Chris Telmer

Carnegie Mellon University - David A. Tepper School of Business

5000 Forbes Avenue

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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1,388

CITATIONS
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Top 1,671

in Total Papers Citations

337

Scholarly Papers (16)

1.
Downloads 264 ( 97,077)
Citation 2

Currency Risk and Pricing Kernel Volatility

INSEAD Working Paper No. 2013/91/FIN
Number of pages: 40 Posted: 24 Nov 2012 Last Revised: 14 Aug 2013
INSEAD, Indiana University, Kelley School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 215 (119,290)
Citation 2

Abstract:

Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013
INSEAD, Indiana University, Kelley School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 49 (341,723)
Citation 2

Abstract:

Asset Pricing, International Finance, Exchange Rate

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Universitat Pompeu Fabra Working Paper No. 405
Number of pages: 63 Posted: 19 Apr 2000
Kjetil Storesletten, Chris Telmer and Amir Yaron
University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business
Downloads 219 (117,036)
Citation 93

Abstract:

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

CEPR Discussion Paper No. 3065
Number of pages: 53 Posted: 06 Dec 2001
Kjetil Storesletten, Chris Telmer and Amir Yaron
University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business
Downloads 28 (422,611)
Citation 93
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Abstract:

PSID, life-cycle effects

3.

Monetary Policy and the Uncovered Interest Rate Parity Puzzle

Number of pages: 72 Posted: 06 Jul 2010 Last Revised: 14 Aug 2013
NYU Stern School of Business, INSEAD, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 242 (60,701)
Citation 7

Abstract:

Uncovered interest parity, carry trade, exchange rates, Taylor rule

4.

Discrete-Time Models of Bond Pricing

NBER Working Paper No. w6736
Number of pages: 38 Posted: 22 Oct 1998
David K. Backus, Silverio Foresi and Chris Telmer
NYU Stern School of Business, Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University - David A. Tepper School of Business
Downloads 131 (159,395)
Citation 32

Abstract:

The Forward Premium Anomaly: Three Examples in Search of a Solution

Posted: 22 Aug 1998
David K. Backus, Silverio Foresi and Chris Telmer
NYU Stern School of Business, Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University - David A. Tepper School of Business

Abstract:

6.

Current Account Fact and Fiction

NBER Working Paper No. w15525
Number of pages: 41 Posted: 24 Nov 2009
NYU Stern School of Business, University of California Davis, International Monetary Fund (IMF) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 62 (288,406)
Citation 21

Abstract:

7.

Intergenerational Mobility and the Informative Content of Surnames

Number of pages: 63 Posted: 27 Jul 2007
Centre for Economic Policy Research (CEPR), Universitat Pompeu Fabra and Carnegie Mellon University - David A. Tepper School of Business
Downloads 57 (300,266)
Citation 4

Abstract:

Inheritance, birth-death processes, cross-sectional data, population genetics

8.

Affine Models of Currency Pricing

NBER Working Paper No. w5623
Number of pages: 42 Posted: 28 Apr 1998
David K. Backus, Silverio Foresi and Chris Telmer
NYU Stern School of Business, Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University - David A. Tepper School of Business
Downloads 53 (310,557)
Citation 24

Abstract:

9.

Monetary Policy and the Uncovered Interest Parity Puzzle

NBER Working Paper No. w16218
Number of pages: 55 Posted: 26 Jul 2010
NYU Stern School of Business, INSEAD, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 38 (351,409)
Citation 7

Abstract:

10.

The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk

NBER Working Paper No. w8040
Number of pages: 32 Posted: 11 Dec 2000
Kjetil Storesletten, Chris Telmer and Amir Yaron
University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business
Downloads 27 (390,462)
Citation 36

Abstract:

11.

Consumption and Risk Sharing Over the Life Cycle

NBER Working Paper No. w7995
Number of pages: 46 Posted: 02 Nov 2000
Kjetil Storesletten, Chris Telmer and Amir Yaron
University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business
Downloads 27 (390,462)
Citation 100

Abstract:

12.

Microeconomic Sources of Real Exchange Rate Variability

NBER Working Paper No. w17978
Number of pages: 51 Posted: 06 Apr 2012
Mario J. Crucini and Chris Telmer
Vanderbilt University - College of Arts and Science - Department of Economics and Carnegie Mellon University - David A. Tepper School of Business
Downloads 11 (467,275)
Citation 7

Abstract:

13.

Intergenerational Mobility and the Informative Content of Surnames

CEPR Discussion Paper No. DP6316
Number of pages: 72 Posted: 23 May 2008
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Carnegie Mellon University - David A. Tepper School of Business
Downloads 6 (522,690)
Citation 4
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Abstract:

birth-death processes, cross-sectional data, inheritance, population genetics

14.

Understanding European Real Exchange Rates

American Economic Review, Vol. 95, No. 3, pp. 724-738, June 2005
Posted: 07 Jun 2007
Vanderbilt University - College of Arts and Science - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Cyprus

Abstract:

15.

Cyclical Dynamics in Idiosyncratic Labor Market Risk

Journal of Political Economy, Vol. 112, pp. 695-717, June 2004
Posted: 03 May 2004
Kjetil Storesletten, Chris Telmer and Amir Yaron
University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Pennsylvania -- Wharton School of Business

Abstract:

16.

Derivatives At Banc One (1994)

Posted: 27 Jun 1998
David K. Backus, Leora F. Klapper and Chris Telmer
NYU Stern School of Business, World Bank and Carnegie Mellon University - David A. Tepper School of Business

Abstract: