Massi De Santis

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS

92

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Individual Consumption Risk and the Welfare Cost of Business Cycles

Number of pages: 31 Posted: 18 Aug 2005
Massi De Santis
affiliation not provided to SSRN
Downloads 92 (279,590)
Citation 1

Abstract:

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Business cycles, consumption risk, incomplete markets, consumption smoothing

2.

The Methyl Bromide Ban: Economic Impacts on the California Strawberry Industry

Review of Agricultural Economics, Vol. 27, No. 2, pp. 181-197, June 2005
Posted: 08 May 2006
University of California, Davis - Department of Agricultural and Resource Economics, University of California, Davis - Department of Agricultural and Resource Economics, University of California, Davis - Department of Agricultural and Resource Economics, McKesson Corporation and affiliation not provided to SSRN

Abstract:

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3.

Movements in the Equity Premium: Evidence from a Time Varying VAR

EFMA 2004 Basel Meetings Paper
Posted: 08 May 2004
Massi De Santis
affiliation not provided to SSRN

Abstract:

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equity premium, declining equity premium, macroeconomic risk, time varying parameters, multivariate stochastic volatility, gibbs sampling

4.

Movements in the Equity Premium: Evidence from a Bayesian Time Varying VAR

Posted: 01 Apr 2004
Massi De Santis
affiliation not provided to SSRN

Abstract:

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Equity premium, declining equity premium, macroeconomic risk, time varying parameters, multivariate stochastic volatility, gibbs sampling