SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Evaluating international consumption risk sharing gains: An asset return view
16 references·4 citing·35 second hop
Evaluating international consumption risk sharing gains: An asset return view (2014)Evaluating international consumption risk…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…The Equity Premium (2002)The Equity PremiumRisks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Trying to Explain Home Bias in Equities and Consumption (1999)Trying to Explain Home Bias i…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Home bias and high turnover (1995)Home bias and high turnoverIntertemporal Asset Pricing Without Consumption Data (1992)Intertemporal Asset Pricing W…International Real Business Cycles (1992)International Real Business C…Nonexpected Utility in Macroeconomics (1990)Nonexpected Utility in Macroe…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…The equity risk premium a solution (1988)The equity risk premium a sol…THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …The equity premium: A puzzle (1985)The equity premium: A puzzleUncertainty and Economic Activity: A Multicountry Perspective (2019)Uncertainty and Economic Acti…Real exchange rate variability in a two-country business cycle model (2017)Real exchange rate variabilit…International business cycles and risk sharing with uncertainty shocks and recursive preferences (2016)International business cycles…Financial Flows and the International Monetary System (2015)Financial Flows and the Inter…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Consumption of Stockholders and Non-Stockholders (1990)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Short- Term Interest Rates as Predictors of Inflation (2021)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)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Time to Build and Aggregate Fluctuations (1982)Theory ahead of business-cycle measurement (1986)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)An Intertemporal Capital Asset Pricing Model (1973)Noise Trader Risk in Financial Markets (1990)Indivisible labor and the business cycle (1985)Occupational Choice and the Process of Development (1993)The Theory of Incentives: The Principal-Agent Model (2001)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 1992International Real Business Cycles1,842 cited
  • 1988The equity risk premium a solution1,397 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 1999Trying to Explain Home Bias in Equities and Consumption1,364 cited
  • 2002The Equity Premium1,331 cited
  • 1995Home bias and high turnover1,245 cited
  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 1992

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

Intertemporal Asset Pricing Without Consumption Data
954 cited

Cited by

  • 2019Uncertainty and Economic Activity: A Multicountry Perspective86 cited
  • 2016International business cycles and risk sharing with uncertainty shocks and recursive preferences32 cited
  • 2015Financial Flows and the International Monetary System30 cited
  • 2017Real exchange rate variability in a two-country business cycle model26 cited