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Sovereign Default Risk and Uncertainty Premia
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Sovereign Default Risk and Uncertainty Premia (2016)Sovereign Default Risk and Uncertainty Pr…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Ambiguity, Information Quality, and Asset Pricing (2008)Ambiguity, Information Qualit…Default Risk and Income Fluctuations in Emerging Economies (2007)Default Risk and Income Fluct…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Recursive multiple-priors (2003)Recursive multiple-priorsAmbiguity, Risk, and Asset Returns in Continuous Time (2002)Ambiguity, Risk, and Asset Re…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)Quadrature-Based Methods for …Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE (1988)THE EQUITY PREMIUM PUZZLE AND…The equity premium: A puzzle (1985)The equity premium: A puzzleDebt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…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)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Defaultable debt, interest rates and the current account (2005)Presidential Address: Discount Rates (2011)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Equity Volatility and Corporate Bond Yields (2003)Corporate Yield Spreads and Bond Liquidity (2007)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Debt, Deficits, and Finite Horizons (1985)Myopic Loss Aversion and the Equity Premium Puzzle (1993)Risk, Ambiguity, and the Savage Axioms (1961)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Investment, Capacity Utilization and the Real Business Cycle (1986)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Sudden Stops, Financial Crises, and Leverage (2010)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)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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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
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
  • 2003Recursive multiple-priors

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868 cited
  • 2008Ambiguity, Information Quality, and Asset Pricing831 cited
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