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2. On the Range of the Risk-Free Interest Rate in Incomplete Markets. (2003). Kajii, Atsushi ; Hara, Chiaki.
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3. On the Range of the Risk-Free Interest Rate in Incomplete Markets. (2003). Kajii, Atsushi ; Hara, Chiaki.
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4. Incomplete Markets, Transitory Shocks, and Welfare. (2001). Schmedders, Karl ; Kubler, Felix.
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5. Incomplete Markets, Transitory Shocks and Welfare. (2000). Schmedders, Karl ; Kubler, Felix.
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6. On the Range of the Risk-Free Interest Rate in Incomplete Markets. (2000). Kajii, Atsushi ; Hara, Chiaki.
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1. Endogenous trading constraints with incomplete asset markets. (2010). Carceles-Poveda, Eva ; Abraham, Arpad.
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2. Asset Prices and Business Cycles under Market Incompleteness. (2009). Carceles-Poveda, Eva.
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3. Recursive equilibria in an Aiyagari style economy with permanent income shocks. (2009). Kuhn, Moritz.
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4. Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
   In: Review of Economic Dynamics.
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5. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
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6. Earnings Inequality and the Equity Premium. (2007). Walentin, Karl.
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7. Portfolio choice over the life-cycle when the stock and labor markets are cointegrated. (2007). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
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8. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
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9. Equity Premium: Interaction of Belief Heterogeneity and Distribution of Wealth?. (2007). Taddei, Filippo.
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10. Dependent Background Risks and Asset Prices. (2005). Osaki, Yusuke.
    In: Discussion Papers in Economics and Business.
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11. Financial Markets and the Real Economy. (2005). Cochrane, John.
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12. Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?. (2005). DeSantis, Massimiliano ; De Santis, Massimiliano .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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13. La elasticidad de sustitución intertemporal y el consumo duradero: un análisis para el caso español. (2005). de la Cruz, Elena Marquez .
    In: Investigaciones Economicas.
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14. Measuring interest rates as determined by thrift and productivity. (2005). Wen, Yi ; Choi, Woon Gyu.
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15. Dependent background risks and asset prices. (2005). Osaki, Yusuke.
    In: Economics Bulletin.
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16. Numerical Solution of Dynamic Non-Optimal Economies. (2005). Miao, Jianjun ; Santos, Manuel .
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17. Bond Premium in Turkey. (2004). Ekinci, Mehmet ; Basci, Erdem.
    In: Macroeconomics.
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18. The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence. (2004). Albuquerque, Rui.
    In: International Finance.
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19. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei .
    In: Econometric Society 2004 North American Winter Meetings.
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20. Market Incompleteness and the Equity Premium Puzzle: Evidence from State-Level Data. (2004). Robe, Michel ; Pallage, Stephane ; Jacobs, Kris.
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21. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. (2003). Guvenen, Fatih.
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22. Human Capital and the Private Equity Premium. (2003). Polkovnichenko, Valery.
    In: Review of Economic Dynamics.
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23. Financial Innovation, Market Participation and Asset Prices. (2003). Sodini, Paolo ; Gonzalez-Eiras, Martin ; Calvet, Laurent.
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24. Limited stock market participation and asset prices in a dynamic economy. (2003). Guo, Hui.
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25. EQUITY, BONDS, GROWTH AND INFLATION IN A QUADRATIC INFINITE HORIZON ECONOMY. (2003). Quinzii, Martine ; Magill, Michael ; Betts, Julian R..
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26. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (2002). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: NBER Working Papers.
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27. Prices as factors: Approximate aggregation with incomplete markets. (2002). Zin, Stanley ; Telmer, Chris.
    In: Journal of Economic Dynamics and Control.
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28. Controlling price volatility through financial innovation. (2002). Schmedders, Karl ; Alessandro, CITANNA.
    In: HEC Research Papers Series.
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29. A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium. (2002). Dumas, Bernard ; Maenhout, Pascal .
    In: Levine's Working Paper Archive.
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30. Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns. (2002). Wang, Kevin Q. ; Jacobs, Kris.
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31. Incomplete Markets and Volatility. (2001). Calvet, Laurent.
    In: Journal of Economic Theory.
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32. Does Market Incompleteness Matter. (2001). Zame, William ; Levine, David.
    In: Levine's Working Paper Archive.
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33. Estimating Nonseparable Preference Specifications for Asset Market Participants. (2001). Jacobs, Kris.
    In: CIRANO Working Papers.
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34. Incomplete markets, borrowing constraints, and the foreign exchange risk premium. (2000). Leduc, Sylvain.
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35. Algorithms for solving dynamic models with occasionally binding constraints. (2000). Fisher, Jonas ; Christiano, Lawrence.
    In: Journal of Economic Dynamics and Control.
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36. Explaining bond returns in heterogeneous agent models: The importance of higher-order moments. (2000). Zhang, Harold.
    In: Journal of Economic Dynamics and Control.
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37. Linear Approximation Methods and International Real Business Cycles with Incomplete Asset Markets. (2000). Letendre, Marc-Andre.
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38. Risk Sharing and Market Incompleteness. (2000). Zame, William ; Levine, David.
    In: Levine's Working Paper Archive.
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39. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: CRSP working papers.
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40. Quantitative Asset Pricing Implications of Endogenous Solvency Constraints. (1999). Jermann, Urban ; Alvarez, Fernando.
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41. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Constantinides, George ; Brav, Alon ; Geczy, Christopher C..
    In: Rodney L. White Center for Financial Research Working Papers.
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42. Quantitative asset pricing implications of endogenous solvency constraints. (1999). Jermann, Urban ; Alvarez, Fernando.
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43. Where is the Market Going? Uncertain Facts and Novel Theories. (1998). Cochrane, John.
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44. EQUITY, BONDS, GROWTH AND INFLATION IN A QUADRATIC INFINITE HORIZON ECONOMY. (1998). Quinzii, Martine ; Magill, Michael.
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45. Volatility clustering in real interest rates Theory and evidence. (1998). Denhaan, Wouter ; den Haan, Wouter J. ; Spear, Scott A..
    In: Journal of Monetary Economics.
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46. A simple model of incomplete insurance the case of permanent shocks. (1998). Saito, Makoto.
    In: Journal of Economic Dynamics and Control.
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47. Pricing and hedging derivative securities in incomplete markets : an e-arbitrage approach. (1997). Lo, Andrew ; Bertsimas, Dimitris., .
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48. Algorithms for solving dynamic models with occasionally binding constraints. (1997). Fisher, Jonas ; Christiano, Lawrence.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9711.

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49. Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models. (). Semmler, Willi ; Lettau, Martin ; Woehrmann, Peter.
    In: IEW - Working Papers.
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50. When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn). (). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:380.

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