Journal Publications
ZORA Publication List
Publications
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2015
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Margin regulation and volatility Journal of Monetary Economics, 75, 54–68. https://doi.org/10.1016/j.jmoneco.2014.12.007
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Dynamic competitive economies with complete markets and collateral constraints Review of Economic Studies, 82, 1119–1153. https://doi.org/10.1093/restud/rdv002
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2014
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Asset Demand Based Tests of Expected Utility Maximization American Economic Review, 104, 3459–3480. https://doi.org/10.1257/aer.104.11.3459
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When is a Risky Asset “Urgently Needed”? American Economic Journal: Microeconomics, 6, 131–162. https://doi.org/10.1257/mic.6.2.131
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2013
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Inferior good and Giffen behavior for investing and borrowing American Economic Review, 103, 1034–1053. https://doi.org/10.1257/aer.103.2.1034
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2012
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Recursive contracts, lotteries and weakly concave pareto sets Review of Economic Dynamics, 15 (4), 479–500. https://doi.org/10.1016/j.red.2012.05.001
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Regulating collateral-Requirements when markets are incomplete Journal of Economic Theory, 147, 450–476. https://doi.org/10.1016/j.jet.2010.09.004
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Financial innovation and asset price volatility American Economic Review, 102, 147–151. https://doi.org/10.1257/aer.102.3.147
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2011
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Social security and risk sharing Journal of Economic Theory, 146, 1078–1106. https://doi.org/10.1016/j.jet.2010.10.014
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Bond ladders and optimal portfolios Review of Financial Studies, 24, 4123–4166. https://doi.org/10.1093/rfs/hhr074
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Verifying competitive equilibria in dynamic economies Review of Economic Studies, 78, 1379–1399. https://doi.org/10.1093/restud/rdr005
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2010
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Solving the Multi-Country Real Business Cycle Model using a Smolyak-Collocation Method Journal of Economic Dynamics and Control, 35, 229–239. https://doi.org/10.1016/j.jedc.2010.09.015
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Tackling multiplicity of equilibria with Gröbner bases Operations Research, 58, 1037–1050. https://doi.org/10.1287/opre.1100.0819
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Uniqueness of steady states in models with overlapping generations Journal of the European Economic Association, 8, 635–644. https://doi.org/10.1111/j.1542-4774.2010.tb00533.x
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Competitive equilibria in semi-algebraic economies Journal of Economic Theory, 145, 301–330. https://doi.org/10.1016/j.jet.2009.10.004
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Non-parametric counterfactual analysis in dynamic general equilibrium Economic Theory, 45, 181–200. https://doi.org/10.1007/s00199-009-0475-8
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2007
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Approximate CAPM When Preferences are CRRA Computational Economics, 29, 13–31. https://doi.org/10.1007/s10614-006-9061-3
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Approximate generalizations and computational experiments Econometrica, 75, 967–992. https://doi.org/10.1111/j.1468-0262.2007.00779.x
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2006
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Pareto-Improving Social Security Reform When Financial Markets Are Incomplete!? American Economic Review, 96, 737–755. https://doi.org/10.1257/aer.96.3.737
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Borrowing Costs and the Demand for Equity over the Life Cycle The Review of Economics and Statistics, 88, 348–362. https://doi.org/10.1162/rest.88.2.348
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