RECENT RESEARCH:

Uncertainty Outside and Inside Economic Models ; Lecture ; Slides ; Bio

Shock Elasticities and Impulse Responses

Examining Macroeconomic Models Through the Lens of Asset Pricing

Challenges in Identifying and Measuring Systemic Risk

Risk Pricing Over Alternative Investment Horizons

Underidentification?

Three Types of Ambiguity

Stochastic Compounding and Uncertain Valuation

Recursive Utility in a Markov Environment With Stochastic Growth

Misspecified Recovery

    

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