01이 칸의 논문
- Before the Storm: Firm Policies and Varying Recession Risk
- Inflation, Money Demand, and Portfolio Choice
- Fundamental Anomalies
- Nonsubstitutable Consumption Growth Risk
- An Intertemporal Risk Factor Model
- Estimating and Testing Long-Run Risk Models: International Evidence
- Countercyclical Risks, Consumption, and Portfolio Choice: Theory and Evidence
- Correlated Cashflow Shocks, Asset Prices, and the Term Structure of Equity
- Tractable Term Structure Models
- The Utilization Premium
- Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation
- The Time Variation in Risk Appetite and Uncertainty
- Unspanned Global Macro Risks in Bond Returns
- Growth Options and Credit Risk
- Information in the Term Structure: A Forecasting Perspective
- Macroeconomic Factors in Oil Futures Markets
- A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion
- Modeling Municipal Yields With (and Without) Bond Insurance
- Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model
- Measuring Agency Costs over the Business Cycle
- Bond Risk Premia and Gaussian Term Structure Models
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
- Asset Pricing in a World of Imperfect Foresight
- The Market Cost of Business Cycle Fluctuations
- Selecting and Testing Asset-Pricing Models: A Stepwise Approach
- Lemon Cycles
- The Factor Multiverse: The Role of Interest Rates in Factor Return Measurement
- Evidence on Expectations of Household Finances
- Factor Models of Asset Returns and Bear Market Risk