Author Page for Chris Telmer

Monetary Policy and the Uncovered Interest Rate Parity Puzzle

Number of pages: 72 Posted: 06 Jul 2010 Last Revised: 14 Aug 2013

David K. Backus, Federico Gavazzoni, Chris Telmer and Stanley E. Zin

NYU Stern School of Business (deceased), BI - Norwegian Business School, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)

Downloads 801 (65,707)

Citation 1

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Discrete-Time Models of Bond Pricing

NBER Working Paper No. w6736

Number of pages: 38 Posted: 22 Oct 1998 Last Revised: 29 Nov 2022

David K. Backus, Silverio Foresi and Chris Telmer

NYU Stern School of Business (deceased), Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University - David A. Tepper School of Business

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Citation 1

Abstract:

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Currency Risk and Pricing Kernel Volatility

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Citation 23

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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

Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer

BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business

Downloads 332 (189,529)

Citation 11

Abstract:

Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013

Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer

BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business

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Citation 12

Abstract:

4.

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Downloads 409 (152,660)

Citation 162

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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, Amir Yaron and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 359 (174,458)

Citation 69

Abstract:

Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Number of pages: 53 Posted: 06 Dec 2001

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 50 (837,957)

Citation 93

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5.

Intergenerational Mobility and the Informative Content of Surnames

Number of pages: 63 Posted: 27 Jul 2007

Maia Guell, José V. Rodríguez Mora and Chris Telmer

Centre for Economic Policy Research (CEPR), Universitat Pompeu Fabra and Carnegie Mellon University - David A. Tepper School of Business

Downloads 123 (479,232)

Citation 22

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6.

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

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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 (deceased), Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University - David A. Tepper School of Business

Abstract:

7.

Current Account Fact and Fiction

NBER Working Paper No. w15525

Number of pages: 41 Posted: 24 Nov 2009 Last Revised: 04 Jun 2023

David K. Backus, Espen Henriksen, Frederic J. Lambert and Chris Telmer

NYU Stern School of Business (deceased), Department of Financial Economics, BI Norwegian Business School, International Monetary Fund (IMF) and Carnegie Mellon University - David A. Tepper School of Business

Downloads 91 (593,290)

Abstract:

8.

Affine Models of Currency Pricing

NBER Working Paper No. w5623

Number of pages: 42 Posted: 28 Apr 1998 Last Revised: 15 May 2022

David K. Backus, Silverio Foresi and Chris Telmer

NYU Stern School of Business (deceased), Goldman Sachs Group, Inc. - Quantitative Strategy Group and Carnegie Mellon University - David A. Tepper School of Business

Downloads 87 (609,794)

Citation 4

Abstract:

9.

Monetary Policy and the Uncovered Interest Parity Puzzle

NBER Working Paper No. w16218

Number of pages: 55 Posted: 26 Jul 2010 Last Revised: 26 Apr 2023

David K. Backus, Federico Gavazzoni, Chris Telmer and Stanley E. Zin

NYU Stern School of Business (deceased), BI - Norwegian Business School, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)

Downloads 74 (668,779)

Citation 2

Abstract:

10.

Consumption and Risk Sharing Over the Life Cycle

NBER Working Paper No. w7995

Number of pages: 46 Posted: 02 Nov 2000 Last Revised: 08 May 2022

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 63 (727,530)

Citation 11

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11.

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 Last Revised: 22 Dec 2022

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

Downloads 56 (770,415)

Citation 5

Abstract:

12.

Microeconomic Sources of Real Exchange Rate Variability

NBER Working Paper No. w17978

Number of pages: 51 Posted: 06 Apr 2012 Last Revised: 15 Feb 2023

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 49 (819,123)

Citation 3

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13.

Intergenerational Mobility and the Informative Content of Surnames

CEPR Discussion Paper No. DP6316

Number of pages: 72 Posted: 23 May 2008

Maia Güell, José Vincente Rodríguez Mora and Chris Telmer

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 (1,269,613)

Citation 2

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Abstract:

14.

Understanding European Real Exchange Rates

American Economic Review, Vol. 95, No. 3, pp. 724-738, June 2005

Posted: 07 Jun 2007

Mario J. Crucini, Chris Telmer and Marios Zachariadis

Vanderbilt University - College of Arts and Science - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and University of Cyprus

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Cyclical Dynamics in Idiosyncratic Labor Market Risk

Posted: 03 May 2004

Kjetil Storesletten, Chris Telmer, Amir Yaron and Amir Yaron

University of Oslo - Department of Economics, Carnegie Mellon University - David A. Tepper School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business

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Derivatives at Banc One (1994)

Posted: 27 Jun 1998

David K. Backus, Leora F. Klapper and Chris Telmer

NYU Stern School of Business (deceased), World Bank and Carnegie Mellon University - David A. Tepper School of Business

Chris Telmer

Carnegie Mellon University - David A. Tepper School of Business

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Scholarly Papers (16)

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Asset Pricing with Idiosyncratic Risk and Overlapping Generations

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Intergenerational Mobility and the Informative Content of Surnames

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