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Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?
16 references·10 citing·33 second hop
Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations? (2003)Discounting the Distant Future: How Much …The Economics of Global Warming (1992) (2021)The Economics of Global Warmi…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model (1992)Interest Rate Volatility and …An Empirical Comparison of Alternative Models of the Short-Term Interest Rate (1992)An Empirical Comparison of Al…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Time Series Regression with a Unit Root (1987)Time Series Regression with a…An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Mathematical Theory of Saving (1928)A Mathematical Theory of Savi…The Social Cost of Carbon: Advances in Long-Term Probabilistic Projections of Population, GDP, Emissions, and Discount Rates (2022)The Social Cost of Carbon: Ad…Social, Economic, and Ethical Concepts and Methods (2015)Social, Economic, and Ethical…Dyskontowanie jako przedmiot badań interdyscyplinarnych: ekonomii behawioralnej, etyki oraz teorii zrównoważonego rozwoju (2015)Dyskontowanie jako przedmiot …Discounting Disentangled (2015)Discounting DisentangledHow Should Benefits and Costs Be Discounted in an Inter-generational Context? (2014)How Should Benefits and Costs…How Should Benefits and Costs Be Discounted in an Intergenerational Context? The Views of an Expert Panel (2013)How Should Benefits and Costs…The Choice of Discount Rate for Climate Change Policy Evaluation (2012)The Choice of Discount Rate f…Gamma Discounting and the Combination of Forecasts (2010)Gamma Discounting and the Com…How Large are the Welfare Gains from Technological Innovation Induced by Environmental Policies? (2003)How Large are the Welfare Gai…Allocating Risks in a Domestic Greenhouse Gas Trading System (2003)Allocating Risks in a Domesti…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)An Intertemporal Capital Asset Pricing Model (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Optimum consumption and portfolio rules in a continuous-time model (1971)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Dynamic Asset Pricing Theory. (1993)Increasing Returns and Long-Run Growth (1986)Government Spending in a Simple Model of Endogeneous Growth (1990)The Economics of Climate Change (2007)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Capital markets research in accounting (2001)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1928A Mathematical Theory of Saving5,834 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
  • 2021The Economics of Global Warming (1992)1,073 cited
  • 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model

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Cited by

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  • 2022The Social Cost of Carbon: Advances in Long-Term Probabilistic Projections of Population, GDP, Emissions, and Discount Rates114 cited
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  • 2003How Large are the Welfare Gains from Technological Innovation Induced by Environmental Policies?83 cited
  • 2013How Should Benefits and Costs Be Discounted in an Intergenerational Context? The Views of an Expert Panel75 cited
  • 2012The Choice of Discount Rate for Climate Change Policy Evaluation73 cited
  • 2015Discounting Disentangled53 cited
  • 2014How Should Benefits and Costs Be Discounted in an Inter-generational Context?36 cited
  • 2010Gamma Discounting and the Combination of Forecasts9 cited
  • 2015Dyskontowanie jako przedmiot badań interdyscyplinarnych: ekonomii behawioralnej, etyki oraz teorii zrównoważonego rozwoju0 cited