-
1
-
-
21844504524
-
Uninsured idiosyncratic risk and aggregate saving
-
Aiyagari, S.R., 1994. Uninsured idiosyncratic risk and aggregate saving. Quarterly Journal of Economics 109 (3), 659-684.
-
(1994)
Quarterly Journal of Economics
, vol.109
, Issue.3
, pp. 659-684
-
-
Aiyagari, S.R.1
-
2
-
-
44949278227
-
Asset returns with transaction costs and uninsured individual risk
-
Aiyagari, S.R., Gertler, M., 1991. Asset returns with transaction costs and uninsured individual risk. Journal of Monetary Economics 27 (3), 311-331.
-
(1991)
Journal of Monetary Economics
, vol.27
, Issue.3
, pp. 311-331
-
-
Aiyagari, S.R.1
Gertler, M.2
-
3
-
-
0002738496
-
'Overreaction' of asset prices in general equilibrium
-
Aiyagari, S.R., Gertler, M., 1999. 'Overreaction' of asset prices in general equilibrium. Review of Economic Dynamics 2 (1), 3-35.
-
(1999)
Review of Economic Dynamics
, vol.2
, Issue.1
, pp. 3-35
-
-
Aiyagari, S.R.1
Gertler, M.2
-
4
-
-
84881638477
-
Quantitative asset pricing implications of endogenous solvency constraints
-
Federal Reserve Bank of Philadelphia Reserach Research working paper 99/05
-
Alvarez, F., Jermann, U. R., 2000. Quantitative asset pricing implications of endogenous solvency constraints. Federal Reserve Bank of Philadelphia Reserach Research working paper 99/05.
-
(2000)
-
-
Alvarez, F.1
Jermann, U.R.2
-
5
-
-
84993661364
-
Accounting for forward rates in markets for foreign currency
-
Backus, D.K., Gregory, A.W., Telmer, C.I., 1993. Accounting for forward rates in markets for foreign currency. Journal of Finance 48 (5), 1887-1908.
-
(1993)
Journal of Finance
, vol.48
, Issue.5
, pp. 1887-1908
-
-
Backus, D.K.1
Gregory, A.W.2
Telmer, C.I.3
-
6
-
-
0029536933
-
Business cycles and the asset structure of foreign trade
-
Baxter, M., Crucini, M.J., 1995. Business cycles and the asset structure of foreign trade. International Economic Review 36 (4), 821-854.
-
(1995)
International Economic Review
, vol.36
, Issue.4
, pp. 821-854
-
-
Baxter, M.1
Crucini, M.J.2
-
7
-
-
38149146672
-
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model
-
Bekaert, G., 1994. Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model. Journal of International Economics 36 (1-2), 29-52.
-
(1994)
Journal of International Economics
, vol.36
, Issue.1-2
, pp. 29-52
-
-
Bekaert, G.1
-
8
-
-
84977718189
-
Characterizing predictable components in excess returns on equity and foreign exchange markets
-
Bekaert, G., Hodrick, R.J., 1992. Characterizing predictable components in excess returns on equity and foreign exchange markets. Journal of Finance 47 (2), 467-509.
-
(1992)
Journal of Finance
, vol.47
, Issue.2
, pp. 467-509
-
-
Bekaert, G.1
Hodrick, R.J.2
-
9
-
-
0031236501
-
The implication of first-order risk aversion for asset market risk premiums
-
Bekaert, G., Hodrick, R.J., Marshall, D.A., 1997. The implication of first-order risk aversion for asset market risk premiums. Journal of Monetary Economics 40 (1), 3-39.
-
(1997)
Journal of Monetary Economics
, vol.40
, Issue.1
, pp. 3-39
-
-
Bekaert, G.1
Hodrick, R.J.2
Marshall, D.A.3
-
10
-
-
84977364496
-
Agency costs, net worth, and business fluctuations
-
Bernanke, B., Gertler, M., 1989. Agency costs, net worth, and business fluctuations. American Economic Revew 79 (1), 14-31.
-
(1989)
American Economic Revew
, vol.79
, Issue.1
, pp. 14-31
-
-
Bernanke, B.1
Gertler, M.2
-
11
-
-
0000462914
-
Profits, risks, and uncertainty in foreign exchange markets
-
Canova, F., Marrinan, J., 1993. Profits, risks, and uncertainty in foreign exchange markets. Journal of Monetary Economics 32 (2), 259-286.
-
(1993)
Journal of Monetary Economics
, vol.32
, Issue.2
, pp. 259-286
-
-
Canova, F.1
Marrinan, J.2
-
12
-
-
0004092058
-
Monetary shocks and real exchange rates in sticky price models of international business cycles
-
Federal Reserve Bank of Minneapolis staff report 223
-
Chari, V.V., Kehoe, P.J., McGrattan, E.R., 1998. Monetary shocks and real exchange rates in sticky price models of international business cycles. Federal Reserve Bank of Minneapolis staff report 223.
-
(1998)
-
-
Chari, V.V.1
Kehoe, P.J.2
McGrattan, E.R.3
-
13
-
-
0000723560
-
Financial Structure and International Trade
-
Cole, H., 1988. Financial Structure and International Trade. International Economic Review 29 (2), 237-259.
-
(1988)
International Economic Review
, vol.29
, Issue.2
, pp. 237-259
-
-
Cole, H.1
-
14
-
-
44949278340
-
Commodity trade and international risk sharing: How much do financial markets matter?
-
Cole, H., Obstfeld, M., 1991. Commodity trade and international risk sharing: how much do financial markets matter? Journal of Monetary Economics 28 (1), 3-24.
-
(1991)
Journal of Monetary Economics
, vol.28
, Issue.1
, pp. 3-24
-
-
Cole, H.1
Obstfeld, M.2
-
15
-
-
0001691088
-
Asset pricing with heterogeneous consumers
-
Constantinides, G.M., Duffie, D., 1996. Asset pricing with heterogeneous consumers. Journal of Political Economy 104 (2), 219-240.
-
(1996)
Journal of Political Economy
, vol.104
, Issue.2
, pp. 219-240
-
-
Constantinides, G.M.1
Duffie, D.2
-
16
-
-
0030507889
-
Heterogeneity, aggregate uncertainty and the short term interest rate
-
den Haan, W., 1994. Heterogeneity, aggregate uncertainty and the short term interest rate. Journal of Business and Economic Statistics 14 (4), 399-411.
-
(1994)
Journal of Business and Economic Statistics
, vol.14
, Issue.4
, pp. 399-411
-
-
den Haan, W.1
-
17
-
-
38249012052
-
On the foreign exchange risk premium in a general equilibrium model
-
Engel, C., 1992. On the foreign exchange risk premium in a general equilibrium model. Journal of International Economics 32 (3-4), 305-319.
-
(1992)
Journal of International Economics
, vol.32
, Issue.3-4
, pp. 305-319
-
-
Engel, C.1
-
18
-
-
0004147118
-
The forward discount anomaly and the risk premium: A survey of recent evidence
-
NBER working paper 5312
-
Engel, C., 1995. The forward discount anomaly and the risk premium: a survey of recent evidence. NBER working paper 5312.
-
(1995)
-
-
Engel, C.1
-
19
-
-
0000131597
-
Using survey data to test standard propositions regarding exchange rate expectations
-
Frankel, J.A., Froot, K.A., 1987. Using survey data to test standard propositions regarding exchange rate expectations. American Economic Review 77 (1), 133-153.
-
(1987)
American Economic Review
, vol.77
, Issue.1
, pp. 133-153
-
-
Frankel, J.A.1
Froot, K.A.2
-
20
-
-
0004208192
-
Short rates and expected asset returns
-
NBER working paper 3247
-
Froot, K.A., 1990. Short rates and expected asset returns, NBER working paper 3247.
-
(1990)
-
-
Froot, K.A.1
-
21
-
-
84934563125
-
Implications of security market data for models of dynamic economies
-
Hansen, L.P., Jagannathan, R., 1991. Implications of security market data for models of dynamic economies. Journal of Political Economy 99 (2), 225-262.
-
(1991)
Journal of Political Economy
, vol.99
, Issue.2
, pp. 225-262
-
-
Hansen, L.P.1
Jagannathan, R.2
-
22
-
-
4243088649
-
Evaluating the effects of incomplete markets on risk sharing and asset pricing
-
Heaton, J., Lucas, D., 1996. Evaluating the effects of incomplete markets on risk sharing and asset pricing. Journal of Political Economy 104 (3), 443-487.
-
(1996)
Journal of Political Economy
, vol.104
, Issue.3
, pp. 443-487
-
-
Heaton, J.1
Lucas, D.2
-
23
-
-
0004061889
-
The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets
-
Harwood Academic Publishers, Chur (Switzerland)
-
Hodrick, R.J., 1987. The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets. Harwood Academic Publishers, Chur (Switzerland).
-
(1987)
-
-
Hodrick, R.J.1
-
24
-
-
0001140573
-
The risk-free rate in heterogeneous-agent, incomplete-insurance economies
-
Huggett, M., 1993. The risk-free rate in heterogeneous-agent, incomplete-insurance economies. Journal of Economic Dynamics and Control 17 (5-6), 953-969.
-
(1993)
Journal of Economic Dynamics and Control
, vol.17
, Issue.5-6
, pp. 953-969
-
-
Huggett, M.1
-
25
-
-
84934563022
-
Cost of business cycles with indivisibilities and liquidity constraints
-
Imrohoroglu, A., 1989. Cost of business cycles with indivisibilities and liquidity constraints. Journal of Political Economy 97 (6), 1364-1383.
-
(1989)
Journal of Political Economy
, vol.97
, Issue.6
, pp. 1364-1383
-
-
Imrohoroglu, A.1
-
26
-
-
0004092052
-
International business cycles with endogenous incomplete markets
-
Federal Reserve Bank of Minneapolis Research Department staff report 265
-
Kehoe, P.J., Perri, F., 2000. International business cycles with endogenous incomplete markets. Federal Reserve Bank of Minneapolis Research Department staff report 265.
-
(2000)
-
-
Kehoe, P.J.1
Perri, F.2
-
27
-
-
0031474088
-
Credit cycles
-
Kiyotaki, N., Moore, J., 1997. Credit cycles. Journal of Political Economy 105 (2), 211-248.
-
(1997)
Journal of Political Economy
, vol.105
, Issue.2
, pp. 211-248
-
-
Kiyotaki, N.1
Moore, J.2
-
28
-
-
0030147088
-
Incomplete asset markets and the cross-country consumption correlation puzzle
-
Kollmann, R., 1996. Incomplete asset markets and the cross-country consumption correlation puzzle. Journal of Economic Dynamics and Control 20 (5), 945-961.
-
(1996)
Journal of Economic Dynamics and Control
, vol.20
, Issue.5
, pp. 945-961
-
-
Kollmann, R.1
-
29
-
-
0032451887
-
Income and wealth heterogeneity in the macro-economy
-
Krusell, P., Smith, A., 1998. Income and wealth heterogeneity in the macro-economy. Journal of Political Economy 106 (5), 867-896.
-
(1998)
Journal of Political Economy
, vol.106
, Issue.5
, pp. 867-896
-
-
Krusell, P.1
Smith, A.2
-
30
-
-
0031374315
-
Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns
-
Krusell, P., Smith, A., 1997. Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns. Macroeconomic Dynamics 1 (2), 387-422.
-
(1997)
Macroeconomic Dynamics
, vol.1
, Issue.2
, pp. 387-422
-
-
Krusell, P.1
Smith, A.2
-
31
-
-
0000639652
-
Changing beliefs and systematic rational forecast errors with evidence from foreign exchange
-
Lewis, K., 1989. Changing beliefs and systematic rational forecast errors with evidence from foreign exchange. American Economic Review 79 (4), 621-636.
-
(1989)
American Economic Review
, vol.79
, Issue.4
, pp. 621-636
-
-
Lewis, K.1
-
32
-
-
0001378029
-
Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle
-
Lucas, D., 1994. Asset pricing with undiversifiable income risk and short sales constraints: deepening the equity premium puzzle. Journal of Monetary Economics 34 (3), 325-341.
-
(1994)
Journal of Monetary Economics
, vol.34
, Issue.3
, pp. 325-341
-
-
Lucas, D.1
-
33
-
-
0013148655
-
Interest rates and currency prices in a two-country world
-
Lucas, R.E., 1982. Interest rates and currency prices in a two-country world. Journal of Monetary Economics 10 (3), 335-359.
-
(1982)
Journal of Monetary Economics
, vol.10
, Issue.3
, pp. 335-359
-
-
Lucas, R.E.1
-
34
-
-
0001541920
-
Forward exchange rates and risk premiums in artificial economies
-
Macklem, R.T., 1991. Forward exchange rates and risk premiums in artificial economies. Journal of International Money and Finance 10 (3), 365-391.
-
(1991)
Journal of International Money and Finance
, vol.10
, Issue.3
, pp. 365-391
-
-
Macklem, R.T.1
-
35
-
-
0000339532
-
The equity premium and the concentration of aggregate shocks
-
Mankiw, N.G., 1986. The equity premium and the concentration of aggregate shocks. Journal of Financial Economics 17 (1), 211-219.
-
(1986)
Journal of Financial Economics
, vol.17
, Issue.1
, pp. 211-219
-
-
Mankiw, N.G.1
-
36
-
-
0011292724
-
Capital controls and the gains from trade in a business cycle model of a small open economy
-
Mendoza, E.G., 1991. Capital controls and the gains from trade in a business cycle model of a small open economy. IMF Staff Papers 38, 480-505.
-
(1991)
IMF Staff Papers
, vol.38
, pp. 480-505
-
-
Mendoza, E.G.1
-
37
-
-
23044526648
-
The benefits of dollarization when stabilization policy lacks credibility and financial markets are imperfect
-
May 2001
-
Mendoza, E.G., 2001. The benefits of dollarization when stabilization policy lacks credibility and financial markets are imperfect. Journal of Money, Credit, and Banking part 2, May 2001 33 (2), 440-474.
-
(2001)
Journal of Money, Credit, and Banking
, vol.33
, Issue.2 PART 2
, pp. 440-474
-
-
Mendoza, E.G.1
-
38
-
-
0004161838
-
-
2nd ed. Cambridge University Press, Cambridge, MA
-
Press, W.H., Teukolsky, S.A., Vetterling, W.T., Flannery, B.P., 1992. Numerical Recipes in Fortran, 2nd ed. Cambridge University Press, Cambridge, MA.
-
(1992)
Numerical Recipes in Fortran
-
-
Press, W.H.1
Teukolsky, S.A.2
Vetterling, W.T.3
Flannery, B.P.4
-
39
-
-
0030079302
-
Unconventional preferences: Do they explain foreign exchange risk premiums?
-
Sibert, A., 1996. Unconventional preferences: do they explain foreign exchange risk premiums? Journal of International Money and Finance 15 (1), 149-165.
-
(1996)
Journal of International Money and Finance
, vol.15
, Issue.1
, pp. 149-165
-
-
Sibert, A.1
-
40
-
-
0003639746
-
Persistent idiosyncratic shocks and incomplete markets
-
Unpublished manuscript
-
Storesletten, K., Telmer, C.I., Yaron, A., 1997. Persistent idiosyncratic shocks and incomplete markets. Unpublished manuscript.
-
(1997)
-
-
Storesletten, K.1
Telmer, C.I.2
Yaron, A.3
-
41
-
-
0001518154
-
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
-
Tauchen, G., Hussey, R., 1991. Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models. Econometrica 59 (2), 371-396.
-
(1991)
Econometrica
, vol.59
, Issue.2
, pp. 371-396
-
-
Tauchen, G.1
Hussey, R.2
-
42
-
-
0039095262
-
Asset-pricing puzzles and incomplete markets
-
Telmer, C.I., 1993. Asset-pricing puzzles and incomplete markets. Journal of Finance 48 (5), 1803-1832.
-
(1993)
Journal of Finance
, vol.48
, Issue.5
, pp. 1803-1832
-
-
Telmer, C.I.1
-
43
-
-
0011335267
-
Exchange rate dynamics and learning
-
NBER working paper 5530
-
Tornell A., Gourinchas P., 1996, Exchange rate dynamics and learning. NBER working paper 5530.
-
(1996)
-
-
Tornell, A.1
Gourinchas, P.2
|