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How Much Would You Pay to Resolve Long-Run Risk?

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Ton S. van den Bremer & Rick van der Ploeg, 2018. "Pricing Carbon Under Economic and Climatic Risks: Leading-Order Results from Asymptotic Analysis," OxCarre Working Papers 203, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  2. Olijslager, Stan & van Wijnbergen, Sweder, 2019. "Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences," CEPR Discussion Papers 13708, C.E.P.R. Discussion Papers.
  3. repec:eee:jfinec:v:128:y:2018:i:2:p:207-233 is not listed on IDEAS
  4. repec:bla:jfinan:v:72:y:2017:i:1:p:415-460 is not listed on IDEAS
  5. Patrick DeJarnette & David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2014. "Time Lotteries and Stochastic Impatience," PIER Working Paper Archive 18-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 13 Jun 2018.
  6. Tarek A. Hassan & Thomas M. Mertens, 2017. "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, vol. 107(4), pages 1059-1103, April.
  7. Patrick DeJarnette & David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2015. "Time Lotteries," PIER Working Paper Archive 15-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 31 Jul 2015.
  8. David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2018. "Stochastic Impatience and the Separation of Time and Risk Preferences," PIER Working Paper Archive 18-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 08 Sep 2018.
  9. repec:spr:jbuscr:v:13:y:2017:i:2:d:10.1007_s41549-017-0019-4 is not listed on IDEAS
  10. Tatyana Marchuk & Christian Schlag & Mariano Croce, 2017. "The Leading Premium," 2017 Meeting Papers 1251, Society for Economic Dynamics.
  11. George M. Constantinides & Anisha Ghosh, 2017. "Asset Pricing with Countercyclical Household Consumption Risk," Journal of Finance, American Finance Association, vol. 72(1), pages 415-460, February.
  12. Klaus Adam & Albert Marcet & Johannes Beutel, 2017. "Stock Price Booms and Expected Capital Gains," American Economic Review, American Economic Association, vol. 107(8), pages 2352-2408, August.
  13. Burkhard Heer & Alfred Maußner & Halvor Ruf, 2017. "Q-Targeting in New Keynesian Models," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 189-224, November.
  14. Hasler, Michael & Marfè, Roberto, 2016. "Disaster recovery and the term structure of dividend strips," Journal of Financial Economics, Elsevier, vol. 122(1), pages 116-134.
  15. Anastasios G Karantounias, 2018. "Optimal Fiscal Policy with Recursive Preferences," Review of Economic Studies, Oxford University Press, vol. 85(4), pages 2283-2317.
  16. Frank N. Caliendo & Maria Casanova & Aspen Gorry & Sita Slavov, 2016. "The Welfare Cost of Retirement Uncertainty," NBER Working Papers 22609, National Bureau of Economic Research, Inc.
  17. Hengjie Ai & Ravi Bansal, 2016. "Risk Preferences and The Macro Announcement Premium," NBER Working Papers 22527, National Bureau of Economic Research, Inc.
  18. Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018. "An Intertemporal CAPM with stochastic volatility," LSE Research Online Documents on Economics 69634, London School of Economics and Political Science, LSE Library.
  19. repec:oup:revfin:v:21:y:2017:i:3:p:945-985. is not listed on IDEAS
  20. van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
  21. repec:eee:jetheo:v:181:y:2019:i:c:p:274-288 is not listed on IDEAS
  22. Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018. "An intertemporal CAPM with stochastic volatility," Journal of Financial Economics, Elsevier, vol. 128(2), pages 207-233.
  23. Daria Pignalosa, 2018. "The Role Of The Utility Function In The Estimation Of Preference Parameters," Departmental Working Papers of Economics - University 'Roma Tre' 0235, Department of Economics - University Roma Tre.
  24. Tyler Abbot, 2017. "General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences," Papers 1706.05877, arXiv.org, revised Jun 2018.
  25. Tom Engsted & Thomas Q. Pedersen, 2018. "Disappearing money illusion," CREATES Research Papers 2018-24, Department of Economics and Business Economics, Aarhus University.
  26. Pierlauro Lopez, 2016. "Welfare Implications of the Term Structure of Returns: Should Central Banks Fill Gaps or Remove Volatility?," 2016 Meeting Papers 742, Society for Economic Dynamics.
  27. repec:aea:aecrev:v:108:y:2018:i:8:p:2212-45 is not listed on IDEAS
  28. repec:eee:jfinec:v:126:y:2017:i:3:p:668-688 is not listed on IDEAS
  29. AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.
  30. repec:pal:genrir:v:43:y:2018:i:1:d:10.1057_s10713-018-0030-2 is not listed on IDEAS
  31. Croce, Mariano Massimiliano & Marchuk, Tatyana & Schlag, Christian, 2018. "The Leading Premium," CEPR Discussion Papers 12631, C.E.P.R. Discussion Papers.
  32. P. Lopez, 2014. "The Term Structure of the Welfare Cost of Uncertainty," Working papers 521, Banque de France.
  33. Ravi Bansal & Hengjie Ai, 2016. "Macro Announcement Premium and Risk Preferences," 2016 Meeting Papers 715, Society for Economic Dynamics.
  34. repec:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0030-2 is not listed on IDEAS
  35. Martin M. Andreasen, 2019. "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers 2019-11, Department of Economics and Business Economics, Aarhus University.
  36. repec:bla:eufman:v:24:y:2018:i:3:p:331-361 is not listed on IDEAS
  37. Elena Mattana & Ettore Panetti, 2017. "The Welfare Costs of Self-Fulfilling Bank Runs," Working Papers REM 2017/17, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  38. Frank N. Caliendo & Aspen Gorry & Sita Slavov, 2015. "The Cost of Uncertainty about the Timing of Social Security Reform," NBER Working Papers 21585, National Bureau of Economic Research, Inc.
  39. John H. Cochrane, 2017. "Macro-Finance," Review of Finance, European Finance Association, vol. 21(3), pages 945-985.
  40. Lopez, Pier & Lopez-Salido, J. David & Vazquez-Grande, Francisco, 2015. "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series 2015-64, Board of Governors of the Federal Reserve System (US).
  41. repec:bla:jecsur:v:31:y:2017:i:1:p:226-257 is not listed on IDEAS
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