Nothing Special   »   [go: up one dir, main page]

create a website
The Spirit of Capitalism and International Risk Sharing. (2004). Chue, Timothy K..
In: Econometric Society 2004 Far Eastern Meetings.
RePEc:ecm:feam04:589.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 23

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Wealth Distribution and the Demand for Status. (2004). Young, Eric ; Luo, Yulei.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0410008.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bakshi, Gurdip S., and Zhiwu Chen, 1996, The Spirit of Capitalism and Stock-Market Prices, American Economic Review 86, 133-157.

  2. Black, Fischer, 1974, International Capital Market Equilibrium with Investment Barriers, Journal of Financial Economics 1, 337-352.

  3. Brandt, Michael W., John H. Cochrane, and Pedro Santa-Clara, 2001, International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth), NBER Working Paper No. 8404.

  4. Brennan, Michael J., and H. Henry Cao, 1997, International Portfolio Investment Flows, Journal of Finance 52, 1851-1880.

  5. Cooper, Ian, and Evi Kaplanis, 1994, Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium, Review of Financial Studies 7, 45-60.

  6. Coval, Joshua D., and Tobias J. Moskowitz, 2001, The Geography of Investment: Informed Trading and Asset Prices, Journal of Political Economy 109, 811-841.

  7. DeMarzo, Peter M., Ron Kaniel, and Ilan Kremer, 2003, Diversification as a Public Good: Community Effects in Portfolio Choice, Journal of Finance, forthcoming.

  8. Duflo, Esther, and Emmanuel Saez, 2002, Participation and Investment Decisions in a Re- tirement Plan: the Influence of Colleagues Choices, Journal of Public Economics 85, 121-148.

  9. Dumas, Bernard, and Raman Uppal, 2001, Global Diversification, Growth, and Welfare with Imperfectly Integrated Markets for Goods, Review of Financial Studies 14, 277-305.

  10. Grossman, Sanford J., and Robert J. Shiller, 1982, Consumption Correlatedness and Risk Measurement in Economies with Non-traded Assets and Heterogeneous Information, Journal of Financial Economics 10, 195-210.

  11. Hong, Harrison, Jeffrey D. Kubik, and Jeremy C. Stein, 2003, Social Interaction and Stock- Market Participation, Journal of Finance, forthcoming.

  12. Huberman, Gur, 2001, Familiarity Breeds Investment, Review of Financial Studies 14, 659-680.

  13. Kang, Jun-Koo, and René M. Stulz, 1997, Why Is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan, Journal of Financial Economics 46, 3- 28.

  14. Keynes, John M., 1972, Essays in Persuasion, The MacMillan Press Ltd., London.
    Paper not yet in RePEc: Add citation now
  15. Lewis, Karen K., 1999, Trying to Explain Home Bias in Equities and Consumption, Journal of Economic Literature 37, 571-608.

  16. Merton, Robert C., 1971, Optimal Consumption and Portfolio Rules in a Continuous Time Model, Journal of Economic Theory 3, 373-413.
    Paper not yet in RePEc: Add citation now
  17. Shore, Stephen H., and Joshua S. White, 2002, External Habit Formation and the Home Bias Puzzle, unpublished paper, Harvard University.
    Paper not yet in RePEc: Add citation now
  18. Smith, William T., 2001, How Does the Spirit of Capitalism Affect Stock Market Prices? Review of Financial Studies 14, 1215-1232.

  19. Stockman, Alan C., and Harris Dellas, 1989, International Portfolio Nondiversification and Exchange Rate Variability, Journal of International Economics 26, 271-289.

  20. Stulz, René M., 1981, On the Effects of Barriers to International Investment, Journal of Finance 36, 923-934.

  21. Uppal, Raman, 1993, A General Equilibrium Model of International Portfolio Choice, Jour- nal of Finance 48, 529-552.

  22. Uppal, Raman, and Tan Wang, 2003, Model Misspecification and Underdiversification, Journal of Finance 58, 2465-2486.

  23. Weber, Max M., 1948, The Protestant Ethic and the Spirit of Capitalism, translated by Talcott Parsons, George Allen & Unwin, London.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Saving-based asset-pricing. (2013). Dreyer, Johannes K. ; Smith, William T. ; Schneider, Johannes.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3704-3715.

    Full description at Econpapers || Download paper

  2. Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy. (2013). zou, heng-fu ; Huang, Jizheng .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2013:v:14:i:2:n:3:huang.

    Full description at Econpapers || Download paper

  3. Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy. (2013). Zou, Heng-Fu ; Huang, Jizheng .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2013:v:14:i:1:n:3:huang.

    Full description at Econpapers || Download paper

  4. Risk-taking, fiscal policies, asset pricing, and stochastic growth with the spirit of capitalism. (2012). zou, heng-fu ; Gong, Liutang.
    In: MPRA Paper.
    RePEc:pra:mprapa:37426.

    Full description at Econpapers || Download paper

  5. News Shocks, Productivity and the U.S. Investment Boom-Bust Cycle. (2012). Karnizova, Lilia.
    In: Working Papers.
    RePEc:ott:wpaper:1201e.

    Full description at Econpapers || Download paper

  6. Social status, human capital formation and the long-run effects of money. (2012). Chen, Hung-Ju.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:105:y:2012:i:3:p:225-246.

    Full description at Econpapers || Download paper

  7. Analysis of the Great Divergence under a Unified Endogenous Growth Model. (2012). Chen, Kunting .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2012:v:13:i:2:n:4:chen.

    Full description at Econpapers || Download paper

  8. Risk Aversion in the Large and in the Small. (2011). Haug, Jorgen ; Hens, Thorsten ; WOHRMANN, Peter .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2011_012.

    Full description at Econpapers || Download paper

  9. Income inequality, consumption, and social-status seeking. (2011). Wu, Binzhen ; Li, Hongbin ; Jin, YE.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:39:y:2011:i:2:p:191-204.

    Full description at Econpapers || Download paper

  10. Social status, human capital formation and super-neutrality in a two-sector monetary economy. (2011). Chen, Hung-Ju ; Chen, Hung- Ju, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:785-794.

    Full description at Econpapers || Download paper

  11. Asset Prices and Hyperbolic Discounting. (2011). zou, heng-fu ; Gong, Liutang ; Smith, William.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:486.

    Full description at Econpapers || Download paper

  12. The Spirit of Capitalism and Excess Smoothness. (2011). zou, heng-fu ; Luo, Yulei ; Smith, William T..
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:484.

    Full description at Econpapers || Download paper

  13. Optimal investment strategies with a reallocation constraint. (2010). Soner, H. ; Egriboyun, Feyzullah .
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:71:y:2010:i:3:p:551-585.

    Full description at Econpapers || Download paper

  14. The spirit of capitalism and expectation-driven business cycles. (2010). Karnizova, Lilia.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:6:p:739-752.

    Full description at Econpapers || Download paper

  15. Stochastic growth with social-status concern: The existence of a unique stable distribution. (2010). zou, heng-fu ; Xiaojun, Zhao ; Gong, Liutang ; Hengfu, Zou ; Yang, Yunhong ; Zhao, Xiaojun.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:46:y:2010:i:4:p:505-518.

    Full description at Econpapers || Download paper

  16. Do subjective expectations explain asset pricing puzzles?. (2010). Skoulakis, Georgios ; Bakshi, Gurdip .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:462-477.

    Full description at Econpapers || Download paper

  17. State-uncertainty preferences and the risk premium in the exchange rate market. (2010). Novales, Alfonso ; Jimenez-Martin, Juan ; Cinca, Alfonso Novales .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1043-1053.

    Full description at Econpapers || Download paper

  18. Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns. (2009). Schrimpf, Andreas ; Grammig, Joachim.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0705.

    Full description at Econpapers || Download paper

  19. Money and Endogenous Growth in a Cash-in-Advance Model with Social Status. (2009). Guo, Jang-Ting ; Chen, Hung-Ju.
    In: Working Papers.
    RePEc:ucr:wpaper:200906.

    Full description at Econpapers || Download paper

  20. Utility from Accumulation. (2009). Kaplow, Louis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15595.

    Full description at Econpapers || Download paper

  21. Wealth and the capitalist spirit. (2009). Francis, Johanna.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:3:p:394-408.

    Full description at Econpapers || Download paper

  22. Happiness maintenance and asset prices. (2009). Falato, Antonio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1247-1262.

    Full description at Econpapers || Download paper

  23. Social Status and Optimal Income Taxation. (2008). Guo, Jang-Ting ; Chang, Juin-jen.
    In: Working Papers.
    RePEc:ucr:wpaper:200814.

    Full description at Econpapers || Download paper

  24. Happiness maintenance and asset prices. (2008). Falato, Antonio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-19.

    Full description at Econpapers || Download paper

  25. Closing international real business cycle models with restricted financial markets. (2008). Normandin, Michel ; Boileau, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:5:p:733-756.

    Full description at Econpapers || Download paper

  26. Macroeconomic implications of conspicuous consumption: A Sombartian dynamic model. (2008). Yamada, Katsunori.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:67:y:2008:i:1:p:322-337.

    Full description at Econpapers || Download paper

  27. A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion. (2008). Kandel, Shmuel ; Kuznitz, Arik ; Fos, Vyacheslav.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:8:p:1338-1352.

    Full description at Econpapers || Download paper

  28. The spirit of capitalism, asset pricing and growth in a small open economy. (2007). Kenc, Turalay ; Dibooglu, Selahattin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:8:p:1378-1402.

    Full description at Econpapers || Download paper

  29. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael .
    In: CREATES Research Papers.
    RePEc:aah:create:2007-16.

    Full description at Econpapers || Download paper

  30. High-Order Consumption Moments and Asset Pricing. (2005). Semenov, Andrei .
    In: Working Papers.
    RePEc:yca:wpaper:2003_4.

    Full description at Econpapers || Download paper

  31. Status seeking in the small open economy. (2005). Fisher, Walter ; Hof, Franz X..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:27:y:2005:i:2:p:209-232.

    Full description at Econpapers || Download paper

  32. Can the desire to conserve our natural resources be self-defeating?. (2005). Smith, William ; Son, Young Seob.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:49:y:2005:i:1:p:52-67.

    Full description at Econpapers || Download paper

  33. The Spirit of Capitalism and International Risk Sharing. (2004). Chue, Timothy K..
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:589.

    Full description at Econpapers || Download paper

  34. Happiness Maintenance and Asset Prices. (2003). Falato, Antonio.
    In: Finance.
    RePEc:wpa:wuwpfi:0310003.

    Full description at Econpapers || Download paper

  35. Military spending and stochastic growth. (2003). zou, heng-fu ; Gong, Liutang.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2003:i:1:p:153-170.

    Full description at Econpapers || Download paper

  36. Why countries with the same technology and preferences can have different growth rates. (2003). Shimomura, Koji ; Krawczyk, Jacek.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:10:p:1899-1916.

    Full description at Econpapers || Download paper

  37. Marshallian recursive preferences and growth. (2002). Schneider, Johannes ; Smith, William ; Gootzeit, Michael.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:49:y:2002:i:3:p:381-404.

    Full description at Econpapers || Download paper

  38. Risk aversion and rising wage inequality. (2002). Garcia-Penalosa, Cecilia ; Caroli, Eve.
    In: Economics Letters.
    RePEc:eee:ecolet:v:77:y:2002:i:1:p:21-26.

    Full description at Econpapers || Download paper

  39. Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness. (2002). zou, heng-fu ; Gong, Liutang.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:2:p:247-270.

    Full description at Econpapers || Download paper

  40. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices. (2001). Kogan, Leonid ; Chan, Yeung Lewis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8607.

    Full description at Econpapers || Download paper

  41. Status Seeking in the Small Open Economy. (2001). Fisher, Walter ; Hof, Franz X..
    In: Economics Series.
    RePEc:ihs:ihsesp:106.

    Full description at Econpapers || Download paper

  42. Growth or Stagnation: Economic Consequences of Status Preference.. (2001). Ono, Yoshiyasu.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0524.

    Full description at Econpapers || Download paper

  43. Money, social status, and capital accumulation in a cash-in-advance model. (2001). zou, heng-fu ; Gong, Liutang.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:55.

    Full description at Econpapers || Download paper

  44. A Preference Regime Model of Bull and Bear Markets. (2000). St-Amour, Pascal ; Gordon, Stephen.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1019-1033.

    Full description at Econpapers || Download paper

  45. Prospect Theory and Asset Prices. (1999). HUANG, MING ; Santos, Tano ; Barberis, Nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7220.

    Full description at Econpapers || Download paper

  46. Risk, the Spirit of Capitalism and Growth: The Implications of a Preference for Capital. (1999). Smith, William T..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:21:y:1999:i:2:p:241-262.

    Full description at Econpapers || Download paper

  47. Keeping one step ahead of the Joneses: Status, the distribution of wealth, and long run growth. (1998). Shibata, Akihisa ; Futagami, Koichi.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:36:y:1998:i:1:p:109-126.

    Full description at Econpapers || Download paper

  48. Dynamic analysis in the Viner model of mercantilism. (1997). zou, heng-fu.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:4:p:637-651.

    Full description at Econpapers || Download paper

  49. An empirical investigation of asset pricing models using Japanese stock market data. (1997). Naka, Atsuyuki ; Bakshi, Gurdip S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:1:p:81-112.

    Full description at Econpapers || Download paper

  50. A multibeta representation theorem for linear asset pricing theories. (1997). Nawalkha, Sanjay.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:46:y:1997:i:3:p:357-381.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-04 13:43:35 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.