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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

  • Carnegie Mellon University

SCHOLARLY PAPERS

12

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1,936

TOTAL CITATIONS
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Top 5,830

in Total Papers Citations

66

Scholarly Papers (12)

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1.

Model Uncertainty and Liquidity

Downloads 619 (107,500)
Citation 4

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 529 (129,394)
Citation 3

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Model Uncertainty and Liquidity

NBER Working Paper No. w8683
Number of pages: 52 Posted: 20 Dec 2001 Last Revised: 24 Sep 2022
Bryan Routledge and Stanley E. Zin
Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 90 (749,143)
Citation 1

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2.

Exotic Preferences for Macroeconomists

Downloads 283 (204,523)
Citation 17

Exotic Preferences for Macroeconomists

NBER Working Paper No. w10597
Number of pages: 65 Posted: 08 Jul 2004 Last Revised: 17 Dec 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 198 (382,331)
Citation 17

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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 85 (779,641)

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

3.

Competition and Intervention in Sovereign Debt Markets

Downloads 221 (345,205)

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 170 (441,429)

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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: 19 Sep 2022
Bernhard Paasche and Stanley E. Zin
affiliation not provided to SSRN and Carnegie Mellon University
Downloads 51 (1,072,374)

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4.

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

Downloads 96 (378,726)
Citation 1

Arbitrage Opportunities in Arbitrage-Free Models of Bond Pricing

NBER Working Paper No. w5638
Number of pages: 41 Posted: 13 Jul 2000 Last Revised: 29 Nov 2022
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 96 (715,783)
Citation 1

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5.

Reverse Engineering the Yield Curve

Downloads 143 (514,995)

Reverse Engineering the Yield Curve

NBER Working Paper No. w4676
Number of pages: 44 Posted: 12 Jul 2000 Last Revised: 13 Oct 2022
David K. Backus and Stanley E. Zin
NYU Stern School of Business (deceased) and Carnegie Mellon University
Downloads 143 (515,331)

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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 131 (554,631)
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 130 (558,171)

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

8.

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 2022
Michael F. Gallmeyer, Burton Hollifield, Francisco Palomino and Stanley E. Zin
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 92 (730,864)
Citation 13

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9.

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: 26 Oct 2022
Michael F. Gallmeyer, Burton Hollifield and Stanley E. Zin
University of Virginia (UVA) - McIntire School of Commerce, Carnegie Mellon University - David A. Tepper School of Business and Carnegie Mellon University
Downloads 87 (759,537)
Citation 11

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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 Last Revised: 15 May 2022
David K. Backus and Stanley E. Zin
NYU Stern School of Business (deceased) and Carnegie Mellon University
Downloads 73 (852,604)

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11.

The Independence Axiom and Asset Returns

NBER Working Paper No. t0109
Number of pages: 52 Posted: 16 Jul 2004 Last Revised: 21 Apr 2023
Larry G. Epstein and Stanley E. Zin
University of Rochester - Department of Economics and Carnegie Mellon University
Downloads 61 (951,658)
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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