Discussion paper DP7227 The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks Michael R. Wickens Peter N Smith Steffen Sorensen 22 Mar 2009 Financial Economics International Macroeconomics C32 C51 E44 G12
Discussion paper DP6136 Asset Pricing with Limited Risk Sharing and Heterogeneous Agents Alexander Michaelides Francisco Gomes 23 Feb 2007 Financial Economics International Macroeconomics G11 G12
Discussion paper DP5947 Risk, Uncertainty and Asset Prices Geert Bekaert Yuhang Xing Eric Engstrom 19 Nov 2006 Financial Economics E44 G12 G15
Discussion paper DP5951 Stock and Bond Returns with Moody Investors Geert Bekaert Eric Engstrom Steve Grenadier 19 Nov 2006 Financial Economics E44 G12 G15
Discussion paper DP5602 Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets Josep Pijoan-Mas 29 Mar 2006 Financial Economics International Macroeconomics C68 D52 E21 G12
Discussion paper DP5519 The Declining Equity Premium: What Role Does Macroeconomic Risk Play? Martin Lettau Sydney Ludvigson Jessica Wachter 22 Mar 2006 Financial Economics International Macroeconomics G12
Discussion paper DP5425 Distribution Risk and Equity Returns Jean-Pierre Danthine Paolo Siconolfi John B Donaldson 22 Dec 2005 Financial Economics International Macroeconomics E3 G1
Discussion paper DP4922 Euler Equation Errors Martin Lettau Sydney Ludvigson 23 Feb 2005 Financial Economics G10 G12
Discussion paper DP4068 Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel Paul Söderlind Paolo Giordani 25 Sep 2003 Financial Economics E44 G12
Discussion paper DP4038 Relative Performance Evaluation Contracts and Asset Market Equilibrium Allan Timmermann Sandeep Kapur 23 Sep 2003 Financial Economics G11 G12 G23
Discussion paper DP3697 On the Consequences of State Dependent Preferences for the Pricing of Financial Assets Jean-Pierre Danthine John B Donaldson Chrisos Giannikos Hany Guirguis 28 Jan 2003 Financial Economics D91 E21 G12
Discussion paper DP1819 Non-Falsified Expectations and General Equilibrium Asset Pricing: The Power of the Peso Jean-Pierre Danthine John B Donaldson 9 Mar 1998 Financial Economics International Macroeconomics D84 E32 G12