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The Term Structure of the Welfare Cost of Uncertainty
16 references·5 citing·39 second hop
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 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
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 1969Economics and Information Theory2,117 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

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1,527 cited
  • 1987Models of business cycles1,509 cited
  • Cited by

    • 2015Why Financial Advice Cannot Substitute for Financial Literacy?22 cited
    • 2014Euro Area Business Cycles in Turbulent Times: Convergence or Decoupling?21 cited
    • 2014Trade Networks and Colonial Trade Spillovers16 cited
    • 2015Globalization, Market Structure and the Flattening of the Phillips Curve13 cited
    • 2015Nominal Rigidities and the Term Structures of Equity and Bond Returns12 cited