Published Papers:
- Asset Pricing with Idiosyncratic Risk and Overlapping Generations
Review of Economic Dynamics 10, 2007; 519-548.
(With: Kjetil Storesletten, Armir Yaron)
- Prices as Factors: Approximate Aggregation with Incomplete Markets
Journal of Economic Dynamics and Control, 2002.
(With: Stanley Zin)
- Affine Term Structure Models and the Forward Premium Anomaly
Journal of Finance 56, 2001.
(With: D. Backus, Silverio Foresi)
- Interpreting the Forward Premium Anomaly
Canadian Journal of Economics XXVIII, 1995; 108-119.
(With: D. Backus, Silverio Foresi)
- Asset Pricing Puzzles and Incomplete Markets
Journal of Finance 48, 1993; 1803-1832.
Working Papers:
- Demographic Variation, Capital Accumulation and Asset Prices
October, 2004.
(With: Espen Henriksen)
- Price dispersion: The role of distance, borders and location
December, 2003.
(With: Mario Crucini, Marios Zachariadis)
- Design and Estimation of Affine Yield Models
November, 1999.
(With: David K. Backus, Liuren Wu)
- Design and Estimation of Affine Yield Models
November, 1999.
(With: David K. Backus, Liuren Wu)
- The risk sharing implications of alternative social security arrangements
October, 1998.
(With: Kjetil Storesletten, Armir Yaron)
- Discrete time models of bond pricing
September, 1998.
(With: David K. Backus, Silverio Foresi)
- What can we learn from deviations from the law of one price?
July, 1998.
(With: Mario Crucini, Marios Zachariadis)
- Understanding European Real Exchange Rates
July, 1998.
(With: Mario Crucini, Marios Zachariadis)
- Consumption and risk sharing over the life cycle
November, 1997.
(With: Kjetil Storesletten, Armir Yaron)
- International price dispersion in the G7
July, 1997.
(With: David K. Backus, Mario Crucini)
- The yield curve: terms of endearment or terms of endowment?
January, 1997.
(With: Stanley Zin)
Publications:
- "The Risk Sharing Implications of Alternative Social Security Arrangements"
Carnegie Rochester Conference Series on Public Policy, (January, 1998).
(With: Kjetil StoreslettenArmir Yaron)
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