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Colacito, Riccardo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,676 |
Total
Citations
128 |
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1.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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14 Mar 08
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Last Revised:
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03 Oct 12
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881
(11,280)
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33
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Exchange rates, international financial markets, long-run risks
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2.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
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09 Mar 09
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Last Revised:
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18 Sep 12
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495
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11
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3.
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Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School
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485
(26,512)
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25
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GARCH, DCC, Forecast Evaluation
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4.
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International Asset Pricing with Recursive Preferences
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Versions (2)
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hide multiple versions |
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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Posted:
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23 Jul 10
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Last Revised:
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24 Jan 13
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366
(37,972)
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1
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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| Posted: |
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14 Mar 12
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Last Revised:
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24 Jan 13
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145
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1
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Recursive preferences, risk-sharing, exchange rate
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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23 Jul 10
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Last Revised:
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24 Jan 13
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221
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5.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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05 Feb 10
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Last Revised:
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03 Oct 12
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304
(47,378)
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2
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Recursive Preferences, time-varying volatility, international finance, exchange rates
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6.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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205
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2
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7.
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Term Structure of Risk, the Role of Known and Unknown Risks and Non-Stationary Distributions
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
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Posted:
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14 Sep 08
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Last Revised:
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03 Oct 12
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182
(81,898)
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1
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
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76
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1
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
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106
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8.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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| Posted: |
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23 Jul 10
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Last Revised:
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03 Oct 12
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135
(107,162)
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1
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9.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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109
(127,085)
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Robustness, Disagreement, International
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10.
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Bassi, Anna
UNC Chapel Hill Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Fulghieri, Paolo
University of North Carolina (UNC) at Chapel Hill - Finance Area
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12 Nov 11
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Last Revised:
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23 Nov 12
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103
(132,367)
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Experiments, Risk Aversion, Weather, Sunshine
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11.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School
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88
(147,208)
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32
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12.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Croce, Mariano Massimiliano
University of North Carolina Kenan-Flagler Business School Ho, Steven
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School Howard, Philip
University of North Carolina, Chapel Hill - Kenan-Flagler Business School
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| Posted: |
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18 Nov 12
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Last Revised:
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11 Apr 13
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75
(162,540)
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International Investment Flows, Long-Run Risk, Recursive Preferences
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13.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Ghysels, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics Meng, Jinghan
University of North Carolina (UNC) at Chapel Hill
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| Posted: |
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06 Dec 12
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Last Revised:
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05 May 13
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73
(165,144)
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Skewness, Consumption, Macro-Finance, Recursive Preferences
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14.
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Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School
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70
(170,616)
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1
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15.
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Cogley, Timothy
University of California, Davis - Department of Economics Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Hansen, Lars Peter
University of Chicago - Department of Economics Sargent, Thomas J.
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
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68
(171,972)
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8
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Learning, model uncertainty, Bayes' law, Phillips curve, experimentation, robustness, pessimism, entropy
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16.
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Cogley, Timothy
University of California, Davis - Department of Economics Colacito, Riccardo
University of North Carolina, Chapel Hill - Kenan-Flagler Business School Sargent, Thomas J.
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
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37
(226,124)
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11
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