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2. Static vs Dynamic Auctions with Ambiguity Averse Bidders. (2012). Carvalho, M.
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3. Static vs Dynamic Auctions with Ambiguity Averse Bidders. (2012). Carvalho, M..
   In: Discussion Paper.
   RePEc:tiu:tiucen:1f078e67-88ec-46e3-ae18-14bb0bbe12c4.

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4. Ambiguity Measurement. (2012). Izhakian, Yehuda.
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5. Why Uncertainty Matters - Discounting under Intertemporal Risk Aversion and Ambiguity. (2012). Traeger, Christian.
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   RePEc:ces:ceswps:_3727.

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6. Ambiguity Aversion and Variance Premium. (2012). Zhou, Hao ; Wei, Bin ; Miao, Jianjun.
   In: Boston University - Department of Economics - Working Papers Series.
   RePEc:bos:wpaper:wp2012-009.

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7. The Uncertainty Premium in an Ambiguous Economy. (2011). Izhakian, Yehuda ; Benninga, Simon.
   In: Quarterly Journal of Finance (QJF).
   RePEc:wsi:qjfxxx:v:01:y:2011:i:02:n:s2010139211000109.

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8. Essays in behavioral microeconomic theory. (2011). Carvalho, M..
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:97fbb10e-5f12-420b-b8c4-e96a853a900c.

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9. Liquidity and asset prices in rational expectations equilibrium with ambiguous information. (2011). Werner, Jan ; Ozsoylev, Han.
   In: Economic Theory.
   RePEc:spr:joecth:v:48:y:2011:i:2:p:469-491.

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10. Learning, Ambiguity and Life-Cycle Portfolio Allocation. (2011). Campanale, Claudio.
    In: Review of Economic Dynamics.
    RePEc:red:issued:09-54.

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11. Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion. (2011). Gollier, Christian.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:4812.

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12. Symmetry or Dynamic Consistency?. (2011). Epstein, Larry ; Seo, Kyoungwon.
    In: The B.E. Journal of Theoretical Economics.
    RePEc:bpj:bejtec:v:11:y:2011:i:1:n:11.

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13. Ambiguity and Asset Markets. (2010). Schneider, Martin ; Epstein, Larry ; Larry G. Epstein, Martin Schneider, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16181.

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14. Ambiguity and Climate Policy. (2010). Heal, Geoffrey ; Dietz, Simon ; Millner, Antony.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16050.

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15. Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion. (2009). Gollier, Christian.
    In: TSE Working Papers.
    RePEc:tse:wpaper:21919.

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16. Estimation Uncertainty and the Equity Premium*. (2009). yan, hong.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:9:y:2009:i:3:p:243-268.

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17. The Value of a Statistical Life under Ambiguity Aversion. (2008). TREICH, Nicolas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2291.

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18. Dynamic Asset Allocation with Ambiguous Return Predictability. (2001). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-015.

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19. Ambiguity, Learning, and Asset Returns. (2001). Miao, Jianjun ; ju, nengjiu.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-014.

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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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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.
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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.
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14. Status, Hapiness and Relative Income. (2006). Beath, John ; Fitzroy, Felix.
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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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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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23. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
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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.
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30. Asset Pricing with Delayed Consumption Decisions. (2004). Semmler, Willi ; Grne, Lars.
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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.
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32. Money market rates and implied CCAPM rates: some international evidence. (2004). Ahmad, Yamin.
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33. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
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34. Tax Policy Under Keeping Up with the Joneses and Imperfectly Competitive Product Markets. (2004). Guo, Jang-Ting.
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35. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei.
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36. An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance. (2003). Semenov, Andrei.
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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.
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38. Corporate Earnings and the Equity Premium. (2003). Piazzesi, Monika ; Longstaff, Francis.
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39. Consumption, habit persistence, imperfect information and the lifetime budget constraint. (2003). Willman, Alpo.
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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.
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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.
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43. Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities. (2001). Timmermann, Allan ; Guidolin, Massimo.
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45. Income Taxation with Habit Formation and Consumption Externalities. (2001). Raurich, Xavier ; Caballe, Jordi ; Alonso-Carrera, Jaime.
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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.
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47. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
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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.
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50. Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh). (). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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