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A consumption-based model of the term structure of interest rates. (2006). Wachter, Jessica.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399.

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    In: International Review of Economics & Finance.
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  2. Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective. (2024). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah.
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  4. Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora.
    In: Journal of Economic Dynamics and Control.
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  5. Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya.
    In: Management Science.
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  6. Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi.
    In: Management Science.
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  9. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J.
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  10. Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne.
    In: The Quarterly Review of Economics and Finance.
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  11. Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John.
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  12. A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B.
    In: Journal of Banking & Finance.
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  13. Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie.
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  18. Extreme inflation and time-varying expected consumption growth. (2022). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya.
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  19. Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy. (2022). Katagiri, Mitsuru.
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  20. (Un)expected monetary policy shocks and term premia. (2022). Meyergohde, Alexander ; Kliem, Martin .
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  21. Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?. (2022). Kaserer, Christoph.
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  23. The Time Variation in Risk Appetite and Uncertainty. (2022). Xu, Nancy R ; Engstrom, Eric C ; Bekaert, Geert.
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  24. Accounting for Risk in a Linearized Solution: How to Approximate the Risky Steady State and Around It. (2022). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
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  25. Recessions and the stock market. (2022). Kroencke, Tim.
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  26. Dynamics of bond and stock returns. (2022). Kozak, Serhiy.
    In: Journal of Monetary Economics.
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  27. Sentiment and uncertainty. (2022). Young, Trevor ; Birru, Justin.
    In: Journal of Financial Economics.
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  28. Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion. (2022). Rinaldi, Gianluca ; Pflueger, Carolin.
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  29. Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey.
    In: Journal of Financial Economics.
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  30. Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea.
    In: Journal of Banking & Finance.
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  31. Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
    In: Journal of Economic Dynamics and Control.
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  32. Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres.
    In: Journal of Finance.
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  37. Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos.
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  38. A Preferred?Habitat Model of the Term Structure of Interest Rates. (2021). Vayanos, Dimitri ; Vila, Jeanluc.
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  39. Habits die hard: implications for bond and stock markets internationally. (2021). Nitschka, Thomas ; Satkurunathan, Shajivan.
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  40. Information in the Term Structure: A Forecasting Perspective. (2021). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh.
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  41. Real and Nominal Equilibrium Yield Curves. (2021). Rica, E ; Hsu, Alex ; Palomino, Francisco.
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  42. Unspanned Global Macro Risks in Bond Returns. (2021). Zhu, Xiaoneng ; Zhou, Guofu ; Zhao, Feng.
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  43. Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets. (2021). Tedongap, Romeo ; Augustin, Patrick.
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  44. The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R.
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  45. Stock and bond joint pricing, consumption surplus, and inflation news. (2021). Nazimoff, Jonas J ; Terence, Ka Wai ; Wong, Tat Wing ; Lou, Jun.
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  46. Forecasting bond returns in a macro model. (2021). Wu, Ting ; Li, Zeguang ; Hou, Keqiang.
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  47. Aggregate expected investment growth and stock market returns. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun.
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  55. Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J.
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  58. The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data. (2020). Pépin, Dominique ; Miller, Stephen.
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  59. Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio.
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  60. A Quantity-Driven Theory of Term Premia and Exchange Rates. (2020). Stein, Jeremy ; Hanson, Samuel ; Sunderam, Adi ; Greenwood, Robin.
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  61. Lottery-Related Anomalies: The Role of Reference-Dependent Preferences. (2020). Yu, Jianfeng ; Wang, Jian.
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  62. Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment. (2020). Yung, Julieta ; Chami, Ralph ; Rochon, Celine ; Cosimano, Thomas F.
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  63. Asset Prices and Unemployment Fluctuations. (2020). Midrigan, Virgiliu ; Kehoe, Patrick J ; Lopez, Pierlauro ; Pastorino, Elena.
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  64. Asset Prices and Unemployment Fluctuations. (2020). Lopez, Pierlauro ; Kehoe, Patrick J ; Midrigan, Virgiliu ; Pastorino, Elena.
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  65. Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates. (2020). Xu, Yu ; Mitra, Indrajit .
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  67. A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri.
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  68. Precautionary risks for an open economy. (2020). Ferreira, Alex ; Matos, Paulo.
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  69. The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania.
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  70. Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
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  72. Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin.
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  74. Monetary policy surprises and their transmission through term premia and expected interest rates. (2020). Sustek, Roman ; mumtaz, haroon ; Kaminska, Iryna.
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  76. Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora.
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  79. Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria.
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  80. Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai.
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  81. Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel.
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  82. (Un)expected monetary policy shocks and term premia. (2019). Meyer-Gohde, Alexander ; Kliem, Martin.
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  83. Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya .
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  84. Short-Run Bond Risk Premia. (2019). Zhou, Hao ; Vedolin, Andrea ; Mueller, Philippe.
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  85. Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael.
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  86. An empirical study of the risk-free rate and the expected consumption growth. (2019). Liu, Wei Wei.
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  88. Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel. (2019). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
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  89. Asset Prices and Unemployment Fluctuations. (2019). Pastorino, Elena ; Midrigan, Virgiliu ; Lopez, Pierlauro ; Kehoe, Patrick.
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  90. The Time Variation in Risk Appetite and Uncertainty. (2019). Bekaert, Geert ; Xu, Nancy R ; Engstrom, Eric C.
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  91. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2019). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio.
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  92. An asset pricing approach to testing general term structure models. (2019). van der Wel, Michel ; Christensen, Bent Jesper.
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  93. Endogenous asymmetric money illusion. (2019). Saporito, Yuri F ; Duarte, Diogo.
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  94. International trade and intertemporal substitution. (2019). Waugh, Michael E ; Leibovici, Fernando.
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  95. Exchange Rate Risk and Business Cycles. (2019). Lloyd, Simon ; Marin, E A.
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  96. Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina.
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  97. Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M.
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  98. Aggregate Expected Investment Growth and Stock Market Returns. (2018). Yu, Jianfeng ; Wang, Huijun ; Li, Jun.
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  99. (Un)expected Monetary Policy Shocks and Term Premia. (2018). Meyer-Gohde, Alexander ; Kliem, Martin.
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  100. The Origins and Effects of Macroeconomic Uncertainty. (2018). Bianchi, Francesco ; Tirskikh, Mikhail ; Kung, Howard.
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  101. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
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  102. Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy. (2018). Katagiri, Mitsuru.
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  103. Predicting Growth Components ¨C Unemployment, Housing Prices and Consumption Using Both Government and Corporate Yield Curves. (2018). Yagil, Yossi ; Saar, Dan .
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  104. An Equilibrium Model of Term Structures of Bonds and Equities. (2018). Takamizawa, Hideyuki.
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  105. Macroeconomic Drivers of Bond and Equity Risks. (2018). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
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  106. The Real Term Premium in a Stationary Economy with Segmented Asset Markets. (2018). Lee, Junsang ; Chien, YiLi.
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  107. International Trade and Intertemporal Substitution. (2018). Waugh, Michael ; Leibovici, Fernando.
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  108. Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David.
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  109. Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris.
    In: Journal of Empirical Finance.
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  110. Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana.
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  111. Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
    In: CESifo Working Paper Series.
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  112. Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David.
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  113. Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana.
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  114. Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai.
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  115. Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan.
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  117. (Un)expected monetary policy shocks and term premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
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  118. Term Premium Dynamics and the Taylor Rule. (2017). Gallmeyer, Michael ; Zin, Stanley ; Palomino, Francisco ; Hollifield, Burton.
    In: Quarterly Journal of Finance (QJF).
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  119. Essays on robust asset pricing. (2017). Horvath, Ferenc.
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  120. Deflation, Sticky Leverage and Asset Prices. (2017). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian.
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  121. Zeroing in: Asset Pricing at the Zero Lower Bound. (2017). Bilal, Mohsan .
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  122. Level and Volatility Shocks to Fiscal Policy: Term Structure Implications. (2017). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo.
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  123. Macro-Finance. (2017). Cochrane, John.
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  124. Robust Bond Risk Premia. (2017). Hamilton, James ; Bauer, Michael.
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  125. Rare Disasters, Credit, and Option Market Puzzles. (2017). Elkamhi, Redouane ; Du, Du ; Christoffersen, Peter.
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  126. Short- and Long-Run Business Conditions and Expected Returns. (2017). Yu, Jianfeng ; Wu, Weixing ; Tao, Libin ; Liu, QI.
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  127. (Un)expected Monetary Policy Shocks and Term Premia. (2017). Meyer-Gohde, Alexander ; Kliem, Martin.
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  128. The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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  129. Interest Rates Under Falling Stars. (2017). Rudebusch, Glenn ; Bauer, Michael.
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  130. INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian.
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  131. Consumption-based equity valuation. (2016). Christensen, Peter O ; Bach, Christian.
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  132. An anatomy of global risk premiums. (2016). Ielpo, Florian ; Boon, Ling-Ni.
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  133. Durable Goods, Inflation Risk, and Equilibrium Asset Prices. (2016). Eraker, Bjorn ; Wang, Wenyu ; Shaliastovich, Ivan.
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  134. Economic Uncertainty and Interest Rates. (2016). Hartzmark, Samuel M.
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  135. Macro-Finance. (2016). Cochrane, John.
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  136. Bond Risk Premia in Consumption-based Models. (2016). Wu, Jing Cynthia ; Creal, Drew.
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  137. The Term Structure of Interest Rates in India. (2016). Sinha, Arunima ; Mehra, Rajnish.
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  138. Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market. (2016). Shijin, Santhakumar ; Shareef, Hassan .
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  139. What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan.
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  140. The Habit Habit. (2016). Cochrane, John.
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  141. Time-varying inflation risk and the cross section of stock returns. (2016). Szymanowska, Marta ; Duarte, Fernando.
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  142. The Term Structure and Inflation Uncertainty. (2016). Orphanides, Athanasios ; D'Amico, Stefania ; Breach, Tomas .
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  143. Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks. (2016). Palomino, Francisco J ; Rica, E ; Hsu, Alex.
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  144. A representative agent asset pricing model with heterogeneous beliefs and recursive utility. (2016). Suzuki, Masataka .
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  145. What do asset prices have to say about risk appetite and uncertainty?. (2016). Hoerova, Marie ; Bekaert, Geert.
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  146. What drives asymmetric dependence structure of asset return comovements?. (2016). Poshakwale, Sunil S ; Mandal, Anandadeep .
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  147. External habit: Anything goes. (2016). Pohl, Walt.
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  148. Asset prices with non-permanent shocks to consumption. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole .
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  149. Implications of Return Predictability across Horizons for Asset Pricing Models. (2016). Ortu, Fulvio ; Favero, Carlo ; Yang, Haoxi ; Tamoni, Andrea .
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  150. Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfè, Roberto ; Marfe, Roberto.
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  151. Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2016). Song, Dongho.
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  152. A Closed-form Solution of a Two-sector Endogenous Growth Model with Habit Formation. (2016). ViaÅŸu, Ioana ; Chilarescu, Constantin.
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  153. Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates. (2015). de Vries, Casper ; Wang, Xuedong .
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  154. Monetary transaction costs and the term premium. (2015). Tsomocos, Dimitrios ; Espinoza, Raphael.
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  155. Macro-Finance Separation by Force of Habit. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
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  156. Financial Asset Pricing Theory. (2015). Munk, Claus .
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  157. Risks in macroeconomic fundamentals and excess bond returns predictability. (2015). De Rezende, Rafael.
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  158. Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2015). Lopez, Pierlauro ; Lopez-Salido, David ; Vazquez-Grande, Francisco.
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  159. Resolving the spanning puzzle in macro-finance term structure models. (2015). Rudebusch, Glenn ; Bauer, Michael.
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  160. Robustness to model uncertainty and the nominal term premium puzzle. (2015). Xu, Yuan.
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  161. A regime-switching Nelson–Siegel term structure model of the macroeconomy. (2015). Zhu, Xiaoneng ; RAHMAN, Shahidur .
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  162. Out-of-sample bond risk premium predictions: A global common factor. (2015). Zhu, Xiaoneng .
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  163. Why do term structures in different currencies co-move?. (2015). Le, Anh ; Lundblad, Christian ; Jotikasthira, Chotibhak .
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  164. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2015). Kung, Howard.
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  165. Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?. (2015). Nawosah, Vivekanand ; Harris, Richard ; Bulkley, George .
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  166. The information content of option-implied information for volatility forecasting with investor sentiment. (2015). Kim, Jun Sik ; Seo, Sung Won.
    In: Journal of Banking & Finance.
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  167. Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR. (2015). Stillwagon, Josh.
    In: Journal of International Financial Markets, Institutions and Money.
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  168. Loss aversion, habit formation and the term structures of equity and interest rates. (2015). Curatola, Giuliano.
    In: Journal of Economic Dynamics and Control.
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  169. Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates. (2015). de Vries, Casper ; Wang, Xuedong .
    In: CESifo Working Paper Series.
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  170. Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2015). Rudebusch, Glenn ; Bauer, Michael ; GlennD. Rudebusch, .
    In: CESifo Working Paper Series.
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  171. A global factor in variance risk premia and local bond pricing. (2015). Roberts-Sklar, Matt ; Kaminska, Iryna.
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  172. Parametric Portfolio Policies in the Surplus Consumption Ratio. (2015). Inkmann, Joachim ; Shi, Zhen.
    In: International Review of Finance.
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  173. Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve. (2015). Valente, Giorgio ; Remolona, Eli ; Hördahl, Peter ; Hordahl, Peter.
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  174. Testing the Expectations Hypothesis with Survey Forecasts: The Impacts of Consumer Sentiment and the Zero Lower Bound in an I(2) CVAR. (2014). Stillwagon, Josh.
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  175. Essays on habit formation and inflation hedging. (2014). Zhou, Y..
    In: Other publications TiSEM.
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  176. Macroeconomic linkages between monetary policy and the term structure of interest rates. (2014). Kung, Howard.
    In: 2014 Meeting Papers.
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  177. Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
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  178. Macroeconomic Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John.
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  179. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies. (2014). Cosimano, Thomas ; Chen, YU ; Kelly, Peter ; Himonas, Alex .
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  180. Precautionary Volatility and Asset Prices. (2014). Chen, Andrew Y..
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  181. Habit, Production, and the Cross-Section of Stock Returns. (2014). Chen, Andrew Y..
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  182. Risk aversion in the Eurozone. (2014). Benchimol, Jonathan.
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  183. Investor sentiment and return predictability of disagreement. (2014). Ryu, Doojin ; Seo, Sung Won ; Kim, Jun Sik.
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  184. What drives stochastic risk aversion?. (2014). Cho, Sungjun .
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  185. Can habit formation under complete market integration explain the cross?section of international equity risk premia?. (2013). Auer, Benjamin R.
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  186. Rare Disasters and the Term Structure of Interest Rates. (2013). Tsai, Jerry.
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  187. A Production-Based Model for the Term Structure. (2013). Jermann, Urban.
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  188. The quality of public information and the term structure of interest rates. (2013). Lundtofte, Frederik.
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  189. External Habit in a Production Economy. (2013). Chen, Andrew.
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  190. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity. (2013). Viceira, Luis ; Pflueger, Carolin.
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  191. International correlation risk. (2013). Vedolin, Andrea ; Stathopoulos, Andreas ; Mueller, Philippe.
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  192. Can habit formation under complete market integration explain the cross-section of international equity risk premia?. (2013). Auer, Benjamin R..
    In: Review of Financial Economics.
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  193. Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim .
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  194. General equilibrium pricing of currency and currency options. (2013). Du, Du.
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  195. A production-based model for the term structure. (2013). Jermann, Urban J..
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  196. International Bond Risk Premia. (2013). Hasseltoft, Henrik ; Dahlquist, Magnus.
    In: Journal of International Economics.
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  197. Bond Pricing and the Macroeconomy. (2013). Duffee, Gregory R.
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  198. Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
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  199. Macro-expectations, aggregate uncertainty, and expected term premia. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Dick, Christian.
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  200. Rare Disasters and Credit Market Puzzles. (2013). Christoffersen, Peter ; Elkamhi, Redouane ; Du, Du.
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  201. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Shaliastovich, Ivan ; Bansal, Ravi .
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  202. Trading Volume in General Equilibrium with Complete Markets. (2012). Aldrich, Eric.
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  203. Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models. (2012). Yu, Jianfeng.
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  204. Saving Rates and Portfolio Choice with Subsistence Consumption. (2012). Koulovatianos, Christos ; Hubar, Sylwia ; Achury, Carolina.
    In: Review of Economic Dynamics.
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  205. Bond Risk Premiums and Optimal Monetary Policy. (2012). Palomino, Francisco.
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  206. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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  207. Bond pricing and the macroeconomy. (2012). Duffee, Greg.
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  208. Risk Aversion in the Euro area. (2012). Benchimol, Jonathan.
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  209. Risk Aversion in the Euro area. (2012). Benchimol, Jonathan.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-00713669.

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  210. Core and Crust: Consumer Prices and the Term Structure of Interest Rates. (2012). Benzoni, Luca ; Ajello, Andrea ; Chyruk, Olena .
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  211. Habit formation heterogeneity: Implications for aggregate asset pricing. (2012). Grishchenko, Olesya ; Dubin, Eduard ; Kartashov, Vasily .
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  212. The term structure of inflation expectations. (2012). Mueller, Philippe ; Chernov, Mikhail.
    In: Journal of Financial Economics.
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  213. Investor attention, psychological anchors, and stock return predictability. (2012). Yu, Jianfeng ; Li, Jun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:401-419.

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  214. Bond risk, bond return volatility, and the term structure of interest rates. (2012). Viceira, Luis.
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    RePEc:eee:intfor:v:28:y:2012:i:1:p:97-117.

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  215. Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence. (2012). Hung, Chi-Hsiou ; Azad, A.S.M. ; Azad, A. S. M. Sohel, ; Fang, Victor.
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  216. Loss aversion and the term structure of interest rates. (2011). Wang, Jr-Yan ; Hung, Mao-Wei.
    In: Applied Economics.
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  217. Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
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  218. News Shocks and the Term Structure of Interest Rates: A Challenge for DSGE Models. (2011). Otrok, Christopher ; Kurmann, André.
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  219. Sources of Entropy in Representative Agent Models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
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  220. Short Run Bond Risk Premia. (2011). Zhou, Hao ; Mueller, Philippe ; Vedolin, Andrea.
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  221. An empirical investigation of consumption-based asset pricing models with stochastic habit formation. (2011). Grishchenko, Olesya ; Dai, Qiang.
    In: Finance and Economics Discussion Series.
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  222. In search of a theory of debt management. (2011). Marcet, Albert ; Faraglia, Elisa ; Scott, A.
    In: LSE Research Online Documents on Economics.
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  223. General equilibrium pricing of options with habit formation and event risks. (2011). Du, Du.
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    RePEc:eee:jfinec:v:99:y:2011:i:2:p:400-426.

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  224. The term structures of equity and interest rates. (2011). Wachter, Jessica ; Lettau, Martin.
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  225. Investor sentiment and the mean-variance relation. (2011). Yuan, Yu.
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  226. Habit-based asset pricing with limited participation consumption. (2011). Møller, Stig ; Bach, Christian ; Moller, Stig V..
    In: Journal of Banking & Finance.
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  227. Sources of entropy in representative agent models. (2011). Zin, Stanley ; Chernov, Mikhail ; Backus, David.
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  228. In Search of a Theory of Debt Management. (2011). Scott, Andrew ; Marcet, Albert ; Faraglia, Elisa.
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  229. Conservatism in Corporate Valuation. (2011). Bach, Christian .
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  230. Continuous time one-dimensional asset-pricing models with analytic price–dividend functions. (2010). Cosimano, Thomas ; Chen, YU ; Himonas, Alex .
    In: Economic Theory.
    RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503.

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  231. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
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  232. EQUITY Premium Puzzle in a Data-Rich Environment. (2010). Douch, Mohamed ; Bouaddi, Mohammed .
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  233. The Cross-Section and Time-Series of Stock and Bond Returns. (2010). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph ; Ralph S. J. Koijen, .
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  234. News Shocks and the Slope of the Term Structure of Interest Rates. (2010). Otrok, Christopher ; Kurmann, André.
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  235. Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules. (2010). Zhou, Guofu ; Tu, Jun ; Neely, Christopher ; Rapach, David E..
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  236. Macro-finance models of interest rates and the economy. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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  237. Consumption asset pricing and the term structure. (2010). Hyde, Stuart ; Sherif, Mohamed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:1:p:99-109.

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  238. In search of a theory of debt management. (2010). Scott, Andrew ; Marcet, Albert ; Faraglia, Elisa.
    In: Journal of Monetary Economics.
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  239. Habit formation, surplus consumption and return predictability: International evidence. (2010). Møller, Stig ; Hyde, Stuart ; Engsted, Tom ; Moller, Stig V..
    In: Journal of International Money and Finance.
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  240. Internal vs. external habit formation: The relative importance for asset pricing. (2010). Grishchenko, Olesya.
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    RePEc:eee:jebusi:v:62:y::i:3:p:176-194.

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  241. Stock and bond returns with Moody Investors. (2010). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:867-894.

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  242. Asset pricing implications of a New Keynesian model. (2010). De Paoli, Bianca ; Scott, Alasdair ; Weeken, Olaf .
    In: Journal of Economic Dynamics and Control.
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  243. Fluctuations of Real Interest Rates and Business Cycles. (2010). Zhang, Yongli.
    In: Annals of Economics and Finance.
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  244. Macroeconomics and the Term Structure. (2010). Gürkaynak, Refet ; Wright, Jonathan.
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  245. Linkages between the Financial and the Real Sector of the Economy: A Literature Survey. (2010). Broer, Peter ; Antony, Jürgen.
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  246. Endogenous Growth, Habit Formation and Convergence Speed. (2010). Gómez Suárez, Manuel ; Gomez, Manuel A..
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:10:y:2010:i:1:n:1.

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  247. MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
    In: Manchester School.
    RePEc:bla:manchs:v:78:y:2010:i:s1:p:25-52.

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  248. On the Timing and Pricing of Dividends. (2010). koijen, ralph ; van Binsbegen, Jules H. ; Ralph S. J. Koijen, ; Brandt, Michael W..
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  249. Equilibrium yield curves under regime switching. (2010). Garcia-Verdu, Santiago.
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  250. Heterogeneous Expectations and Bond Markets. (2009). Yan, Hongjun ; Xiong, Wei ; Financial, Review .
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  251. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
    In: Yale School of Management Working Papers.
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  252. International asset returns and exchange rates. (2009). Zhong, Maosen ; Li, Yuming.
    In: The European Journal of Finance.
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  253. Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach. (2009). Erdemlioglu, Deniz.
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  254. An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play. (2009). Gonzalez-Astudillo, Manuel.
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  255. A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc .
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  256. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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  257. Optimal Endowment Destruction under Campbell-Cochrane Habit Formation. (2009). Uhlig, Harald ; Ljungqvist, Lars.
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  258. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2009). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: NBER Working Papers.
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  259. The Term Structures of Equity and Interest Rates. (2009). Wachter, Jessica ; Lettau, Martin.
    In: NBER Working Papers.
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  260. On the Need for a New Approach to Analyzing Monetary Policy. (2009). Atkeson, Andrew ; Kehoe, Patrick J..
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  261. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
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  262. The term structure of inflation expectations. (2009). Adrian, Tobias ; Wu, Hao.
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  263. Risk, uncertainty, and asset prices. (2009). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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  264. Time varying consumption covariance and dynamics of the equity premium: Evidence from the G7 countries. (2009). Sarkar, Asani ; Zhang, Lingjia.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:613-631.

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  265. Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2009). Møller, Stig ; Moller, Stig Vinther .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:525-536.

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  266. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
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  267. A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc .
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  268. Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. (2009). Luger, Richard ; Garcia, René.
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  269. AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS. (2009). Spencer, Peter ; Liu, Zhuoshi.
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  270. Another Look at Yield Spreads: The Role of Liquidity. (2008). Kim, Dong Heon.
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  271. The Yield Curve and Macroeconomic Dynamics. (2008). Vestin, David ; Tristani, Oreste ; Hordahl, Peter.
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  272. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. (2008). Viceira, Luis ; Campbell, John ; Sunderam, Adi.
    In: 2008 Meeting Papers.
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  273. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. (2008). Gabaix, Xavier.
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  274. Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks. (2008). Cosimano, Thomas.
    In: Annals of Finance.
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  275. A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure. (2008). Wu, Liuren ; Zhang, Frank Xiaoling.
    In: Management Science.
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  276. Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther .
    In: Finance Research Group Working Papers.
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  277. An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates. (2008). Modena, Matteo.
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  278. Signal or noise? Implications of the term premium for recession forecasting. (2008). Rosenberg, Joshua V. ; Maurer, Samuel .
    In: Economic Policy Review.
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  279. On the need for a new approach to analyzing monetary policy. (2008). Kehoe, Patrick ; Atkeson, Andrew.
    In: Working Papers.
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  280. Term premiums and inflation uncertainty: empirical evidence from an international panel dataset. (2008). Wright, Jonathan.
    In: Finance and Economics Discussion Series.
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  281. The bond premium in a DSGE model with long-run real and nominal risks. (2008). Swanson, Eric ; Rudebusch, Glenn.
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  282. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
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  283. Bond positions, expectations, and the yield curve. (2008). Schneider, Martin ; Piazzesi, Monika.
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  284. Examining the bond premium puzzle with a DSGE model. (2008). Swanson, Eric ; Rudebusch, Glenn.
    In: Journal of Monetary Economics.
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  285. On the predictive power of the surplus consumption ratio. (2008). Ghattassi, Imen .
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  286. Analytic solving of asset pricing models: The by force of habit case. (2008). Cosimano, Thomas ; Himonas, Alex A. ; Chen, YU.
    In: Journal of Economic Dynamics and Control.
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  287. Risk sharing and counter-cyclical variation in market correlations. (2008). Aydemir, Cevdet A..
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  288. Implications for Asset Pricing Puzzles of a Roll-over Assumption for the Risk-Free Asset-super-. (2008). WARREN, GEOFFREY J..
    In: International Review of Finance.
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  289. The Canadian macroeconomy and the yield curve: an equilibrium‐based approach. (2007). Luger, Richard ; Garcia, René.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
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  290. Ambiguity Aversion and the Term Structure of Interest Rates. (2007). Trojani, Fabio ; Gagliardini, Patrick ; Porchia, Paolo .
    In: University of St. Gallen Department of Economics working paper series 2007.
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  291. Investor Information, Long-Run Risk, and the Term Structure of Equity. (2007). Ludvigson, Sydney ; Lettau, Martin ; Croce, Mariano.
    In: NBER Working Papers.
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  292. The determinants of stock and bond return comovements. (2007). Inghelbrecht, Koen ; Bekaert, Geert.
    In: Working Paper Research.
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  293. Asset pricing implications for a New Keynesian model. (2007). De Paoli, Bianca.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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  294. Habit formation and the equity–premium puzzle: a skeptical view. (2007). .
    In: Annals of Finance.
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  295. Robust Equilibrium Yield Curves. (2007). Vincent, Nicolas ; Kleshchelski, Isaac .
    In: Cahiers de recherche.
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  296. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik .
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  297. Macroeconomic implications of changes in the term premium. (2007). Swanson, Eric ; Rudebusch, Glenn ; Sack, Brian P..
    In: Review.
    RePEc:fip:fedlrv:y:2007:i:jul:p:241-270:n:v.89no.4.

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  298. Multifrequency news and stock returns. (2007). Fisher, Adlai ; Calvet, Laurent.
    In: Journal of Financial Economics.
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  299. The ex ante real rate and inflation premium under a habit consumption model. (2007). Madureira, Leonardo.
    In: Journal of Empirical Finance.
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Coauthors

Authors registered in RePEc who have wrote about the same topic

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