01이 칸의 논문
- Asset Pricing in a World of Imperfect Foresight
- Lemon Cycles
- Value Premium and Equity Term Structures of Value and Growth Firms
- Dynamic ESG Equilibrium
- Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing
- A Theory of Credit Rating Criteria
- Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing
- Dispersion of Beliefs Bounds: Sentimental Recovery
- Risk Management with Variable Capital Utilization and Time-Varying Collateral Capacity
- Credit Market Frictions and the Linkage Between Dispersion and Macro Uncertainty
- Compounding Money and Nominal Price Illusions
- Risks to Human Capital
- Asset Pricing with Costly Short Sales
- Climate Change and Uncertainty: An Asset Pricing Perspective
- Housing Cycles and Exchange Rates
- High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations
- The Real Response to Uncertainty Shocks: The Risk Premium Channel
- From Local to Global: Offshoring and Asset Prices
- Extreme Inflation and Time-Varying Expected Consumption Growth
- Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy
- Speculation, Sentiment, and Interest Rates
- Financial Uncertainty with Ambiguity and Learning
- Real and Nominal Equilibrium Yield Curves
- Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets
- Risk Aversion Sensitive Real Business Cycles
- Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles
- Explaining Momentum and Value Simultaneously
- Foreign Risk, Domestic Problem: Capital Allocation and Firm Performance Under Political Instability
- Residual Inflation Risk
02같은 주제, 다른 방법
- Dissecting Anomalies in Conditional Asset Pricing
- Bond Risk Characteristics and Factor Risk Premia
- Credit Rating Purchases and S&P 500 Index Membership Decisions
- The Market Cost of Business Cycle Fluctuations
- Before the Storm: Firm Policies and Varying Recession Risk
- Selecting and Testing Asset-Pricing Models: A Stepwise Approach
- The Factor Multiverse: The Role of Interest Rates in Factor Return Measurement
- Inflation, Money Demand, and Portfolio Choice
- Evidence on Expectations of Household Finances
- Factor Models of Asset Returns and Bear Market Risk