2

‘First-order’ risk aversion and the equity premium puzzle

Year:
1990
Language:
english
File:
PDF, 1.29 MB
english, 1990
4

Sources of Entropy in Representative Agent Models

Year:
2014
Language:
english
File:
PDF, 621 KB
english, 2014
6

Generalized Disappointment Aversion and Asset Prices

Year:
2010
Language:
english
File:
PDF, 804 KB
english, 2010
8

Are behavioral asset-pricing models structural?

Year:
2002
Language:
english
File:
PDF, 149 KB
english, 2002
9

Generalized Disappointment Aversion and Asset Prices

Year:
2010
Language:
english
File:
PDF, 2.80 MB
english, 2010
10

Exotic Preferences for Macroeconomists

Year:
2004
Language:
english
File:
PDF, 4.50 MB
english, 2004
12

Prices as factors: Approximate aggregation with incomplete markets

Year:
2002
Language:
english
File:
PDF, 291 KB
english, 2002
13

Fractional integration with drift: estimation in small samples

Year:
1997
Language:
english
File:
PDF, 730 KB
english, 1997
14

Persistent deficits and the market value of government debt

Year:
1991
Language:
english
File:
PDF, 922 KB
english, 1991
15

Model uncertainty and liquidity

Year:
2009
Language:
english
File:
PDF, 3.17 MB
english, 2009
16

Real business-cycle realizations

Year:
1997
Language:
english
File:
PDF, 1.51 MB
english, 1997
17

The independence axiom and asset returns

Year:
2001
Language:
english
File:
PDF, 398 KB
english, 2001
19

SPLINE APPROXIMATIONS TO VALUE FUNCTIONS

Year:
1997
Language:
english
File:
PDF, 712 KB
english, 1997
22

Risk and ambiguity in models of business cycles

Year:
2015
Language:
english
File:
PDF, 736 KB
english, 2015
26

Comment

Year:
1986
Language:
english
File:
PDF, 330 KB
english, 1986
28

Persistent Deficits and the Market Value of Government Debt

Year:
1991
Language:
english
File:
PDF, 582 KB
english, 1991
30

Exotic Preferences for Macroeconomists

Year:
2004
Language:
english
File:
PDF, 4.76 MB
english, 2004
32

Term Premium Dynamics and the Taylor Rule

Year:
2017
Language:
english
File:
PDF, 418 KB
english, 2017