International Asset Pricing with Recursive Preferences

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

Larry G. Epstein, Stanley E. Zin · Econometrica · 1989 · 4.5K citations

Social Sciences, Economics, Finance +17

The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004

Philip R. Lane, Gian Maria Milesi‐Ferretti · Journal of International Economics · 2007 · 2.5K citations

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Forward and spot exchange rates

Eugene F. Fama · Journal of Monetary Economics · 1984 · 2.2K citations

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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Ravi Bansal, Amir Yaron · The Journal of Finance · 2000 · 1.4K citations · Full text

Business, Economics, Finance +16

THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE

1988 · 1.4K citations

Business, Economics, Finance +14