Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

16 references·16 citing·40 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
1985A Theory of the Term Structure of Interest Rates8,333 cited
1973Theory of Rational Option Pricing8,060 cited
1997Credit Cycles5,254 cited
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
1933The Debt-Deflation Theory of Great Depressions2,516 cited
2009This Time Is Different2,361 cited
1996The Financial Accelerator and the Flight to Quality2,351 cited
2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
1964A Monetary History of the United States 1867-19602,110 cited
2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
1988The equity risk premium a solution1,397 cited
2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2013

Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

914 cited

Cited by

2014Inflating Away the Public Debt? An Empirical Assessment114 cited
2018The term structure of CDS spreads and sovereign credit risk106 cited
2021The TIPS Liquidity Premium60 cited
2017Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities60 cited
2020Benchmark interest rates when the government is risky55 cited
2019Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison53 cited
2019Corporate Social Responsibility and the Term Structure of CDS Spreads36 cited
2025How Likely Is an Inflation Disaster?33 cited
2018Disagreement beta31 cited
2020Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis26 cited
2021What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices24 cited
2023Undisclosed material inflation risk19 cited
2019Dissecting the Yield Curve: The International Evidence18 cited
2018The eurozone (expected) inflation: An option's eyes view17 cited
2024Risk Premia at the ZLB: A Macroeconomic Interpretation16 cited
2023Balance of Risks and the Anchoring of Consumer Expectations12 cited