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Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
In: Review of Economic Dynamics.
RePEc:red:issued:06-70.

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  24. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11193.

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  25. The Market Price of Aggregate Risk and the Wealth Distribution. (2005). Lustig, Hanno ; Chien, YiLi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11132.

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  26. Junior is Rich: Bequests as Consumption. (2005). Mehra, Rajnish ; Constantinides, George ; Donaldson, John B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11122.

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  27. Direct Preference for Wealth in Aggregate Household Portfolio. (2005). St-Amour, Pascal.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:05.04.

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  28. The Value of a Statistical Life and the Coefficient of Relative Risk Aversion. (2005). Kaplow, Louis.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:31:y:2005:i:1:p:23-34.

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  29. La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español. (2005). de la Cruz, Elena Marquez .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:29:y:2005:i:3:p:455-481.

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  30. Time-varying risk, interest rates and exchange rates in general equilibrium. (2005). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Working Papers.
    RePEc:fip:fedmwp:627.

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  31. Consumption habit and international stock returns. (2005). Zhong, Maosen ; Li, Yuming.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:3:p:579-601.

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  32. Liquidity and real equilibrium interest rates: a framework of analysis. (2005). Stracca, Livio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005542.

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  33. Precautionary Saving and Consumption Fluctuations. (2005). Preston, Bruce ; Parker, Jonathan.
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:4:p:1119-1143.

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  34. Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation. (2004). Semenov, Andrei .
    In: Working Papers.
    RePEc:yca:wpaper:2004_1.

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  35. The Geography of Stock Market Participation: The Influence of Communities and Local Firms. (2004). Brown, Jeffrey ; Smith, Paul A. ; Ivkovich, Zoran ; Weisbenner, Scott .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10235.

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  36. The geography of stock market participation: the influence of communities and local firms. (2004). Brown, Jeffrey ; Smith, Paul A. ; IVKOVIC, ZORAN ; Weisbenner, Scott .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-22.

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  37. Asset returns in an endogenous growth model with incomplete markets. (2004). Wilson, Bonnie ; Krebs, Tom.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:4:p:817-839.

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  38. Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership. (2004). Ehling, Paul.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:311.

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  39. welfare cost of business cycles when markets are incomplete. (2004). Krebs, Tom.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:283.

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  40. Ignorance, Fixed Costs, and the Stock Market Participation Puzzle. (2004). Tapia, Matias ; Naudon, Alberto.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:252.

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  41. The Market Price of Aggregate Risk and the Wealth Distribution. (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:299.

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  42. Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data. (2004). Robe, Michel ; Pallage, Stephane ; Jacobs, Kris.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-54.

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  43. Welfare Cost of Business Cycles When Markets Are Incomplete. (2004). Krebs, Tom.
    In: Working Papers.
    RePEc:bro:econwp:2004-08.

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  44. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei .
    In: Working Papers.
    RePEc:yca:wpaper:2003_5.

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  45. Does Stockholding Provide Perfect Risk Sharing?. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
    RePEc:roc:rocher:490.

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  46. Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective. (2003). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9959.

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  47. The Value of a Statistical Life and the Coefficient of Relative Risk Aversion. (2003). Kaplow, Louis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9852.

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  48. The Equity Premium in Retrospect. (2003). Prescott, Edward ; Mehra, Rajnish.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9525.

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  49. Borrowing Costs and the Demand for Equity Over the Life Cycle. (2002). Kubler, Felix ; Davis, Steven ; Willen, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9331.

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  50. Rational Asset Prices. (2002). Constantinides, George.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8826.

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