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Variable Rare Disasters: An Exactly Solved Model for Ten Puzzles in Macro-Finance
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Cited by

  • 2011Sources of Entropy in Representative Agent Models71 cited
  • 2012Self-Fulfilling Risk Panics59 cited
  • 2011Disasterization: A Simple Way to Fix the Asset Pricing Properties of Macroeconomic Models54 cited
  • 2010Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk41 cited
  • 2010Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation37 cited
  • 2011The Variance Risk Premium Around the World29 cited
  • 2011Nominal Bonds, Real Bonds, and Equity27 cited
  • 2010Affine Disagreement and Asset Pricing23 cited
  • 2009Attention Allocation Over the Business Cycle20 cited
  • 2013Production-Based Term Structure of Equity Returns19 cited
  • 2010Optimal fiscal and monetary policies in the face of rare disasters17 cited
  • 2009Real-financial interactions in macro-finance models10 cited

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