "The Social Discount Rate under Intertemporal Risk Aversion and Ambiguity," CUDARE Working Papers 55785, University of California, Berkeley, Department of Agricultural and Resource Economics.
    25. Berg Cui & Yoosoon Chang & Joon Park, 2017. "Evaluating Consumption CAPM under Heterogeneous Preferences," CAEPR Working Papers 2017-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    26. Frédéric Gonand & F. J. Hasanov & L. C. Hunt, 2019. "Estimating the Impact of Energy Price Reform on Saudi Arabian Intergenerational Welfare using the MEGIR-SA Model," Post-Print hal-04488840, HAL.
    27. Richard E. Howitt & Siwa Msangi & Arnaud Reynaud & Keith C. Knapp, 2005. "Estimating Intertemporal Preferences for Natural Resource Allocation," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(4), pages 969-983.
    28. Michel Normandin, 2004. "Canadian and U.S. financial markets: testing the international integration hypothesis under time‐varying conditional volatility," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(4), pages 1021-1041, November.
    29. Leiss, Matthias & Nax, Heinrich H., 2018. "Option-implied objective measures of market risk," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 241-249.
    30. Michel Normandin, 2003. "Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility," Cahiers de recherche 03-08, HEC Montréal, Institut d'économie appliquée.
    31. Howitt, Richard E. & Reynaud, Arnaud & Msangi, Siwa & Knapp, Keith C., 2002. "Calibrated Stochastic Dynamic Models for Resource Management," 2002 Annual meeting, July 28-31, Long Beach, CA 19620, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    32. Noah Kaufman, 2012. "The bias of integrated assessment models that ignore climate catastrophes," Climatic Change, Springer, vol. 110(3), pages 575-595, February.

  20. St-Amour, P. & Vencatachellum, D., 1996. "Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies," Papers 9612, Laval - Recherche en Politique Economique.

    Cited by:

    1. Fafchamps, Marcel, 1998. "Efficiency in intrahousehold resource allocation," FCND discussion papers 55, International Food Policy Research Institute (IFPRI).

Articles

  1. Pelgrin, Florian & St-Amour, Pascal, 2016. "Life cycle responses to health insurance status," Journal of Health Economics, Elsevier, vol. 49(C), pages 76-96.
    See citations under working paper version above.
  2. Georges Dionne & Pascal St-Amour & Désiré Vencatachellum, 2009. "Asymmetric Information and Adverse Selection in Mauritian Slave Auctions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(4), pages 1269-1295.
    See citations under working paper version above.
  3. Normandin, Michel & St-Amour, Pascal, 2008. "An empirical analysis of aggregate household portfolios," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1583-1597, August.

    Cited by:

    1. Berkelaar, Arjan & Kouwenberg, Roy, 2009. "From boom 'til bust: How loss aversion affects asset prices," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1005-1013, June.
    2. Cardak, Buly A. & Wilkins, Roger, 2009. "The determinants of household risky asset holdings: Australian evidence on background risk and other factors," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 850-860, May.
    3. Chung, Kee H. & Smith, William T. & Wu, Tao L., 2009. "Time diversification: Definitions and some closed-form solutions," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1101-1111, June.
    4. Guidolin, Massimo & Hyde, Stuart, 2012. "Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 695-716.
    5. Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
    6. Fan, Elliott & Zhao, Ruoyun, 2009. "Health status and portfolio choice: Causality or heterogeneity?," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1079-1088, June.

  4. Gordon S. & St-Amour P., 2004. "Asset Returns and State-Dependent Risk Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 241-252, July.
    See citations under working paper version above.
  5. Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Desire, 2003. "Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827," Explorations in Economic History, Elsevier, vol. 40(4), pages 419-442, October.
    See citations under working paper version above.
  6. Breton, Michele & St-Amour, Pascal & Vencatachellum, Desire, 2003. "Dynamic production teams with strategic behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 875-905, March.
    See citations under working paper version above.
  7. Michel Normandin & Pascal St-Amour, 2002. "Canadian consumption and portfolio shares," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 737-756, November.
    See citations under working paper version above.
  8. Pascal St-Amour & Stephen Gordon, 2000. "A Preference Regime Model of Bull and Bear Markets," American Economic Review, American Economic Association, vol. 90(4), pages 1019-1033, September.
    See citations under working paper version above.
  9. Michel Normandin & Pascal St-Amour, 1998. "Substitution, risk aversion, taste shocks and equity premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 265-281.
    See citations under working paper version above.
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