Discussion paper DP18524 Forecasting crashes with a smile Ian Martin Ran Shi 12 Oct 2023 Asset Pricing G12 G17
Discussion paper DP18412 Long-Horizon Exchange Rate Expectations Lukas Kremens Ian Martin Liliana Varela 1 Sep 2023 International Macroeconomics and Finance Macroeconomics and Growth F31 G15 G17
Discussion paper DP18133 Debt and Deficits: Fiscal Analysis with Stationary Ratios John Y Campbell Can Gao Ian Martin 3 May 2023 Macroeconomics and Growth Monetary Economics and Fluctuations Asset Pricing E40 E60 E62 G12 H60
Discussion paper DP16219 Sustainability in a Risky World John Y Campbell Ian Martin 19 Mar 2022 Financial Economics Macroeconomics and Growth D63 E21 H43 Q56
Discussion paper DP14235 Market Efficiency in the Age of Big Data Ian Martin Stefan Nagel 22 Dec 2019 Financial Economics G10 G12 G14 C11 C12 C58
Discussion paper DP13857 Sentiment and Speculation in a Market with Heterogeneous Beliefs Ian Martin 13 Jul 2019 Financial Economics Monetary Economics and Fluctuations G11 G12 G13 G02 E44
Discussion paper DP13454 Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment Ian Martin Can Gao 15 Jan 2019 Financial Economics Monetary Economics and Fluctuations G10 G12 G14
Discussion paper DP12883 Options and the Gamma Knife Ian Martin 20 Apr 2018 Financial Economics G10 G12 G13
Discussion paper DP11970 The Quanto Theory of Exchange Rates Ian Martin Lukas Kremens 19 Apr 2017 Financial Economics International Macroeconomics and Finance G12 G15 F31 F37 F47
Discussion paper DP11608 What is the Expected Return on a Stock? Ian Martin 4 Nov 2016 Financial Economics G10 G12 G17 G31 G32 E22 E44
Discussion paper DP10730 Averting Catastrophes: The Strange Economics of Scylla and Charybdis Robert S. Pindyck Ian Martin 19 Jul 2015 Public Economics D81 Q5 Q54