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The Equity Premium and the Concentration of Aggregate Shocks. (1986). Mankiw, N. Gregory.
In: NBER Working Papers.
RePEc:nbr:nberwo:1788.

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  2. Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain.
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  3. When should retirees tap their home equity?. (2023). Meyer-Wehmann, Andre ; Kraft, Holger ; Hambel, Christoph.
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  4. Household Heterogeneity in Macroeconomic Models: A Historical Perspective. (2023). Duarte, Pedro Garcia ; Cherrier, Beatrice ; Saidi, Aurelien.
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  5. The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam.
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  7. The impact of monetary policy on a labor market with heterogeneous workers: The case of Chile. (2023). Madeira, Carlos ; Salazar, Leonardo.
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  8. When should retirees tap their home equity?. (2023). Meyer-Wehmann, Andre ; Kraft, Holger ; Hambel, Christoph.
    In: Journal of Banking & Finance.
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  9. Household heterogeneity in macroeconomic models: A historical perspective. (2023). Saidi, Aurelien ; Duarte, Pedro Garcia ; Cherrier, Beatrice.
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  11. Four decades of Canadian earnings inequality and dynamics across workers and firms. (2022). Lochner, Lance ; Liu, Huju ; Park, Youngmin ; Gouinbonenfant, Emilien ; Bowlus, Audra.
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  12. Cyclical labour income risk in Great Britain. (2022). Malley, Jim ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos.
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  13. Climate policy in an unequal world: Assessing the cost of risk on vulnerable households. (2022). Brinca, Pedro ; Malafry, Laurence.
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  14. Asset Pricing With Endogenously Uninsurable Tail Risk. (2021). Bhandari, Anmol ; Ai, Hengjie.
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  17. Composite-asset-risk approach to solving the equity premium puzzle. (2021). Kim, Yun-Yeong.
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  19. Four Decades of Canadian Earnings Inequality and Dynamics Across Workers and Firms. (2021). Park, Youngmin ; Lochner, Lance ; Liu, Huju ; Bowlus, Audra ; Gouin-Bonenfant, Emilien.
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  20. Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla.
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  21. When should retirees tap their home equity?. (2020). Kraft, Holger ; Hambel, Christoph ; Meyer-Wehmann, Andre.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:293.

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  22. Climate Policy in an Unequal World: Assessing the Cost of Risk on Vulnerable Households. (2020). Brinca, Pedro ; Malafry, Laurence.
    In: MPRA Paper.
    RePEc:pra:mprapa:100201.

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  23. Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2020). Aras, Atilla.
    In: OSF Preprints.
    RePEc:osf:osfxxx:b9afj.

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  24. The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros.
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  25. Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew.
    In: Journal of Empirical Finance.
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  26. Skewed Idiosyncratic Income Risk over the Business Cycle: Sources and Insurance. (2020). Madera, Rocio ; Guvenen, Fatih ; Domeij, David ; Busch, Christopher.
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  27. Family and Government Insurance: Wage, Earnings, and Income Risks in the Netherlands and the U.S.. (2019). Paz-Pardo, Gonzalo ; Knoef, Marike ; Fella, Giulio ; De Nardi, Mariacristina ; van Ooijen, Raun.
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  32. How the Wealth Was Won: Factor Shares as Market Fundamentals. (2019). Ludvigson, Sydney ; Lettau, Martin ; Greenwald, Daniel L.
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  33. Cyclical income risk in Great Britain. (2019). Malley, Jim ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos.
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    RePEc:ces:ceswps:_7594.

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  34. Idiosyncratic risk, aggregate risk, and the welfare effects of social security. (2018). Ludwig, Alexander ; Harenberg, Daniel.
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  43. Asymmetries in Earnings, Employment and Wage Risk in Great Britain. (2017). Malley, Jim ; Angelopoulos, Konstantinos ; Lazarakis, Spyridon.
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  47. The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics. (2017). Uhlig, Harald ; Sonnenschein, Hugo ; Shaikh, Azeem ; Myerson, Roger ; Mogstad, Magne ; Lucas, Robert ; List, John ; Kaplan, Greg ; Heckman, James ; Greenstone, Michael ; Bonhomme, Stéphane ; Akcigit, Ufuk ; Kashyap, Anil K ; Constantinides, George M ; Reny, Philip J ; Kamenica, Emir ; Alvarez, Fernando ; Rajan, Raghuram G ; Hortacsu, Ali ; Prendergast, Canice ; Zingales, Luigi ; Neal, Derek ; Harald, Uhlig ; Vishny, Robert ; Hansen, Lars Peter ; Topel, Robert H ; Thaler, Richard H ; Galenson, David W ; Stokey, Nancy L ; Fama, Eugene F ; Levitt, Steven ; Diamond, Douglas W ; Shimer, Robert.
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  50. Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James.
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  58. The common factor in idiosyncratic volatility: Quantitative asset pricing implications. (2016). Van Nieuwerburgh, Stijn ; Herskovic, Bernard ; Lustig, Hanno ; Kelly, Bryan.
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  59. CONSUMPTION-BASED MACROECONOMIC MODELS OF ASSET PRICING THEORY. (2016). Orevi, Marija .
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  60. What Do Data on Millions of U.S. Workers Reveal about Life-Cycle Earnings Risk?. (2015). Song, Jae ; Ozkan, Serdar ; Karahan, Fatih ; Guvenen, Fatih.
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  64. Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security. (2015). Ludwig, Alexander ; Harenberg, Daniel.
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  66. What do data on millions of U.S. workers reveal about life-cycle earnings risk?. (2015). Song, Jae ; Ozkan, Serdar ; Karahan, Fatih ; Guvenen, Fatih.
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  97. Loss aversion and the term structure of interest rates. (2011). Wang, Jr-Yan ; Hung, Mao-Wei.
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    RePEc:taf:applec:v:43:y:2011:i:29:p:4623-4640.

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  98. Uninsurable risk and financial market puzzles. (2011). Semenov, Andrei ; Basu, Parantap ; Wada, Kenji .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:6:p:1055-1089.

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  99. Asset prices in a Huggett economy. (2011). Mukoyama, Toshihiko ; Krusell, Per ; Smith, Anthony A..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:3:p:812-844.

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  100. Eastern Caution, Western Exuberance and Global Imbalances. (2011). Zhang, Lei ; Santos Monteiro, Paulo ; Miller, Marcus.
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    RePEc:bpj:globdv:v:2:y:2011:i:1:n:1.

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  101. Accounting for Idiosyncratic Wage Risk Over the Business Cycle. (2011). McKay, Alisdair ; Papp, Tamas .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2011-028.

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  102. Asset Pricing - A Brief Review. (2010). Li, Minqiang.
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  103. The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium. (2010). Van Nieuwerburgh, Stijn ; Ludvigson, Sydney ; Favilukis, Jack.
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  104. Earnings, Consumption and Lifecycle Choices. (2010). Pistaferri, Luigi ; Meghir, Costas.
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  105. Earnings, consumption and lifecycle choices. (2010). Pistaferri, Luigi ; Meghir, Costas.
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  106. When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?. (2010). Lustig, Hanno ; Krueger, Dirk.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:1:p:1-41.

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  107. Earnings Inequality and the Equity Premium. (2010). Walentin, Karl.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:10:y:2010:i:1:n:36.

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  108. Incomplete markets, liquidation risk, and the term structure of interest rates. (2010). Ragot, Xavier ; Challe, Edouard ; Le Grand, F..
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  109. .

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  110. Numerical Simulation of Nonoptimal Dynamic Equilibrium Models. (2009). Peralta-Alva, Adrian ; Miao, Jianjun ; Feng, Zhigang ; Santos, Manuel .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:541.

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  111. Macroeconomic Effects of Financial Policy. (2009). Carceles-Poveda, Eva ; Algan, Yann ; Allais, Olivier.
    In: Review of Economic Dynamics.
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  112. Uninsurable Risk and Financial Market Puzzles. (2009). Wada, Kenji ; Basu, Parantap ; Semenov, Andrei .
    In: MPRA Paper.
    RePEc:pra:mprapa:23351.

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  113. Quantitative Macroeconomics with Heterogeneous Households. (2009). Violante, Giovanni ; Storesletten, Kjetil ; Heathcote, Jonathan.
    In: NBER Working Papers.
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  114. Incomplete market participation, endogenous endowment risks and welfare. (2009). OHNO, Hiroaki.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:61:y::i:5:p:392-403.

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  115. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Liechtenstein, Heinrich ; Aguirreamalloa, Javier .
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  116. Asset Prices in a Huggett Economy. (2008). Mukoyama, Toshihiko ; Krusell, Per ; Smith, Anthony A.
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  117. Estimation of the consumption CAPM with imperfect sample separation information. (2008). Semenov, Andrei .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:4:p:333-348.

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  118. Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: Review of Economic Dynamics.
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  119. Wealth Shocks and Risk Aversion. (2007). Sousa, Ricardo.
    In: NIPE Working Papers.
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  120. C-CAPM Refinements and the Cross-Section of Returns. (2006). Söderlind, Paul.
    In: University of St. Gallen Department of Economics working paper series 2006.
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  121. Asset price volatilities and trading volumes in heterogeneous agent economies. (2006). Xiouros, Costas.
    In: Computing in Economics and Finance 2006.
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  122. Can Housing Collateral Explain Long-Run Swings in Asset Returns?. (2006). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
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  123. When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?. (2006). Lustig, Hanno ; Krueger, Dirk.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12634.

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  124. C-CAPM Refinements and the Cross-Section of Returns. (2006). Söderlind, Paul.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:1:p:49-73.

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  125. Idiosyncratic production risk, growth and the business cycle. (2006). Calvet, Laurent ; Angeletos, George-Marios.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:6:p:1095-1115.

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  126. Earnings inequality and the business cycle. (2006). Tsiddon, Daniel ; Barlevy, Gadi.
    In: European Economic Review.
    RePEc:eee:eecrev:v:50:y:2006:i:1:p:55-89.

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  127. Has the equity premium been low for 40 years?. (2006). Freeman, Mark C. ; Buranavityawut, Nonthipoth.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:17:y:2006:i:2:p:191-205.

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  128. Stochastic taxation and asset pricing in dynamic general equilibrium. (2006). Sialm, Clemens.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:3:p:511-540.

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  129. The Irrelevance of Market Incompleteness for the Price of Aggregate Risk. (2006). Lustig, Hanno ; Krueger, Dirk ; Kruger, Dirk .
    In: CEPR Discussion Papers.
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  130. Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets. (2006). Pijoan-Mas, Josep.
    In: CEPR Discussion Papers.
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  131. High-Order Consumption Moments and Asset Pricing. (2005). Semenov, Andrei .
    In: Working Papers.
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  132. Keeping Up with the Joneses: Evidence from Micro Data. (2005). Ravina, Enrichetta .
    In: 2005 Meeting Papers.
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  133. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
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  134. The Market Price of Aggregate Risk and the Wealth Distribution. (2005). Lustig, Hanno ; Chien, YiLi.
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  135. Junior is Rich: Bequests as Consumption. (2005). Mehra, Rajnish ; Constantinides, George ; Donaldson, John B..
    In: NBER Working Papers.
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  136. Market Oganization and the prices of financial Assets. (2005). Constantinides, George.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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  137. Determinants of stock market volatility and risk premia. (2005). Motolese, Maurizio ; Kurz, Mordecai.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:2:p:109-147.

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  138. Incomplete-market dynamics in a neoclassical production economy. (2005). Calvet, Laurent ; Angeletos, George-Marios.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:41:y:2005:i:4-5:p:407-438.

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  139. What Does the Equity Premium Mean?. (2005). Quiggin, John ; Grant, Simon.
    In: The Economists' Voice.
    RePEc:bpj:evoice:v:2:y:2005:i:4:n:2.

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  140. Numerical Solution of Dynamic Non-Optimal Economies. (2005). Miao, Jianjun ; Santos, Manuel .
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-003.

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  141. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei .
    In: 2004 Meeting Papers.
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  142. Incomplete Market Dynamics in a Neoclassical Production Economy. (2004). Calvet, Laurent ; Angeletos, George-Marios.
    In: NBER Working Papers.
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  143. A Theory of Housing Collateral, Consumption Insurance and Risk Premia. (2004). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10955.

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  144. Earnings Inequality and the Business Cycle. (2004). Tsiddon, Daniel ; Barlevy, Gadi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10469.

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  145. Earnings inequality and the business cycle. (2004). Tsiddon, Daniel ; Barlevy, Gadi.
    In: Working Paper Series.
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  146. The term structure of real interest rates: theory and evidence from UK index-linked bonds. (2004). Seppala, Juha.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:7:p:1509-1549.

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  147. Entrepreneurial activity, risk, and the business cycle. (2004). Rampini, Adriano.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:3:p:555-573.

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  148. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei .
    In: Econometric Society 2004 North American Winter Meetings.
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  149. Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh). (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
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  150. Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance. (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
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  151. The Market Price of Aggregate Risk and the Wealth Distribution. (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
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  152. Can Market Incompleteness Resolve Asset Pricing Puzzles?. (2004). Freeman, Mark C.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:31:y:2004:i:7-8:p:927-949.

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  153. Can Market Incompleteness Resolve Asset Pricing Puzzles?. (2004). Freeman, Mark C..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:31:y:2004-09:i:7-8:p:927-949.

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  154. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei .
    In: Working Papers.
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  155. Looking back on microeconomic reform: a skeptical viewpoint. (2003). Quiggin, John.
    In: Australian Public Policy Program Working Papers.
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  156. Incomplete Unemployment Insurance and Aggregate Fluctuations. (2003). Obiols-Homs, Francesc.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:3:p:602-636.

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  157. The Research Agenda: Kjetil Storesletten on Inequality in Macroeconomics. (2003). Storesletten, Kjetil.
    In: EconomicDynamics Newsletter.
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  158. Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective. (2003). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
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  159. The Equity Premium in Retrospect. (2003). Prescott, Edward ; Mehra, Rajnish.
    In: NBER Working Papers.
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  160. C-CAPM and the Cross-Section of Sharpe Ratios. (2003). Söderlind, Paul.
    In: SIFR Research Report Series.
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  161. Limited stock market participation and asset prices in a dynamic economy. (2003). Guo, Hui.
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  162. High-Order Consumption Moments and Asset Pricing. (2003). Semenov, Andrei .
    In: EcoMod2004.
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  163. The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy. (2003). Quiggin, John ; Grant, Simon.
    In: Working Papers.
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  164. C-CAPM and the Cross-Section of Sharpe Ratios. (2003). Söderlind, Paul.
    In: CEPR Discussion Papers.
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  165. Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets. (2003). Pijoan-Mas, Josep.
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  166. Macroeconomic Priorities. (2003). Lucas, Robert.
    In: American Economic Review.
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  167. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium. (2002). Sialm, Clemens.
    In: NBER Working Papers.
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  168. Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures. (2002). Vissing-Jorgensen, Annette.
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  169. Rational Asset Prices. (2002). Constantinides, George.
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  170. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (2002). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
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  171. Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax. (2002). Semenov, Andrei .
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  172. Idiosyncratic risk and the equity premium: evidence from the consumer expenditure survey. (2002). Cogley, Timothy.
    In: Journal of Monetary Economics.
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  173. Incomplete markets, borrowing constraints, and the foreign exchange risk premium. (2002). Leduc, Sylvain.
    In: Journal of International Money and Finance.
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  174. Asset pricing with jump/diffusion permanent income shocks. (2002). Freeman, Mark.
    In: Economics Letters.
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  175. Prices as factors: Approximate aggregation with incomplete markets. (2002). Zin, Stanley ; Telmer, Chris.
    In: Journal of Economic Dynamics and Control.
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  176. The Rate of Risk Aversion May Be Lower Than You Think. (2002). Jacobs, Kris.
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  177. Rational Asset Prices. (2002). .
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  178. The Risk Premium for Equity: Implications for the Proposed Diversification of the Social Security Fund. (2002). Quiggin, John ; Grant, Simon.
    In: American Economic Review.
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  179. The Market Price of Aggregate Risk and the Wealth Distribution. (2001). Lustig, Hanno.
    In: Finance.
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  180. Noise Trader Risk and the Political Economy of Privatization. (2001). Quiggin, John ; Grant, Simon.
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  181. The Risk Premium for Equity : Explanations and Implications. (2001). Quiggin, John ; Grant, Simon.
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  182. Noise Trader Risk and the Political Economy of Privatization. (2001). Quiggin, John ; Grant, Simon.
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  183. The Risk Premium for Equity : Explanations and Implications. (2001). Quiggin, John ; Grant, Simon.
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  184. Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?. (2001). Lettau, Martin.
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  185. Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade. (2001). Piqueira, Natalia ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  186. Numerical Simulation of Nonoptimal Dynamic Equilibrium Models. (2001). Peralta-Alva, Adrian ; Miao, Jianjun ; Feng, Zhigang ; SANTOS, MANUEL S..
    In: Boston University - Department of Economics - Working Papers Series.
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  187. The Consumption Risk of the Stock Market. (2001). Parker, Jonathan.
    In: Brookings Papers on Economic Activity.
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  188. Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function. (2000). Piqueira, Natalia ; Issler, João.
    In: Brazilian Review of Econometrics.
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  189. Asset Pricing at the Millennium. (2000). Campbell, John.
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  190. Heterogeneity and option pricing. (2000). Mayshar, Joram ; Benninga, Simon.
    In: Research Report.
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  191. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices. (2000). Kogan, Leonid ; Chan, Yeung Lewis.
    In: Rodney L. White Center for Financial Research Working Papers.
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  192. Investing Retirement Wealth? A Life-Cycle Model. (2000). Gomes, Francisco ; Campbell, John ; Cocco, J. F. ; Maenhout, Pascala J..
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  193. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
    In: Staff Report.
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  194. Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar). (2000). Piqueira, Natalia ; Issler, João.
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  195. The interaction between the equity premium and the risk-free rate. (2000). Quiggin, John ; Grant, Simon.
    In: Economics Letters.
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  196. Explaining bond returns in heterogeneous agent models: The importance of higher-order moments. (2000). Zhang, Harold.
    In: Journal of Economic Dynamics and Control.
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  197. Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa. (2000). Cooper, Russel ; Donaghy, Kieran P..
    In: Econometric Society World Congress 2000 Contributed Papers.
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  198. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: CRSP working papers.
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  199. Asset pricing with idiosyncratic risk and overlapping generations. (1999). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: Economics Working Papers.
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  203. Investing Retirement Wealth: A Life-Cycle Model. (1999). Gomes, Francisco ; Campbell, John ; Cocco, Joao F. ; Maenhout, Pascal J..
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  209. The effects of moral hazard on asset prices when financial markets are complete. (1998). Kocherlakota, Narayana.
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