Stanley E. Zin

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Carnegie Mellon University

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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SSRN RANKINGS

Top 29,788

in Total Papers Downloads

1,221

CITATIONS
Rank 2,164

SSRN RANKINGS

Top 2,164

in Total Papers Citations

259

Scholarly Papers (12)

1.
Downloads 495 ( 45,774)
Citation 41

Model Uncertainty and Liquidity

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 52 Posted: 20 Mar 2002
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 451 (50,841)
Citation 41

Abstract:

Model Uncertainty and Liquidity

NBER Working Paper No. w8683
Number of pages: 52 Posted: 20 Dec 2001
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 44 (353,499)
Citation 41

Abstract:

2.
Downloads 157 (131,289)
Citation 37

Exotic Preferences for Macroeconomists

NBER Working Paper No. w10597
Number of pages: 65 Posted: 08 Jul 2004
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 123 (192,552)
Citation 37

Abstract:

Exotic Preferences for Macroeconomists

NYU Working Paper No. 2451/26134
Number of pages: 57 Posted: 13 Oct 2008
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 34 (390,681)
Citation 37

Abstract:

time preference, risk, uncertainty, ambiguity, robust control, temptation, dynamic consistency, hyperbolic discounting, precautionary saving, equity premium, risk sharing

Competition and Intervention in Sovereign Debt Markets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 40 Posted: 10 Jun 2002
Bernhard Paasche and Stanley E. Zin
affiliation not provided to SSRN and Carnegie Mellon University
Downloads 133 (180,886)
Citation 1

Abstract:

sovereign debt, bond pricing, monopolistic competition, IMF, default

Competition and Intervention in Sovereign Debt Markets

NBER Working Paper No. w8679
Number of pages: 41 Posted: 20 Dec 2001
Bernhard Paasche and Stanley E. Zin
affiliation not provided to SSRN and Carnegie Mellon University
Downloads 26 (427,787)
Citation 1

Abstract:

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

NBER Working Paper No. w5638
Number of pages: 41 Posted: 13 Jul 2000
David K. Backus, Silverio Foresi and Stanley E. Zin
NYU Stern School of Business, Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University
Downloads 46 (346,744)
Citation 24

Abstract:

5.

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

NYU Working Paper No. FIN-96-008
Number of pages: 41 Posted: 07 Nov 2008
Backus David, Silverio Foresi and Stanley E. Zin
affiliation not provided to SSRN, Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University
Downloads 83 (246,111)

Abstract:

bond yields, options, fixed income derivatives, pricing kernels, state contingent claims, time-dependent drift volatility

6.

Generalized Disappointment Aversion and Asset Prices

NBER Working Paper No. w10107
Number of pages: 40 Posted: 21 Nov 2003 Last Revised: 15 Aug 2010
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 77 (251,549)
Citation 36

Abstract:

Reverse Engineering the Yield Curve

NBER Working Paper No. w4676
Number of pages: 44 Posted: 12 Jul 2000
David K. Backus and Stanley E. Zin
NYU Stern School of Business and Carnegie Mellon University
Downloads 59 (308,031)
Citation 30

Abstract:

Reverse Engineering the Yield Curve

Posted: 14 Sep 1999
David K. Backus and Stanley E. Zin
NYU Stern School of Business and Carnegie Mellon University

Abstract:

8.

Taylor Rules, Mccallum Rules and the Term Structure of Interest Rates

NBER Working Paper No. w11276
Number of pages: 33 Posted: 01 Jun 2005
University of Virginia (UVA) - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 37 (350,305)
Citation 30

Abstract:

9.

Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models

NBER Working Paper No. w13245
Number of pages: 38 Posted: 09 Jul 2007
University of Virginia (UVA) - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business, affiliation not provided to SSRN and Carnegie Mellon University
Downloads 30 (370,649)
Citation 17

Abstract:

10.

Long-Memory Inflation Uncertainty: Evidence from the Term Structure of Interest Rates

NBER Working Paper No. t0133
Number of pages: 33 Posted: 27 Jun 2007
David K. Backus and Stanley E. Zin
NYU Stern School of Business and Carnegie Mellon University
Downloads 24 (406,537)
Citation 21

Abstract:

11.

The Independence Axiom and Asset Returns

NBER Working Paper No. t0109
Number of pages: 52 Posted: 16 Jul 2004
Larry G. Epstein and Stanley E. Zin
University of Rochester - Department of Economics and Carnegie Mellon University
Downloads 23 (406,537)
Citation 22

Abstract:

12.

Fractional Integration with Drift: Estimation in Small Samples

(Empirial Economics, No 22, 1997)
Posted: 18 Feb 1997
Anthony A. Smith Jr., Fallaw Sowell and Stanley E. Zin
Yale University - Cowles Foundation, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University

Abstract: