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Chien, YiLi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,411 |
Total
Citations
79 |
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1.
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Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Re-Balancing?
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Chien, YiLi
Federal Reserve Bank of St. Louis Cole, Harold L.
University of Pennsylvania - Department of Economics Lustig, Hanno N.
National Bureau of Economic Research (NBER)
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Posted:
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16 Sep 09
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Last Revised:
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24 Aug 12
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611
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4
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Chien, YiLi
Federal Reserve Bank of St. Louis Cole, Harold L.
University of Pennsylvania - Department of Economics Lustig, Hanno N.
National Bureau of Economic Research (NBER)
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18 Feb 10
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Last Revised:
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24 Aug 12
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158
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Portfolio Rebalancing
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Chien, YiLi
Federal Reserve Bank of St. Louis Cole, Harold L.
University of Pennsylvania - Department of Economics Lustig, Hanno N.
National Bureau of Economic Research (NBER)
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16 Sep 09
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Last Revised:
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01 Sep 11
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453
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4
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Asset Pricing, Household Finance, Risk Sharing, Limited Participation
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2.
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Chien, YiLi
Federal Reserve Bank of St. Louis Cole, Harold L.
University of Pennsylvania - Department of Economics Lustig, Hanno N.
National Bureau of Economic Research (NBER)
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18 Mar 08
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Last Revised:
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27 Aug 12
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416
(32,827)
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22
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Asset Pricing, Risk Sharing, Limited Participation
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3.
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The Market Price of Aggregate Risk and the Wealth Distribution
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Chien, YiLi
Federal Reserve Bank of St. Louis Lustig, Hanno N.
National Bureau of Economic Research (NBER)
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Posted:
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16 Nov 01
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Last Revised:
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27 Aug 12
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237
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51
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Chien, YiLi
Federal Reserve Bank of St. Louis Lustig, Hanno N.
National Bureau of Economic Research (NBER)
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16 Nov 01
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Last Revised:
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27 Aug 12
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237
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46
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Asset Pricing, Wealth Heterogeneity, Limited Commitment
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4.
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Lee, Junsang
affiliation not provided to SSRN Chien, YiLi
Federal Reserve Bank of St. Louis
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49
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Capital taxation, Ramsey problem, Limited commitment, Private information
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5.
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The Risk Premium and Long-Run Global Imbalances
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Chien, YiLi
Federal Reserve Bank of St. Louis Naknoi, Kanda
University of Connecticut
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Posted:
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28 Oct 11
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Last Revised:
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28 Nov 12
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43
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1
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Chien, YiLi
Federal Reserve Bank of St. Louis Naknoi, Kanda
University of Connecticut
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12 Apr 12
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Last Revised:
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28 Nov 12
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10
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Global Imbalances, Current Account, Risk Premium, Asset Pricing, Limited Participation
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Chien, YiLi
Federal Reserve Bank of St. Louis Naknoi, Kanda
Purdue University - Department of Economics
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28 Oct 11
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Last Revised:
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08 Feb 12
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33
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1
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Global Imbalances, External Account, Risk Premium, Asset Pricing, Limited Participation
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6.
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Chien, YiLi
Federal Reserve Bank of St. Louis Song, Joon
Sungkyunkwan University - Department of Economics
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29
(248,537)
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7.
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Chien, YiLi
Federal Reserve Bank of St. Louis
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10
(313,364)
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8.
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Camera, Gabriele
Economics Science Institute, Chapman University Chien, YiLi
Federal Reserve Bank of St. Louis
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8
(319,733)
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matching, money, welfare cost of inflation
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9.
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Camera, Gabriele
Economics Science Institute, Chapman University Chien, YiLi
Federal Reserve Bank of St. Louis
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29 Nov 12
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Last Revised:
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25 May 13
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8
(319,733)
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1
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Money, Heterogeneity, Wealth Inequality, Consumption Inequality
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