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Quantitative Asset Pricing Implications of Endogenous Solvency Constraints
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Cited by:
- Martin Bodenstein, 2008.
"International Asset Markets and Real Exchange Rate Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 688-705, July.
- Martin Bodenstein, 2005. "International Asset Markets and Real Exchange Rate Volatility," 2005 Meeting Papers 352, Society for Economic Dynamics.
- Martin Bodenstein, 2006. "International Asset Markets and Real Exchange Rate Volatility," International Finance Discussion Papers 884, Board of Governors of the Federal Reserve System (U.S.).
- YiLi Chien & Hanno Lustig, 2010.
"The Market Price of Aggregate Risk and the Wealth Distribution,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1596-1650, April.
- Hanno Lustig, 2001. "The Market Price of Aggregate Risk and the Wealth Distribution," Finance 0111004, University Library of Munich, Germany, revised 16 Nov 2001.
- Hanno Lustig & Yi-Li Chien, 2005. "The Market Price of Aggregate Risk and the Wealth Distribution," NBER Working Papers 11132, National Bureau of Economic Research, Inc.
- Hanno Lustig, 2004. "The Market Price of Aggregate Risk and the Wealth Distribution," UCLA Economics Online Papers 299, UCLA Department of Economics.
- Krueger, Dirk & Uhlig, Harald, 2006.
"Competitive risk sharing contracts with one-sided commitment,"
Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1661-1691, October.
- Dirk Krueger & Harald Uhlig, 2003. "Competitive Risk Sharing Contracts with One-Sided Commitment," NBER Working Papers 10135, National Bureau of Economic Research, Inc.
- Dirk Krueger & Harald Uhlig, 2003. "Competitive Risk Sharing Contracts with One-Sided Commitment," Levine's Bibliography 666156000000000407, UCLA Department of Economics.
- Krueger, Dirk & Uhlig, Harald, 2005. "Competitive risk sharing contracts with one-sided commitment," CFS Working Paper Series 2005/07, Center for Financial Studies (CFS).
- Uhlig, Harald & Krueger, Dirk, 2005. "Competitive risk sharing contracts with one-sided commitment," SFB 649 Discussion Papers 2005-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Uhlig, Harald & Krueger, Dirk, 2004. "Competitive Risk Sharing Contracts with One-Sided Commitment," CEPR Discussion Papers 4208, C.E.P.R. Discussion Papers.
- Kim, Jinill & Kim, Sunghyun Henry & Levin, Andrew, 2003.
"Patience, persistence, and welfare costs of incomplete markets in open economies,"
Journal of International Economics, Elsevier, vol. 61(2), pages 385-396, December.
- Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001. "Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies," Computing in Economics and Finance 2001 7, Society for Computational Economics.
- Jinill Kim & Sunghyun Henry Kim & Andrew T. Levin, 2001. "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers 696, Board of Governors of the Federal Reserve System (U.S.).
- Finn Kydland & Carlos E.J.M.Zarazaga, 2002.
"Argentina's recovery and excess capital shallowing of the 1990s,"
Estudios de Economia, University of Chile, Department of Economics, vol. 29(1 Year 20), pages 35-45, June.
- Finn E. Kydland & Carlos E. Zarazaga, 2002. "Argentina's recovery and "excess" capital shallowing of the 1990s," Center for Latin America Working Papers 0102, Federal Reserve Bank of Dallas.
- Finn E. Kydland & Carlos E. Zarazaga, 2002. "Argentina's recovery and \"excess\" capital shallowing of the 1990s," Working Papers 0204, Federal Reserve Bank of Dallas.
- Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008.
"Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data,"
Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 715-726, 04-05.
- Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio, 2006. "Evaluation asset pricing models with limited commitment using household consumption data," CFS Working Paper Series 2006/22, Center for Financial Studies (CFS).
- Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007. "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers 13650, National Bureau of Economic Research, Inc.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 2007.
"Asset Pricing with Idiosyncratic Risk and Overlapping Generations,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 519-548, October.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, "undated". "Asset pricing with idiosyncratic risk and overlapping generations," GSIA Working Papers 226, Carnegie Mellon University, Tepper School of Business.
- Storesletten, Kjetil & Telmer, Chris & Yaron, Amir, 2002. "Asset pricing with idiosyncratic risk and overlapping generations," Seminar Papers 703, Stockholm University, Institute for International Economic Studies.
- Kjetil Storesletten & Chris Telmer & Amir Yaron, 1996. "Asset pricing with idiosyncratic risk and overlapping generations," Economics Working Papers 405, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999.
- Yaron, Amir & Storesletten, Kjetil & Telmer, Chris, 2001. "Asset Pricing with Idiosyncratic Risk and Overlapping Generations," CEPR Discussion Papers 3065, C.E.P.R. Discussion Papers.
- Casper De Vries & Xuedong Wang & Casper G, de Vries, 2015.
"Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates,"
CESifo Working Paper Series
5421, CESifo.
- Casper de Vries & Xuedong Wang, 2015. "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 15-066/VI, Tinbergen Institute.
- Lancia, Francesco & Russo, Alessia & Worrall, Tim S, 2020.
"Optimal Sustainable Intergenerational Insurance,"
CEPR Discussion Papers
15540, C.E.P.R. Discussion Papers.
- Francesco Lancia & Alessia Russo & Tim Worrall, 2020. "Optimal Sustainable Intergenerational Insurance," Edinburgh School of Economics Discussion Paper Series 300, Edinburgh School of Economics, University of Edinburgh.
- YiLi Chien, 2014. "The cost of business cycles with heterogeneous trading technologies," Working Papers 2014-15, Federal Reserve Bank of St. Louis.
- Rong Hai & James Heckman, 2017.
"Inequality in Human Capital and Endogenous Credit Constraints,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 4-36, April.
- Rong Hai & James J. Heckman, 2016. "Inequality in Human Capital and Endogenous Credit Constraints," NBER Working Papers 22999, National Bureau of Economic Research, Inc.
- James Heckman & Rong Hai, 2017. "Online Appendix to "Inequality in Human Capital and Endogenous Credit Constraints"," Online Appendices 16-104, Review of Economic Dynamics.
- James Heckman & Rong Hai, 2017. "Code and data files for "Inequality in Human Capital and Endogenous Credit Constraints"," Computer Codes 16-104, Review of Economic Dynamics.
- Javier Bianchi & Enrique G. Mendoza, 2018.
"Optimal Time-Consistent Macroprudential Policy,"
Journal of Political Economy, University of Chicago Press, vol. 126(2), pages 588-634.
- Javier Bianchi & Enrique G. Mendoza, 2013. "Optimal Time-Consistent Macroprudential Policy," NBER Working Papers 19704, National Bureau of Economic Research, Inc.
- Javier Bianchi & Enrique Mendoza, 2015. "Optimal Time-Consistent Macroprudential Policy," PIER Working Paper Archive 15-032, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Aug 2015.
- Enrique Mendoza & Javier Bianchi, 2015. "Optimal Time-Consistent Macroprudential Policy," 2015 Meeting Papers 289, Society for Economic Dynamics.
- Javier Bianchi & Enrique G Mendoza, 2015. "Optimal time-consistent macroprudential policy," BIS Working Papers 516, Bank for International Settlements.
- Lee Ohanian, 2000. "EconomicDynamics Interviews Lee Ohanian on the Great Depression," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 1(2), April.
- Patrick J. Kehoe & Fabrizio Perri, 2002.
"International Business Cycles with Endogenous Incomplete Markets,"
Econometrica, Econometric Society, vol. 70(3), pages 907-928, May.
- Patrick J. Kehoe & Fabrizio Perri, 2000. "International business cycles with endogenous incomplete markets," Staff Report 265, Federal Reserve Bank of Minneapolis.
- Patrick J. Kehoe & Fabrizio Perri, 2000. "International Business Cycles with Endogenous Incomplete Markets," NBER Working Papers 7870, National Bureau of Economic Research, Inc.
- Narayana Kocherlakota & Luigi Pistaferri, 2009.
"Asset Pricing Implications of Pareto Optimality with Private Information,"
Journal of Political Economy, University of Chicago Press, vol. 117(3), pages 555-590, June.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2004. "Asset Pricing Implications of Pareto Optimality with Private Information," Levine's Bibliography 122247000000000508, UCLA Department of Economics.
- Narayana R Kocherlakota & Luigi Pistaferri, 2005. "Asset Pricing Implications of Pareto Optimality with Private Information," Levine's Bibliography 784828000000000507, UCLA Department of Economics.
- Narayana R. Kocherlakota & Luigi Pistaferri, 2007. "Asset Pricing Implications of Pareto Optimality with Private Information," Levine's Bibliography 321307000000000701, UCLA Department of Economics.
- Pistaferri, Luigi & Kocherlakota, Narayana, 2005. "Asset Pricing Implications of Pareto Optimality with Private Information," CEPR Discussion Papers 4930, C.E.P.R. Discussion Papers.
- Kocherlakota, Narayana R. & Pistaferri, Luigi, 2005. "Asset pricing implications of Pareto optimality with private information," Discussion Paper Series 1: Economic Studies 2005,29, Deutsche Bundesbank.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2019.
"Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital,"
Journal of Finance, American Finance Association, vol. 74(3), pages 1363-1429, June.
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2015. "Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital," NBER Working Papers 20979, National Bureau of Economic Research, Inc.
- Juha Ilmari Seppala, 2000.
"Asset Prices and Business Cycles Under Limited Commitment,"
Econometric Society World Congress 2000 Contributed Papers
0244, Econometric Society.
- Juha Seppala, 2000. "Asset Prices And Business Cycles Under Limited Commitment," Computing in Economics and Finance 2000 319, Society for Computational Economics.
- Miao, Jianjun & Zhang, Yuzhe, 2015.
"A duality approach to continuous-time contracting problems with limited commitment,"
Journal of Economic Theory, Elsevier, vol. 159(PB), pages 929-988.
- Jianjun Miao & Yuzhe Zhang, 2013. "A Duality Approach to Continuous- Time Contracting Problems with Limited Commitment," Boston University - Department of Economics - Working Papers Series 2013-008, Boston University - Department of Economics.
- Yuzhe Zhang & Jianjun Miao, 2014. "A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment," 2014 Meeting Papers 650, Society for Economic Dynamics.
- Hansen, Lars Peter, 2013. "Risk Pricing over Alternative Investment Horizons," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1571-1611, Elsevier.
- Henry Kim & Jinill Kim & Robert Kollmann, 2005. "Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints," Discussion Papers Series, Department of Economics, Tufts University 0504, Department of Economics, Tufts University.
- Ellen R. McGrattan & Edward C. Prescott, 2005.
"Taxes, Regulations, and the Value of U.S. and U.K. Corporations,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 767-796.
- Ellen R. McGrattan & Edward C. Prescott, 2004. "Taxes, Regulations, and the Value of U.S. and U.K. Corporations," Levine's Bibliography 122247000000000715, UCLA Department of Economics.
- Ellen R. McGrattan & Edward C. Prescott, 2005. "Taxes, regulations, and the value of U.S. and U.K. corporations," Staff Report 309, Federal Reserve Bank of Minneapolis.
- Victor Filipe Martins da Rocha & Toan Phan & Yiannis Vailakis, 2019.
"Debt Limits and Credit Bubbles in General Equilibrium,"
Post-Print
hal-02429759, HAL.
- V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper 19-19, Federal Reserve Bank of Richmond.
- Krusell, Per & Mukoyama, Toshihiko & Smith Jr., Anthony A., 2011.
"Asset prices in a Huggett economy,"
Journal of Economic Theory, Elsevier, vol. 146(3), pages 812-844, May.
- Toshihiko Mukoyama & Anthony A. Smith & Per Krusell, 2008. "Asset Prices in a Huggett Economy," 2008 Meeting Papers 181, Society for Economic Dynamics.
- Rebelo, Sérgio & Wang, Neng & Yang, Jinqiang, 2018.
"Rare Disasters, Financial Development, and Sovereign Debt,"
CEPR Discussion Papers
13202, C.E.P.R. Discussion Papers.
- Sergio Rebelo & Neng Wang & Jinqiang Yang, 2018. "Rare Disasters, Financial Development, and Sovereign Debt," NBER Working Papers 25031, National Bureau of Economic Research, Inc.
- repec:hum:wpaper:sfb649dp2005-055 is not listed on IDEAS
- Azariadis, Costas & Kaas, Leo, 2013.
"Endogenous credit limits with small default costs,"
Journal of Economic Theory, Elsevier, vol. 148(2), pages 806-824.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous Credit Limits with Small Default Costs," Working Paper Series of the Department of Economics, University of Konstanz 2012-17, Department of Economics, University of Konstanz.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous credit limits with small default costs," Working Papers 2012-048, Federal Reserve Bank of St. Louis.
- Gabriele Camera & Yili Chien, 2014.
"Understanding the Distributional Impact of Long‐Run Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1137-1170, September.
- Gabriele Camera & YiLi Chien, 2012. "Understanding the distributional impact of long-run inflation," Working Papers 2012-058, Federal Reserve Bank of St. Louis.
- Krueger, Dirk & Lustig, Hanno, 2010.
"When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?,"
Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
- Dirk Krueger & Hanno Lustig, 2006. "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers 12634, National Bureau of Economic Research, Inc.
- Chien, YiLi & Naknoi, Kanda, 2015.
"The risk premium and long-run global imbalances,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 299-315.
- YiLi Chien & Kanda Naknoi, 2011. "The Risk Premium and Long-Run Global Imbalances," Purdue University Economics Working Papers 1266, Purdue University, Department of Economics.
- YiLi Chien & Kanda Naknoi, 2012. "The risk premium and long-run global imbalances," Working Papers 2012-009, Federal Reserve Bank of St. Louis.
- Kanda Naknoi & YiLi Chien, 2013. "The Risk Premium and Long-Run Global Imbalances," 2013 Meeting Papers 55, Society for Economic Dynamics.
- YiLi Chien & Kanda Naknoi, 2012. "The Risk Premium and Long-Run Global Imbalances," Working papers 2012-41, University of Connecticut, Department of Economics.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2009.
"Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(3), pages 851-878.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2005. "Time-varying risk, interest rates and exchange rates in general equilibrium," Working Papers 627, Federal Reserve Bank of Minneapolis.
- Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2008. "Time-varying risk, interest rates, and exchange rates in general equilibrium," Staff Report 371, Federal Reserve Bank of Minneapolis.
- Telmer, Chris I. & Zin, Stanley E., 2002. "Prices as factors: Approximate aggregation with incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1127-1157, July.
- Dirk Hackbarth & Bart Taub, 2022.
"Does the Potential to Merge Reduce Competition?,"
Management Science, INFORMS, vol. 68(7), pages 5364-5383, July.
- Hackbarth, Dirk & Taub, Bart, 2018. "Does the Potential to Merge Reduce Competition?," CEPR Discussion Papers 12732, C.E.P.R. Discussion Papers.
- Lukas Schmid & Joao Gomes, 2009. "Equilibrium Credit Spreads and the Macroeconomy," 2009 Meeting Papers 1109, Society for Economic Dynamics.
- Picard, Pierre M. & Worrall, Tim, 2020.
"Currency areas and voluntary transfers,"
Journal of International Economics, Elsevier, vol. 127(C).
- Pierre M. Picard & Tim Worrall, 2015. "Currency Areas and Voluntary Transfers," DEM Discussion Paper Series 15-12, Department of Economics at the University of Luxembourg.
- Seppala, Juha, 2004.
"The term structure of real interest rates: theory and evidence from UK index-linked bonds,"
Journal of Monetary Economics, Elsevier, vol. 51(7), pages 1509-1549, October.
- Juha Ilmari Seppala, 2000. "The Term Structure of Real Interest Rates: Theory and Evidence from the U.K. Index-Linked Bonds," Econometric Society World Congress 2000 Contributed Papers 0245, Econometric Society.
- Iván Werning, 2015.
"Incomplete Markets and Aggregate Demand,"
NBER Working Papers
21448, National Bureau of Economic Research, Inc.
- Ivan Werning, 2016. "Incomplete Markets and Aggregate Demand," 2016 Meeting Papers 932, Society for Economic Dynamics.
- Leduc, Sylvain, 2002.
"Incomplete markets, borrowing constraints, and the foreign exchange risk premium,"
Journal of International Money and Finance, Elsevier, vol. 21(7), pages 957-980, December.
- Sylvain Leduc, 1998. "Incomplete Markets, Borrowing Constraints, and the Foreign Exchange Risk Premium," Research in Economics 98-06-050e, Santa Fe Institute.
- Sylvain Leduc, 2000. "Incomplete markets, borrowing constraints, and the foreign exchange risk premium," Working Papers 00-3, Federal Reserve Bank of Philadelphia.
- Mulligan, Casey B., 2004. "What do Aggregate Consumption Euler Equations Say about the Capital Income Tax Burden?," Working Papers 189, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007.
"Macroeconomic implications of changes in the term premium,"
Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 241-270.
- Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2006. "Macroeconomic implications of changes in the term premium," Working Paper Series 2006-46, Federal Reserve Bank of San Francisco.
- Heipertz, Jonas & Mihov, Ilian & Santacreu, Ana Maria, 2022.
"Managing macroeconomic fluctuations with flexible exchange rate targeting,"
Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Jonas Heipertz & Ilian Mihov & Ana Maria Santacreu, 2017. "Managing Macroeconomic Fluctuations with Flexible Exchange Rate Targeting," Working Papers 2017-028, Federal Reserve Bank of St. Louis, revised 16 Jan 2022.
- Gaetano Bloise, 2013. "The structure of competitive equilibrium with unsecured debt," Departmental Working Papers of Economics - University 'Roma Tre' 0187, Department of Economics - University Roma Tre.
- Favilukis, Jack, 2013.
"Inequality, stock market participation, and the equity premium,"
Journal of Financial Economics, Elsevier, vol. 107(3), pages 740-759.
- Favilukis, Jack, 2007. "Inequality, stock market participation, and the equity premium," LSE Research Online Documents on Economics 24500, London School of Economics and Political Science, LSE Library.
- Jack Favilukis, 2007. "Inequality, Stock Market Participation, and the Equity Premium," FMG Discussion Papers dp602, Financial Markets Group.
- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
"Indeterminacy Of Competitive Equilibrium With Risk Of Default,"
Levine's Working Paper Archive
814577000000000313, David K. Levine.
- Reichlin, Pietro & Bloise, Gaetano & Tirelli, Mario, 2009. "Indeterminacy of Competitive Equilibrium with Risk of Default," CEPR Discussion Papers 7477, C.E.P.R. Discussion Papers.
- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009. "Indeterminacy of competitive equilibrium with risk of default," Departmental Working Papers of Economics - University 'Roma Tre' 0109, Department of Economics - University Roma Tre.
- Rudebusch, Glenn D. & Swanson, Eric T., 2008.
"Examining the bond premium puzzle with a DSGE model,"
Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 111-126, October.
- Glenn D. Rudebusch & Eric T. Swanson, 2008. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco.
- Viktor Tsyrennikov, 2012. "Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default," American Economic Review, American Economic Association, vol. 102(3), pages 156-160, May.
- Eva Carceles-Poveda & Arpad Abraham, 2005.
"Complete Markets, Enforcement Constraints and Intermediation,"
2005 Meeting Papers
661, Society for Economic Dynamics.
- Arpad Abraham & Eva Carceles-Poveda, 2006. "Complete Markets, Enforcement Constraints and Intermediation," Computing in Economics and Finance 2006 320, Society for Computational Economics.
- Bejan, Camelia & Bidian, Florin, 2010. "Limited enforcement, bubbles and trading in incomplete markets," MPRA Paper 36819, University Library of Munich, Germany, revised 20 Feb 2012.
- S. Viswanathan & Adriano A. Rampini, 2008. "Collateral, Financial Intermediation, and the Distribution of Debt Capacity," 2008 Meeting Papers 116, Society for Economic Dynamics.
- Emil Iantchev, 2013.
"Asset-Pricing Implications of Biologically Based Non-Expected Utility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 497-510, July.
- Emil Iantchev, 2012. "Code and data files for "Asset-Pricing Implications of Biologically Based Non-Expected Utility"," Computer Codes 11-255, Review of Economic Dynamics.
- David Backus, 1999. "EconomicDynamics Interview: David Backus on international business cycles," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 1(1), November.
- Hengjie Ai & Anmol Bhandari, 2021. "Asset Pricing With Endogenously Uninsurable Tail Risk," Econometrica, Econometric Society, vol. 89(3), pages 1471-1505, May.
- Erwan Quintin & Dean Corbae, 2016.
"Asset Quality Dynamics,"
2016 Meeting Papers
418, Society for Economic Dynamics.
- Dean Corbae & Erwan Quintin, 2019. "Asset Quality Dynamics," 2019 Meeting Papers 368, Society for Economic Dynamics.
- Hanno Lustig, 2004. "Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers 322, UCLA Department of Economics.
- George M. Constantinides, 2006.
"Market Organization And The Prices Of Financial Assets,"
Manchester School, University of Manchester, vol. 74(s1), pages 1-23, September.
- Professor George M Constantinides, 2005. "Market Oganization and the prices of financial Assets," Money Macro and Finance (MMF) Research Group Conference 2005 49, Money Macro and Finance Research Group.
- Tsyrennikov, Viktor, 2013. "Capital flows under moral hazard," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 92-108.
- Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "A Theory of Housing Collateral, Consumption Insurance and Risk Premia," NBER Working Papers 10955, National Bureau of Economic Research, Inc.
- Foss, Sergey & Shneer, Vsevolod & Thomas, Jonathan P. & Worrall, Tim, 2018. "Stochastic stability of monotone economies in regenerative environments," Journal of Economic Theory, Elsevier, vol. 173(C), pages 334-360.
- Yili Chien & Junsang Lee, 2006.
"Why Tax Capital?,"
2006 Meeting Papers
492, Society for Economic Dynamics.
- Yili Chien & Junsang Lee, 2009. "Why tax capital?," CAMA Working Papers 2009-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Junsang Lee & Yili Chien, 2008. "Why Tax Capital?," ANU Working Papers in Economics and Econometrics 2008-497, Australian National University, College of Business and Economics, School of Economics.
- YiLi Chien & Junsang Lee, 2019.
"The Real Term Premium in a Stationary Economy with Segmented Asset Markets,"
Review, Federal Reserve Bank of St. Louis, vol. 101(2), pages 115-134.
- YiLi Chien & Junsang Lee, 2018. "The Real Term Premium in a Stationary Economy with Segmented Asset Markets," Working Papers 2018-30, Federal Reserve Bank of St. Louis.
- Cui, Wei & Kaas, Leo, 2021.
"Default cycles,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 377-394.
- Wei Cui & Leo Kaas, 2017. "Default Cycles," Discussion Papers 1716, Centre for Macroeconomics (CFM).
- Leo Kaas & Wei Cui, 2017. "Default Cycles," 2017 Meeting Papers 1288, Society for Economic Dynamics.
- Cui, Wei & Kaas, Leo, 2017. "Default cycles," LSE Research Online Documents on Economics 86159, London School of Economics and Political Science, LSE Library.
- Alexander Karaivanov, 2021. "Blockchains, Collateral and Financial Contracts," Discussion Papers dp21-03, Department of Economics, Simon Fraser University.
- Casey B. Mulligan, 2004. "Robust Aggregate Implications of Stochastic Discount Factor Volatility," NBER Working Papers 10210, National Bureau of Economic Research, Inc.
- Fabrizio Perri & Dirk Krueger, 2008. "How does Household Consumption Respond to Income Shocks? Evidence and Theory," 2008 Meeting Papers 910, Society for Economic Dynamics.
- Eva Carceles Poveda & Arpad Abraham, 2009. "Tax Reform with Endogenous Borrowing Limits and Incomplete Asset Markets," 2009 Meeting Papers 1196, Society for Economic Dynamics.
- Sialm, Clemens, 2006.
"Stochastic taxation and asset pricing in dynamic general equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(3), pages 511-540, March.
- Clemens Sialm, 2002. "Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium," NBER Working Papers 9301, National Bureau of Economic Research, Inc.
- Bidian, Florin, 2016. "Robust bubbles with mild penalties for default," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 141-153.
- Scholl, Almuth, 2005. "Limited enforceable international loans, international risk sharing and trade," SFB 649 Discussion Papers 2005-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Borovička, Jaroslav & Stachurski, John, 2021.
"Stability of equilibrium asset pricing models: A necessary and sufficient condition,"
Journal of Economic Theory, Elsevier, vol. 193(C).
- Jaroslav Borovicka & John Stachurski, 2019. "Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition," Papers 1910.00778, arXiv.org, revised Feb 2021.
- Leena Rudanko, 2005.
"Labor Market Dynamics under Long Term Wage Contracting,"
2005 Meeting Papers
876, Society for Economic Dynamics.
- Leena Rudanko, 2008. "Labor Market Dynamics under Long Term Wage Contracting," Boston University - Department of Economics - Working Papers Series wp2008-003, Boston University - Department of Economics.
- Leena Rudanko, 2006. "Labor Market Dynamics under Long Term Wage Contracting," 2006 Meeting Papers 314, Society for Economic Dynamics.
- Sergio Rebelo & Neng Wang & Jinqiang Yang, 2022. "Rare Disasters, Financial Development, and Sovereign Debt," Journal of Finance, American Finance Association, vol. 77(5), pages 2719-2764, October.
- Chabakauri, Georgy & Han, Brandon Yueyang, 2020. "Collateral constraints and asset prices," Journal of Financial Economics, Elsevier, vol. 138(3), pages 754-776.
- anmol bhandari & Hengjie Ai, 2016. "Asset Pricing with Endogenously Uninsurable Tail Risks," 2016 Meeting Papers 1523, Society for Economic Dynamics.
- YiLi Chien & JunSang Lee, 2006.
"Optimal Capital Taxation under Limited Commitment,"
2006 Meeting Papers
430, Society for Economic Dynamics.
- Yili Chien & Junsang Lee, 2009. "Optimal capital taxation under limited commitment," CAMA Working Papers 2009-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Junsang Lee & Yili Chien, 2008. "Optimal Capital Taxation Under Limited Commitment," ANU Working Papers in Economics and Econometrics 2008-498, Australian National University, College of Business and Economics, School of Economics.
- Kjetil Storesletten & Chris I. Telmer & Amir Yaron, 2004. "Cyclical Dynamics in Idiosyncratic Labor Market Risk," Journal of Political Economy, University of Chicago Press, vol. 112(3), pages 695-717, June.
- Ellen R. McGrattan & Edward C. Prescott, 2001.
"Taxes, regulations, and asset prices,"
Working Papers
610, Federal Reserve Bank of Minneapolis.
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