Stavros Panageas
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.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Andrew B. Abel & Stavros Panageas, 2020.
"Social Distancing, Vaccination and the Paradoxical Optimality of an Endemic Equilibrium,"
NBER Working Papers
27742, National Bureau of Economic Research, Inc.
Mentioned in:
Working papers
- Andrew B. Abel & Stavros Panageas, 2022.
"Running Primary Deficits Forever in a Dynamically Efficient Economy: Feasibility and Optimality,"
NBER Working Papers
30554, National Bureau of Economic Research, Inc.
Cited by:
- HIRAGUCHI Ryoji, 2023. "Optimal Government Debt Policy in the Overlapping Generations Model with Idiosyncratic Capital Return Risk," Discussion papers 23063, Research Institute of Economy, Trade and Industry (RIETI).
- Selahattin Imrohoroglu, 2023. "Mpk," CIGS Working Paper Series 24-002E, The Canon Institute for Global Studies.
- Gaetano Bloise & Pietro Reichlin, 2023. "Low safe interest rates: A case for dynamic inefficiency?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 633-656, December.
- Simcha Barkai & Stavros Panageas, 2021.
"Value without Employment,"
NBER Working Papers
29414, National Bureau of Economic Research, Inc.
Cited by:
- Tania Babina & Simcha Barkai & Jessica Jeffers & Ezra Karger & Ekaterina Volkova, 2023.
"Antitrust Enforcement Increases Economic Activity,"
Working Papers
23-50, Center for Economic Studies, U.S. Census Bureau.
- Tania Babina & Simcha Barkai & Jessica Jeffers & Ezra Karger & Ekaterina Volkova, 2023. "Antitrust Enforcement Increases Economic Activity," Working Papers hal-04414184, HAL.
- Babina, Tania & Barkai, Simcha & Jeffers, Jessica & Karger, Ezra & Volkova, Ekaterina, 2023. "Antitrust enforcement increases economic activity," Working Papers 332, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Tania Babina & Simcha Barkai & Jessica Jeffers & Ezra Karger & Ekaterina Volkova, 2023. "Antitrust Enforcement Increases Economic Activity," NBER Working Papers 31597, National Bureau of Economic Research, Inc.
- Tania Babina & Simcha Barkai & Jessica Jeffers & Ezra Karger & Ekaterina Volkova, 2023.
"Antitrust Enforcement Increases Economic Activity,"
Working Papers
23-50, Center for Economic Studies, U.S. Census Bureau.
- Nicolae B. Gârleanu & Stavros Panageas & Geoffery X. Zheng, 2021.
"A Long and a Short Leg Make For a Wobbly Equilibrium,"
NBER Working Papers
28824, National Bureau of Economic Research, Inc.
Cited by:
- Pedersen, Lasse Heje, 2022. "Game on: Social networks and markets," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1097-1119.
- Andrew B. Abel & Stavros Panageas, 2020.
"Precautionary Saving in a Financially-Constrained Firm,"
NBER Working Papers
26628, National Bureau of Economic Research, Inc.
Cited by:
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020.
"Dynamic Banking and the Value of Deposits,"
NBER Working Papers
26802, National Bureau of Economic Research, Inc.
- Bolton, Patrick & Li, Ye & Wang, Neng & Yang, Jinqiang, 2020. "Dynamic Banking and the Value of Deposits," Working Paper Series 2020-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 28298, National Bureau of Economic Research, Inc.
- Brianti, Marco, 2021. "Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs," Working Papers 2021-5, University of Alberta, Department of Economics.
- Strauss, Ilan & Yang, Jangho, 2020. "Corporate Secular Stagnation: Empirical Evidence on the Advanced Economy Investment Slowdown," INET Oxford Working Papers 2019-16, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020.
"Dynamic Banking and the Value of Deposits,"
NBER Working Papers
26802, National Bureau of Economic Research, Inc.
- Andrew B. Abel & Stavros Panageas, 2020.
"Social Distancing, Vaccination and the Paradoxical Optimality of an Endemic Equilibrium,"
NBER Working Papers
27742, National Bureau of Economic Research, Inc.
Cited by:
- Martin Gonzalez-Eiras & Dirk Niepelt, 2020.
"Optimally Controlling an Epidemic,"
Working Papers
20.06, Swiss National Bank, Study Center Gerzensee.
- Dirk Niepelt & Mart n Gonzalez-Eiras, 2020. "Optimally Controlling an Epidemic," Diskussionsschriften dp2019, Universitaet Bern, Departement Volkswirtschaft.
- Gonzalez-Eiras, Martin & Niepelt, Dirk, 2020. "Optimally Controlling an Epidemic," CEPR Discussion Papers 15541, C.E.P.R. Discussion Papers.
- Martín Gonzalez-Eiras & Dirk Niepelt, 2020. "Optimally Controlling an Epidemic," CESifo Working Paper Series 8770, CESifo.
- Rebelo, Sérgio & Eichenbaum, Martin & Godinho de Matos, Miguel & Lima, Francisco & Trabandt, Mathias, 2022.
"Expectations, Infections, and Economic Activity,"
CEPR Discussion Papers
15373, C.E.P.R. Discussion Papers.
- Martin S. Eichenbaum & Miguel Godinho de Matos & Francisco Lima & Sergio Rebelo & Mathias Trabandt, 2020. "Expectations, Infections, and Economic Activity," NBER Working Papers 27988, National Bureau of Economic Research, Inc.
- Sebastian Doerr & Boris Hofmann, 2020.
"Recessions and mortality: a global perspective,"
BIS Working Papers
910, Bank for International Settlements.
- Doerr, Sebastian & Hofmann, Boris, 2022. "Recessions and mortality: A global perspective," Economics Letters, Elsevier, vol. 220(C).
- Bar-On, Yinon & Baron, Tatiana & Cornfeld, Ofer & Milo, Ron & Yashiv, Eran, 2021.
"COVID-19: Erroneous Modelling and Its Policy Implications,"
IZA Discussion Papers
14202, Institute of Labor Economics (IZA).
- Yinon Bar-On & Tatiana Baron & Ofer Cornfeld & Ron Milo & Eran Yashiv, 2020. "COVID19: Erroneous Modelling and Its Policy Implications," Discussion Papers 2030, Centre for Macroeconomics (CFM).
- Tom Phelan & Alexis Toda, 2021.
"Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement,"
Working Papers
21-15, Federal Reserve Bank of Cleveland.
- Phelan, Thomas & Toda, Alexis Akira, 2022. "Optimal epidemic control in equilibrium with imperfect testing and enforcement," Journal of Economic Theory, Elsevier, vol. 206(C).
- Thomas Phelan & Alexis Akira Toda, 2021. "Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement," Papers 2104.04455, arXiv.org, revised Oct 2022.
- Andrew Glover & Jonathan Heathcote & Dirk Krueger & José-Víctor Ríos-Rull, 2021.
"Optimal Age-Based Vaccination and Economic Mitigation Policies for the Second Phase of the COVID-19 Pandemic,"
Research Working Paper
RWP 21-15, Federal Reserve Bank of Kansas City.
- Andrew Glover & Jonathan Heathcote & Dirk Krueger, 2022. "Optimal Age-Based Vaccination and Economic Mitigation Policies for the Second Phase of the Covid-19 Pandemic," Staff Report 636, Federal Reserve Bank of Minneapolis.
- Glover, Andrew & Heathcote, Jonathan & Krueger, Dirk, 2022. "Optimal age-Based vaccination and economic mitigation policies for the second phase of the covid-19 pandemic," Journal of Economic Dynamics and Control, Elsevier, vol. 140(C).
- Martin Gonzalez-Eiras & Dirk Niepelt, 2020.
"Optimally Controlling an Epidemic,"
Working Papers
20.06, Swiss National Bank, Study Center Gerzensee.
- Nicolae B. Gârleanu & Stavros Panageas, 2020.
"Heterogeneity and Asset Prices: A Different Approach,"
NBER Working Papers
26607, National Bureau of Economic Research, Inc.
Cited by:
- Torben M. Andersen & Marias H. Gestsson, 2021. "Annuitization and aggregate mortality risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 79-99, March.
- Ben Moll, 2020. "The Research Agenda: Ben Moll on the Rich Interactions between Inequality and the Macroeconomy," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 21(2), November.
- Andrew B. Abel & Stavros Panageas, 2020.
"An Analytic Framework For Interpreting Investment Regressions In The Presence Of Financial Constraints,"
NBER Working Papers
26898, National Bureau of Economic Research, Inc.
Cited by:
- Amiti, Mary & Kong, Sang Hoon & Weinstein, David, 2020.
"The Effect of the U.S.-China Trade War on U.S. Investment,"
CEPR Discussion Papers
14691, C.E.P.R. Discussion Papers.
- Mary Amiti & Sang Hoon Kong & David Weinstein, 2020. "The Effect of the U.S.-China Trade War on U.S. Investment," NBER Working Papers 27114, National Bureau of Economic Research, Inc.
- Draca, Mirko & Garred, Jason & Stickland, Leanne & Warrinnier, Nele, 2018.
"On Target? The Incidence of Sanctions Across Listed Firms in Iran,"
CAGE Online Working Paper Series
372, Competitive Advantage in the Global Economy (CAGE).
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2019. "On target? The incidence of sanctions across listed firms in Iran," Working Papers of Department of Management, Strategy and Innovation, Leuven 648954, KU Leuven, Faculty of Economics and Business (FEB), Department of Management, Strategy and Innovation, Leuven.
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2019. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," LICOS Discussion Papers 41319, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2019. "On target? The incidence of sanctions across listed firms in Iran," Working Papers of LICOS - Centre for Institutions and Economic Performance 648954, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance.
- Draca, Mirko & Garred, Jason & Stickland, Leanne & Warrinnier, Nele, 2022. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," The Warwick Economics Research Paper Series (TWERPS) 1400, University of Warwick, Department of Economics.
- Draca, Mirko & Garred, Jason & Stickland. Leanne & Warrinnier, Nele, 2019. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," The Warwick Economics Research Paper Series (TWERPS) 1217, University of Warwick, Department of Economics.
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2019. "On Target? The Incidence of Sanctions Across Listed Firms in Iran," Working Papers 1903E, University of Ottawa, Department of Economics.
- Mirko Draca & Jason Garred & Leanne Stickland & Nele Warrinnier, 2023. "On Target? Sanctions and the Economic Interests of Elite Policymakers in Iran," The Economic Journal, Royal Economic Society, vol. 133(649), pages 159-200.
- Amiti, Mary & Kong, Sang Hoon & Weinstein, David, 2020.
"The Effect of the U.S.-China Trade War on U.S. Investment,"
CEPR Discussion Papers
14691, C.E.P.R. Discussion Papers.
- Stavros Panageas, 2020.
"The Implications of Heterogeneity and Inequality for Asset Pricing,"
NBER Working Papers
26974, National Bureau of Economic Research, Inc.
Cited by:
- Ngoc-Khanh Tran & Richard J. Zeckhauser, 2011.
"The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous,"
NBER Working Papers
17199, National Bureau of Economic Research, Inc.
- Tran, Ngoc-Khanh & Zeckhauser, Richard J., 2011. "The Behavior of Savings and Asset Prices When Preferences and Beliefs Are Heterogeneous," Working Paper Series rwp11-026, Harvard University, John F. Kennedy School of Government.
- Tran, Ngoc-Khanh & Zeckhauser, Richard, 2011. "The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous," Working Papers 11-44, University of Pennsylvania, Wharton School, Weiss Center.
- Zeckhauser, Richard Jay & Tran, Ngoc-Khanh, 2011. "The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous," Scholarly Articles 5027955, Harvard Kennedy School of Government.
- Robert J. Barro, 2014.
"Safe Assets,"
Working Papers
2014-28, Economic Research Institute, Bank of Korea.
- Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022. "Safe Assets," The Economic Journal, Royal Economic Society, vol. 132(646), pages 2075-2100.
- Robert J. Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2014. "Safe Assets," NBER Working Papers 20652, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017. "Safe Assets," CEPR Discussion Papers 12043, C.E.P.R. Discussion Papers.
- Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017. "Safe Assets," PIER Working Paper Archive 17-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 May 2017.
- Miles S. Kimball & Matthew D. Shapiro & Tyler Shumway & Jing Zhang, 2018.
"Portfolio Rebalancing in General Equilibrium,"
NBER Working Papers
24722, National Bureau of Economic Research, Inc.
- Kimball, Miles S. & Shapiro, Matthew D. & Shumway, Tyler & Zhang, Jing, 2020. "Portfolio rebalancing in general equilibrium," Journal of Financial Economics, Elsevier, vol. 135(3), pages 816-834.
- Gârleanu, Nicolae & Panageas, Stavros, 2021. "What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles," Journal of Financial Economics, Elsevier, vol. 140(1), pages 54-73.
- Toda, Alexis Akira & Walsh, Kieran James, 2014.
"The Equity Premium and the One Percent,"
MPRA Paper
79009, University Library of Munich, Germany, revised 28 Feb 2017.
- Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
- Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020. "The Equity Premium and the One Percent," The Review of Financial Studies, Society for Financial Studies, vol. 33(8), pages 3583-3623.
- Motohiro Yogo & Jessica Wachter, 2007.
"Why do Household Portfolio Shares Rise in Wealth?,"
2007 Meeting Papers
929, Society for Economic Dynamics.
- Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," The Review of Financial Studies, Society for Financial Studies, vol. 23(11), pages 3929-3965, November.
- Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," NBER Working Papers 16316, National Bureau of Economic Research, Inc.
- Schmidt, Lawrence & Toda, Alexis Akira, 2015. "Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution," MPRA Paper 78983, University Library of Munich, Germany.
- Roger E. A. Farmer, 2018.
"Pricing Assets in a Perpetual Youth Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 106-124, October.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 485, National Institute of Economic and Social Research.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," NBER Working Papers 24261, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2018. "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers 12643, C.E.P.R. Discussion Papers.
- Roger E. A. Farmer, 2018. "Code and data files for "Pricing Assets in a Perpetual Youth Model"," Computer Codes 17-287, Review of Economic Dynamics.
- Hengjie Ai & Anmol Bhandari, 2021. "Asset Pricing With Endogenously Uninsurable Tail Risk," Econometrica, Econometric Society, vol. 89(3), pages 1471-1505, May.
- Schneider, Andrés, 2022. "Who should buy stocks when volatility spikes?," Journal of Financial Markets, Elsevier, vol. 60(C).
- Jaroslav Borovička, 2020.
"Survival and Long-Run Dynamics with Heterogeneous Beliefs under Recursive Preferences,"
Journal of Political Economy, University of Chicago Press, vol. 128(1), pages 206-251.
- Jaroslav Borovicka, 2011. "Survival and long-run dynamics with heterogeneous beliefs under recursive preferences," Working Paper Series WP-2011-06, Federal Reserve Bank of Chicago.
- Hervé Roche & Juan Sotes-Paladino, 2022. "Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors," Working Papers 205, Red Nacional de Investigadores en Economía (RedNIE).
- Nicolae Gârleanu & Lasse Heje Pedersen, 2011.
"Margin-Based Asset Pricing and Deviations from the Law of One Price,"
NBER Working Papers
16777, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Lasse Heje Pedersen, 2011. "Margin-based Asset Pricing and Deviations from the Law of One Price," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1980-2022.
- Matthieu Gomez, 2017. "Asset Prices and Wealth Inequality," 2017 Meeting Papers 1155, Society for Economic Dynamics.
- Georgy Chabakauri, 2012. "Asset Pricing with Heterogeneous Investors and Portfolio Constraints," FMG Discussion Papers dp707, Financial Markets Group.
- Rohan Kekre & Moritz Lenel, 2022. "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, vol. 90(5), pages 2249-2282, September.
- Ngoc-Khanh Tran & Richard J. Zeckhauser, 2011.
"The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous,"
NBER Working Papers
17199, National Bureau of Economic Research, Inc.
- Stavros Panageas & Nicolae Garleanu, 2017.
"Finance in a Time of Disruptive Growth,"
2017 Meeting Papers
1570, Society for Economic Dynamics.
Cited by:
- Robin Döttling & Enrico Perotti, 2020.
"Secular Trends and Technological Progress,"
ECONtribute Discussion Papers Series
006, University of Bonn and University of Cologne, Germany.
- Perotti, Enrico & Döttling, Robin, 2017. "Secular Trends and Technological Progress," CEPR Discussion Papers 12519, C.E.P.R. Discussion Papers.
- Benjamin Moll, 2020. "Comment on "Sources of US Wealth Inequality: Past, Present, and Future"," NBER Chapters, in: NBER Macroeconomics Annual 2020, volume 35, pages 468-479, National Bureau of Economic Research, Inc.
- Moll, Ben, 2020. "Comment on Hubmer, Krusell & Smith “Sources of U.S. wealth inequality: past, present, and future”," LSE Research Online Documents on Economics 107424, London School of Economics and Political Science, LSE Library.
- Knesl, Jiří, 2023. "Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence," Journal of Financial Economics, Elsevier, vol. 147(2), pages 271-296.
- Matthieu Gomez & Émilien Gouin‐Bonenfant, 2024. "Wealth Inequality in a Low Rate Environment," Econometrica, Econometric Society, vol. 92(1), pages 201-246, January.
- Perotti, Enrico & Döttling, Robin, 2019. "Redistributive Growth," CEPR Discussion Papers 13984, C.E.P.R. Discussion Papers.
- Robin Döttling & Enrico Perotti, 2020.
"Secular Trends and Technological Progress,"
ECONtribute Discussion Papers Series
006, University of Bonn and University of Cologne, Germany.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016.
"Impediments to Financial Trade: Theory and Applications,"
NBER Working Papers
22697, National Bureau of Economic Research, Inc.
Cited by:
- Rosen Valchev, 2019.
"Beyond Home Bias: Portfolio Holdings and Information Heterogeneity,"
2019 Meeting Papers
1439, Society for Economic Dynamics.
- Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2018. "Beyond Home Bias: Portfolio Holdings and Information Heterogeneity," Boston College Working Papers in Economics 942, Boston College Department of Economics.
- Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2017. "International Illiquidity," International Finance Discussion Papers 1201, Board of Governors of the Federal Reserve System (U.S.).
- Rosen Valchev, 2019.
"Beyond Home Bias: Portfolio Holdings and Information Heterogeneity,"
2019 Meeting Papers
1439, Society for Economic Dynamics.
- Stavros Panageas & Jianfeng Yu & Nicolae Garleanu, 2014.
"Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion,"
2014 Meeting Papers
711, Society for Economic Dynamics.
Cited by:
- Raman Uppal & Harjoat Bhamra, 2016.
"Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?,"
2016 Meeting Papers
1358, Society for Economic Dynamics.
- Uppal, Raman & Bhamra, Harjoat Singh, 2017. "Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?," CEPR Discussion Papers 12415, C.E.P.R. Discussion Papers.
- Fulghieri, Paolo & Dicks, David, 2015. "Uncertainty Aversion and Systemic Risk," CEPR Discussion Papers 10510, C.E.P.R. Discussion Papers.
- Raman Uppal & Harjoat Bhamra, 2016.
"Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?,"
2016 Meeting Papers
1358, Society for Economic Dynamics.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2013.
"Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion,"
NBER Working Papers
19381, National Bureau of Economic Research, Inc.
Cited by:
- Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2017. "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers 1202, Board of Governors of the Federal Reserve System (U.S.).
- Hugonnier, Julien & Prieto, Rodolfo, 2015.
"Asset pricing with arbitrage activity,"
Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428.
- Julien Hugonnier & Rodolfo Prieto, 2013. "Asset Pricing with Arbitrage Activity," Swiss Finance Institute Research Paper Series 13-57, Swiss Finance Institute.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016.
"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
International Finance Discussion Papers
1156, Board of Governors of the Federal Reserve System (U.S.).
- Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425, Elsevier.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises," NBER Working Papers 21892, National Bureau of Economic Research, Inc.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 119005, London School of Economics and Political Science, LSE Library.
- Chang, Briana & Zhang, Shengxing, 2015.
"Endogenous market making and network formation,"
LSE Research Online Documents on Economics
86275, London School of Economics and Political Science, LSE Library.
- Briana Chang & Shengxing Zhang, 2015. "Endogenous Market Making and Network Formation," Discussion Papers 1534, Centre for Macroeconomics (CFM).
- Eduardo Dávila, 2020.
"Optimal Financial Transaction Taxes,"
NBER Working Papers
27826, National Bureau of Economic Research, Inc.
- Eduardo Davila, 2014. "Optimal Financial Transaction Taxes," 2014 Meeting Papers 114, Society for Economic Dynamics.
- Eduardo Dávila, 2023. "Optimal Financial Transaction Taxes," Journal of Finance, American Finance Association, vol. 78(1), pages 5-61, February.
- Laura Gianfagna & Armando Rungi, 2017. "Does corporate control matter to financial volatility?," Working Papers 09/2017, IMT School for Advanced Studies Lucca, revised Nov 2017.
- Zhiguo He & Arvind Krishnamurthy, 2018.
"Intermediary Asset Pricing and the Financial Crisis,"
Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 173-197, November.
- Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers 24415, National Bureau of Economic Research, Inc.
- Chang, Briana & Zhang, Shengxing, 2015. "Endogenous market making and network formation," LSE Research Online Documents on Economics 65105, London School of Economics and Political Science, LSE Library.
- Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009.
"The Demographics of Innovation and Asset Returns,"
NBER Working Papers
15457, National Bureau of Economic Research, Inc.
- Stavros Panageas & Leonid Kogan & Nicolae Garleanu, 2009. "The Demographics of Innovation and Asset Returns," 2009 Meeting Papers 140, Society for Economic Dynamics.
Cited by:
- Li, Xiaogang, 2020. "Innovation, market valuations, policy uncertainty and trade: Theory and evidence," ISU General Staff Papers 202001010800009179, Iowa State University, Department of Economics.
- Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009.
"Technological Change and the Growing Inequality in Managerial Compensation,"
NBER Working Papers
14661, National Bureau of Economic Research, Inc.
- Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn, 2011. "Technological change and the growing inequality in managerial compensation," Journal of Financial Economics, Elsevier, vol. 99(3), pages 601-627, March.
- Nicolae B. Gârleanu & Stavros Panageas & Jianfeng Yu, 2009. "Technological Growth and Asset Pricing," NBER Working Papers 15340, National Bureau of Economic Research, Inc.
- Ryo Jinnai, 2015.
"Innovation, Product Cycle, and Asset Prices,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 484-504, July.
- Ryo Jinnai, 2014. "Code and data files for "Innovation, Product Cycle, and Asset Prices"," Computer Codes 13-149, Review of Economic Dynamics.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Narayan, Seema, 2018. "Technology-investing countries and stock return predictability," Emerging Markets Review, Elsevier, vol. 36(C), pages 159-179.
- Stavros Panageas, 2009.
"Optimal taxation in the presence of bailouts,"
NBER Working Papers
15405, National Bureau of Economic Research, Inc.
Cited by:
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
CEPR Discussion Papers
8679, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Horvath, B.L. & Huizinga, H.P., 2011.
"Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study,"
Other publications TiSEM
6570cf7d-a591-49c6-ac5f-e, Tilburg University, School of Economics and Management.
- Bálint L. Horváth & Harry Huizinga, 2015. "Does the European Financial Stability Facility Bail Out Sovereigns or Banks? An Event Study," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 177-206, February.
- Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Discussion Paper 2011-118, Tilburg University, Center for Economic Research.
- Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Other publications TiSEM 245bef06-68d7-46c5-9814-4, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Horváth, Bálint, 2011. "Does the European Financial Stability Facility bail out sovereigns or banks? An event study," CEPR Discussion Papers 8661, C.E.P.R. Discussion Papers.
- Priyank Gandhi & Hanno Lustig, 2010. "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers 16553, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
CEPR Discussion Papers
8679, C.E.P.R. Discussion Papers.
- Stavros Panageas, 2009.
"Bailouts, the Incentive to Manage Risk, and Financial Crises,"
NBER Working Papers
15058, National Bureau of Economic Research, Inc.
Cited by:
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
CEPR Discussion Papers
8679, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Horvath, B.L. & Huizinga, H.P., 2011.
"Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study,"
Other publications TiSEM
6570cf7d-a591-49c6-ac5f-e, Tilburg University, School of Economics and Management.
- Bálint L. Horváth & Harry Huizinga, 2015. "Does the European Financial Stability Facility Bail Out Sovereigns or Banks? An Event Study," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 177-206, February.
- Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Discussion Paper 2011-118, Tilburg University, Center for Economic Research.
- Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Other publications TiSEM 245bef06-68d7-46c5-9814-4, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Horváth, Bálint, 2011. "Does the European Financial Stability Facility bail out sovereigns or banks? An event study," CEPR Discussion Papers 8661, C.E.P.R. Discussion Papers.
- Stavros Panageas, 2009. "Too big to fail, but a lot to bail: Optimal financing of large bailouts," 2009 Meeting Papers 175, Society for Economic Dynamics.
- Priyank Gandhi & Hanno Lustig, 2010. "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers 16553, National Bureau of Economic Research, Inc.
- Boubaker, Sabri & Nguyen, Pascal & Rouatbi, Wael, 2012. "Large shareholders and firm risk-taking behavior," MPRA Paper 39005, University Library of Munich, Germany.
- Kuersten, Wolfgang & Linde, Rainer, 2011. "Corporate hedging versus risk-shifting in financially constrained firms: The time-horizon matters!," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 502-525, June.
- Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
- Panageas, Stavros, 2010. "Optimal taxation in the presence of bailouts," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 101-116, January.
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
CEPR Discussion Papers
8679, C.E.P.R. Discussion Papers.
- Nicolae B. Gârleanu & Stavros Panageas & Jianfeng Yu, 2009.
"Technological Growth and Asset Pricing,"
NBER Working Papers
15340, National Bureau of Economic Research, Inc.
Cited by:
- Andres Donangelo & François Gourio & Matthias Kehrig & Miguel Palacios, 2017.
"The Cross-Section of Labor Leverage and Equity Returns,"
Working Papers
17-70, Center for Economic Studies, U.S. Census Bureau.
- Andres Donangelo & François Gourio & Matthias Kehrig & Miguel Palacios, 2017. "The Cross-Section of Labor Leverage and Equity Returns," Working Paper Series WP-2017-22, Federal Reserve Bank of Chicago.
- Donangelo, Andres & Gourio, François & Kehrig, Matthias & Palacios, Miguel, 2019. "The cross-section of labor leverage and equity returns," Journal of Financial Economics, Elsevier, vol. 132(2), pages 497-518.
- Dimitris Papanikolaou, 2008. "Investment-Specific Technological Change and Asset Prices," 2008 Meeting Papers 637, Society for Economic Dynamics.
- Hanno Lustig, "undated". "Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers 389, UCLA Department of Economics.
- Ekaterini Panopoulou & Sarantis Kalyvitis, 2012.
"Estimating C-CAPM and the Equity Premium over the Frequency Domain,"
DEOS Working Papers
1216, Athens University of Economics and Business.
- Kalyvitis Sarantis & Panopoulou Ekaterini, 2013. "Estimating C-CAPM and the equity premium over the frequency domain," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 551-571, December.
- Favilukis, Jack & Lin, Xiaoji, 2011.
"Micro frictions, asset pricing, and aggregate implications,"
LSE Research Online Documents on Economics
119075, London School of Economics and Political Science, LSE Library.
- Xiaoji Lin & Jack Favilukis, 2011. "Micro Frictions, Asset Pricing, and Aggregate Implications," 2011 Meeting Papers 466, Society for Economic Dynamics.
- Iulian Obreja & Chris Telmer, 2008.
"Accounting for Low Frequency Variation in Tobin's q,"
2008 Meeting Papers
815, Society for Economic Dynamics.
- Iulian Obreja & Chris Telmer, 2009. "Accounting for Low Frequency Variation in Tobin's q," 2009 Meeting Papers 47, Society for Economic Dynamics.
- Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013. "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers 18671, National Bureau of Economic Research, Inc.
- Missaka Warusawitharana, 2011. "The expected real return to equity," Finance and Economics Discussion Series 2011-14, Board of Governors of the Federal Reserve System (U.S.).
- Mariano Croce & Kai Li & Hengjie Ai, 2010.
"Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital,"
2010 Meeting Papers
663, Society for Economic Dynamics.
- Hengjie Ai & Mariano Massimiliano Croce & Kai Li, 2013. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," The Review of Financial Studies, Society for Financial Studies, vol. 26(2), pages 491-530.
- Belo, Frederico, 2010. "Production-based measures of risk for asset pricing," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 146-163, March.
- Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009.
"Technological Change and the Growing Inequality in Managerial Compensation,"
NBER Working Papers
14661, National Bureau of Economic Research, Inc.
- Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn, 2011. "Technological change and the growing inequality in managerial compensation," Journal of Financial Economics, Elsevier, vol. 99(3), pages 601-627, March.
- Eran Hoffmann, 2018. "The Cyclical Composition of Startups," 2018 Meeting Papers 553, Society for Economic Dynamics.
- Mariano Max Croce, 2010. "Tax Uncertainty, Leverage and Asset Prices," 2010 Meeting Papers 1084, Society for Economic Dynamics.
- Jianfeng Yu, 2009. "The Long and the Short of Asset Prices: Using Long Run Consumption-Return Correlations to Test Asset Pricing Models," 2009 Meeting Papers 56, Society for Economic Dynamics.
- Francois Gourio, 2007.
"Putty-Clay Technology And Stock Market Volatility,"
Boston University - Department of Economics - Working Papers Series
WP2007-005, Boston University - Department of Economics.
- Gourio, François, 2011. "Putty-clay technology and stock market volatility," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 117-131, March.
- Georg Kaltenbrunner & Lars Lochstoer, 2007. "Long-Run Risk through Consumption Smoothing," 2007 Meeting Papers 25, Society for Economic Dynamics.
- Ryo Jinnai, 2015.
"Innovation, Product Cycle, and Asset Prices,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 484-504, July.
- Ryo Jinnai, 2014. "Code and data files for "Innovation, Product Cycle, and Asset Prices"," Computer Codes 13-149, Review of Economic Dynamics.
- Maral Shamloo & Aytek Malkhozov, 2010. "Asset Prices in a News Driven Real Business Cycle Model," 2010 Meeting Papers 546, Society for Economic Dynamics.
- Jack Favilukis & Xiaoji Lin, 2011. "Micro Frictions, Asset Pricing and Aggregate," FMG Discussion Papers dp673, Financial Markets Group.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Narayan, Seema, 2018. "Technology-investing countries and stock return predictability," Emerging Markets Review, Elsevier, vol. 36(C), pages 159-179.
- Hengjie Ai & Dana Kiku, 2008. "A Model of Cross-Section of Equity Returns and Firm Dynamics," 2008 Meeting Papers 1030, Society for Economic Dynamics.
- Andres Donangelo & François Gourio & Matthias Kehrig & Miguel Palacios, 2017.
"The Cross-Section of Labor Leverage and Equity Returns,"
Working Papers
17-70, Center for Economic Studies, U.S. Census Bureau.
- Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009.
"Optimal Inattention to the Stock Market with Information Costs and Transactions Costs,"
NBER Working Papers
15010, National Bureau of Economic Research, Inc.
- Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013. "Optimal Inattention to the Stock Market With Information Costs and Transactions Costs," Econometrica, Econometric Society, vol. 81(4), pages 1455-1481, July.
- Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers 102, Society for Economic Dynamics.
Cited by:
- Hugh Hoikwang Kim & Raimond Maurer & Olivia S. Mitchell, 2013.
"Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management,"
NBER Working Papers
19732, National Bureau of Economic Research, Inc.
- Kim, Hugh H. & Maurer, Raimond & Mitchell, Olivia S., 2013. "Time is money: Life cycle rational inertia and delegation of investment management," CFS Working Paper Series 2013/08, Center for Financial Studies (CFS).
- Cohen, Samuel N. & Henckel, Timo & Menzies, Gordon D. & Muhle-Karbe, Johannes & Zizzo, Daniel J., 2019.
"Switching cost models as hypothesis tests,"
Economics Letters, Elsevier, vol. 175(C), pages 32-35.
- Samuel N. Cohen & Timo Henckel & Gordon D. Menzies & Johannes Muhle-Karbe & Daniel John Zizzo, 2018. "Switching Cost Models as Hypothesis Tests," Working Paper Series 42, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Samuel N. Cohen & Timo Henckel & Gordon D. Menzies & Johannes Muhle-Karbe & Daniel J. Zizzo, 2018. "Switching cost models as hypothesis tests," CAMA Working Papers 2018-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Samuel N. Cohen & Timo Henckel & Gordon D. Menzies & Johannes Muhle-Karbe & Daniel J. Zizzo, 2018. "Switching Cost Models as Hypothesis Tests," Papers 1808.09686, arXiv.org.
- Møller, Stig V. & Rangvid, Jesper, 2015. "End-of-the-year economic growth and time-varying expected returns," Journal of Financial Economics, Elsevier, vol. 115(1), pages 136-154.
- Jonathan Huntley & Valentina Michelangeli, 2014. "Can Tax Rebates Stimulate Consumption Spending in a Life-Cycle Model?," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(1), pages 162-189, January.
- Timo Henckel & Gordon D. Menzies & Peter G. Moffatt & Daniel J. Zizzo, 2022.
"Belief adjustment: a double hurdle model and experimental evidence,"
Experimental Economics, Springer;Economic Science Association, vol. 25(1), pages 26-67, February.
- Timo Henckel & Gordon D. Menzies & Peter G. Moffatt & Daniel J. Zizzo, 2018. "Belief adjustment: A double hurdle model and experimental evidence," CAMA Working Papers 2018-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021.
"Household Finance,"
Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
- Haliassos, Michael & Gomes, Francisco, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
- Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Ravi Jagannathan & Srikant Marakani & Hitoshi Takehara & Yong Wang, 2012. "Calendar Cycles, Infrequent Decisions, and the Cross Section of Stock Returns," Management Science, INFORMS, vol. 58(3), pages 507-522, March.
- Angeletos, G.-M. & Lian, C., 2016. "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1065-1240, Elsevier.
- Vives, Xavier & Cespa, Giovanni, 2018.
"Exchange Competition, Entry, and Welfare,"
CEPR Discussion Papers
13415, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Xavier Vives, 2018. "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series 7432, CESifo.
- Giovanni Cespa & Xavier Vives, 2022. "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2570-2624.
- Baley, Isaac & Veldkamp, Laura, 2021.
"Bayesian Learning,"
CEPR Discussion Papers
16377, C.E.P.R. Discussion Papers.
- Isaac Baley & Laura Veldkamp, 2021. "Bayesian Learning," NBER Working Papers 29338, National Bureau of Economic Research, Inc.
- Isaac Baley & Laura Veldkamp, 2021. "Bayesian learning," Economics Working Papers 1797, Department of Economics and Business, Universitat Pompeu Fabra.
- Isaac Baley & Laura Veldkamp, 2021. "Bayesian Learning," Working Papers 1287, Barcelona School of Economics.
- N. Gregory Mankiw & Ricardo Reis, 2010.
"Imperfect Information and Aggregate Supply,"
NBER Working Papers
15773, National Bureau of Economic Research, Inc.
- Mankiw, N. Gregory & Reis, Ricardo, 2010. "Imperfect Information and Aggregate Supply," Scholarly Articles 33907956, Harvard University Department of Economics.
- Mankiw, N. Gregory & Reis, Ricardo, 2010. "Imperfect Information and Aggregate Supply," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 5, pages 183-229, Elsevier.
- Mankiw, N Gregory, 2010. "Imperfect Information and Aggregate supply," CEPR Discussion Papers 7711, C.E.P.R. Discussion Papers.
- Guiso, Luigi & Sodini, Paolo, 2013.
"Household Finance: An Emerging Field,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1397-1532,
Elsevier.
- 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.
- Guiso, Luigi, 2012. "Household Finance: An Emerging Field," CEPR Discussion Papers 8934, C.E.P.R. Discussion Papers.
- Eduardo Dávila & Cecilia Parlatore, 2021.
"Trading Costs and Informational Efficiency,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Trading Costs and Informational Efficiency," NBER Working Papers 25662, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Eduardo Davila, 2016. "Trading Costs and Informational Efficiency," 2016 Meeting Papers 494, Society for Economic Dynamics.
- Chien, YiLi & Naknoi, Kanda, 2015.
"The risk premium and long-run global imbalances,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 299-315.
- YiLi Chien & Kanda Naknoi, 2012. "The risk premium and long-run global imbalances," Working Papers 2012-009, Federal Reserve Bank of St. Louis.
- YiLi Chien & Kanda Naknoi, 2011. "The Risk Premium and Long-Run Global Imbalances," Purdue University Economics Working Papers 1266, Purdue University, Department of Economics.
- Kanda Naknoi & YiLi Chien, 2013. "The Risk Premium and Long-Run Global Imbalances," 2013 Meeting Papers 55, Society for Economic Dynamics.
- YiLi Chien & Kanda Naknoi, 2012. "The Risk Premium and Long-Run Global Imbalances," Working papers 2012-41, University of Connecticut, Department of Economics.
- Christopher J. Gust & J. David López-Salido, 2010.
"Monetary policy and the cyclicality of risk,"
International Finance Discussion Papers
999, Board of Governors of the Federal Reserve System (U.S.).
- Gust, Christopher & López-Salido, David, 2014. "Monetary policy and the cyclicality of risk," Journal of Monetary Economics, Elsevier, vol. 62(C), pages 59-75.
- López-Salido, J David & Gust, Christopher, 2010. "Monetary Policy and the Cyclicality of Risk," CEPR Discussion Papers 7727, C.E.P.R. Discussion Papers.
- Francis Breedon & Angelo Ranaldo, 2013.
"Intraday Patterns in FX Returns and Order Flow,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2013. "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 953-965, August.
- Francis Breedon & Angelo Ranaldo, 2012. "Intraday Patterns in FX Returns and Order Flow," Working Papers 694, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Angelo Ranaldo, 2011. "Intraday patterns in FX returns and order flow," Working Papers 2011-04, Swiss National Bank.
- Haliassos, Michael & Fuchs-Schündeln, Nicola, 2019.
"Participation Following Sudden Access,"
CEPR Discussion Papers
13596, C.E.P.R. Discussion Papers.
- Fuchs-Schündeln, Nicola & Haliassos, Michael, 2021. "Participation following sudden access," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 671-688.
- Arna Olafsson & Michaela Pagel, 2017.
"The Ostrich in Us: Selective Attention to Financial Accounts, Income, Spending, and Liquidity,"
NBER Working Papers
23945, National Bureau of Economic Research, Inc.
- Pagel, Michaela & Olafsson, Arna, 2017. "The Ostrich in Us: Selective Attention to Financial Accounts, Income, Spending, and Liquidity," CEPR Discussion Papers 12259, C.E.P.R. Discussion Papers.
- Yin, Penghui, 2021. "Optimal attention and heterogeneous precautionary saving behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
- Yulei Luo & Eric R. Young, 2016.
"Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 325-362, March.
- Luo, Yulei & Young, Eric, 2013. "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper 52904, University Library of Munich, Germany.
- Jonathan Huntley & Valentina Michelangeli & Felix Reichling, 2021. "What drives investors to chase returns?," Temi di discussione (Economic working papers) 1334, Bank of Italy, Economic Research and International Relations Area.
- Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018.
"Endowment Effects in the Field: Evidence from India’s IPO Lotteries,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 1971-2004.
- Balasubramaniam, Vimal & Anagol, Santosh, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers 11328, C.E.P.R. Discussion Papers.
- Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2016. "Endowment Effects in the Field: Evidence from India's IPO Lotteries," Natural Field Experiments 00551, The Field Experiments Website.
- Zhang, Yuhua & Mu, Congming, 2021. "Optimal ownership of entrepreneurial firms with rational inattention," Economics Letters, Elsevier, vol. 209(C).
- Gabaix, Xavier, 2018.
"Behavioral Inattention,"
CEPR Discussion Papers
13268, C.E.P.R. Discussion Papers.
- Xavier Gabaix, 2017. "Behavioral Inattention," NBER Working Papers 24096, National Bureau of Economic Research, Inc.
- Ryuta Sakemoto, 2022. "Multi‐scale inter‐temporal capital asset pricing model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4298-4317, October.
- Fernando E. Alvarez & Luigi Guiso & Francesco Lippi, 2010.
"Durable consumption and asset management with transaction and observation costs,"
NBER Working Papers
15835, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2012. "Durable Consumption and Asset Management with Transaction and Observation Costs," American Economic Review, American Economic Association, vol. 102(5), pages 2272-2300, August.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," Economics Working Papers ECO2010/04, European University Institute.
- Fernando Alvarez & Luigi Guiso & Francesco Lippi, 2010. "Durable Consumption and Asset Management with Transaction and Observation Costs," EIEF Working Papers Series 1001, Einaudi Institute for Economics and Finance (EIEF), revised Jan 2010.
- Guiso, Luigi & Alvarez, Fernando & Lippi, Francesco, 2010. "Durable consumption and asset management with transaction and observation costs," CEPR Discussion Papers 7702, C.E.P.R. Discussion Papers.
- Xavier Gabaix, 2011.
"A Sparsity-Based Model of Bounded Rationality,"
NBER Working Papers
16911, National Bureau of Economic Research, Inc.
- Xavier Gabaix, 2014. "A Sparsity-Based Model of Bounded Rationality," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 129(4), pages 1661-1710.
- Zhang, Yaojie & Ma, Feng & Wang, Yudong, 2019. "Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 97-117.
- Philippe Bacchetta & Eric Van Wincoop, 2017.
"Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns,"
Cahiers de Recherches Economiques du Département d'économie
17.05, Université de Lausanne, Faculté des HEC, Département d’économie.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," Swiss Finance Institute Research Paper Series 17-15, Swiss Finance Institute.
- Bacchetta, Philippe & van Wincoop, Eric, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers 11983, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & Eric van Wincoop, 2017. "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," NBER Working Papers 23363, National Bureau of Economic Research, Inc.
- Vivian Malta & Rene Garcia & Carlos Carvalho & Marco Bonomo, 2015. "Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information," 2015 Meeting Papers 1339, Society for Economic Dynamics.
- Tongkui Yu & Shu-Heng Chen, 2021. "Big Data, Scarce Attention and Decision-Making Quality," Computational Economics, Springer;Society for Computational Economics, vol. 57(3), pages 827-856, March.
- Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
- Teodoras Medaiskis & Tadas Gudaitis & Jaroslav Mečkovski, 2018. "Second pension pillar participants' behaviour: the Lithuanian case," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(2), pages 620-635, December.
- Iwaisako, Tokuo & Ono, Arito & Saito, Amane & Tokuda, Hidenobu, 2018.
"Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese micro data,"
HIT-REFINED Working Paper Series
77, Institute of Economic Research, Hitotsubashi University.
- IWAISAKO Tokuo & ONO Arito & SAITO Amane & TOKUDA Hidenobu, 2019. "Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese microdata," Discussion papers 19007, Research Institute of Economy, Trade and Industry (RIETI).
- Tokuo Iwaisako & Arito Ono & Amane Saito & Hidenobu Tokuda, 2022. "Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(1), pages 268-295, March.
- Ahmad, Fawad & Oriani, Raffaele, 2022. "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Gabaix, Xavier, 2015.
"Behavioral Macroeconomics Via Sparse Dynamic Programming,"
CEPR Discussion Papers
11026, C.E.P.R. Discussion Papers.
- Xavier Gabaix, 2016. "Behavioral Macroeconomics Via Sparse Dynamic Programming," NBER Working Papers 21848, National Bureau of Economic Research, Inc.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2015. "Phillips curves with observation and menu costs," EIEF Working Papers Series 1508, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2015.
- Stig V. Møller & Jesper Rangvid, 2012. "End-of-the-year economic growth and time-varying expected returns," CREATES Research Papers 2012-42, Department of Economics and Business Economics, Aarhus University.
- Lars A. Lochstoer & Tyler Muir, 2022. "Volatility Expectations and Returns," Journal of Finance, American Finance Association, vol. 77(2), pages 1055-1096, April.
- Alvarez, Fernando & Lippi, Francesco & Paciello, Luigi, 2010.
"Optimal price setting with observation and menu costs,"
CEPR Discussion Papers
7861, C.E.P.R. Discussion Papers.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2011. "Optimal Price Setting With Observation and Menu Costs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(4), pages 1909-1960.
- Fernando E. Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal price setting with observation and menu costs," NBER Working Papers 15852, National Bureau of Economic Research, Inc.
- F. Alvarez & F. Lippi & L. Paciello, 2010. "Optimal price setting with observation and menu costs," 2010 Meeting Papers 478, Society for Economic Dynamics.
- Fernando Alvarez & Francesco Lippi & Luigi Paciello, 2010. "Optimal Price Setting with Observation and Menu Costs," EIEF Working Papers Series 1010, Einaudi Institute for Economics and Finance (EIEF), revised May 2010.
- Parastoo Mousavi, 2021. "Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns," Mathematics, MDPI, vol. 9(13), pages 1-18, July.
- Zhuo Jin & Zhixin Yang & Quan Yuan, 2019. "A Genetic Algorithm for Investment–Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost," Risks, MDPI, vol. 7(1), pages 1-15, March.
- Engsted, Tom & Møller, Stig V., 2015. "Cross-sectional consumption-based asset pricing: A reappraisal," Economics Letters, Elsevier, vol. 132(C), pages 101-104.
- Lansing, Kevin J. & LeRoy, Stephen F. & Ma, Jun, 2022.
"Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 50-72.
- Kevin J. Lansing & Stephen F. LeRoy & Jun Ma, 2022. "Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?," Working Paper Series 2018-14, Federal Reserve Bank of San Francisco.
- Jūra Liaukonytė & Alminas Žaldokas, 2022. "Background Noise? TV Advertising Affects Real-Time Investor Behavior," Management Science, INFORMS, vol. 68(4), pages 2465-2484, April.
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"Intermediary Asset Pricing and the Financial Crisis,"
Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 173-197, November.
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"How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios,"
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"Directed Attention and Nonparametric Learning,"
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"Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty,"
2011 Meeting Papers
1369, Society for Economic Dynamics.
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17491, C.E.P.R. Discussion Papers.
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175, Society for Economic Dynamics.
Cited by:
- Fărcaș, Ioana Georgiana & Nistor, Simona, 2023. "The impact of culture on government interventions in the banking sector," Economic Modelling, Elsevier, vol. 129(C).
- Stavros Panageas & Nicolae Garleanu, 2008.
"Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices,"
2008 Meeting Papers
409, Society for Economic Dynamics.
Cited by:
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"Why do Household Portfolio Shares Rise in Wealth?,"
2007 Meeting Papers
929, Society for Economic Dynamics.
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- Motohiro Yogo & Jessica Wachter, 2007.
"Why do Household Portfolio Shares Rise in Wealth?,"
2007 Meeting Papers
929, Society for Economic Dynamics.
- Stavros Panageas & Jianfeng Yu, 2006.
"Technological Growth, Asset Pricing, and Consumption Risk over Long Horizons,"
2006 Meeting Papers
93, Society for Economic Dynamics.
Cited by:
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"Accounting for Low Frequency Variation in Tobin's q,"
2008 Meeting Papers
815, Society for Economic Dynamics.
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"Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital,"
2010 Meeting Papers
663, Society for Economic Dynamics.
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- Hengjie Ai & Dana Kiku, 2008. "A Model of Cross-Section of Equity Returns and Firm Dynamics," 2008 Meeting Papers 1030, Society for Economic Dynamics.
- Ricardo Caballero & Stavros Panageas, 2005.
"A Quantitative Model of Sudden Stops and External Liquidity Management,"
NBER Working Papers
11293, National Bureau of Economic Research, Inc.
Cited by:
- Alexander D. Rothenberg & Francis E. Warnock, 2011.
"Sudden Flight and True Sudden Stops,"
Review of International Economics, Wiley Blackwell, vol. 19(3), pages 509-524, August.
- Alexander D. Rothenberg & Francis E. Warnock, 2007. "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series iiisdp187, IIIS.
- Alexander D. Rothenberg & Francis E. Warnock, 2006. "Sudden Flight and True Sudden Stops," NBER Working Papers 12726, National Bureau of Economic Research, Inc.
- Ricardo J. Caballero & Stavros Panageas, 2004.
"Contingent Reserves Management: An Applied Framework,"
NBER Working Papers
10786, National Bureau of Economic Research, Inc.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent reserves management: an applied framework," Working Papers 05-2, Federal Reserve Bank of Boston.
- Ricardo Caballero & Stavros Panageas, 2006. "Contingent Reserves Management: An Applied Framework," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420, Central Bank of Chile.
- Ricardo Caballero & Stavros Panageas, 2005. "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile 329, Central Bank of Chile.
- Ricardo J. Caballero G. & Stavros Panageas, 2005. "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August.
- Leontyeva, Elena (Леонтьева, Елена) & Narkevich, Sergey (Наркевич, Сергей), 2015. "Optimal Practice of Creation and Management of Gold Reserves [Оптимальная Практика Создания И Управления Золотовалютными Резервами]," Published Papers mak12, Russian Presidential Academy of National Economy and Public Administration.
- Aizenman, Joshua & Lee, Jaewoo, 2007.
"Financial versus Monetary Mercantilism-Long-run View of Large International Reserves Hoarding,"
Santa Cruz Department of Economics, Working Paper Series
qt5r95t1xf, Department of Economics, UC Santa Cruz.
- Mr. Jaewoo Lee & Mr. Joshua Aizenman, 2006. "Financial Versus Monetary Mercantilism: Long-Run View of Large International Reserves Hoarding," IMF Working Papers 2006/280, International Monetary Fund.
- Joshua Aizenman & Jaewoo Lee, 2006. "Financial Versus Monetary Mercantilism-Long-run View of Large International Reserves Hoarding," NBER Working Papers 12718, National Bureau of Economic Research, Inc.
- Joshua Aizenman & Jaewoo Lee, 2008. "Financial versus Monetary Mercantilism: Long‐run View of Large International Reserves Hoarding," The World Economy, Wiley Blackwell, vol. 31(5), pages 593-611, May.
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"A theory of rollover risk, sudden stops, and foreign reserves,"
Journal of International Economics, Elsevier, vol. 103(C), pages 44-63.
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- Barry Eichengreen, 2007.
"Insurance Underwriter or Financial Development Fund: What Role for Reserve Pooling in Latin America?,"
Open Economies Review, Springer, vol. 18(1), pages 27-52, February.
- Barry Eichengreen, 2006. "Insurance Underwriter or Financial Development Fund: What Role for Reserve Pooling in Latin America?," NBER Working Papers 12451, National Bureau of Economic Research, Inc.
- Eichengreen, Barry, 2006. "Insurance underwriter or financial development fund: what role for reserve pooling in Latin America?," Financiamiento para el Desarrollo 5160, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Flavia Corneli & Emanuele Tarantino, 2011. "Reserve management and sovereign debt cost in a world with liquidity crises," Temi di discussione (Economic working papers) 797, Bank of Italy, Economic Research and International Relations Area.
- Ronald U. Mendoza, 2007. "A Compendium of Policy Instruments to Enhance Financial Stability and Debt Management in Emerging Market Economies," Working Papers 48, United Nations, Department of Economics and Social Affairs.
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"Reserve Accumulation and Bank Lending: Evidence from Korea,"
GRU Working Paper Series
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- Marcello Spanò, 2012. "The Effect Of Openness On Foreign Reserves And Growth In The Emerging Economies," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 7-23, March.
- Kevin Cowan & José De Gregorio & Alejandro Micco & Christopher Neilson, 2008.
"Financial Diversification, Sudden Stops, and Sudden Starts,"
Central Banking, Analysis, and Economic Policies Book Series, in: Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés & Norman Loayza (Series Editor) & Klaus Schmidt- (ed.),Current Account and External Financing, edition 1, volume 12, chapter 5, pages 159-194,
Central Bank of Chile.
- Kevin Cowan & Jose De Gregorio & Alejandro Micco & Christopher Neilson, 2007. "Financial Diversification, Sudden Stops and Sudden Starts," Working Papers Central Bank of Chile 423, Central Bank of Chile.
- Bush, Oliver & Farrant, Katie & Wright, Michelle, 2011. "Financial Stability Paper No 13: Reform of the International Monetary and Financial System," Bank of England Financial Stability Papers 13, Bank of England.
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"Regional reserve pooling arrangements,"
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- Ricardo J. Caballero, 2006. "On the Macroeconomics of Asset Shortages," NBER Working Papers 12753, National Bureau of Economic Research, Inc.
- Magdalena Redo & Marta Gebska, 2020. "Globalization in Growing Financial Markets as a Threat to the Financial Security of the Global Economy," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 335-355.
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"Global Financial Safety Nets: Where Do We Go from Here?,"
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- Kimakova, Alena, 2008. "The political economy of exchange rate regime determination: Theory and evidence," Economic Systems, Elsevier, vol. 32(4), pages 354-371, December.
- Ricardo J. Caballero & Pierre Yared, 2008. "Inflating the Beast: Political Incentives Under Uncertainty," NBER Working Papers 13779, National Bureau of Economic Research, Inc.
- Stavros Panageas, 2009. "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers 15058, National Bureau of Economic Research, Inc.
- Enrique G. Mendoza, 2006.
"Lessons From the Debt-Deflation Theory of Sudden Stops,"
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- Kevin Cowan L. & José De Gregorio R. & Alejandro Micco A. & Christopher Neilson M., 2007. "Financial Diversification and Sudden Stops," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 45-65, December.
- Chokri Zehri, 2020. "Policies for managing sudden stops," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(1), pages 9-33.
- Ricardo J. Caballero & Stavros Panageas, 2003.
"Hedging Sudden Stops and Precautionary Contractions,"
NBER Working Papers
9778, National Bureau of Economic Research, Inc.
- Caballero, Ricardo J. & Panageas, Stavros, 2008. "Hedging sudden stops and precautionary contractions," Journal of Development Economics, Elsevier, vol. 85(1-2), pages 28-57, February.
- Alexander D. Rothenberg & Francis E. Warnock, 2011.
"Sudden Flight and True Sudden Stops,"
Review of International Economics, Wiley Blackwell, vol. 19(3), pages 509-524, August.
- Ricardo Caballero & Stavros Panageas, 2005.
"Contingent Reserves Management: An Applied Framework,"
Working Papers Central Bank of Chile
329, Central Bank of Chile.
- Ricardo Caballero & Stavros Panageas, 2006. "Contingent Reserves Management: An Applied Framework," Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420, Central Bank of Chile.
- Ricardo J. Caballero G. & Stavros Panageas, 2005. "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent reserves management: an applied framework," Working Papers 05-2, Federal Reserve Bank of Boston.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent Reserves Management: An Applied Framework," NBER Working Papers 10786, National Bureau of Economic Research, Inc.
Cited by:
- Mr. Eduardo Levy Yeyati & Mr. Alain Ize & Miguel A. Kiguel, 2005. "Managing Systemic Liquidity Risk in Financially Dollarized Economies," IMF Working Papers 2005/188, International Monetary Fund.
- Guido Sandleris & Filippo Taddei, 2007. "Indexed Sovereign Debt: a Survey and a Framework of Analysis," Carlo Alberto Notebooks 66, Collegio Carlo Alberto.
- Laura Alfaro & Fabio Kanczuk, 2007.
"Optimal Reserve Management and Sovereign Debt,"
NBER Working Papers
13216, National Bureau of Economic Research, Inc.
- Alfaro, Laura & Kanczuk, Fabio, 2009. "Optimal reserve management and sovereign debt," Journal of International Economics, Elsevier, vol. 77(1), pages 23-36, February.
- Laura Alfaro & Fabio Kanczuk, 2007. "Optimal reserve management and sovereign debt," Working Paper Series 2007-29, Federal Reserve Bank of San Francisco.
- Ana Maria Ceh & Ivo Krznar, 2008. "Optimal Foreign Reserves: The Case of Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 32(4), pages 421-460.
- Cesar Rodrigues van der Laan & André Moreira Cunha, 2008. "Investigating the rationale for exchange market interventions and the building of international reserves in emerging countries: the case of Brazil after stabilization 1995-2008," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807171450510, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Levy, Antoine & Ricci, Luca Antonio & Werner, Alejandro, 2020.
"The Sources of Fiscal Fluctuations,"
CEPR Discussion Papers
15450, C.E.P.R. Discussion Papers.
- Antoine Levy & Mr. Luca A Ricci & Alejandro M. Werner, 2020. "The Sources of Fiscal Fluctuations," IMF Working Papers 2020/220, International Monetary Fund.
- Mr. Romain Ranciere & Mr. Olivier D Jeanne, 2006. "The Optimal Level of International Reserves for Emerging Market Countries: Formulas and Applications," IMF Working Papers 2006/229, International Monetary Fund.
- Enrique Alberola & José María Serena, 2007. "Global financial integration, monetary policy and reserve accumulation. Assessing the limits in emerging economies," Working Papers 0706, Banco de España.
- Roland Beck & Sebastian Weber, 2011.
"Should Larger Reserve Holdings Be More Diversified?,"
International Finance, Wiley Blackwell, vol. 14(3), pages 415-444, December.
- Beck, Roland & Weber, Sebastian, 2010. "Should larger reserve holdings be more diversified?," Working Paper Series 1193, European Central Bank.
- Michael B Devereux & Alan Sutherland, 2009.
"A Portfolio Model of Capital Flows to Emerging Markets,"
Working Papers
082009, Hong Kong Institute for Monetary Research.
- Devereux, Michael B. & Sutherland, Alan, 2009. "A portfolio model of capital flows to emerging markets," Journal of Development Economics, Elsevier, vol. 89(2), pages 181-193, July.
- Antonio Francisco A. Silva Jr, 2011. "The Self-insurance Role of International Reserves and the 2008-2010 Crisis," Working Papers Series 256, Central Bank of Brazil, Research Department.
- Gabriela Contreras & Alejandro Jara & Eduardo Olaberría & Diego Saravia, 2011. "Sobre el nivel de reservas internacionales de Chile: análisis a partir de enfoques complementarios," Working Papers Central Bank of Chile 621, Central Bank of Chile.
- World Bank, 2008. "Country Insurance : Reducing Systemic Vulnerabilities in Latin America and the Caribbean," World Bank Publications - Reports 8010, The World Bank Group.
- Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2009.
"Indexed Sovereign Debt: An Applied Framework,"
Business School Working Papers
2009-01, Universidad Torcuato Di Tella.
- Horacio Sapriza & Filippo Taddei & Guido Sandleris, 2008. "Indexed Sovereign Debt: An Applied Framework," 2008 Meeting Papers 1064, Society for Economic Dynamics.
- Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2008. "Indexed Sovereign Debt: An Applied Framework," Carlo Alberto Notebooks 104, Collegio Carlo Alberto, revised 2011.
- Marcello Spanò, 2012. "The Effect Of Openness On Foreign Reserves And Growth In The Emerging Economies," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 7-23, March.
- Ricardo Caballero & Stavros Panageas, 2005. "A Quantitative Model of Sudden Stops and External Liquidity Management," NBER Working Papers 11293, National Bureau of Economic Research, Inc.
- Kevin Cowan & Sebastián Edwards & Rodrigo Valdés, 2007.
"Current Account and External Financing: An Introduction,"
Working Papers Central Bank of Chile
439, Central Bank of Chile.
- Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés, 2008. "Current Account and External Financing: An Introduction," Central Banking, Analysis, and Economic Policies Book Series, in: Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés & Norman Loayza (Series Editor) & Klaus Schmidt- (ed.),Current Account and External Financing, edition 1, volume 12, chapter 1, pages 001-023, Central Bank of Chile.
- Kathryn M. E. Dominguez, 2010.
"International Reserves and Underdeveloped Capital Markets,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 193-221.
- Kathryn M. E. Dominguez, 2010. "International Reserves and Underdeveloped Capital Markets," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 193-221, National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez, 2009. "International Reserves and Underdeveloped Capital Markets," Working Papers 600, Research Seminar in International Economics, University of Michigan.
- Li, Jie & Huang, Huaxia & Xiao, Xiao, 2012. "The sovereign property of foreign reserve investment in China: A CVaR approach," Economic Modelling, Elsevier, vol. 29(5), pages 1524-1536.
- Magdalena Redo & Marta Gebska, 2020. "Globalization in Growing Financial Markets as a Threat to the Financial Security of the Global Economy," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 335-355.
- Mario L. Torriani & Pablo Orazi & Matias Vicens, 2022. "Strategic Asset Allocation of a Reserves’ Portfolio: Hedging Against Shocks," Open Economies Review, Springer, vol. 33(5), pages 973-995, November.
- Mateane, Lebogang, 2020. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints 227484, ZBW - Leibniz Information Centre for Economics.
- Rodrigo Valdés P. & Kevin Cowan L. & Sebastián Edwards F., 2007. "Current Account and External Financing," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 5-18, December.
- Arturo José Galindo & Marc Hofstetter, 2008. "Mortgage Interest Rates, Country Risk and Maturity Matching in Colombia," Documentos CEDE 4544, Universidad de los Andes, Facultad de Economía, CEDE.
- Alain Ize & Miguel Kiguel & Eduardo Levy Yeyati, 2005. "Managing Systemic Liquidity Risk in Financially Dollarized Economy," Business School Working Papers managsystrisk, Universidad Torcuato Di Tella.
- Ugo Panizza, 2008. "The External Debt Contentious Six Years after the Monterrey Consensus," G-24 Discussion Papers 51, United Nations Conference on Trade and Development.
- Horacio Aguirre & Gustavo Cañonero & Mario Torriani, 2019. "Foreign exchange intervention and reserve accumulation in an emerging market economy: selected issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Reserve management and FX intervention, volume 104, pages 57-74, Bank for International Settlements.
- International Monetary Fund, 2010. "Former Yugoslav Republic of Macedonia: Selected Issues for the 2009 Article IV Consultation," IMF Staff Country Reports 2010/020, International Monetary Fund.
- Ben Hassine Khalladi, hela, 2015. "Financial Crisis Management in Emerging Countries: Optimal Level of International Reserves and Ex Ante Conditions for an International Lender of Last Resort Intervention," MPRA Paper 96151, University Library of Munich, Germany.
- Ricardo J. Caballero & Stavros Panageas, 2003.
"Hedging Sudden Stops and Precautionary Contractions,"
NBER Working Papers
9778, National Bureau of Economic Research, Inc.
- Caballero, Ricardo J. & Panageas, Stavros, 2008. "Hedging sudden stops and precautionary contractions," Journal of Development Economics, Elsevier, vol. 85(1-2), pages 28-57, February.
Cited by:
- Consiglio, Andrea & Zenios, Stavros A., 2018.
"Pricing and hedging GDP-linked bonds in incomplete markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 137-155.
- Andrea Consiglio & Stavros A Zenios, 2018. "Pricing and hedging GDP-linked bonds in incomplete markets," Working Papers 29, European Stability Mechanism.
- Consiglio, A. & Zenios, S. A., 2017. "Pricing and Hedging GDP-Linked Bonds in Incomplete Markets," Working Papers 17-02, University of Pennsylvania, Wharton School, Weiss Center.
- Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019.
"Commodity price risk management and fiscal policy in a sovereign default model,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
- López-Martín Bernabé & Leal-Ordoñez Julio C & Martínez André, 2017. "Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model," Working Papers 2017-04, Banco de México.
- Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"International Reserves and Rollover Risk,"
NBER Working Papers
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"Regional reserve pooling arrangements,"
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- Mr. Jaewoo Lee, 2004. "Insurance Value of International Reserves: An Option Pricing Approach," IMF Working Papers 2004/175, International Monetary Fund.
- Mario Draghi & Francesco Giavazzi & Robert C. Merton, 2003. "Transparency, Risk Management and International Financial Fragility," NBER Working Papers 9806, National Bureau of Economic Research, Inc.
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Articles
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"An Analytic Framework for Interpreting Investment Regressions in the Presence of Financial Constraints,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(9), pages 4055-4104.
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"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
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- Matteo Ghilardi & Roy Zilberman, 2023. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," Working Papers 387012802, Lancaster University Management School, Economics Department.
- Matteo Ghilardi & Roy Zilberman, 2022. "Macroeconomic Effects of Dividend Taxation with Investment Credit Limits," IMF Working Papers 2022/127, International Monetary Fund.
- Andrew B Abel & Stavros Panageas, 2023. "Precautionary Saving in a Financially Constrained Firm," The Review of Financial Studies, Society for Financial Studies, vol. 36(7), pages 2878-2921.
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"Macroeconomic Effects of Dividend Taxation with Investment Credit Limits,"
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- Gârleanu, Nicolae & Panageas, Stavros, 2021.
"What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 54-73.
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"Zoomers and Boomers: Asset Prices and Intergenerational Inequality,"
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Foundations and Trends(R) in Finance, now publishers, vol. 12(3), pages 199-275, November.
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- Hengjie Ai & Anmol Bhandari, 2021. "Asset Pricing With Endogenously Uninsurable Tail Risk," Econometrica, Econometric Society, vol. 89(3), pages 1471-1505, May.
- Schneider, Andrés, 2022. "Who should buy stocks when volatility spikes?," Journal of Financial Markets, Elsevier, vol. 60(C).
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- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu & Stijn Van Nieuwerburgh, 2020.
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The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2697-2727.
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"Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing,"
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9885, C.E.P.R. Discussion Papers.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers dp730, Financial Markets Group.
- Dimitri Vayanos & Peter Kondor, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers 912, Society for Economic Dynamics.
- Péter Kondor & Dimitri Vayanos, 2019. "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, vol. 74(3), pages 1139-1173, June.
- Kondor, Peter & Vayanos, Dimitri, 2019. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 87520, London School of Economics and Political Science, LSE Library.
- Kondor, Peter & Vayanos, Dimitri, 2014. "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics 55910, London School of Economics and Political Science, LSE Library.
- Péter Kondor & Dimitri Vayanos, 2014. "Liquidity Risk and the Dynamics of Arbitrage Capital," NBER Working Papers 19931, National Bureau of Economic Research, Inc.
- William Chen & Gregory Phelan, 2020.
"Should Monetary Policy Target Financial Stability?,"
Department of Economics Working Papers
2020-01, Department of Economics, Williams College.
- William Chen & Gregory Phelan, 2023. "Should Monetary Policy Target Financial Stability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 181-200, July.
- William Chen & Gregory Phelan, 2021. "Should Monetary Policy Target Financial Stability?," Department of Economics Working Papers 2021-12, Department of Economics, Williams College.
- Miles S. Kimball & Matthew D. Shapiro & Tyler Shumway & Jing Zhang, 2018.
"Portfolio Rebalancing in General Equilibrium,"
NBER Working Papers
24722, National Bureau of Economic Research, Inc.
- Kimball, Miles S. & Shapiro, Matthew D. & Shumway, Tyler & Zhang, Jing, 2020. "Portfolio rebalancing in general equilibrium," Journal of Financial Economics, Elsevier, vol. 135(3), pages 816-834.
- Nicolae B. Gârleanu & Stavros Panageas, 2020. "Heterogeneity and Asset Prices: A Different Approach," NBER Working Papers 26607, National Bureau of Economic Research, Inc.
- Veronesi, Pietro & Pástor, Luboš, 2015.
"Income Inequality and Asset Prices under Redistributive Taxation,"
CEPR Discussion Papers
10899, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2015. "Income Inequality and Asset Prices under Redistributive Taxation," NBER Working Papers 21668, National Bureau of Economic Research, Inc.
- Pástor, Lˇuboš & Veronesi, Pietro, 2016. "Income inequality and asset prices under redistributive taxation," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 1-20.
- Andrés Schneider, 2022. "Risk‐Sharing and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 77(4), pages 2331-2374, August.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2020.
"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock,"
CEPR Discussion Papers
14627, C.E.P.R. Discussion Papers.
- Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock," NBER Working Papers 27044, National Bureau of Economic Research, Inc.
- Ricardo J Caballero & Alp Simsek, 2021. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
- Christos I. Giannikos & Georgios Koimisis, 2021. "Equity Premium with Habits, Wealth Inequality and Background Risk," JRFM, MDPI, vol. 14(7), pages 1-15, July.
- Gârleanu, Nicolae & Panageas, Stavros, 2021. "What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles," Journal of Financial Economics, Elsevier, vol. 140(1), pages 54-73.
- 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.
- Alan Guoming Huang & Eric Hughson & J. Chris Leach, 2016. "Code and data files for "Generational Asset Pricing, Equity Puzzles, and Cyclicality"," Computer Codes 13-198, Review of Economic Dynamics.
- Uras, Burak & van Buggenum, Hugo, 2020.
"Preference Heterogeneity and Optimal Monetary Policy,"
Other publications TiSEM
a1d67a4e-0b27-4246-87af-b, Tilburg University, School of Economics and Management.
- Uras, Burak & van Buggenum, Hugo, 2020. "Preference Heterogeneity and Optimal Monetary Policy," Discussion Paper 2020-030, Tilburg University, Center for Economic Research.
- Uras, Burak R. & van Buggenum, Hugo, 2022. "Preference heterogeneity and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Roger E. A. Farmer, 2018.
"Pricing Assets in a Perpetual Youth Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 106-124, October.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 485, National Institute of Economic and Social Research.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," NBER Working Papers 24261, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2018. "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers 12643, C.E.P.R. Discussion Papers.
- Roger E. A. Farmer, 2018. "Code and data files for "Pricing Assets in a Perpetual Youth Model"," Computer Codes 17-287, Review of Economic Dynamics.
- Gregory Phelan & Alexis Akira Toda, 2015. "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers 2015-10, Department of Economics, Williams College.
- Alan Moreira & Tyler Muir, 2016. "Volatility Managed Portfolios," NBER Working Papers 22208, National Bureau of Economic Research, Inc.
- Paul Ehling & Christian Heyerdahl-Larsen, 2014.
"Correlations,"
Working Papers
1413, Banco de España.
- Paul Ehling & Christian Heyerdahl-Larsen, 2017. "Correlations," Management Science, INFORMS, vol. 63(6), pages 1919-1937, June.
- Simo-Kengne, Beatrice D. & Riedel, Frank & Demeze-Jouatsa, Ghislain-Herman, 2022.
"Demographic Changes and Asset Prices in an Overlapping Generations Model,"
Center for Mathematical Economics Working Papers
672, Center for Mathematical Economics, Bielefeld University.
- Beatrice D. Simo-Kengne & Frank Riedel & Ghislain H. Demeze-Jouatsa, 2023. "Demographic changes and asset prices in an overlapping generations model," Working Papers 884, Economic Research Southern Africa.
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2017.
"Growth effects of annuities and government transfers in perpetual youth models,"
Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 1-6.
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2016. "Growth Effects of Annuities and Government Transfers in Perpetual Youth Models," MPRA Paper 78982, University Library of Munich, Germany.
- John H. Cochrane, 2016.
"Macro-Finance,"
NBER Working Papers
22485, National Bureau of Economic Research, Inc.
- John H. Cochrane, 2017. "Macro-Finance," Review of Finance, European Finance Association, vol. 21(3), pages 945-985.
- Ichiro Muto & Fumitaka Nakamura & Makoto Nirei, 2024. "Digitalization, Entrepreneurship, and Wealth Inequality," IMES Discussion Paper Series 24-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020.
"Recursive Preferences, the Value of Life, and Household Finance,"
Cowles Foundation Discussion Papers
2231R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- 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.
- Hengjie Ai & Anmol Bhandari, 2021. "Asset Pricing With Endogenously Uninsurable Tail Risk," Econometrica, Econometric Society, vol. 89(3), pages 1471-1505, May.
- Luigi Bocola & Guido Lorenzoni, 2023.
"Risk-Sharing Externalities,"
Journal of Political Economy, University of Chicago Press, vol. 131(3), pages 595-632.
- Luigi Bocola & Guido Lorenzoni, 2020. "Risk Sharing Externalities," NBER Working Papers 26985, National Bureau of Economic Research, Inc.
- Roger Farmer & Jean-Philippe Bouchaud, 2020.
"Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality,"
NBER Working Papers
28261, National Bureau of Economic Research, Inc.
- Farmer, Roger & Bouchaud, Jean-Philippe, 2022. "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," CEPR Discussion Papers 15573, C.E.P.R. Discussion Papers.
- Leland Farmer & Roger Farmer, 2022.
"Zoomers and Boomers: Asset Prices and Intergenerational Inequality,"
NBER Working Papers
30419, National Bureau of Economic Research, Inc.
- Farmer, Roger & Farmer, Leland, 2022. "Zoomers and Boomers: Asset Prices and Intergenerational Inequality," CEPR Discussion Papers 17594, C.E.P.R. Discussion Papers.
- Chabakauri, Georgy & Rytchkov, Oleg, 2020. "Asset pricing with index investing," LSE Research Online Documents on Economics 118895, London School of Economics and Political Science, LSE Library.
- Hauser, Shmuel & Kedar-Levy, Haim, 2018. "Liquidity might come at cost: The role of heterogeneous preferences," Journal of Financial Markets, Elsevier, vol. 39(C), pages 1-23.
- Sebastian Di Tella & Robert E. Hall, 2020. "Risk Premium Shocks Can Create Inefficient Recessions," NBER Working Papers 26721, National Bureau of Economic Research, Inc.
- Tzu-Ming Liu, 2020. "Habit formation or word of mouth: What does lagged dependent variable in tourism demand models imply?," Tourism Economics, , vol. 26(3), pages 461-474, May.
- Lubos Pastor & Pietro Veronesi, 2018.
"Inequality Aversion, Populism, and the Backlash Against Globalization,"
NBER Working Papers
24900, National Bureau of Economic Research, Inc.
- Ľuboš Pástor & Pietro Veronesi, 2021. "Inequality Aversion, Populism, and the Backlash against Globalization," Journal of Finance, American Finance Association, vol. 76(6), pages 2857-2906, December.
- Pástor, Luboš & Veronesi, Pietro, 2018. "Inequality Aversion, Populism, and the Backlash Against Globalization," CEPR Discussion Papers 13107, C.E.P.R. Discussion Papers.
- Giannikos, Christos I. & Koimisis, Georgios, 2021. "Habits, Wealth and Equity Risk Premium," Finance Research Letters, Elsevier, vol. 38(C).
- Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
- Schneider, Andrés, 2022. "Who should buy stocks when volatility spikes?," Journal of Financial Markets, Elsevier, vol. 60(C).
- Lars A. Lochstoer & Tyler Muir, 2022. "Volatility Expectations and Returns," Journal of Finance, American Finance Association, vol. 77(2), pages 1055-1096, April.
- John H. Cochrane, 2016. "The Habit Habit," Economics Working Papers 16105, Hoover Institution, Stanford University.
- 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.
- Yu, Edison G., 2018.
"Dynamic market participation and endogenous information aggregation,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 491-517.
- Edison Yu, 2013. "Dynamic market participation and endogenous information aggregation," Working Papers 13-42, Federal Reserve Bank of Philadelphia.
- Tyler Abbot, 2017. "General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences," Papers 1706.05877, arXiv.org, revised Jun 2018.
- Basak, Suleyman & Chabakauri, Georgy & Yavuz, M., 2018. "Investor protection and asset prices," LSE Research Online Documents on Economics 118917, London School of Economics and Political Science, LSE Library.
- Chabakauri, Georgy & Rytchkov, Oleg, 2021. "Asset pricing with index investing," Journal of Financial Economics, Elsevier, vol. 141(1), pages 195-216.
- Christian Heyerdahl-Larsen & Philipp Illeditsch, 2018. "Demand Disagreement," 2018 Meeting Papers 607, Society for Economic Dynamics.
- Yun‐Huan Lee & Tzu‐Hsiang Liao & Hsiu‐Chuan Lee, 2022. "Overnight returns of industry exchange‐traded funds, investor sentiment, and futures market returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 1114-1134, June.
- Stefanie Schraeder, 2016. "Information Processing and Non-Bayesian Learning in Financial Markets," Review of Finance, European Finance Association, vol. 20(2), pages 823-853.
- Matthieu Gomez, 2017. "Asset Prices and Wealth Inequality," 2017 Meeting Papers 1155, Society for Economic Dynamics.
- Kargar, Mahyar, 2021. "Heterogeneous intermediary asset pricing," Journal of Financial Economics, Elsevier, vol. 141(2), pages 505-532.
- John H Cochrane, 2022. "Portfolios for Long-Term Investors [Rare disasters and asset markets in the twentieth century]," Review of Finance, European Finance Association, vol. 26(1), pages 1-42.
- Elkamhi, Redouane & Jo, Chanik, 2023. "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial Economics, Elsevier, vol. 148(3), pages 220-244.
- Idan Hodor & Andrea Buffa, 2017. "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers 374, Society for Economic Dynamics.
- Leyla Jianyu Han & Kenneth Kasa, 2019. "Ambiguity and Information Processing in a Model of Intermediary Asset Pricing," Discussion Papers dp19-04, Department of Economics, Simon Fraser University.
- Emi Nakamura & Dmitriy Sergeyev & Jón Steinsson, 2012.
"Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence,"
NBER Working Papers
18128, National Bureau of Economic Research, Inc.
- Emi Nakamura & Dmitriy Sergeyev & Jón Steinsson, 2017. "Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(1), pages 1-39, January.
- Akbas, Ferhat & Boehmer, Ekkehart & Jiang, Chao & Koch, Paul D., 2022. "Overnight returns, daytime reversals, and future stock returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 850-875.
- Toda, Alexis Akira, 2017.
"Huggett economies with multiple stationary equilibria,"
Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 77-90.
- Toda, Alexis Akira, 2017. "Huggett Economies with Multiple Stationary Equilibria," MPRA Paper 78984, University Library of Munich, Germany.
- Chabakauri, Georgy & Rytchkov, Oleg, 2021. "Asset pricing with index investing," LSE Research Online Documents on Economics 105749, London School of Economics and Political Science, LSE Library.
- Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021. "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, vol. 140(3), pages 941-964.
- Rojo Suárez, Javier & Alonso Conde, Ana Belén & Ferrero Pozo, Ricardo, 2020. "European equity markets: Who is the truly representative investor?," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 325-346.
- Lou, Dong & Polk, Christopher & Skouras, Spyros, 2019. "A tug of war: Overnight versus intraday expected returns," Journal of Financial Economics, Elsevier, vol. 134(1), pages 192-213.
- William Chen & Gregory Phelan, 2018. "Dynamic Consequences of Monetary Policy for Financial Stability," Department of Economics Working Papers 2018-06, Department of Economics, Williams College.
- Branger, Nicole & Konermann, Patrick & Schlag, Christian, 2019. "Optimists and pessimists in (in)complete markets," SAFE Working Paper Series 252, Leibniz Institute for Financial Research SAFE.
- Kozak, Serhiy, 2022. "Dynamics of bond and stock returns," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 188-209.
- Rohan Kekre & Moritz Lenel, 2022. "Monetary Policy, Redistribution, and Risk Premia," Econometrica, Econometric Society, vol. 90(5), pages 2249-2282, September.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2015.
"Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion,"
American Economic Review, American Economic Association, vol. 105(7), pages 1979-2010, July.
Cited by:
- William Chen & Gregory Phelan, 2020.
"Should Monetary Policy Target Financial Stability?,"
Department of Economics Working Papers
2020-01, Department of Economics, Williams College.
- William Chen & Gregory Phelan, 2023. "Should Monetary Policy Target Financial Stability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 181-200, July.
- William Chen & Gregory Phelan, 2021. "Should Monetary Policy Target Financial Stability?," Department of Economics Working Papers 2021-12, Department of Economics, Williams College.
- Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2017. "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers 1202, Board of Governors of the Federal Reserve System (U.S.).
- Malamud, Semyon & Malkhozov, Aytek, 2016. "Market Integration and Global Crashes," CEPR Discussion Papers 11468, C.E.P.R. Discussion Papers.
- Gârleanu, Nicolae & Panageas, Stavros, 2021. "What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles," Journal of Financial Economics, Elsevier, vol. 140(1), pages 54-73.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016.
"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
International Finance Discussion Papers
1156, Board of Governors of the Federal Reserve System (U.S.).
- Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425, Elsevier.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises," NBER Working Papers 21892, National Bureau of Economic Research, Inc.
- Zentefis, Alexander K., 2020. "Bank net worth and frustrated monetary policy," Journal of Financial Economics, Elsevier, vol. 138(3), pages 687-699.
- Phelan, Gregory & Toda, Alexis Akira, 2019.
"Securitized markets, international capital flows, and global welfare,"
Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
- Gregory Phelan & Alexis Akira Toda, 2015. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2015-14, Department of Economics, Williams College, revised Jul 2017.
- Chen, William & Phelan, Gregory, 2021.
"International coordination of macroprudential policies with capital flows and financial asymmetries,"
Journal of Financial Stability, Elsevier, vol. 56(C).
- William Chen & Gregory Phelan, 2020. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2020-05, Department of Economics, Williams College.
- William Chen & Gregory Phelan, 2017. "International Coordination of Macroprudential Policies with Capital Flows and Financial Asymmetries," Department of Economics Working Papers 2017-05, Department of Economics, Williams College, revised Nov 2018.
- James D. Hamilton, 2016.
"Macroeconomic Regimes and Regime Shifts,"
NBER Working Papers
21863, National Bureau of Economic Research, Inc.
- Hamilton, J.D., 2016. "Macroeconomic Regimes and Regime Shifts," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 163-201, Elsevier.
- Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
- Zhiguo He & Bryan Kelly & Asaf Manela, 2016.
"Intermediary Asset Pricing: New Evidence from Many Asset Classes,"
NBER Working Papers
21920, National Bureau of Economic Research, Inc.
- He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017. "Intermediary asset pricing: New evidence from many asset classes," Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
- Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
- Xuewen Liu, 2023. "A Model of Systemic Bank Runs," Journal of Finance, American Finance Association, vol. 78(2), pages 731-793, April.
- Laura Gianfagna & Armando Rungi, 2017. "Does corporate control matter to financial volatility?," Working Papers 09/2017, IMT School for Advanced Studies Lucca, revised Nov 2017.
- Gary B. Gorton & Alexander K. Zentefis, 2019. "Social Progress and Corporate Culture," NBER Working Papers 25484, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2018.
"Intermediary Asset Pricing and the Financial Crisis,"
Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 173-197, November.
- Zhiguo He & Arvind Krishnamurthy, 2018. "Intermediary Asset Pricing and the Financial Crisis," NBER Working Papers 24415, National Bureau of Economic Research, Inc.
- Ahn, Dong-Hyun & Kim, Soohun & Seo, Kyoungwon, 2020. "Self-fulfilling arbitrages necessitate crash risk," Journal of Financial Markets, Elsevier, vol. 51(C).
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017.
"Joint tests of contagion with applications to financial crises,"
CAMA Working Papers
2017-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017. "Joint tests of contagion with applications to financial crises," CAMA Working Papers 2017-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Malamud, Semyon, 2016. "A Dynamic Equilibrium Model of ETFs," CEPR Discussion Papers 11469, C.E.P.R. Discussion Papers.
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2022.
"Uncertainty spill-overs: when policy and financial realms overlap,"
Working Papers
wp1174, Dipartimento Scienze Economiche, Universita' di Bologna.
- Emanuele Bacchiocchi & Catalin Dragomirescu-Gaina, 2021. "Uncertainty spill-overs: when policy and financial realms overlap," Papers 2102.06404, arXiv.org.
- Iachan, Felipe S. & Silva, Dejanir & Zi, Chao, 2022. "Under-diversification and idiosyncratic risk externalities," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1227-1250.
- William Chen & Gregory Phelan, 2018. "Dynamic Consequences of Monetary Policy for Financial Stability," Department of Economics Working Papers 2018-06, Department of Economics, Williams College.
- William Chen & Gregory Phelan, 2020.
"Should Monetary Policy Target Financial Stability?,"
Department of Economics Working Papers
2020-01, Department of Economics, Williams College.
- Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2013.
"Optimal Inattention to the Stock Market With Information Costs and Transactions Costs,"
Econometrica, Econometric Society, vol. 81(4), pages 1455-1481, July.
See citations under working paper version above.
- Andrew B. Abel & Janice C. Eberly & Stavros Panageas, 2009. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," NBER Working Papers 15010, National Bureau of Economic Research, Inc.
- Stavros Panageas & Janice C. Eberly & Andrew B. Abel, 2011. "Optimal Inattention to the Stock Market with Information Costs and Transactions Costs," 2011 Meeting Papers 102, Society for Economic Dynamics.
- Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012.
"Displacement risk and asset returns,"
Journal of Financial Economics, Elsevier, vol. 105(3), pages 491-510.
Cited by:
- Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017. "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, vol. 41(C), pages 118-139.
- Roger E.A. Farmer, 2016.
"Pricing Assets in an Economy with Two Types of People,"
NBER Working Papers
22228, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2016. "Pricing Assets in an Economy with Two Types of People," CEPR Discussion Papers 11253, C.E.P.R. Discussion Papers.
- Andrei, Daniel & Carlin, Bruce I., 2023. "Schumpeterian competition in a Lucas economy," Journal of Economic Theory, Elsevier, vol. 208(C).
- Li, Kai & Tsou, Chi-Yang & Xu, Chenjie, 2023. "Learning and the capital age premium," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 76-90.
- Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2015. "Asset Pricing with Horizon-Dependent Risk Aversion," 2015 Meeting Papers 1069, Society for Economic Dynamics.
- Valentin Haddad & Paul Ho & Erik Loualiche, 2022.
"Bubbles and the Value of Innovation,"
NBER Working Papers
29917, National Bureau of Economic Research, Inc.
- Valentin Haddad & Paul Ho & Erik Loualiche, 2020. "Bubbles and the Value of Innovation," Working Paper 20-08, Federal Reserve Bank of Richmond.
- Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022. "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, vol. 145(1), pages 69-84.
- Phan, Dinh Hoang Bach & Narayan, Paresh Kumar & Gong, Qiang, 2021. "Terrorist attacks and oil prices: Hypothesis and empirical evidence," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Chun, Hyunbae & Kim, Jung-Wook & Lee, Jason, 2015. "How does information technology improve aggregate productivity? A new channel of productivity dispersion and reallocation," Research Policy, Elsevier, vol. 44(5), pages 999-1016.
- Qiang Kang, 2019. "Business-cycle pattern of asset returns: a general equilibrium explanation," Annals of Finance, Springer, vol. 15(4), pages 539-561, December.
- 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.
- Segal, Gill, 2019. "A tale of two volatilities: Sectoral uncertainty, growth, and asset prices," Journal of Financial Economics, Elsevier, vol. 134(1), pages 110-140.
- Marianne Andries & Thomas M. Eisenbach & Martin C. Schmalz, 2014. "Horizon-Dependent Risk Aversion and the Timing and Pricing of Uncertainty," Staff Reports 703, Federal Reserve Bank of New York.
- François Le Grand & Xavier Ragot, 2018.
"A Class of Tractable Incomplete-Market Models for Studying Asset Returns and Risk Exposure,"
Post-Print
hal-03949545, HAL.
- François Le Grand & Xavier Ragot, 2018. "A Class of Tractable Incomplete-Market Models for Studying Asset Returns and Risk Exposure," SciencePo Working papers Main hal-03949545, HAL.
- Grand, François Le & Ragot, Xavier, 2018. "A class of tractable incomplete-market models for studying asset returns and risk exposure," European Economic Review, Elsevier, vol. 103(C), pages 39-59.
- François Le Grand & Xavier Ragot, 2018. "A class of tractable incomplete-market models for studying asset returns and risk exposure," Post-Print hal-02312121, HAL.
- Roger E. A. Farmer, 2018.
"Pricing Assets in a Perpetual Youth Model,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 106-124, October.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 485, National Institute of Economic and Social Research.
- Roger Farmer, 2018. "Pricing Assets in a Perpetual Youth Model," NBER Working Papers 24261, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2018. "Pricing Assets in a Perpetual Youth Model," CEPR Discussion Papers 12643, C.E.P.R. Discussion Papers.
- Roger E. A. Farmer, 2018. "Code and data files for "Pricing Assets in a Perpetual Youth Model"," Computer Codes 17-287, Review of Economic Dynamics.
- Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013. "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, vol. 107(3), pages 632-654.
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2017.
"Growth effects of annuities and government transfers in perpetual youth models,"
Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 1-6.
- Miyoshi, Yoshiyuki & Toda, Alexis Akira, 2016. "Growth Effects of Annuities and Government Transfers in Perpetual Youth Models," MPRA Paper 78982, University Library of Munich, Germany.
- Qadan, Mahmoud & Jacob, Maram, 2022. "The value premium and investors' appetite for risk," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 194-219.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019.
"Sustainable Investing in Equilibrium,"
NBER Working Papers
26549, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020. "Sustainable Investing in Equilibrium," Working Papers 2020-23, Becker Friedman Institute for Research In Economics.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2019. "Sustainable Investing in Equilibrium," CEPR Discussion Papers 14171, C.E.P.R. Discussion Papers.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021. "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
- Bustamante, Maria Cecilia & Zucchi, Francesca, 2023. "Innovation, industry equilibrium, and discount rates," Working Paper Series 2835, European Central Bank.
- St¨¦phane Chr¨¦tien & Manel Kammoun, 2019. "Mutual Fund Styles and Clientele-Specific Performance Evaluation," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(12), pages 1-89, December.
- Hengjie Ai & Anmol Bhandari, 2021. "Asset Pricing With Endogenously Uninsurable Tail Risk," Econometrica, Econometric Society, vol. 89(3), pages 1471-1505, May.
- Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013. "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers 18671, National Bureau of Economic Research, Inc.
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- Po‐Hsuan Hsu & Kai Li & Chi‐Yang Tsou, 2023. "The Pollution Premium," Journal of Finance, American Finance Association, vol. 78(3), pages 1343-1392, June.
- Stavros Panageas, 2020. "The Implications of Heterogeneity and Inequality for Asset Pricing," NBER Working Papers 26974, National Bureau of Economic Research, Inc.
- Grammig, Joachim G. & Jank, Stephan, 2010.
"Creative destruction and asset prices,"
CFR Working Papers
10-14, University of Cologne, Centre for Financial Research (CFR).
- Grammig, Joachim & Jank, Stephan, 2013. "Creative destruction and asset prices," University of Tübingen Working Papers in Business and Economics 61, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Daniel Andrei & Bruce I. Carlin, 2017. "Asset Pricing in the Quest for the New El Dorado," NBER Working Papers 23455, National Bureau of Economic Research, Inc.
- Sylvain, Serginio, 2014. "Does Human Capital Risk Explain The Value Premium Puzzle?," MPRA Paper 54551, University Library of Munich, Germany.
- Narayan, Paresh Kumar & Narayan, Seema & Phan, Dinh Hoang Bach, 2022. "Terrorism and international stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
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- Roger E.A. Farmer, 2015.
"Global Sunspots and Asset Prices in a Monetary Economy,"
NBER Working Papers
20831, National Bureau of Economic Research, Inc.
- Farmer, Roger, 2015. "Global Sunspots and Asset Prices in a Monetary Economy," CEPR Discussion Papers 10402, C.E.P.R. Discussion Papers.
- Calvet, Laurent E. & Betermier, Sebastien & Jo, Evan, 2019. "A Supply and Demand Approach to Equity Pricing," CEPR Discussion Papers 13974, C.E.P.R. Discussion Papers.
- Matthieu Gomez, 2017. "Asset Prices and Wealth Inequality," 2017 Meeting Papers 1155, Society for Economic Dynamics.
- Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2016.
"Productivity growth and stock returns: firm- and aggregate-level analyses,"
Applied Economics, Taylor & Francis Journals, vol. 48(38), pages 3644-3664, August.
- Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2013. "Productivity Growth and Stock Returns: Firm- and Aggregate-Level Analyses," NBER Working Papers 19462, National Bureau of Economic Research, Inc.
- Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019. "The collateralizability premium," SAFE Working Paper Series 264, Leibniz Institute for Financial Research SAFE.
- Knesl, Jiří, 2023. "Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence," Journal of Financial Economics, Elsevier, vol. 147(2), pages 271-296.
- Jank, Stephan, 2015. "Specialized human capital, unemployment risk, and the value premium," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113214, Verein für Socialpolitik / German Economic Association.
- Michael Weber, 2014. "Nominal Rigidities and Asset Pricing," 2014 Meeting Papers 53, Society for Economic Dynamics.
- Tang, Chang & Xue, Yan & Wu, Haitao & Irfan, Muhammad & Hao, Yu, 2022. "How does telecommunications infrastructure affect eco-efficiency? Evidence from a quasi-natural experiment in China," Technology in Society, Elsevier, vol. 69(C).
- Garlappi, Lorenzo & Song, Zhongzhi, 2017. "Capital utilization, market power, and the pricing of investment shocks," Journal of Financial Economics, Elsevier, vol. 126(3), pages 447-470.
- Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh, 2022. "Work From Home and the Office Real Estate Apocalypse," NBER Working Papers 30526, National Bureau of Economic Research, Inc.
- Dou, Winston Wei & Ji, Yan & Wu, Wei, 2021. "Competition, profitability, and discount rates," Journal of Financial Economics, Elsevier, vol. 140(2), pages 582-620.
- Cronqvist, Henrik & Siegel, Stephan & Yu, Frank, 2015. "Value versus growth investing: Why do different investors have different styles?," Journal of Financial Economics, Elsevier, vol. 117(2), pages 333-349.
- Aydoğan Alti & Sheridan Titman, 2019. "A Dynamic Model of Characteristic-Based Return Predictability," NBER Working Papers 25777, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2012.
"Technological Growth and Asset Pricing,"
Journal of Finance, American Finance Association, vol. 67(4), pages 1265-1292, August.
Cited by:
- Federico Gavazzoni & Ana Maria Santacreu, 2015.
"International R&D Spillovers and Asset Prices,"
Working Papers
2015-41, Federal Reserve Bank of St. Louis.
- Ana Maria Santacreu & Federico Gavazzoni, 2015. "International R&D Spillovers and Asset Prices," 2015 Meeting Papers 405, Society for Economic Dynamics.
- Gavazzoni, Federico & Santacreu, Ana Maria, 2020. "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, vol. 136(2), pages 330-354.
- Andres Donangelo & François Gourio & Matthias Kehrig & Miguel Palacios, 2017.
"The Cross-Section of Labor Leverage and Equity Returns,"
Working Papers
17-70, Center for Economic Studies, U.S. Census Bureau.
- Andres Donangelo & François Gourio & Matthias Kehrig & Miguel Palacios, 2017. "The Cross-Section of Labor Leverage and Equity Returns," Working Paper Series WP-2017-22, Federal Reserve Bank of Chicago.
- Donangelo, Andres & Gourio, François & Kehrig, Matthias & Palacios, Miguel, 2019. "The cross-section of labor leverage and equity returns," Journal of Financial Economics, Elsevier, vol. 132(2), pages 497-518.
- Andrei, Daniel & Carlin, Bruce I., 2023. "Schumpeterian competition in a Lucas economy," Journal of Economic Theory, Elsevier, vol. 208(C).
- Li, Kai & Tsou, Chi-Yang & Xu, Chenjie, 2023. "Learning and the capital age premium," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 76-90.
- Iraola, Miguel A. & Santos, Manuel S., 2017. "Asset price volatility, price markups, and macroeconomic fluctuations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 84-98.
- Chun, Hyunbae & Kim, Jung-Wook & Lee, Jason, 2015. "How does information technology improve aggregate productivity? A new channel of productivity dispersion and reallocation," Research Policy, Elsevier, vol. 44(5), pages 999-1016.
- Giuliano Curatola & Michael Donadelli & Patrick Grüning, 2022.
"Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3805-3831, October.
- Giuliano Curatola & Michael Donadelli & Patrick Grüning, 2017. "Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices," Bank of Lithuania Working Paper Series 47, Bank of Lithuania.
- Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2017. "Technology trade with asymmetric tax regimes and heterogeneous labor markets: Implications for macro quantities and asset prices," SAFE Working Paper Series 163, Leibniz Institute for Financial Research SAFE, revised 2017.
- Warusawitharana, Missaka, 2013. "The expected real return to equity," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1929-1946.
- Ward, Colin, 2020. "Is the IT revolution over? An asset pricing view," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 283-316.
- Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023. "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Bustamante, Maria Cecilia & Zucchi, Francesca, 2023. "Innovation, industry equilibrium, and discount rates," Working Paper Series 2835, European Central Bank.
- Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013. "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers 18671, National Bureau of Economic Research, Inc.
- Li, Xiaogang, 2020. "Innovation, market valuations, policy uncertainty and trade: Theory and evidence," ISU General Staff Papers 202001010800009179, Iowa State University, Department of Economics.
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2022. "Technology shocks and stock returns: A long-term perspective," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 67-83.
- Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018.
"Size matters, if you control your junk,"
Journal of Financial Economics, Elsevier, vol. 129(3), pages 479-509.
- Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Israel, Ronen, 2018. "Size Matters, if You Control Your Junk," CEPR Discussion Papers 12684, C.E.P.R. Discussion Papers.
- Martin Eling, 2013. "Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2011 Update," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 16(1), pages 35-46, March.
- Po-Hsuan Hsu & Hsiao-Hui Lee & Tong Zhou, 2022. "Patent Thickets, Stock Returns, and Conditional CAPM," Management Science, INFORMS, vol. 68(11), pages 8343-8367, November.
- Diego Comin & Ana Maria Santacreu & Mark Gertler & Phuong Ngo, 2018. "Stock Price Fluctuations and Productivity Growth," 2018 Meeting Papers 1147, Society for Economic Dynamics.
- Eran Hoffmann, 2018. "The Cyclical Composition of Startups," 2018 Meeting Papers 553, Society for Economic Dynamics.
- Thien Nguyen & Steve Raymond & Lukas Schmid & Mariano Croce, 2016. "Government Debt and the Returns to Innovation," 2016 Meeting Papers 1443, Society for Economic Dynamics.
- Ai, Hengjie & Kiku, Dana, 2013. "Growth to value: Option exercise and the cross section of equity returns," Journal of Financial Economics, Elsevier, vol. 107(2), pages 325-349.
- Shihong Zeng & Ya Zhou, 2021. "Foreign Direct Investment’s Impact on China’s Economic Growth, Technological Innovation and Pollution," IJERPH, MDPI, vol. 18(6), pages 1-24, March.
- Narayan, Paresh Kumar, 2018. "Profitability of technology-investing Islamic and non-Islamic stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 70-81.
- Kyung Shim & Harjoat Bhamra, 2015. "Stochastic Idiosyncratic Operating Risk and Real Options: Implications for Stock Returns," 2015 Meeting Papers 1494, Society for Economic Dynamics.
- Ryo Jinnai, 2015.
"Innovation, Product Cycle, and Asset Prices,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 484-504, July.
- Ryo Jinnai, 2014. "Code and data files for "Innovation, Product Cycle, and Asset Prices"," Computer Codes 13-149, Review of Economic Dynamics.
- Bhamra, Harjoat S. & Shim, Kyung Hwan, 2017. "Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns," Journal of Economic Theory, Elsevier, vol. 168(C), pages 400-431.
- Bereskin, Fred & Hsu, Po-Hsuan & Latham, William & Wang, Huijun, 2023. "So Sue Me! The cross section of stock returns related to patent infringement allegations," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Lin, Xiaoji & Palazzo, Berardino & Yang, Fan, 2020. "The risks of old capital age: Asset pricing implications of technology adoption," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 145-161.
- Knesl, Jiří, 2023. "Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence," Journal of Financial Economics, Elsevier, vol. 147(2), pages 271-296.
- Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023. "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers 202308, University of Pretoria, Department of Economics.
- Jank, Stephan, 2015. "Specialized human capital, unemployment risk, and the value premium," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113214, Verein für Socialpolitik / German Economic Association.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Narayan, Seema, 2018. "Technology-investing countries and stock return predictability," Emerging Markets Review, Elsevier, vol. 36(C), pages 159-179.
- Belo, Frederico & Yu, Jianfeng, 2013. "Government investment and the stock market," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 325-339.
- Tang, Chang & Xue, Yan & Wu, Haitao & Irfan, Muhammad & Hao, Yu, 2022. "How does telecommunications infrastructure affect eco-efficiency? Evidence from a quasi-natural experiment in China," Technology in Society, Elsevier, vol. 69(C).
- Garlappi, Lorenzo & Song, Zhongzhi, 2017. "Capital utilization, market power, and the pricing of investment shocks," Journal of Financial Economics, Elsevier, vol. 126(3), pages 447-470.
- Wan, Die & Yang, Teng & Yang, Xiaoguang, 2021. "IPO relative difficulty, M&A option and size effect," Journal of Asian Economics, Elsevier, vol. 76(C).
- Yue-Jun & Ting Liang & Zongwu Cai, 2021. "Can Technological Innovation Bring an Economic and Environmental Benefit to Energy Firms: An Evidence from China?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202112, University of Kansas, Department of Economics, revised May 2021.
- Kim, Myeong Hyeon & Sun, Lingxia, 2017. "Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 309-325.
- Federico Gavazzoni & Ana Maria Santacreu, 2015.
"International R&D Spillovers and Asset Prices,"
Working Papers
2015-41, Federal Reserve Bank of St. Louis.
- Panageas, Stavros, 2010.
"Bailouts, the incentive to manage risk, and financial crises,"
Journal of Financial Economics, Elsevier, vol. 95(3), pages 296-311, March.
Cited by:
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
CEPR Discussion Papers
8679, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2016.
"Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees,"
American Economic Review, American Economic Association, vol. 106(6), pages 1278-1319, June.
- Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan, 2012. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," CEPR Discussion Papers 9023, C.E.P.R. Discussion Papers.
- Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2011. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," NBER Working Papers 17149, National Bureau of Economic Research, Inc.
- Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2011. "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," 2011 Meeting Papers 1285, Society for Economic Dynamics.
- Deborah Lucas & Robert McDonald, 2010. "Valuing Government Guarantees: Fannie and Freddie Revisited," NBER Chapters, in: Measuring and Managing Federal Financial Risk, pages 131-154, National Bureau of Economic Research, Inc.
- Horvath, B.L. & Huizinga, H.P., 2011.
"Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study,"
Other publications TiSEM
6570cf7d-a591-49c6-ac5f-e, Tilburg University, School of Economics and Management.
- Bálint L. Horváth & Harry Huizinga, 2015. "Does the European Financial Stability Facility Bail Out Sovereigns or Banks? An Event Study," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 177-206, February.
- Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Discussion Paper 2011-118, Tilburg University, Center for Economic Research.
- Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Other publications TiSEM 245bef06-68d7-46c5-9814-4, Tilburg University, School of Economics and Management.
- Huizinga, Harry & Horváth, Bálint, 2011. "Does the European Financial Stability Facility bail out sovereigns or banks? An event study," CEPR Discussion Papers 8661, C.E.P.R. Discussion Papers.
- Kizys, Renatas & Paltalidis, Nikos & Vergos, Konstantinos, 2016. "The quest for banking stability in the euro area: The role of government interventions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 111-133.
- Zhang, Ran & Li, Yifei & Tian, Yuan, 2022. "Corporate bonds with implicit government guarantees," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- Priyank Gandhi & Hanno Lustig, 2010. "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers 16553, National Bureau of Economic Research, Inc.
- Eckhard Hein & Daniel Detzer & Nina Dodig (ed.), 2015. "The Demise of Finance-dominated Capitalism," Books, Edward Elgar Publishing, number 16281.
- Boubaker, Sabri & Nguyen, Pascal & Rouatbi, Wael, 2012. "Large shareholders and firm risk-taking behavior," MPRA Paper 39005, University Library of Munich, Germany.
- Kuersten, Wolfgang & Linde, Rainer, 2011. "Corporate hedging versus risk-shifting in financially constrained firms: The time-horizon matters!," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 502-525, June.
- Bai, Jennie & Goldstein, Robert S. & Yang, Fan, 2019. "The leverage effect and the basket-index put spread," Journal of Financial Economics, Elsevier, vol. 131(1), pages 186-205.
- Dietrich, Diemo & Hauck, Achim, 2010.
"Government interventions in banking crises: Assessing alternative schemes in a banking model of debt overhang,"
MPRA Paper
24508, University Library of Munich, Germany.
- Diemo Dietrich & Achim Hauck, 2012. "Government interventions in banking crises: effects of alternative schemes on bank lending and risk taking," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 133-161, May.
- Paltalidis, Nikos & Gounopoulos, Dimitrios & Kizys, Renatas & Koutelidakis, Yiannis, 2015. "Transmission channels of systemic risk and contagion in the European financial network," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 36-52.
- Ng, Travis, 2014. "Bailing outsourcing," Journal of Comparative Economics, Elsevier, vol. 42(4), pages 983-993.
- Jean-Charles Rochet & Guillaume Roger, 2016. "Risky utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 361-382, June.
- Bing Chen & Li Li & Fei Peng & Ruhul Salim, 2020. "Risk contagion in the cross‐border banking network: Some new evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(3), pages 475-495, July.
- Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
CEPR Discussion Papers
8679, C.E.P.R. Discussion Papers.
- Panageas, Stavros, 2010.
"Optimal taxation in the presence of bailouts,"
Journal of Monetary Economics, Elsevier, vol. 57(1), pages 101-116, January.
Cited by:
- Priyank Gandhi & Hanno N. Lustig & Alberto Plazzi, 2016.
"Equity is Cheap for Large Financial Institutions: The International Evidence,"
Swiss Finance Institute Research Paper Series
16-22, Swiss Finance Institute, revised Jun 2016.
- Priyank Gandhi & Hanno Lustig & Alberto Plazzi, 2016. "Equity is Cheap for Large Financial Institutions: The International Evidence," NBER Working Papers 22355, National Bureau of Economic Research, Inc.
- Gandhi, Priyank & Lustig, Hanno & Plazzi, Alberto, 2016. "Equity Is Cheap for Large Financial Institutions: The International Evidence," Research Papers 3454, Stanford University, Graduate School of Business.
- Bosma, Jakob J., 2016. "Dueling policies: Why systemic risk taxation can fail," European Economic Review, Elsevier, vol. 87(C), pages 132-147.
- Priyank Gandhi & Hanno N. Lustig & Alberto Plazzi, 2016.
"Equity is Cheap for Large Financial Institutions: The International Evidence,"
Swiss Finance Institute Research Paper Series
16-22, Swiss Finance Institute, revised Jun 2016.
- Stavros Panageas & Mark M. Westerfield, 2009.
"High‐Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice,"
Journal of Finance, American Finance Association, vol. 64(1), pages 1-36, February.
Cited by:
- Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2020.
"The Performance of Hedge Fund Performance Fees,"
Working Paper Series
2020-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Itzhak Ben-David & Justin Birru & Andrea Rossi, 2020. "The Performance of Hedge Fund Performance Fees," NBER Working Papers 27454, National Bureau of Economic Research, Inc.
- Suleyman Basak & Dmitry Makarov, 2010.
"Difference in Interim Performance and Risk Taking with Short-sale Constraints,"
Working Papers
w0159, Center for Economic and Financial Research (CEFIR).
- Basak, Suleyman & Makarov, Dmitry, 2012. "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, vol. 103(2), pages 377-392.
- Suleyman Basak & Dmitry Makarov, 2010. "Difference in Interim Performance and Risk Taking with Short-sale Constraints," Working Papers w0159, New Economic School (NES).
- Basak, Suleyman & Makarov, Dmitry, 2010. "Difference in Interim Performance and Risk Taking with Short-Sale Constraints," CEPR Discussion Papers 8072, C.E.P.R. Discussion Papers.
- David Landriault & Bin Li & Dongchen Li & Yumin Wang, 2021. "High‐water mark fee structure in variable annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(4), pages 1057-1094, December.
- Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 969-1010, Elsevier.
- Sheng, Jiliang & Wang, Jian & Wang, Xiaoting & Yang, Jun, 2014. "Asymmetric contracts, cash flows and risk taking of mutual funds," Economic Modelling, Elsevier, vol. 38(C), pages 435-442.
- Andrew J. Patton & Tarun Ramadorai, 2013.
"On the High-Frequency Dynamics of Hedge Fund Risk Exposures,"
Journal of Finance, American Finance Association, vol. 68(2), pages 597-635, April.
- Patton, Andrew, 2011. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 8479, C.E.P.R. Discussion Papers.
- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015.
"Volatility of aggregate volatility and hedge funds returns,"
CFR Working Papers
15-03, University of Cologne, Centre for Financial Research (CFR).
- Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01634155, HAL.
- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
- Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01412976, HAL.
- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Li, Jiangyuan & Liu, Bo & Yang, Jinqiang & Zou, Zhentao, 2020. "Hedge fund’s dynamic leverage decisions under time-inconsistent preferences," European Journal of Operational Research, Elsevier, vol. 284(2), pages 779-791.
- Agarwal, Vikas & Daniel, Naveen D. & Naik, Narayan Y., 2009. "Role of managerial incentives and discretion in hedge fund performance," CFR Working Papers 04-04, University of Cologne, Centre for Financial Research (CFR).
- Servaes, Henri & Sigurdsson, Kari, 2022.
"The Costs and Benefits of Performance Fees in Mutual Funds,"
Journal of Financial Intermediation, Elsevier, vol. 50(C).
- Servaes, Henri & Sigurdsson, Kari, 2018. "The costs and benefits of performance fees in mutual funds," CEPR Discussion Papers 13399, C.E.P.R. Discussion Papers.
- Tak-Yuen Wong, 2019. "Dynamic Agency and Endogenous Risk-Taking," Management Science, INFORMS, vol. 65(9), pages 4032-4048, September.
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007.
"Hedge funds, financial intermediation, and systemic risk,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 13(Dec), pages 1-18.
- John Kambhu & Til Schuermann & Kevin J. Stiroh, 2007. "Hedge funds, financial intermediation, and systemic risk," Staff Reports 291, Federal Reserve Bank of New York.
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Cahiers de Recherches Economiques du Département d'économie
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"Contingent Reserves Management: an Applied Framework,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August.
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See citations under working paper version above.- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent reserves management: an applied framework," Working Papers 05-2, Federal Reserve Bank of Boston.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent Reserves Management: An Applied Framework," NBER Working Papers 10786, National Bureau of Economic Research, Inc.
- Ricardo Caballero & Stavros Panageas, 2005. "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile 329, Central Bank of Chile.
Software components
-
Sorry, no citations of software components recorded.
Chapters
- Ricardo Caballero & Stavros Panageas, 2006.
"Contingent Reserves Management: An Applied Framework,"
Central Banking, Analysis, and Economic Policies Book Series, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc (ed.),External Vulnerability and Preventive Policies, edition 1, volume 10, chapter 12, pages 399-420,
Central Bank of Chile.
- Ricardo J. Caballero G. & Stavros Panageas, 2005. "Contingent Reserves Management: an Applied Framework," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 8(2), pages 45-56, August.
See citations under working paper version above.Sorry, no citations of chapters recorded.- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent reserves management: an applied framework," Working Papers 05-2, Federal Reserve Bank of Boston.
- Ricardo J. Caballero & Stavros Panageas, 2004. "Contingent Reserves Management: An Applied Framework," NBER Working Papers 10786, National Bureau of Economic Research, Inc.
- Ricardo Caballero & Stavros Panageas, 2005. "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile 329, Central Bank of Chile.