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A Parsimonious Macroeconomic Model for Asset Pricing. (2009). Guvenen, Fatih.
In: NBER Working Papers.
RePEc:nbr:nberwo:15243.

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  21. A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock. (2021). Simsek, Alp ; Caballero, Ricardo J.
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  22. The optimal spending rate versus the expected real return of a sovereign wealth fund. (2021). Bjerksund, Petter ; Aase, Knut.
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  23. The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund. (2021). Aase, Knut ; Bjerksund, Petter.
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  24. Limited Participation in Equity Markets and Business Cycles. (2021). Morelli, Juan.
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  25. Do survey expectations of stock returns reflect risk adjustments?. (2021). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus.
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    RePEc:eee:moneco:v:117:y:2021:i:c:p:723-740.

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  26. Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy.
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  27. MoNK: Mortgages in a New-Keynesian model. (2021). Ustek, Roman ; Kydland, Finn E ; Garriga, Carlos.
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  28. Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi.
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  29. Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision?Making. (2021). Ke, DA.
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  30. Heterogeneity and Persistence in Returns to Wealth. (2020). Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi ; Malacrino, Davide.
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    RePEc:wly:emetrp:v:88:y:2020:i:1:p:115-170.

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    RePEc:pra:mprapa:100794.

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  33. Impact of consumer confidence on the expected returns of the Tokyo Stock Exchange: A comparative analysis of consumption and production-based asset pricing models. (2020). Alonso-Conde, Ana Belen ; Rojo-Suarez, Javier.
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  36. The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia.
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  37. Corporate tax, financial leverage, and portfolio risk. (2020). Kim, Dongnyoung ; Chung, Chune Young ; Sub, Paul Moon.
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  39. A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a Covid-19 Shock. (2020). Caballero, Ricardo ; Simsek, Alp.
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  40. The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva.
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  43. Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut.
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  45. Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race. (2019). Jondeau, Eric ; Rockinger, Michael.
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    RePEc:wly:jmoncb:v:51:y:2019:i:4:p:991-1019.

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    In: Discussion Papers.
    RePEc:ssb:dispap:912.

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  48. Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?. (2019). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:641.

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  49. Asset Quality Dynamics. (2019). Quintin, Erwan ; Corbae, Dean .
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    RePEc:red:sed019:368.

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  50. Risky Insurance: Insurance Portfolio Choice with Incomplete Markets. (2019). Tonetti, Christopher ; Briggs, Joseph.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1388.

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  51. How the Wealth Was Won: Factors Shares as Market Fundamentals. (2019). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel L.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25769.

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  52. Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion. (2019). Mehra, Rajnish ; Donaldson, John B.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25519.

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  53. Risk aversion heterogeneity and the investment–uncertainty relationship. (2019). Femminis, Gianluca.
    In: Journal of Economics.
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  54. The fight-or-flight response to the Joneses and inequality. (2019). Bhattacharya, Joydeep ; Bunzel, Helle ; Barnett, Richard C.
    In: ISU General Staff Papers.
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  55. The optimal extraction rate versus the expected real return of a sovereign wealth fund. (2019). Bjerksund, Petter ; Aase, Knut.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2019_007.

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    In: Working Papers.
    RePEc:fip:fedlwp:2019-032.

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  57. Investor sophistication and capital income inequality. (2019). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin.
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  58. Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A.
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  59. Portfolio Choice with Information-Processing Limits. (2019). Young, Eric ; Batchuluun, Altantsetseg ; Luo, Yulei.
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  60. How the Wealth Was Won: Factor Shares as Market Fundamentals. (2019). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel L.
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  61. Stock Price Cycles and Business Cycles. (2019). Adam, Klaus ; Merkel, Sebastian.
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  62. Do Survey Expectations of Stock Returns Reflect Risk Adjustments?. (2019). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus.
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  63. Do survey expectations of stock returns reflect risk-adjustments?. (2018). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus.
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  64. Sequential Equilibrium in Incomplete Markets with Long-Term Debt. (2018). Jaar, Daniel .
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  65. Life-cycle Wealth Accumulation and Consumption Insurance. (2018). Sartarelli, Marcello ; Campanale, Claudio.
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  66. Income Inequality and Stock Market Returns. (2018). Markiewicz, Agnieszka ; Raciborski, Rafal.
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  67. Household Portfolio Accounting. (2018). Hur, Sewon ; Yang, Siqiang ; Telmer, Christopher .
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  68. Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger.
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  69. Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?. (2018). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus.
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  70. Risk Premiums, Nominal Rigidities and Limited Asset Market Participation. (2018). Tirelli, Patrizio ; Menna, Lorenzo ; Patrizio, Tirelli.
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  71. The Fight-or-Flight Response to the Joneses and Income Inequality. (2018). Bhattacharya, Joydeep ; Barnett, Richard ; Bunzel, Helle.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201812120800001060.

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  72. Heterogeneity and Persistence in Returns to Wealth. (2018). Guiso, Luigi ; Pistaferri, Luigi ; Malacrino, Davide ; Fagereng, Andreas.
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  73. Trading ambiguity: a tale of two heterogeneities. (2018). Tallon, Jean-Marc ; Ozsoylev, Han ; Mukerji, Sujoy.
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  74. Is Liquidity Risk Priced? Theory and Evidence. (2018). Chung, Chuneyoung ; Hur, Seok-Kyun ; Liu, Chang.
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  76. Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?. (2018). Nagel, Stefan ; Matveev, Dmitry ; Maatvev, Dmitry ; Adam, Klaus.
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  77. Investor Sophistication and Capital Income Inequality. (2018). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin.
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  86. Risk Aversion and Wealth: Evidence from Person-to-Person Lending Portfolios. (2017). Paravisini, Daniel ; Ravina, Enrichetta ; Rappoport, Veronica.
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  87. Do Macro-Economic and Technical Indicators Matter?- a Principal Component Analysis Approach for Equity Risk Premium Prediction. (2017). Ul, Naveed ; Mushtaq, Maryam ; Aziz, Bilal .
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  89. Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?. (2017). Bhamra, Harjoat ; Uppal, Raman.
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  90. Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James.
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  91. What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo .
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  93. The Fight-or-Flight Response to the Joneses. (2016). Bunzel, Helle ; Bhattacharya, Joydeep ; Barnett, Richard.
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  95. Monetary Policy Rules and the Equity Premium. (2016). Zervou, Anastasia.
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  100. Ambiguity and the historical equity premium. (2016). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  101. Long-Term Government Debt and Household Portfolio Composition. (2016). Tischbirek, Andreas.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
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  102. Hybrid Perturbation-Projection Method for Solving DSGE Asset Pricing Models. (2016). Fowler, Stuart ; Chen, Yuanyuan.
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  103. Impact of Pension System Structure on International Financial Capital Allocation. (2016). Staveley-O'Carroll, James.
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  104. Ambiguity and the historical equity premium. (2016). Collard, Fabrice ; Sheppard, Kevin ; Mukerji, Sujoy.
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  105. Time-varying inflation risk and the cross section of stock returns. (2016). Szymanowska, Marta ; Duarte, Fernando.
    In: Staff Reports.
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  106. Equilibrium Yield Curves and the Interest Rate Lower Bound. (2016). Nakata, Taisuke ; Tanaka, Hiroatsu.
    In: Finance and Economics Discussion Series.
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  107. Heterogeneity and Persistence in Returns to Wealth. (2016). Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi ; Malacrino, Davide.
    In: EIEF Working Papers Series.
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  108. The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis. (2016). Vilkov, Grigory ; Dumas, Bernard ; Uppal, Raman ; Buss, Adrian.
    In: Journal of Monetary Economics.
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  109. Uncertainty shocks in a model with mean-variance frontiers and endogenous technology choices. (2016). Mehkari, M. Saif.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:71-98.

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  110. Land collateral and labor market dynamics in France. (2016). Pintus, Patrick ; Kaas, Leo ; Ray, Simon.
    In: European Economic Review.
    RePEc:eee:eecrev:v:84:y:2016:i:c:p:202-218.

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  111. Can the information technology revolution explain the incidence of co-movement of skill premium and stock prices?. (2016). Pal, Rupayan ; Gangopadhyay, Kausik ; Nishimura, Atsushi .
    In: Economic Modelling.
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  112. Bank equity and macroprudential policy. (2016). Liu, Keqing.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:73:y:2016:i:c:p:1-17.

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  113. Asset prices with non-permanent shocks to consumption. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:69:y:2016:i:c:p:152-178.

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  114. Consumption-based CAPM with belief heterogeneity. (2016). Shi, Lei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:65:y:2016:i:c:p:30-46.

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  115. Heterogeneity and Persistence in Returns to Wealth. (2016). Guiso, Luigi ; Fagereng, Andreas ; Pistaferri, Luigi ; Malacrino, Davide.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11635.

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  116. The Inequality Accelerator. (2015). Pancrazi, Roberto ; Mengus, Eric.
    In: The Warwick Economics Research Paper Series (TWERPS).
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  117. COLLATERAL REQUIREMENTS AND ASSET PRICES. (2015). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: International Economic Review.
    RePEc:wly:iecrev:v:56:y:2015:i:1:p:1-25.

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  118. On the Robustness of Theoretical Asset Pricing Models. (2015). Toda, Alexis Akira ; Phelan, Gregory.
    In: Department of Economics Working Papers.
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  119. Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing. (2015). , Nicolae ; Panageas, Stavros .
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/680996.

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  120. Intertemporal elasticity of substitution and risk aversion: are they related empirically?. (2015). Yagihashi, Takeshi ; Du, Juan.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:15:p:1588-1605.

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  121. Asset Pricing and the One Percent. (2015). Toda, Alexis Akira ; Walsh, Kieran .
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  122. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Garriga, Carlos ; Kydland, Finn.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:500.

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  123. A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt. (2015). Swanson, Eric.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:273.

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  124. Mortgages and Monetary Policy. (2015). Sustek, Roman ; Kydland, Finn ; Garriga, Carlos.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp751.

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  125. Mortgages and Monetary Policy. (2015). Garriga, Carlos ; Ustek, Roman ; Kydland, Finn E.
    In: Working Papers.
    RePEc:qmw:qmwecw:751.

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  126. Business Cycle Dynamics under Rational Inattention. (2015). Wiederholt, Mirko ; Maćkowiak, Bartosz ; Makowiak, Bartosz.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:82:y:2015:i:4:p:1502-1532..

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  127. The Choice Channel of Financial Innovation. (2015). Iachan, Felipe ; Simsek, Alp ; Nenov, Plamen T.
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  128. Ambiguity and the historical equity premium. (2015). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  129. Central bank policy paths and market forward rates: A simple model. (2015). De Graeve, Ferre ; Iversen, Jens .
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  130. The equity premium in a production economy; A new perspective involving recursive utility. (2015). Aase, Knut.
    In: Discussion Papers.
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  131. The Life Cycle Model with Recursive Utility: New insights on optimal consumption. (2015). Aase, Knut.
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  132. The risk premium and long-run global imbalances. (2015). Naknoi, Kanda ; Chien, YiLi.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:c:p:299-315.

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  133. Margin regulation and volatility. (2015). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:75:y:2015:i:c:p:54-68.

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  134. Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. (2015). Chabakauri, Georgy .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:75:y:2015:i:c:p:21-34.

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  135. A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation. (2015). Koo, Hyeng Keun ; Ahn, Seryoong ; Choi, Kyoung Jin.
    In: Journal of Banking & Finance.
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  136. Origins of Stock Market Fluctuations. (2015). Ludvigson, Sydney ; Greenwald, Daniel L. ; Lettau, Martin.
    In: CEPR Discussion Papers.
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  137. Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing. (2015). Ma, Sai ; Ludvigson, Sydney ; Lettau, Martin.
    In: CEPR Discussion Papers.
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  138. The Inequality Accelerator. (2015). Pancrazi, Roberto ; Mengus, Eric.
    In: Economic Research Papers.
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  139. Asset Pricing with Concentrated Ownership of Capital and Distribution Shocks. (2015). Lansing, Kevin.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:7:y:2015:i:4:p:67-103.

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  140. Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs. (2014). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
    In: SAFE Working Paper Series.
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  141. Bond Pricing with a Time‐Varying Price of Risk in an Estimated Medium‐Scale Bayesian DSGE Model. (2014). Dew-Becker, Ian ; DEWBECKER, IAN .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:5:p:837-888.

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  142. Monetary Policy Rules and the Equity Premium. (2014). Zervou, Anastasia ; Peng, Yulei .
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  143. Optimal Contract, Ownership Structure and Asset Pricing. (2014). Zeng, QI ; Jung, Hae Won .
    In: 2014 Meeting Papers.
    RePEc:red:sed014:911.

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  144. Asset Pricing and Monetary Policy. (2014). Dong, Bingbing.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:881.

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  145. Long-Term Asset Price Volatility and Macroeconomic Fluctuations. (2014). Santos, Manuel ; Iraola, Miguel .
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  146. Portfolio Choice with Information-Processing Limits. (2014). Young, Eric ; Luo, Yulei ; Batchuluun, Altantsetseg.
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  147. Capital Share Risk in U.S. Asset Pricing. (2014). Ma, Sai ; Ludvigson, Sydney ; Lettau, Martin.
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  148. Origins of Stock Market Fluctuations. (2014). Ludvigson, Sydney ; Greenwald, Daniel L. ; Lettau, Martin.
    In: NBER Working Papers.
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  149. The Equity Premium in a DSGE Model with Limited Asset Market Participation. (2014). Tirelli, Patrizio ; Menna, Lorenzo.
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  150. Land Collateral and Labor Market Dynamics in France. (2014). Pintus, Patrick ; Kaas, Leo ; Ray, Simon.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
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  151. Land Collateral and Labor Market Dynamics in France. (2014). Pintus, Patrick ; Kaas, Leo ; Ray, Simon.
    In: Working Papers.
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  152. Precautionary Volatility and Asset Prices. (2014). Chen, Andrew Y..
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  153. Monetary policy and the cyclicality of risk. (2014). Lopez-Salido, David ; Gust, Christopher .
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  154. Stochastic differential utility as the continuous-time limit of recursive utility. (2014). Kraft, Holger ; Seifried, Frank Thomas.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:151:y:2014:i:c:p:528-550.

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  155. Endogenous risk in a DSGE model with capital-constrained financial intermediaries. (2014). Wouters, Raf ; Dewachter, Hans.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:241-268.

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  156. Margin regulation and volatility. (2014). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: Working Paper Series.
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  157. ROOSEVELT AND PRESCOTT COME TO AN AGREEMENT. (2014). Guo, Nick ; Caliendo, Frank.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:18:y:2014:i:06:p:1383-1402_00.

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  158. Land Collateral and Labor Market Dynamics in France. (2014). Pintus, Patrick ; Kaas, Leo ; Ray, Simon.
    In: CESifo Working Paper Series.
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  159. Land Collateral and Labor Market Dynamics in France.. (2014). Pintus, Patrick ; Kaas, Leo ; Ray, S..
    In: Working papers.
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  160. Land Collateral and Labor Market Dynamics in France. (2014). Pintus, Patrick ; Kaas, Leo ; Ray, Simon.
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  161. Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM. (2013). Schrimpf, Andreas ; Posch, Olaf.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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  162. Persistence in the price-to-dividend ratio and its macroeconomic fundamentals. (2013). Xu, Fang ; Rengel, Malte ; Herwartz, Helmut.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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  163. Stochastic differential utility as the continuous-time limit of recursive utility. (2013). Seifried, Frank Thomas ; Kraft, Holger.
    In: SAFE Working Paper Series.
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  164. Bayesian estimation of a DSGE model with asset prices. (2013). Uhlig, Harald ; Kliem, Martin.
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  165. Equity Returns and Business Cycles in Small Open Economies. (2013). Rothman, Philip ; Liu, Xuan ; Jahanparvar, Mohammad R.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:6:p:1117-1146.

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  166. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
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  167. Limited Stock Market Participation Among Renters and Home Owners. (2013). Vestman, Roine.
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  168. Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat.
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  169. Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans. (2013). Torres-Martinez, Juan Pablo ; Iraola, Miguel.
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  170. Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans. (2013). Torres-Martinez, Juan Pablo ; Iraola, Miguel A..
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  171. Testing for Structural Breaks at Unknown Time: A Steeplechase. (2013). Giesen, Sebastian ; El-Shagi, Makram.
    In: Computational Economics.
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  172. External Habit in a Production Economy. (2013). Chen, Andrew.
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  173. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Post-Print.
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  174. Disastrous disappointments: asset-pricing with disaster risk and disappointment aversion. (2013). Dolmas, Jim.
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  175. Macroeconomic determinants of stock volatility and volatility premiums. (2013). Mele, Antonio ; Corradi, Valentina ; Distaso, Walter .
    In: Journal of Monetary Economics.
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  176. Inequality, stock market participation, and the equity premium. (2013). Favilukis, Jack.
    In: Journal of Financial Economics.
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  177. Inventory investment and the cost of capital. (2013). Jones, Christopher S. ; Tuzel, Selale .
    In: Journal of Financial Economics.
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  178. Revisiting asset pricing under habit formation in an overlapping-generations economy. (2013). Nam, Kiseok ; Kim, Sei-Wan.
    In: Journal of Banking & Finance.
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  179. Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat.
    In: CEPR Discussion Papers.
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  180. Home Bias in Open Economy Financial Macroeconomics. (2013). Rey, Helene ; Coeurdacier, Nicolas.
    In: Journal of Economic Literature.
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  181. The Risk Premium and Long-Run Global Imbalances. (2012). Naknoi, Kanda ; Chien, YiLi.
    In: Working papers.
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  182. Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy .
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  183. Saving Rates and Portfolio Choice with Subsistence Consumption. (2012). Koulovatianos, Christos ; Hubar, Sylwia ; Achury, Carolina.
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  184. Robust Comparative Statics in Large Dynamic Economies. (2012). Jensen, Martin ; Acemoglu, Daron.
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  185. An Equilibrium Asset Pricing Model with Labor Market Search. (2012). Zhang, Lu ; Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander.
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  186. Endogenous risk in a DSGE model with capital-constrained financial intermediaries. (2012). Wouters, Raf ; Dewachter, Hans.
    In: Working Paper Research.
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  187. Ambiguity and the historical equity premium. (2012). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  188. Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy .
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  189. The risk premium and long-run global imbalances. (2012). Naknoi, Kanda ; Chien, YiLi.
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  190. Financial crises, bank risk exposure and government financial policy. (2012). Gertler, Mark ; Queralto, Albert ; Kiyotaki, Nobuhiro.
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  191. Aggregate implications of micro asset market segmentation. (2012). Weill, Pierre-Olivier ; Edmond, Chris.
    In: Journal of Monetary Economics.
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  192. Asset pricing and housing supply in a production economy. (2012). Jaccard, Ivan.
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  193. Home Bias in Open Economy Financial Macroeconomics. (2012). Rey, Helene ; Coeurdacier, Nicolas.
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  194. A DSGE model with Endogenous Term Structure. (2012). Marzo, Massimiliano ; Falagiarda, Matteo.
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  195. The Risk Premium and Long-Run Global Imbalances. (2011). Naknoi, Kanda ; Chien, YiLi.
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  196. Home Bias in Open Economy Financial Macroeconomics. (2011). Rey, Helene ; Coeurdacier, Nicolas.
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  197. Asset Pricing and Housing Supply in a Production Economy. (2011). Jaccard, Ivan.
    In: The B.E. Journal of Macroeconomics.
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  198. Asset pricing with concentrated ownership of capital. (2011). Lansing, Kevin ; KevinJ. Lansing, .
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  199. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas.
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  200. Home bias in open economy financial macroeconomics. (2010). Rey, Helene ; Coeurdacier, Nicolas .
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