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2. Policy transition risk, carbon premiums, and asset prices. (2025). van der Ploeg, Frederick (Rick) ; Hambel, Christoph.
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3. Forecasting volatility in commodity markets with climate risk. (2025). Tang, Yusui ; Zhou, Ling ; Peng, Pei ; Guo, Yangli.
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4. Retailers risk attitudes and the value of cooperation in supply chain finance under investment-loan linkage financing. (2025). Yu, Hui ; Mei, Dexiang ; Zhou, Yanhua ; Li, Xin.
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5. The impact of climate change on credit portfolios and banking resilience: Preliminary evidence from a developing economy. (2025). Ribeiro-Navarrete, Samuel ; Mirza, Nawazish ; Achim, Monica Violeta ; Umar, Muhammad.
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6. Pessimism toward climate disasters and asset prices: A quantitative investigation. (2025). Yamagami, Hiroaki ; Suzuki, Shiba.
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7. ASSET DIVERSIFICATION VERSUS CLIMATE ACTION. (2024). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph.
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8. Theoretical Foundation for Pricing Climate-Related Loss and Damage in Infrastructure Financing. (2024). Assab, Abderrahim.
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9. Can Chinese investors manage climate risk domestically and globally?. (2024). Liu, Yike ; Xu, Zihan ; Xing, Xiaoyun ; Zhu, Yuxuan.
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10. Climate change exposure, financial development, and the cost of debt: Evidence from EU countries. (2024). Vo, Xuan Vinh ; Li, Teng ; Trinh, Hai Hong.
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11. Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang.
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12. Weathering the policy storm: How climate strategy volatility shapes corporate total factor productivity. (2024). Ren, Xiaohang ; Yan, Cheng ; Jin, Chenglu.
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    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002615.

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13. How carbon risk affects corporate debt defaults: Evidence from Paris agreement. (2024). Liang, Yuchao ; Huang, Xiang ; Zhong, Wenrui ; Wang, Jiaxin ; Qiang, Haofan.
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14. Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling.
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15. Global climate change and commodity markets: A hedging perspective. (2023). Chen, Xinhui ; Jia, Shanghui ; Han, Liyan ; Jin, Jiayu.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1393-1422.

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16. Climate change-related risks and bank stock returns. (2023). BOUNGOU, Whelsy ; Urom, Christian.
    In: Economics Letters.
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17. Optimal climate policy as if the transition matters. (2022). Venmans, Frank ; Campiglio, Emanuele ; Dietz, Simon.
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18. Optimal climate policy as if the transition matters. (2022). Venmans, Frank ; Campiglio, Emanuele ; Dietz, Simon.
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    RePEc:ehl:lserod:117609.

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19. Financial risks, monetary policy in the QE era, and regulation. (2022). Tavlas, George ; Papadopoulos, Athanasios ; Kouretas, Georgios.
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    RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922000730.

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20. Optimal Climate Policy as If the Transition Matters. (2022). Venmans, Frank ; Campiglio, Emanuele ; Dietz, Simon.
    In: CESifo Working Paper Series.
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20. Macroeconomic volatility and the equity premium. (2006). Sill, Keith.
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21. Term and Equity Premium in Economies with Habit Formation. (2006). Budria Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia.
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22. Term premium and equity premium in economies with habit formation. (2006). Budria Rodriguez, Santiago ; Díaz, Antonia ; Diaz, Antonia.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we065522.

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23. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
    In: CEPR Discussion Papers.
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24. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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25. A microfounded sectoral model for open economies. (2006). Plasmans, Joseph ; Michalak, Tomasz ; Fornero, Jorge.
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26. High-Order Consumption Moments and Asset Pricing. (2005). Semenov, Andrei.
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27. Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options. (2005). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
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28. Solving Models with External Habit. (2005). Wachter, Jessica.
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29. Risk, uncertainty, and asset prices. (2005). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-40.

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30. Asset Pricing with Delayed Consumption Decisions. (2004). Semmler, Willi ; Grne, Lars.
    In: Computing in Economics and Finance 2004.
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31. Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate. (2004). Allais, Olivier.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:2:p:265-296.

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32. Money market rates and implied CCAPM rates: some international evidence. (2004). Ahmad, Yamin.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:1.

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33. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
    In: Economics Series.
    RePEc:ihs:ihsesp:153.

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34. Tax Policy Under Keeping Up with the Joneses and Imperfectly Competitive Product Markets. (2004). Guo, Jang-Ting.
    In: Econometric Society 2004 North American Winter Meetings.
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35. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:130.

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36. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei.
    In: Working Papers.
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37. Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:729-766.

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38. Corporate Earnings and the Equity Premium. (2003). Piazzesi, Monika ; Longstaff, Francis.
    In: NBER Working Papers.
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39. Consumption, habit persistence, imperfect information and the lifetime budget constraint. (2003). Willman, Alpo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003251.

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40. Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk. (2003). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
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41. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium. (2002). Sialm, Clemens.
    In: NBER Working Papers.
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42. Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation. (2002). Whiteman, Charles ; Ravikumar, B ; Otrok, Christopher.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:2:p:149-174.

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43. Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities. (2001). Timmermann, Allan ; Guidolin, Massimo.
    In: CEPR Discussion Papers.
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44. Consumption Externalities, Habit Formation, and Equilibrium Efficiency. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:499.01.

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45. Income Taxation with Habit Formation and Consumption Externalities. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:496.01.

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46. Risky Habits and the Marginal Propensity to Consume Output of Permanent Income, or, How Much Would a Permanent Tax Cut Boost Japanese Consumption?. (2000). Carroll, Christopher.
    In: International Economic Journal.
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47. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
    In: Staff Report.
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48. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
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49. Growth, Habit Formation, and Catching-up\ with the Joneses. (1997). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
    In: UFAE and IAE Working Papers.
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50. Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh). (). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:389.

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