SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asset Prices and Real Exchange Rates with Deep Habits
16 references·3 citing·37 second hop
Asset Prices and Real Exchange Rates with Deep Habits (2014)Asset Prices and Real Exchange Rates with…Value and Momentum Everywhere (2013)Value and Momentum EverywhereCommon Risk Factors in Currency Markets (2011)Common Risk Factors in Curren…Forecasting Volatility in Financial Markets: A Review (2003)Forecasting Volatility in Fin…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Foundations of International Macroeconomics (1997)Foundations of International …By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)Optimal Portfolio and Consump…Forward and spot exchange rates (1984)Forward and spot exchange rat…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?Dynamics of the Trade Balance…International trade and the risk in bilateral exchange rates (2023)International trade and the r…International R&D spillovers and asset prices (2019)International R&D spillovers …Not so disconnected: Exchange rates and the capital stock (2016)Not so disconnected: Exchange…Optimum consumption and portfolio rules in a continuous-time model (1971)The Pricing of Options and Corporate Liabilities (1973)Martingales and arbitrage in multiperiod securities markets (1979)Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Strategic Asset Allocation (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)… and the Cross-Section of Expected Returns (2015)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Time Series Momentum (2011)Does Academic Research Destroy Stock Return Predictability? (2015)The Limits of Financial Globalization (2005)An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)Cultural Biases in Economic Exchange? * (2009)Asymmetric Volatility and Risk in Equity Markets (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
this work references cited by second hop

References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models1,148 cited
  • 1987Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon1,106 cited
  • 2011Common Risk Factors in Currency Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,079 cited
  • n.d.Dynamics of the Trade Balance and the Terms of Trade: The J-Curve?963 cited
  • Cited by

    • 2016Not so disconnected: Exchange rates and the capital stock29 cited
    • 2019International R&D spillovers and asset prices25 cited
    • 2023International trade and the risk in bilateral exchange rates23 cited