Stanley E. Zin

Carnegie Mellon University

Pittsburgh, PA 15213-3890

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

12

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Top 37,745

in Total Papers Downloads

1,300

SSRN CITATIONS
Rank 3,701

SSRN RANKINGS

Top 3,701

in Total Papers Citations

41

CROSSREF CITATIONS

288

Scholarly Papers (12)

1.
Downloads 510 ( 59,660)
Citation 16

Model Uncertainty and Liquidity

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 461 (66,973)
Citation 2

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Model Uncertainty and Liquidity

NBER Working Paper No. w8683
Number of pages: 52 Posted: 20 Dec 2001 Last Revised: 24 Mar 2010
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 49 (433,330)
Citation 1

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2.
Downloads 174 (153,970)
Citation 62

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 130 (240,202)
Citation 7

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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 44 (453,585)

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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

Number of pages: 40 Posted: 10 Jun 2002
Bernhard Paasche and Stanley E. Zin
affiliation not provided to SSRN and Carnegie Mellon University
Downloads 136 (231,691)

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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 Last Revised: 25 Oct 2010
Bernhard Paasche and Stanley E. Zin
affiliation not provided to SSRN and Carnegie Mellon University
Downloads 28 (533,382)

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Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

NBER Working Paper No. w5638
Number of pages: 41 Posted: 13 Jul 2000 Last Revised: 25 Mar 2008
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 50 (429,428)

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5.

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 90 (309,079)
Citation 16

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6.

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 89 (311,294)

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

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 72 (356,843)

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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

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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 48 (429,544)
Citation 3

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9.

Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models

NBER Working Paper No. w13245
Number of pages: 38 Posted: 09 Jul 2007 Last Revised: 11 Sep 2010
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 41 (457,298)
Citation 4

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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 31 (502,942)

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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 31 (502,942)
Citation 2

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12.

Fractional Integration with Drift: Estimation in Small Samples

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

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