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Cited by:
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October.
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 688-705, July.
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CEPR Discussion Papers
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Econometric Society 2004 Latin American Meetings
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Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(3), pages 493-512, April.
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- Mr. Tom Krebs & Mr. Pravin Krishna & Mr. William Maloney, 2013.
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IMF Working Papers
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"How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?,"
The Review of Economics and Statistics, MIT Press, vol. 102(4), pages 731-748, October.
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 65-90, April.
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""Overreaction" of Asset Prices in General Equilibrium,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(1), pages 3-35, January.
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Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 642-685, June.
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"Portfolio Choice and Liquidity Constraints,"
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"Numerical Simulation Of Nonoptimal Dynamic Equilibrium Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 83-110, February.
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- Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manual Santos, 2009. "Numerical Simulation of Nonoptimal Dynamic Equilibrium Models," Working Papers 0912, University of Miami, Department of Economics.
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"Overborrowing, financial crises and ‘macro-prudential’ taxes,"
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"Margin requirements and equilibrium asset prices,"
Journal of Monetary Economics, Elsevier, vol. 52(2), pages 449-475, March.
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- Betermier, Sebastien & Jansson, Thomas & Parlour, Christine A. & Walden, Johan, 2011. "Hedging Labor Income Risk," Working Paper Series 255, Sveriges Riksbank (Central Bank of Sweden).
- Krusell, Per & Mukoyama, Toshihiko & Smith Jr., Anthony A., 2011.
"Asset prices in a Huggett economy,"
Journal of Economic Theory, Elsevier, vol. 146(3), pages 812-844, May.
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"Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty,"
Journal of Finance, American Finance Association, vol. 75(1), pages 323-375, February.
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- Hui Chen & Michael Michaux & Nikolai Roussanov, 2013. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," NBER Working Papers 19421, National Bureau of Economic Research, Inc.
- Michele Boldrin & Lawrence J. Christiano & Jonas D. M. Fisher, 2000. "Habit persistence, asset returns and the business cycle," Staff Report, Federal Reserve Bank of Minneapolis.
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"Asset returns in an endogenous growth model with incomplete markets,"
Journal of Economic Dynamics and Control,
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"High-Order Consumption Moments and Asset Pricing,"
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"Liquidity and Asset Prices: A Unified Framework,"
NBER Working Papers
15215, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & Wang, Jiang, 2009. "Liquidity and asset prices: a united framework," LSE Research Online Documents on Economics 29303, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Wang, Jiang, 2009. "Liquidity and Asset Prices: A Unified Framework," CEPR Discussion Papers 7410, C.E.P.R. Discussion Papers.
- Dimitri Vayanos & Jiang Wang, 2009. "Liquidity and Asset Prices: A Unified Framework," FMG Discussion Papers dp639, Financial Markets Group.
- Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2017.
"The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium,"
Journal of Political Economy, University of Chicago Press, vol. 125(1), pages 140-223.
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- Dimitri Vayanos & Pierre‐Olivier Weill, 2008.
"A Search‐Based Theory of the On‐the‐Run Phenomenon,"
Journal of Finance, American Finance Association, vol. 63(3), pages 1361-1398, June.
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- Vayanos, Dimitri & Weill, Pierre-Olivier, 2007. "A search-based theory of the on-the-run phenomenon," LSE Research Online Documents on Economics 24474, London School of Economics and Political Science, LSE Library.
- Pierre-Olivier Weill & Dimitri Vayanos, 2007. "A Search-Based Theory of the On-the-Run Phenomenon," FMG Discussion Papers dp577, Financial Markets Group.
- Vayanos, Dimitri & Weill, Pierre-Olivier, 2006. "A Search-Based Theory of the On-the-Run Phenomenon," CEPR Discussion Papers 5965, C.E.P.R. Discussion Papers.
- Pierre-Olivier Weill & Dimitri Vayanos, 2005. "A Search-Based Theory of the On-the-Run Phenomenon," 2005 Meeting Papers 701, Society for Economic Dynamics.
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"Dynamic market participation and endogenous information aggregation,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 491-517.
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"Long-Term Asset Price Volatility and Macroeconomics Fluctations,"
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"Capital income taxation and risk taking under prospect theory,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(4), pages 554-573, August.
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"Quantum Technology for Economists,"
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"Incomplete-market dynamics in a neoclassical production economy,"
Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 407-438, August.
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"Hedging Labor Income Risk over the Life-Cycle,"
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"Investor Psychology and Asset Pricing,"
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"Fat tails and spurious estimation of consumption‐based asset pricing models,"
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"Search and endogenous concentration of liquidity in asset markets,"
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"Portfolio Choice in the Presence of Personal Illiquid Projects,"
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"Can a financial transaction tax prevent stock price booms?,"
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"Foreign Ownership of U.S. Safe Assets: Good or Bad?,"
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"Endogenous Uncertainty and Market Volatility,"
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"Incomplete Markets and Volatility,"
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"Disaster risk and asset returns: An international perspective,"
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"Stock Market Participation: The Role of Human Capital,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 1-18, January.
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"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],"
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"Market Liquidity -- Theory and Empirical Evidence,"
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"The Equity Premium and the One Percent,"
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