Karl Schmedders

Economics and Econometrics · 2003–2018

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

Subfields

Whom Karl Schmedders trusts overall

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

  1. Ravi Bansal
  2. Amir Yaron

Papers from Karl Schmedders's perspective

Ordered by how strongly the researchers Karl Schmedders 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. Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
  3. What’s Vol Got to Do with It?
  4. An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
  5. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
  6. Generalized autoregressive conditional heteroskedasticity
  7. Intertemporal Substitution and Risk Aversion
  8. Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
  9. Long Run Risks, the Macroeconomy, and Asset Prices
  10. The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (Critical Finance Review)

Their papers