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Aggregate income risks and hedging mechanisms
16 references·2 citing·36 second hop
Aggregate income risks and hedging mechanisms (1995)Aggregate income risks and hedging mechan…Understanding Risk and Return (1993)Understanding Risk and ReturnThe Stock Market, Profit, and Investment (1993)The Stock Market, Profit, and…International Real Business Cycles (1992)International Real Business C…Convergence (1992)ConvergenceThe Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)The Penn World Table (Mark 5)…Economic Growth in a Cross Section of Countries (1991)Economic Growth in a Cross Se…The Stock Market and Investment: Is the Market a Sideshow? (1990)The Stock Market and Investme…Tastes and Technology in a Two-Country Model of the Business Cycle : Explaining International Co-Movements (1990)Tastes and Technology in a Tw…Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Se…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…A NEW SET OF INTERNATIONAL COMPARISONS OF REAL PRODUCT AND PRICE LEVELS ESTIMATES FOR 130 COUNTRIES, 1950–1985 (1988)A NEW SET OF INTERNATIONAL CO…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Aggregate Dynamics and Staggered Contracts (1980)Aggregate Dynamics and Stagge…THE DEMAND FOR RISKY ASSETS (1977)THE DEMAND FOR RISKY ASSETSLong-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Long-Term Contracts, Rational…International Portfolio Allocation under Model Uncertainty (2012)International Portfolio Alloc…HEDGING BUSINESS CYCLE RISK WITH MACRO SWAPS AND OPTIONS (1992)HEDGING BUSINESS CYCLE RISK W…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Econometric policy evaluation: A critique (1976)Alternative Explanations of the Money-Income Correlation (1986)Hysteresis and the European Unemployment Problem (1986)Macroeconomic Policy in a Two-Party System as a Repeated Game (1987)The Role of Monetary Policy (1995)A Contribution to the Theory of Economic Growth (1956)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)Some International Evidence on Output-Inflation Tradeoffs. (1973)Staggered prices in a utility-maximizing framework (1983)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)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)Trying to Explain Home Bias in Equities and Consumption (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)A Mathematical Theory of Saving (1928)The Origins of Endogenous Growth (1994)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Endogenous Growth Theory (2018)Alternative projections of mortality and disability by cause 1990–2020: Global Burden of Disease Study (1997)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)Greed and grievance in civil war (2004)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Presidential Address: Discount Rates (2011)
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References

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  • 1992Convergence4,197 cited
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  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
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  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
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  • 1990The Stock Market and Investment: Is the Market a Sideshow?737 cited

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  • 1993The Stock Market, Profit, and Investment638 cited
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    • 2012International Portfolio Allocation under Model Uncertainty39 cited
    • 1992HEDGING BUSINESS CYCLE RISK WITH MACRO SWAPS AND OPTIONS28 cited