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2. Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E.
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3. Economic Implications of Nonlinear Pricing Kernels. (2017). Garcia, René ; Almeida, Caio.
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1. Great moderations and U.S. interest rates: unconditional evidence. (2008). Smith, Gregor ; Nason, James.
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2. Implications for Asset Pricing Puzzles of a Roll‐over Assumption for the Risk‐Free Asset*. (2008). Warren, Geoffrey J..
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   RePEc:bla:irvfin:v:8:y:2008:i:3-4:p:125-157.

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3. Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence. (2007). Smith, Gregor ; Nason, James.
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4. Expectations, Shocks, and Asset Returns. (2007). Sousa, Ricardo.
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5. A Multiplier Approach to Understanding the Macro Implications of Household Finance. (2007). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
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6. Long-Run Risks and Financial Markets. (2007). Bansal, Ravi.
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7. Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities. (2007). Spencer, Peter ; Kizys, Renatas.
   In: Money Macro and Finance (MMF) Research Group Conference 2006.
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8. Status, Happiness, and Relative Income. (2007). FitzRoy, Felix ; Beath, John .
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9. The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates. (2007). Hasseltoft, Henrik.
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10. Long-run risks and financial markets. (2007). Bansal, Ravi.
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11. Sequential optimization, front-loaded information, and U.S. consumption. (2007). Willman, Alpo.
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12. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Michalak, Tomasz ; Fornero, Jorge.
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13. The 24/7 Society and Multiple Habits. (2006). Levine, Paul ; Choudhary, Ali.
    In: School of Economics Discussion Papers.
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14. Status, Hapiness and Relative Income. (2006). Beath, John ; Fitzroy, Felix.
    In: Discussion Paper Series, School of Economics and Finance.
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15. Equilibrium Yield Curves. (2006). Schneider, Martin ; Piazzesi, Monika.
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16. Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. (2006). Abel, Andrew.
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17. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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18. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
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    RePEc:nbr:nberwo:12247.

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19. Housing, Consumption, and Asset Pricing. (2006). Schneider, Martin ; Piazzesi, Monika ; Tuzel, Selale.
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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.
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    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.
    RePEc:sce:scecf4:59.

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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.
    RePEc:ecm:nawm04:17.

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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.
    RePEc:nbr:nberwo:10054.

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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.
    RePEc:cpr:ceprdp:3868.

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41. Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium. (2002). Sialm, Clemens.
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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.
    RePEc:cpr:ceprdp:3005.

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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.
    RePEc:taf:intecj:v:14:y:2000:i:4:p:1-40.

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47. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
    In: Staff Report.
    RePEc:fip:fedmsr:280.

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48. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
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    RePEc:nbr:nberwo:7346.

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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.
    RePEc:aub:autbar:497.01.

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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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