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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SSRN CITATIONS
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Top 4,017

in Total Papers Citations

43

CROSSREF CITATIONS

290

Scholarly Papers (12)

1.
Downloads 530 ( 74,595)
Citation 18

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 477 (83,998)
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: 25 Mar 2022
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 53 (519,807)
Citation 1

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2.
Downloads 199 (172,612)
Citation 66

Exotic Preferences for Macroeconomists

NBER Working Paper No. w10597
Number of pages: 65 Posted: 08 Jul 2004 Last Revised: 17 Jun 2022
David K. Backus, Bryan Routledge and Stanley E. Zin
NYU Stern School of Business (deceased), Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 148 (273,723)
Citation 11

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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 (deceased), Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 51 (528,999)

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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 139 (287,716)

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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: 27 Mar 2022
Bernhard Paasche and Stanley E. Zin
affiliation not provided to SSRN and Carnegie Mellon University
Downloads 29 (652,990)

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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: 30 May 2021
David K. Backus, Silverio Foresi and Stanley E. Zin
NYU Stern School of Business (deceased), Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University
Downloads 54 (515,307)
Citation 1

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Reverse Engineering the Yield Curve

NBER Working Paper No. w4676
Number of pages: 44 Posted: 12 Jul 2000 Last Revised: 13 Apr 2022
David K. Backus and Stanley E. Zin
NYU Stern School of Business (deceased) and Carnegie Mellon University
Downloads 99 (367,439)

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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 (deceased) and Carnegie Mellon University

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6.

Generalized Disappointment Aversion and Asset Prices

NBER Working Paper No. w10107
Number of pages: 40 Posted: 21 Nov 2003 Last Revised: 13 Feb 2022
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 94 (376,759)
Citation 18

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7.

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

NYU Working Paper No. FIN-96-008
Number of pages: 41 Posted: 07 Nov 2008
David K. Backus, Silverio Foresi and Stanley E. Zin
NYU Stern School of Business (deceased), Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University
Downloads 93 (379,297)

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

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 Last Revised: 25 Apr 2021
University of Virginia (UVA) - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 54 (506,941)
Citation 4

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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: 12 Mar 2022
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 44 (552,092)
Citation 6

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10.

The Independence Axiom and Asset Returns

NBER Working Paper No. t0109
Number of pages: 52 Posted: 16 Jul 2004 Last Revised: 21 Apr 2022
Larry G. Epstein and Stanley E. Zin
University of Rochester - Department of Economics and Carnegie Mellon University
Downloads 38 (582,679)
Citation 2

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11.

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 Last Revised: 15 May 2022
David K. Backus and Stanley E. Zin
NYU Stern School of Business (deceased) and Carnegie Mellon University
Downloads 32 (616,950)

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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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