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The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices : a comment

Zin, Stanley E. - In: Carnegie Rochester conference series on public policy : … 42 (1995), pp. 33-38

Persistent link: https://www.econbiz.de/10001183799

Are behavioral asset-pricing models structural?

Zin, Stanley E. - In: Journal of monetary economics 49 (2002) 1, pp. 215-228

Persistent link: https://www.econbiz.de/10001641118

Long-memory inflation uncertainty: evidence from the term structure of interest rates

Backus, David K.; Zin, Stanley E. - In: Proceedings (1993), pp. 681-708

Persistent link: https://www.econbiz.de/10005420294

Generalized Disappointment Aversion and Asset Prices

ROUTLEDGE, BRYAN R.; ZIN, STANLEY E. - In: Journal of Finance 65 (2010) 4, pp. 1303-1332

We characterize generalized disappointment aversion (GDA) risk preferences that can overweight lower-tail outcomes relative to expected utility. We show in an endowment economy that recursive utility with GDA risk preferences generates effective risk aversion that is countercyclical. This...

Persistent link: https://www.econbiz.de/10008671133

The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices : A comment

Zin, Stanley E. - In: Carnegie-Rochester Conference Series on Public Policy 42 (1995) 1, pp. 33-38

Persistent link: https://www.econbiz.de/10005348251

SPLINE APPROXIMATIONS TO VALUE FUNCTIONS

TRICK, MICHAEL A.; ZIN, STANLEY E. - In: Macroeconomic Dynamics 1 (1997) 01, pp. 255-277

Persistent link: https://www.econbiz.de/10005425260

Real business-cycle realizations

Smith, Gregor W.; Zin, Stanley E. - In: Carnegie-Rochester Conference Series on Public Policy 47 (1997) 1, pp. 243-280

Persistent link: https://www.econbiz.de/10005429644

'First-order' risk aversion and the equity premium puzzle

Epstein, Larry G.; Zin, Stanley E. - In: Journal of Monetary Economics 26 (1990) 3, pp. 387-407

Persistent link: https://www.econbiz.de/10005180500

Risk premiums in the term structure : Evidence from artificial economies

Backus, David K.; Gregory, Allan W.; Zin, Stanley E. - In: Journal of Monetary Economics 24 (1989) 3, pp. 371-399

Persistent link: https://www.econbiz.de/10005180759

Taylor rules, McCallum rules and the term structure of interest rates

Gallmeyer, Michael F.; Hollifield, Burton; Zin, Stanley E. - In: Journal of Monetary Economics 52 (2005) 5, pp. 921-950

Persistent link: https://www.econbiz.de/10005182675