|
|
Dynamic Valuation Decomposition within Stochastic Economies
– Lars Peter Hansen
- 2011
|
|
3
|
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
– Lars Peter Hansen
- 2008
|
|
1
|
Examining Macroeconomic Models through the Lens of Asset Pricing ∗
– Jaroslav Borovička, Lars Peter Hansen
- 2011
|
|
15
|
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
– Harjoat S. Bhamra, Lars-Alexander Kuehn, Ilya A. Strebulaev
- 2007
|
|
|
Sources of entropy in representative agent models ∗
– David Backus, Mikhail Chernov, Stanley Zin, Lars Hansen, Christian Heyerdahl-larsen, Hanno Lustig, Ian Martin, Andrea Tamoni, Harald Uhlig, As Well
- 2011
|
|
46
|
Consumption Strikes Back?: Measuring Long Run Risk, Unpublished working paper
– Lars Peter Hansen, John C. Heaton, Nan Li
- 2006
|
|
3
|
Long-term Risk: An Operator Approach
– Lars Peter Hansen, José Scheinkman
- 2008
|
|
|
Edhec Business School
– Marco Bonomo, Getulio Vargas Foundation, Nour Meddahi, René Garcia, Roméo Tédongap
- 2009
|
|
1
|
The cyclical component of US asset returns ∗
– David K. Backus, Bryan R. Routledge, Stanley E. Zin
- 2008
|
|
4
|
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences ∗
– Jules H. Van Binsbergen, Jesús Fernández-villaverde, Ralph S. J. Koijen, Juan F. Rubio-ramírez, Monika Piazzesi, Stephanie Schmitt-grohé, Martin Schneider, Martín Uribe, Stijn Van Nieuwerburgh
- 2010
|
|
|
Foundation and the White Foundation is gratefully appreciated. I thank Nigel Barradale, Jonathan Berk,
– Miguel Palacios, Greg Duffee, Esther Eiling, Nicolae Gârleanu, Thomas Gilbert, Barney Hartman-glaser, Martin Lettau, Christine Parlour, Nishanth Rajan, Jacob Sagi, Adam Szeidl, Carles Vergara
- 2010
|
|
10
|
Financial Markets and the Real Economy
– John H. Cochrane
- 2006
|
|
3
|
Multifrequency Jump-Diffusions: An Equilibrium Approach
– Laurent E. Calvet, Adlai J. Fisher
- 2007
|
|
5
|
The Term Structures of Equity and Interest Rates
– Martin Lettau, Jessica A. Wachter
- 2007
|
|
21
|
Macroeconomic conditions and the puzzles of credit spreads and capital structure, Working paper
– Hui Chen, Frederico Belo, Sergei Davydenko, Darrel Duffie, Gene Fama, Vito Gala, Raife Giovinazzo, Dirk Hackbarth, Milt Harris, John Heaton, Andrew Hertzberg, Pete Kyle, Francis Longstaff, Jianjun Miao, Stewart My
- 2007
|
|
1
|
Asset prices in business cycle analysis
– David K. Backus, Bryan R. Routledge, Stanley E. Zin
- 2007
|
|
|
unknown title
– Monika Piazzesi, Martin Schneider
- 2009
|
|
2
|
Pricing Kernels and Stochastic Discount Factors,”University of Chicago working paper. 60 Hardouvelis, Gikas A
– Lars Peter Hansen, Eric Renault
- 2009
|
|
|
A model of time-varying risk premia with habits and production ∗ Ian Dew-Becker Harvard University
– unknown authors
- 2012
|
