Ric Colacito

University of North Carolina Kenan-Flagler Business School

Assistant Professor of Finance

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

http://www.unc.edu/~colacitr

SCHOLARLY PAPERS

22

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CITATIONS
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Top 3,471

in Total Papers Citations

156

Scholarly Papers (22)

1.

Risks for the Long-Run and the Real Exchange Rate

Journal of Political Economy, Vol. 119, No. 1, 2011
Number of pages: 34 Posted: 14 Mar 2008 Last Revised: 03 Oct 2012
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 1,289 (8,940)
Citation 38

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Exchange rates, international financial markets, long-run risks

2.
Downloads 1,101 ( 16,517)
Citation 3

International Asset Pricing with Recursive Preferences

Journal of Finance, Volume 68, Issue 6, December 2013
Number of pages: 53 Posted: 23 Jul 2010 Last Revised: 10 Mar 2017
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 582 (40,031)
Citation 3

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International Asset Pricing with Recursive Preferences

Journal of Finance, 2013, AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 14 Mar 2012 Last Revised: 10 Mar 2017
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 519 (46,463)
Citation 3

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Recursive preferences, risk-sharing, exchange rate

BKK the EZ Way: International Long-Run Growth News and Capital Flows

Number of pages: 75 Posted: 18 Nov 2012 Last Revised: 10 Mar 2017
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Wake Forest University - School of Business
Downloads 760 (27,884)

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International Investment Flows, Long-Run Growth News, Recursive Preferences

BKK the EZ Way. International Long-Run Growth News and Capital Flows

CEPR Discussion Paper No. DP12783
Number of pages: 82 Posted: 13 Mar 2018
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Wake Forest University - School of Business
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4.

A Component Model for Dynamic Correlations

Journal of Econometrics, Forthcoming
Number of pages: 51 Posted: 09 Mar 2009 Last Revised: 15 Nov 2013
Ric Colacito, Robert F. Engle and Eric Ghysels
University of North Carolina Kenan-Flagler Business School, New York University - Leonard N. Stern School of Business - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 614 (29,137)
Citation 11

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5.

Testing and Valuing Dynamic Correlations for Asset Allocation

Journal of Business and Economic Statistics, Vol. 24, N. 2,, pp. 238-253, April 2006
Number of pages: 48 Posted: 15 Sep 2008
Robert F. Engle and Ric Colacito
New York University - Leonard N. Stern School of Business - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 533 (41,666)
Citation 29

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GARCH, DCC, Forecast Evaluation

6.

International Asset Pricing with Risk-Sensitive Agents

Number of pages: 41 Posted: 05 Feb 2010 Last Revised: 03 Oct 2012
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 316 (82,057)
Citation 1

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Recursive Preferences, time-varying volatility, international finance, exchange rates

7.

The Short- and Long-Run Benefits of Financial Integration

American Economic Review, Papers and Proceedings, May 2010
Number of pages: 5 Posted: 04 Feb 2010
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 300 (71,838)
Citation 3

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8.

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory

Number of pages: 56 Posted: 06 Dec 2012 Last Revised: 22 Aug 2015
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, University of Hong Kong and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 292 (40,994)
Citation 2

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Skewness, Consumption, Macro-Finance, Recursive Preferences

Term Structure of Risk, the Role of Known and Unknown Risks and Non-Stationary Distributions

THE KNOWN, THE UNKNOWN AND THE UNKNOWABLE IN FINANCIAL RISK MANAGEMENT, F.X. Diebold, ed., Forthcoming
Number of pages: 25 Posted: 14 Sep 2008
Ric Colacito and Robert F. Engle
University of North Carolina Kenan-Flagler Business School and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 143 (183,930)
Citation 2

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Term Structure of Risk, the Role of Known and Unknown Risks and Non-Stationary Distributions

NYU Working Paper No. FIN-08-040
Number of pages: 25 Posted: 09 Mar 2009
Ric Colacito and Robert F. Engle
University of North Carolina Kenan-Flagler Business School and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 100 (241,507)
Citation 2

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10.

The Term Structures of Coentropy in International Financial Markets

Fisher College of Business Working Paper No. 2013-03-17, Charles A. Dice Center Working Paper No. 2013-17
Number of pages: 54 Posted: 24 Oct 2013 Last Revised: 22 Sep 2017
Fousseni Chabi-Yo and Ric Colacito
University of Massachusetts Amherst - Isenberg School of Management and University of North Carolina Kenan-Flagler Business School
Downloads 237 (62,099)
Citation 1

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11.

Recursive Allocations and Wealth Distribution with Multiple Goods: Existence, Survivorship, and Dynamics

Number of pages: 62 Posted: 23 Jul 2010 Last Revised: 03 Apr 2018
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School and Duke University, Department of Economics, Students
Downloads 218 (77,923)
Citation 1

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12.

'O Sole Mio: An Experimental Analysis of Weather and Risk Attitudes in Financial Decisions

Number of pages: 38 Posted: 12 Nov 2011 Last Revised: 30 Nov 2013
Anna Bassi, Ric Colacito and Paolo Fulghieri
UNC Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 196 (111,558)
Citation 4

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Experiments, Risk Aversion, Weather, Sunshine

13.

International Robust Disagreement

American Economic Review, Vol. 102, No. 2, May 2012
Number of pages: 5 Posted: 14 Jan 2012
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 181 (118,424)
Citation 3

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Robustness, Disagreement, International

14.

Currency Risk Factors in a Recursive Multi-Country Economy

Journal of Finance, Forthcoming, Simon Business School Working Paper No. FR 15-10, INSEAD Working Paper No. 2015/40/FIN
Number of pages: 77 Posted: 24 Dec 2014 Last Revised: 05 Dec 2017
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, INSEAD and University of Oregon - Department of Finance
Downloads 168 (42,592)

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Recursive Risk Sharing, Carry Trade, Currency Risk Factors

15.

Risks for the Long Run and the Real Exchange Rate: Technical Appendix

Number of pages: 16 Posted: 14 Sep 2008
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 123 (177,362)
Citation 35

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16.

On the Existence of the Exchange Rate When Agents Have Complete Home Bias and Non-Time Separable Preferences

Number of pages: 9 Posted: 14 Sep 2008
Ric Colacito
University of North Carolina Kenan-Flagler Business School
Downloads 96 (206,775)
Citation 2

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17.

Temperatures and Growth: A Panel Analysis of the United States

Number of pages: 76 Posted: 10 Jan 2015 Last Revised: 17 Apr 2018
Ric Colacito, Bridget Hoffmann and Toan Phan
University of North Carolina Kenan-Flagler Business School, Inter-American Development Bank and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 88 (104,888)

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temperatures, growth, climate change, industry analysis

18.

Robustness and U.S. Monetary Policy Experimentation

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 29 Posted: 18 Sep 2008
Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School, University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 81 (241,651)
Citation 8

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Learning, model uncertainty, Bayes' law, Phillips curve, experimentation, robustness, pessimism, entropy

19.

Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas

Journal of Money, Credit, and Banking, Vol. 39, No. 2, 2007
Number of pages: 34 Posted: 15 Sep 2008
Timothy Cogley, Ric Colacito and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 44 (331,714)
Citation 11

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20.

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. Online Appendix.

Number of pages: 61 Posted: 02 Apr 2015 Last Revised: 22 Aug 2015
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, University of Hong Kong and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 35 (217,390)
Citation 2

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Skewness, Consumption, Macro-Finance, Recursive Preferences

21.

Currency Risk Factors in a Recursive Multicountry Economy

CEPR Discussion Paper No. DP12610
Number of pages: 79 Posted: 22 Jan 2018
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, INSEAD and University of Rochester
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22.

Volatility Risk Pass-Through

Number of pages: 50 Posted: 27 Nov 2015 Last Revised: 02 Apr 2018
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, The University of Hong Kong - Faculty of Business and Economics and University of Wisconsin - Madison
Downloads 0 (117,898)

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