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Marianne Andries

Personal Details

First Name:Marianne
Middle Name:
Last Name:Andries
Suffix:
RePEc Short-ID:pan404
[This author has chosen not to make the email address public]
https://sites.google.com/site/marianneandries/
Terminal Degree:2012 Department of Economics; University of Chicago (from RePEc Genealogy)

Affiliation

Toulouse School of Economics (TSE)

Toulouse, France
http://www.tse-fr.eu/

: (+33) 5 61 12 86 23


RePEc:edi:tsetofr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nina Boyarchenko & Marianne Andries, 2016. "Ambiguous Trade-offs: An Application to Climate Change," 2016 Meeting Papers 1501, Society for Economic Dynamics.
  2. Yichuan Wang & Thomas M. Eisenbach & Martin C. Schmalz & Marianne Andries, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
  3. Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2015. "Asset Pricing with Horizon-Dependent Risk Aversion," 2015 Meeting Papers 1069, Society for Economic Dynamics.
  4. Valentin Haddad & Marianne Andries, 2014. "Information Aversion," 2014 Meeting Papers 1091, Society for Economic Dynamics.
  5. 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, revised 01 Jan 2017.
  6. Marianne Andries, 2012. "Consumption-based Asset Pricing Loss Aversion," 2012 Meeting Papers 571, Society for Economic Dynamics.

Articles

  1. Marianne Andries, 2019. "L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ?," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 45-59.

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.

Working papers

  1. Yichuan Wang & Thomas M. Eisenbach & Martin C. Schmalz & Marianne Andries, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.

    Cited by:

    1. V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018. "Sources of Uncertainty and Subjective Prices," Working Papers 628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    2. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
    3. Peter Van Tassel & Erik Vogt, 2016. "Global variance term premia and intermediary risk appetite," Staff Reports 789, Federal Reserve Bank of New York.
    4. Peter Van Tassel, 2018. "Relative pricing and risk premia in equity volatility markets," Staff Reports 867, Federal Reserve Bank of New York.
    5. Bardgett, Chris & Gourier, Elise & Leippold, Markus, 2019. "Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets," Journal of Financial Economics, Elsevier, vol. 131(3), pages 593-618.
    6. Peter Van Tassel, 2017. "Global Variance Term Premia and Intermediary Risk Appetite," 2017 Meeting Papers 149, Society for Economic Dynamics.

  2. Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2015. "Asset Pricing with Horizon-Dependent Risk Aversion," 2015 Meeting Papers 1069, Society for Economic Dynamics.

    Cited by:

    1. Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015. "The Price of Variance Risk," NBER Working Papers 21182, National Bureau of Economic Research, Inc.
    2. Roberto Marfè, 2015. "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks 407, Collegio Carlo Alberto.
    3. Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
    4. Yichuan Wang & Thomas M. Eisenbach & Martin C. Schmalz & Marianne Andries, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
    5. Epper, Thomas & Fehr-Duda, Helga, 2017. "A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events," Economics Working Paper Series 1705, University of St. Gallen, School of Economics and Political Science.

  3. Valentin Haddad & Marianne Andries, 2014. "Information Aversion," 2014 Meeting Papers 1091, Society for Economic Dynamics.

    Cited by:

    1. Gabaix, Xavier, 2018. "Behavioral Inattention," CEPR Discussion Papers 13268, C.E.P.R. Discussion Papers.
    2. Thomas M. Eisenbach & Martin C. Schmalz, 2015. "Anxiety and pro-cyclical risk taking with Bayesian agents," Staff Reports 711, Federal Reserve Bank of New York, revised 01 Dec 2015.

  4. 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, revised 01 Jan 2017.

    Cited by:

    1. V. Cappelli & S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & S. Minardi, 2018. "Sources of Uncertainty and Subjective Prices," Working Papers 628, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    2. Yichuan Wang & Thomas M. Eisenbach & Martin C. Schmalz & Marianne Andries, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
    3. Thomas M. Eisenbach & Martin C. Schmalz, 2013. "Anxiety in the face of risk," Staff Reports 610, Federal Reserve Bank of New York, revised 01 Dec 2015.
    4. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
    5. Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019. "The Resolution of Long-Run Risk," The School of Economics Discussion Paper Series 1908, Economics, The University of Manchester.
    6. Ai, Hengjie & Croce, Mariano Massimiliano & Diercks, Anthony & Li, Kai, 2018. "News Shocks and the Production-Based Term Structure of Equity Returns," CEPR Discussion Papers 12661, C.E.P.R. Discussion Papers.
    7. Michael Weber, 2016. "Cash Flow Duration and the Term Structure of Equity Returns," NBER Working Papers 22520, National Bureau of Economic Research, Inc.

  5. Marianne Andries, 2012. "Consumption-based Asset Pricing Loss Aversion," 2012 Meeting Papers 571, Society for Economic Dynamics.

    Cited by:

    1. Yichuan Wang & Thomas M. Eisenbach & Martin C. Schmalz & Marianne Andries, 2015. "The term structure of the price of variance risk," Staff Reports 736, Federal Reserve Bank of New York.
    2. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
    3. Pagel, Michaela, 2012. "Expectations-Based Reference-Dependent Preferences and Asset Pricing," MPRA Paper 47933, University Library of Munich, Germany.
    4. Nicholas C. Barberis, 2012. "Thirty Years of Prospect Theory in Economics: A Review and Assessment," NBER Working Papers 18621, National Bureau of Economic Research, Inc.
    5. Guasoni, Paolo & Huberman, Gur & Ren, Dan, 2014. "Shortfall Aversion," CEPR Discussion Papers 10064, C.E.P.R. Discussion Papers.
    6. Svetlozar Rachev & Stoyan Stoyanov & Stefan Mittnik & Frank J. Fabozzi & Abootaleb Shirvani, 2017. "Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach," Papers 1710.03211, arXiv.org, revised Feb 2020.
    7. Emil Iantchev, 2013. "Asset-Pricing Implications of Biologically Based Non-Expected Utility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 497-510, July.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models & Prospect Theory (6) 2013-04-20 2015-01-09 2015-02-28 2015-10-25 2017-04-23 2017-11-05. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2013-04-20 2015-02-28 2015-10-25. Author is listed
  3. NEP-EXP: Experimental Economics (3) 2015-02-28 2017-04-23 2017-11-05. Author is listed
  4. NEP-RMG: Risk Management (3) 2015-01-09 2015-08-25 2018-04-09. Author is listed
  5. NEP-MIC: Microeconomics (2) 2015-02-28 2017-04-23
  6. NEP-AGR: Agricultural Economics (1) 2016-12-04
  7. NEP-CBE: Cognitive & Behavioural Economics (1) 2017-04-23
  8. NEP-ENV: Environmental Economics (1) 2016-12-04
  9. NEP-FMK: Financial Markets (1) 2015-10-25
  10. NEP-MAC: Macroeconomics (1) 2017-11-05
  11. NEP-NEU: Neuroeconomics (1) 2017-04-23

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