William R. Berkley Professor of Economics and Business
New York University (NYU)
Bobst Library, E-resource Acquisitions 20 Cooper Square 3rd Floor New York, NY 10003-711 United States
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Research Associate
National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue Cambridge, MA 02138 United States
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Zin, Stanley E.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
582 |
Total
Citations
85 |
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1.
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Recursive Preferences
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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Posted:
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13 Oct 08
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Last Revised:
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09 Feb 09
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130
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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130
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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing
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Exotic Preferences for Macroeconomists
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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Posted:
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07 Nov 08
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Last Revised:
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16 Dec 08
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29
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38
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Backus, David K. NYU Stern School of Business Routledge, Bryan Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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29
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38
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time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing
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3.
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Backus, David K. NYU Stern School of Business Zin, Stanley E. New York University (NYU) Gavazzoni, Federico INSEAD Telmer, Chris Carnegie Mellon University - David A. Tepper School of Business
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145
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6
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Uncovered interest parity, carry trade, exchange rates, Taylor rule
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4.
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Gallmeyer, Michael F. University of Virginia (UVA) - McIntire School of Commerce Hollifield, Burton Carnegie Mellon University - David A. Tepper School of Business Palomino, Francisco The Stephen M. Ross School of Business at the University of Michigan Zin, Stanley E. New York University (NYU)
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142
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5
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Affine term structure, general equilibrium, time-varying term premiums, monetary policy
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5.
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Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing
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Backus, David K. NYU Stern School of Business Foresi, Silverio Goldman Sachs Group, Inc. - Quantitative Strategy Group Zin, Stanley E. New York University (NYU)
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Posted:
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11 Nov 08
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Last Revised:
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15 Dec 08
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70
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24
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Backus, David K. NYU Stern School of Business Foresi, Silverio Goldman Sachs Group, Inc. - Quantitative Strategy Group Zin, Stanley E. New York University (NYU)
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70
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15
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bond prices and yields, forward rates, time-dependent drift and volatility, options
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6.
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Backus, David K. NYU Stern School of Business Gavazzoni, Federico INSEAD Telmer, Chris Carnegie Mellon University - David A. Tepper School of Business Zin, Stanley E. New York University (NYU)
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34
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6
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7.
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Sources of Entropy in Representative Agent Models
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Backus, David K. NYU Stern School of Business Chernov, Mikhail London School of Economics Zin, Stanley E. New York University (NYU)
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Posted:
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13 Jul 11
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Last Revised:
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15 Oct 11
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32
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6
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Backus, David K. NYU Stern School of Business Chernov, Mikhail London School of Economics Zin, Stanley E. New York University (NYU)
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6
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Backus, David K. NYU Stern School of Business Chernov, Mikhail London School of Economics Zin, Stanley E. New York University (NYU)
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26
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6
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pricing kernel, asset returns, bond yields, recursive preferences, habits, jumps, disasters
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Records 1 -
7
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