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Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle
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Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle (2005)Why Are Returns on Swiss Franc Assets So …Rare Events and the Equity Premium (2005)Rare Events and the Equity Pr…New Facts in Finance (2000)New Facts in FinanceGlobal Stock Markets in the Twentieth Century (1999)Global Stock Markets in the T…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …21 Peso problems: Their theoretical and empirical implications (1996)21 Peso problems: Their theor…The Specie Standard as a Contingent Rule: Some Evidence for Core and Peripheral Countries, 1880-1990 (1994)The Specie Standard as a Cont…Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Intertemporal Substitution in Consumption (1988)Learning, Structural Instability, and Present Value Calculations (2007)SHAKEOUTS AND MARKET CRASHES* (2007)A meta-analysis of the equity premium (2012)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)CAPM Over the Long-Run: 1926-2001 (2003)Regime Changes and Financial Markets (2011)The Carry Trade: Risks and Drawdowns (2017)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Credit Rationing in Markets with Imperfect Information (1981)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Domestic Responses to Capital Market Internationalization Under the Gold Standard, 1870–1914 (1998)The drachma, foreign creditors, and the international monetary system: tales of a currency during the 19th and the early 20th centuries (2004)Financial Market Integration Over the Long Run: Is there a U-shape? (2011)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)A Century of Stock Market Liquidity and Trading Costs (2002)Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (2002)Dynamic Asset Allocation with Event Risk (2003)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Investor Psychology and Asset Pricing (2001)Exchange Rates and Fundamentals (2005)Carry Trades and Currency Crashes (2008)Stock Market Liberalizations and the Repricing of Systematic Risk (2001)International stock return predictability under model uncertainty (2010)The Paradox of Asset Pricing (2013)
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References

  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1999Global Stock Markets in the Twentieth Century515 cited
  • 2005Rare Events and the Equity Premium89 cited
  • 199621 Peso problems: Their theoretical and empirical implications85 cited
  • 1994The Specie Standard as a Contingent Rule: Some Evidence for Core and Peripheral Countries, 1880-199079 cited
  • 2000New Facts in Finance71 cited

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