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An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
16 references·16 citing·47 second hopsampled
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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992The Cross-Section of Expected Stock Returns17,251 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
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,801 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1981Intertemporal Substitution in Consumption1,397 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited
  • 2001Stock Return Predictability: Is it There?897 cited
  • 2009Rare Disasters, Asset Prices, and Welfare Costs856 cited
  • 2008Consumption Strikes Back? Measuring Long‐Run Risk753 cited
  • 2010What's Vol Got to Do with It684 cited

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1988
Variable Trends in Economic Time Series
673 cited
  • 2005Consumption, Dividends, and the Cross Section of Equity Returns570 cited
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