1. Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen.
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2. The macroeconomic shock with the highest price of risk. (2016). Pintor, Gabor.
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3. State Price Densities implied from weather derivatives. (2013). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda .
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4. Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines. (2012). Audrino, Francesco ; Meier, Pirmin .
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5. The Economics of Options-Implied Inflation Probability Density Functions. (2012). Wright, Jonathan ; Kitsul, Yuriy.
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6. How to Calculate Systemic Risk Surcharges. (2012). Pedersen, Lasse H. ; Acharya, Viral V. ; Philippon, Thomas ; Richardson, Matthew.
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7. The Economics of Options-Implied Inflation Probability Density Functions. (2012). Wright, Jonathan H. ; Kitsul, Yuriy.
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8. Bankers Pay Structure And Risk. (2011). Thanassoulis, John.
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9. The Case For Intervening In Bankers Pay. (2011). Thanassoulis, John.
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10. Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence. (2010). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George ; Czerwonko, Michal .
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11. State price density estimation via nonparametric mixtures. (2009). Yuan, Ming.
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12. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
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13. Expected Stock Returns and Variance Risk Premia. (2007). Zhou, Hao ; Bollerslev, Tim.
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14. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael .
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15. Inferring option-implied investors risk preferences. (2005). Giamouridis, Daniel.
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16. Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures. (2005). Hjalmarsson, Erik ; Chen, Zhiwu ; Bakshi, Gurdip .
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17. Estimating the stochastic discount factor without a utility function. (2005). Issler, João ; Fernandes, Marcelo ; Araujo, Fabio.
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18. Option Pricing Kernels and the ICAPM. (2005). Brennan, Michael ; Xia, Yihong ; Liu, Xiaoquan .
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19. Static Hedging of Standard Options. (2004). Wu, Liuren ; Carr, Peter.
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20. Estimating state price densities by Hermite polynomials: theory and application to the Italian derivatives market. (2004). Guasoni, Paolo.
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21. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
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22. Empirical assessment of an intertemporal option pricing model with latent variables. (2003). Renault, Eric ; Luger, Richard ; Garcia, René.
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23. Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio. (2003). Kobzová, Lucie ; Kadlčáková, Narcisa ; Derviz, Alexis ; Kadlkov, Narcisa.
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24. Iterative and Recursive Estimation in Structural Non-Adaptive Models. (2003). Renault, Eric ; Patilea, Valentin ; Pastorello, Sergio.
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25. Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?. (2002). Wu, Liuren ; Heidari, Massoud .
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26. Time-Changed Levy Processes and Option Pricing. (2002). Wu, Liuren ; Carr, Peter.
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27. New frontiers for arch models. (2002). Engle, Robert.
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28. The Market for Crash Risk. (2001). Bates, Robert.
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29. Recovering the probability density function of asset prices using garch as diffusion approximations. (2001). Mele, Antonio ; Fornari, Fabio.
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30. Financial econometrics - A new discipline with new methods. (2001). Engle, Robert.
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31. The Importance of the Loss Function in Option Pricing. (2001). Christoffersen, Peter ; Jacobs, Kris.
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32. Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002). (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
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33. Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations. (2001). Mele, Antonio ; Fornari, Fabio.
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34. The Estimation of Risk Premium Implicit in Oil Prices. (2000). Luis, Jorge Barros .
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35. Asset Pricing Puzzles: Evidence from Options Markets. (2000). Rosenberg, Joshua.
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36. Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations. (2000). Mele, Antonio ; Fornari, Fabio.
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37. Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua.
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38. Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua.
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39. Empirical Tests of Interest Rate Model Pricing Kernels. (1999). Rosenberg, Joshua.
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1. The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
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2. No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics. (2016). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia.
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3. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Strobel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael.
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4. Optimal taxation in a habit formation economy. (2015). Kuhn, Moritz ; Koehne, Sebastian.
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5. Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C.
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6. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
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7. Fiscal Policy Matters A New DSGE Model for Slovakia. (2015). Horvath, Michal ; Mucka, Zuzana .
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8. Price Effect in the Short and in the Long Run. (2015). Vanin, Paolo ; dragone, davide.
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9. A note on sustainability and habit formation. (2014). Yamaguchi, Rintaro.
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10. Bivariate almost stochastic dominance. (2014). Huang, Rachel ; Denuit, Michel ; Tzeng, Larry.
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11. Showing or telling? Local interaction and organization of behavior. (2014). Cowan, Robin ; Babutsidze, Zakaria.
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12. Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Leung, Charles ; Dong, Jinyue ; Kwan, Yum K. ; Leung, Charles Ka Yui, .
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13. Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?. (2014). Dong, Jinyue ; Kwan, Yum K..
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14. Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time. (2014). Hayo, Bernd ; Niehof, Britta .
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15. Conformism and Wealth Distribution. (2014). Nakamoto, Yasuhiro ; Mino, Kazuo.
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16. A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence. (2014). Tamura, Hideaki ; Matsubayashi, Yoichi.
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17. Social Comparison and Risk Taking Behavior. (2014). Stanca, Luca ; Manzoni, Elena ; Gamba, Astrid.
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18. Household electricity demand in Spanish regions. Public policy implications. (2014). Romero-Jordan, Desiderio ; Peasco, Cristina ; del Rio, Pablo.
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19. Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt. (2014). König, Nadja ; Ingrid Größl, ; Knig, Nadja .
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20. The Decline of Drudgery and the Paradox of Hard Work. (2014). Kimball, Miles ; Epstein, Brendan.
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21. Signaling Status: The Impact of Relative Income on Household Consumption and Financial Decisions. (2014). Ramcharan, Rodney ; Krimmel, Jacob ; Bricker, Jesse.
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22. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
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23. Testing consumption optimality using aggregate data. (2014). Issler, João ; Gomes, Fabio Augusto Reis, .
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24. The Word on Banking - Social Ties, Trust, and the Adoption of Financial Products.. (2014). Patacchini, Eleonora ; Rainone, Edoardo .
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25. Loss aversion and the asymmetric transmission of monetary policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
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26. Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions. (2014). Gómez Suárez, Manuel ; Gomez, Manuel A..
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27. Behavioral economics and macroeconomic models. (2014). Holden, Steinar ; Driscoll, John.
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28. State-variable public goods and social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
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29. Lifecycle consumption plans, social learning and external habits: Experimental evidence. (2014). Duffy, John ; Carbone, Enrica.
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30. Positional preferences in time and space: Optimal income taxation with dynamic social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
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31. Habit persistence and the long-run labor supply. (2014). Struck, Clemens C..
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32. The equity premium in a small open economy and an application to Israel. (2014). Elkayam, David ; Borenstein, Eliezer .
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33. Loss Aversion and the Asymmetric Transmission of Monetary Policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
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34. Shortfall Aversion. (2014). Ren, Dan ; Guasoni, Paolo ; Huberman, Gur.
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35. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
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36. Housing Services and Volatility Bounds with Real Estate Returns. (2011). Pakoš, Michal ; Pakos, Michal ; Zemcik, Petr .
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37. Reference-dependent Preferences and the Transmission of Monetary Policy. (2010). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
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38. The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen .
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