Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
With Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Adrien Verdelhan. (2010). American Economic Review, Papers and Proceedings [Link]
With Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Adrien Verdelhan. (2010). American Economic Review, Papers and Proceedings [Link]
With YiLi Chien. (2010). Review of Financial Studies, [Link]
With Stijn Van Nieuwerburgh. (April 2010). Review of Economic Dynamics, [Link]
With Dirk Krueger. (January 2010). Journal of Economic Theory, [Link]
With Antje Berndt and Sevin Yeltekin. (2009) [Link]
With Stijn Van Nieuwerburgh. (2006). Review of Financial Studies, [Link]
With Chris Sleet and Sevin Yeltekin. (2008). Journal of Monetary Economics, [Link]
With Dirk Krueger and Fabrizio Perri. (2008). Journal of the European Economic Association, [Link]
by Markus Brunnermeier, Stefan Nagel and Lasse Pedersen, in NBER Macro Annual 2008, edited by Daron Acemoglu, Kenneth Rogoff and Michael Woodford, University of Chicago Press.
with Fatih Guvenen, in New Palgrave Dictionary of Economics (2008), Second Edition, edited by Stephen Durlauf and Lawrence Blume, Palgrave Macmillan. [Link]