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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SSRN RANKINGS

Top 35,088

in Total Papers Downloads

1,992

SSRN CITATIONS
Rank 2,628

SSRN RANKINGS

Top 2,628

in Total Papers Citations

159

CROSSREF CITATIONS

340

Scholarly Papers (16)

1.

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 (deceased), BI - Norwegian Business School, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 630 (60,055)
Citation 2

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

2.

Discrete-Time Models of Bond Pricing

NBER Working Paper No. w6736
Number of pages: 38 Posted: 22 Oct 1998 Last Revised: 03 Apr 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 366 (115,637)
Citation 1

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3.
Downloads 343 (123,867)
Citation 14

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
BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 285 (149,774)
Citation 13

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Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013
BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 58 (499,052)
Citation 15

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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
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 240 (177,993)
Citation 75

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Asset Pricing with Idiosyncratic Risk and Overlapping Generations

Number of pages: 53 Posted: 06 Dec 2001
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 28 (661,185)
Citation 71
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PSID, life-cycle effects

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

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6.

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 82 (409,737)
Citation 22

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

7.

Current Account Fact and Fiction

NBER Working Paper No. w15525
Number of pages: 41 Posted: 24 Nov 2009 Last Revised: 04 Jun 2022
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 77 (424,903)

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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 68 (454,269)

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9.

Monetary Policy and the Uncovered Interest Parity Puzzle

NBER Working Paper No. w16218
Number of pages: 55 Posted: 26 Jul 2010 Last Revised: 25 Apr 2022
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 49 (529,284)
Citation 2

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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
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 41 (567,807)
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: 03 Apr 2022
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 39 (578,071)
Citation 5

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12.

Microeconomic Sources of Real Exchange Rate Variability

NBER Working Paper No. w17978
Number of pages: 51 Posted: 06 Apr 2012 Last Revised: 14 Feb 2022
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 23 (679,082)

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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
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 (831,020)
Citation 2
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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

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15.

Cyclical Dynamics in Idiosyncratic Labor Market Risk

Posted: 03 May 2004
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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16.

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

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