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Macro Implications of Household Finance

Author

Listed:
  • Harold L. Cole

    (University of Pennsylvania)

  • Hanno

    (Lustig, UCLA and NBER)

  • YiLi Chien

    (Purdue University)

Abstract

households with better insurance against idiosyncratic risk adopt more `aggressive' trading strategies in equilibrium.

Suggested Citation

  • Harold L. Cole & Hanno & YiLi Chien, 2007. "Macro Implications of Household Finance," 2007 Meeting Papers 479, Society for Economic Dynamics.
    • Handle: RePEc:red:sed007:479
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    File URL: https://red-files-public.s3.amazonaws.com/meetpapers/2007/paper_479.pdf
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    Citations

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    Cited by:

    1. Georgy Chabakauri, 2012. "Asset Pricing with Heterogeneous Investors and Portfolio Constraints," FMG Discussion Papers dp707, Financial Markets Group.
    2. Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013. "The Wealth-Consumption Ratio," The Review of Asset Pricing Studies, Oxford University Press, vol. 3(1), pages 38-94.
    3. Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Rational Attention Allocation Over the Business Cycle," NBER Working Papers 15450, National Bureau of Economic Research, Inc.
    4. Chien, YiLi & Naknoi, Kanda, 2015. "The risk premium and long-run global imbalances," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 299-315.
    5. De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk premiums and macroeconomic dynamics in a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1680-1699, September.
    6. Jianwei Lin & Gechun Liang & Sen Wu & Harry Zheng, 2011. "The Valuation Of The Basket Cds In A Primary-Subsidiary Model," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(02), pages 213-238.
    7. Casu, Barbara & Girardone, Claudia, 2010. "Integration and efficiency convergence in EU banking markets," Omega, Elsevier, vol. 38(5), pages 260-267, October.
    8. Clapp, Jennifer & Moseley, William G. & Burlingame, Barbara & Termine, Paola, 2022. "Viewpoint: The case for a six-dimensional food security framework," Food Policy, Elsevier, vol. 106(C).
    9. Sánchez-Cano, Julieta Evangelina, 2012. "The public policies of the mexican agricutural sector in the framework of the international economy," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(33), pages 45-77, primer tr.
    10. Kollmann, Robert, 2009. "Domestic Financial Frictions: Implications for International Risk Sharing, Real Exchange Rate Volatility and International Business Cycles," MPRA Paper 70348, University Library of Munich, Germany.

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