-
1
-
-
21844504524
-
Uninsured idiosyncratic risk and aggregate saving
-
Aiyagari S.R. Uninsured idiosyncratic risk and aggregate saving. Quarterly Journal of Economics 109 (1994) 659-684
-
(1994)
Quarterly Journal of Economics
, vol.109
, pp. 659-684
-
-
Aiyagari, S.R.1
-
2
-
-
44949278227
-
Asset returns with transactions costs and uninsured individual risk
-
Aiyagari S.R., and Gertler M. Asset returns with transactions costs and uninsured individual risk. Journal of Monetary Economics 27 (1991) 311-331
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 311-331
-
-
Aiyagari, S.R.1
Gertler, M.2
-
3
-
-
0035642059
-
Quantitative asset pricing implications of endogeneous solvency constraints
-
Alvarez F., and Jermann U. Quantitative asset pricing implications of endogeneous solvency constraints. Review of Financial Studies 14 (2001) 1117-1152
-
(2001)
Review of Financial Studies
, vol.14
, pp. 1117-1152
-
-
Alvarez, F.1
Jermann, U.2
-
4
-
-
85069072763
-
-
Amerkis, J., Zeldes, S.P., 2000. How do household portfolio shares vary with age? Unpublished manuscript. Columbia University
-
-
-
-
5
-
-
85069065038
-
-
Balduzzi, P., Yao, T., 2000. Does heterogeneity matter for asset pricing? Unpublished manuscript. Boston College
-
-
-
-
6
-
-
85069062121
-
-
Benzoni, L., Collin-Dufresne, P., Goldstein, R., 2004. Portfolio choice over the life-cycle in the presence of 'trickle down' labor income. Working paper. University of Minnesota
-
-
-
-
9
-
-
0036693732
-
Asset pricing with heterogeneous consumers and limited participation: Empirical evidence
-
Brav A., Constantinides G.M., and Geczy C. Asset pricing with heterogeneous consumers and limited participation: Empirical evidence. Journal of Political Economy 110 (2002) 793-824
-
(2002)
Journal of Political Economy
, vol.110
, pp. 793-824
-
-
Brav, A.1
Constantinides, G.M.2
Geczy, C.3
-
10
-
-
0041740061
-
Age clienteles induced by liquidity constraints
-
Brown D.P. Age clienteles induced by liquidity constraints. International Economic Review 31 (1990) 891-911
-
(1990)
International Economic Review
, vol.31
, pp. 891-911
-
-
Brown, D.P.1
-
11
-
-
0036205601
-
Idiosyncratic risk and the equity premium: Evidence from the consumer expenditure survey
-
Cogley T. Idiosyncratic risk and the equity premium: Evidence from the consumer expenditure survey. Journal of Monetary Economics 29 (2002) 309-334
-
(2002)
Journal of Monetary Economics
, vol.29
, pp. 309-334
-
-
Cogley, T.1
-
15
-
-
85069085290
-
-
den Haan, W., 1994. Heterogeneity, aggregate uncertainty and the short term interest rate: A case study of two solution techniques. Working paper. University of California at San Diego
-
-
-
-
16
-
-
0031352533
-
Solving dynamic models with aggregate shocks and heterogeneous agents
-
den Haan W. Solving dynamic models with aggregate shocks and heterogeneous agents. Macroeconomic Dynamics 1 (1997) 355-386
-
(1997)
Macroeconomic Dynamics
, vol.1
, pp. 355-386
-
-
den Haan, W.1
-
18
-
-
85069073145
-
-
Gomes, F., Michaelides, A., 2004. Asset pricing with limited risk sharing and heterogeneous agents. Working paper. LBS
-
-
-
-
20
-
-
0348198491
-
Long-run implications of investment-specific technological change
-
Greenwood J., Hercowitz Z., and Krusell P. Long-run implications of investment-specific technological change. American Economic Review 87 (1997) 342-362
-
(1997)
American Economic Review
, vol.87
, pp. 342-362
-
-
Greenwood, J.1
Hercowitz, Z.2
Krusell, P.3
-
22
-
-
85069063689
-
-
Guvenen, F., 2005. A parsimonious macroeconomic model for asset pricing: Habit formation or cross-sectional heterogeneity? Working paper. University of Rochester
-
-
-
-
24
-
-
4243088649
-
Evaluating the effects of incomplete markets on risk sharing and asset pricing
-
Heaton J., and Lucas D.J. Evaluating the effects of incomplete markets on risk sharing and asset pricing. Journal of Political Economy 104 (1996) 443-487
-
(1996)
Journal of Political Economy
, vol.104
, pp. 443-487
-
-
Heaton, J.1
Lucas, D.J.2
-
25
-
-
0005495431
-
Portfolio choice and asset prices: The importance of entrepreneurial risk
-
Heaton J., and Lucas D.J. Portfolio choice and asset prices: The importance of entrepreneurial risk. Journal of Finance 55 (2000) 1163-1198
-
(2000)
Journal of Finance
, vol.55
, pp. 1163-1198
-
-
Heaton, J.1
Lucas, D.J.2
-
26
-
-
0001140573
-
The risk free rate in heterogeneous-agents, incomplete insurance economies
-
Huggett M. The risk free rate in heterogeneous-agents, incomplete insurance economies. Journal of Economic Dynamics and Control 17 (1993) 953-969
-
(1993)
Journal of Economic Dynamics and Control
, vol.17
, pp. 953-969
-
-
Huggett, M.1
-
27
-
-
0030511150
-
Wealth distribution in life-cycle economies
-
Huggett M. Wealth distribution in life-cycle economies. Journal of Monetary Economics 38 (1996) 469-494
-
(1996)
Journal of Monetary Economics
, vol.38
, pp. 469-494
-
-
Huggett, M.1
-
28
-
-
33646702332
-
Does income inequality lead to consumption inequality? Evidence and theory
-
Krueger D., and Perri F. Does income inequality lead to consumption inequality? Evidence and theory. Review of Financial Studies 73 (2006) 163-193
-
(2006)
Review of Financial Studies
, vol.73
, pp. 163-193
-
-
Krueger, D.1
Perri, F.2
-
29
-
-
0031374315
-
Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns
-
Krusell P., and Smith A.A. Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns. Macroeconomic Dynamics 1 (1997) 387-422
-
(1997)
Macroeconomic Dynamics
, vol.1
, pp. 387-422
-
-
Krusell, P.1
Smith, A.A.2
-
31
-
-
0001378029
-
Asset pricing with undiversifiable risk and short sales constraints: Deepening the equity premium puzzle
-
Lucas D.J. Asset pricing with undiversifiable risk and short sales constraints: Deepening the equity premium puzzle. Journal of Monetary Economics 34 (1994) 325-341
-
(1994)
Journal of Monetary Economics
, vol.34
, pp. 325-341
-
-
Lucas, D.J.1
-
32
-
-
0000339532
-
The equity premium and the concentration of aggregate shocks
-
Mankiw N.G. The equity premium and the concentration of aggregate shocks. Journal of Financial Economics 17 (1986) 211-219
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 211-219
-
-
Mankiw, N.G.1
-
33
-
-
0033459338
-
Equilibrium assets prices and savings of heterogeneous agents in the presence of portfolio constraints
-
Marcet A., and Singleton K.J. Equilibrium assets prices and savings of heterogeneous agents in the presence of portfolio constraints. Macroeconomic Dynamics 3 (1999) 243-277
-
(1999)
Macroeconomic Dynamics
, vol.3
, pp. 243-277
-
-
Marcet, A.1
Singleton, K.J.2
-
35
-
-
0033450786
-
Asset pricing in international markets in the context of agent heterogeneity and market incompleteness
-
Ramchand L. Asset pricing in international markets in the context of agent heterogeneity and market incompleteness. Journal of International Money and Finance 18 (1999) 871-890
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 871-890
-
-
Ramchand, L.1
-
36
-
-
0000398032
-
On the quantitative importance of market completeness
-
Ríos-Rull J.V. On the quantitative importance of market completeness. Journal of Monetary Economics 34 (1994) 463-496
-
(1994)
Journal of Monetary Economics
, vol.34
, pp. 463-496
-
-
Ríos-Rull, J.V.1
-
37
-
-
0043289866
-
Incomplete consumption risk sharing and currency risk premiums
-
Sarkissian S. Incomplete consumption risk sharing and currency risk premiums. Review of Financial Studies 16 (2003) 983-1005
-
(2003)
Review of Financial Studies
, vol.16
, pp. 983-1005
-
-
Sarkissian, S.1
-
38
-
-
0034072484
-
Sustaining fiscal policy through immigration
-
Storesletten K. Sustaining fiscal policy through immigration. Journal of Political Economy 108 (2000) 300-323
-
(2000)
Journal of Political Economy
, vol.108
, pp. 300-323
-
-
Storesletten, K.1
-
41
-
-
85069086153
-
-
Storesletten, K., Telmer, C.I., Yaron, A., 2007. Asset prices and intergenerational risk sharing: The role of idiosyncratic earnings shocks. In: Mehra, R. (Ed.), Handbook of Investments: The Equity Risk Premium. North-Holland, Amsterdam. In press
-
-
-
-
42
-
-
0039095262
-
Asset pricing puzzles and incomplete markets
-
Telmer C.I. Asset pricing puzzles and incomplete markets. Journal of Finance 48 (1993) 1803-1832
-
(1993)
Journal of Finance
, vol.48
, pp. 1803-1832
-
-
Telmer, C.I.1
-
43
-
-
0000836115
-
Equilibrium asset prices with undiversifiable labor income risk
-
Weil P. Equilibrium asset prices with undiversifiable labor income risk. Journal of Economic Dynamics and Control 16 (1992) 769-790
-
(1992)
Journal of Economic Dynamics and Control
, vol.16
, pp. 769-790
-
-
Weil, P.1
-
44
-
-
0040833310
-
Endogenous borrowing constraints with incomplete markets
-
Zhang H. Endogenous borrowing constraints with incomplete markets. Journal of Finance 52 (1997) 2187-2209
-
(1997)
Journal of Finance
, vol.52
, pp. 2187-2209
-
-
Zhang, H.1
|