David K. Backus
Economics and Econometrics · 2001–2011
A researcher in the Science corpus: 5 papers; trusts 19 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 68 citations into it; #6,382 of 23,481 by trust here, #3,694 by citations
- Finance — 63 citations into it; #2,903 of 10,518 by trust here, #1,365 by citations
Whom David K. Backus trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert J. Barro
- Mikhail Chernov
- A. Verdelhan
- Lars Peter Hansen
- Fernando Alvarez
- Mark Broadie
- Erzo G. J. Luttmer
- Ravi Bansal
- Jessica A. Wachter
- J. Heaton
Who trusts David K. Backus overall
- Timothy M. Christensen
- A. Verdelhan
- François Gourio
- Gurdip Bakshi
- Christian Grisse
- Lucio Sarno
- Ian Martin
- Peter Klibanoff
- Peter P. Carr
- Paul Schneider
Papers from David K. Backus's perspective
Ordered by how strongly the researchers David K. Backus trusts endorse each paper. Same corpus, a different order for every researcher.
- Rare Disasters and Asset Markets in the Twentieth Century
- Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
- Model Specification and Risk Premia: Evidence from Futures Options
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- What’s Vol Got to Do with It?
- A parsimonious macroeconomic model for asset pricing
- Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
- A Habit-Based Explanation of the Exchange Rate Risk Premium
- Macroeconomic Crises since 1870
Their papers
- Affine Term Structure Models and the Forward Premium Anomaly (2001) — 541 citations
- Disasters Implied by Equity Index Options (2011) — 176 citations
- Exotic Preferences for Macroeconomists (2004) — 199 citations
- Sources of Entropy in Representative Agent Models (2011) — 159 citations
- Accounting for Biases in Black-Scholes (2004) — 151 citations