Stan Zin

Finance · 2005–2011

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Stan Zin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Qiang Dai
  2. G. Duffee
  3. Kenneth J. Singleton
  4. A. Verdelhan
  5. Mikhail Chernov
  6. Lars Peter Hansen

Who trusts Stan Zin overall

  1. Timothy M. Christensen

Papers from Stan Zin's perspective

Ordered by how strongly the researchers Stan Zin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. Term premia and interest rate forecasts in affine models
  3. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  4. A Habit-Based Explanation of the Exchange Rate Risk Premium
  5. Specification Analysis of Affine Term Structure Models
  6. Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
  7. Rare Disasters and Asset Markets in the Twentieth Century
  8. What’s Vol Got to Do with It?
  9. An estimated dynamic stochastic general equilibrium model of the euro area. NBB Working Paper Nr. 35
  10. Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash

Their papers