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Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks
Kōnstantinidēs, Giōrgos - National Bureau of Economic Research - 2021
I estimate welfare benefits of eliminating idiosyncratic consumption shocks unrelated to the business cycle as 47.3% of household utility and benefits of eliminating idiosyncratic shocks related to the business cycle as 3.4% of utility. Estimates of the former substantially exceed earlier ones...
Persistent link: https://www.econbiz.de/10012599299
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Asset pricing : models and empirical evidence
Kōnstantinidēs, Giōrgos - In: Journal of political economy 125 (2017) 6, pp. 1782-1790
Persistent link: https://www.econbiz.de/10011833294
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Time nonseparability in aggregate consumption : international evidence
Braun, Phillip A.; Kōnstantinidēs, Giōrgos; Ferson, … - 1992
Persistent link: https://www.econbiz.de/10000840102
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Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E.; Kōnstantinidēs, Giōrgos - 1991
Persistent link: https://www.econbiz.de/10000810945
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Junior can't borrow : a new perspective on the equity premium puzzle
Kōnstantinidēs, Giōrgos; Donaldson, John B.; Mehra, … - 1998
Persistent link: https://www.econbiz.de/10000667750
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Stochastic dominance bounds on American option prices in markets with frictions
Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - In: Review of finance : journal of the European Finance … 11 (2007) 1, pp. 71-115
Persistent link: https://www.econbiz.de/10003714152
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Asset pricing tests with long run risks in consumption growth
Kōnstantinidēs, Giōrgos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003755181
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Asset pricing tests with long run risks in consumption growth
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2008
Persistent link: https://www.econbiz.de/10003791474
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - 2008
Persistent link: https://www.econbiz.de/10003791478
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Asset pricing tests with long run risks in consumption growth
Kōnstantinidēs, Giōrgos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003811245