Nikolai L. Roussanov

Economics and Econometrics · 2007–2017

A researcher in the Science corpus: 4 papers; trusts 19 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom Nikolai L. Roussanov trusts overall

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

  1. Ravi Bansal
  2. Hanno Lustig
  3. Sydney C. Ludvigson
  4. A. Verdelhan
  5. Martin Lettau
  6. Gurdip Bakshi
  7. John Y. Campbell
  8. Ilan Cooper
  9. Lars Peter Hansen
  10. Amir Yaron

Who trusts Nikolai L. Roussanov overall

  1. Lucio Sarno
  2. Robert J. Richmond
  3. Pasquale Della Corte
  4. Robert Novy-Marx
  5. Lukas Menkhoff
  6. Gurdip Bakshi
  7. Juan M. Londono
  8. Hanno Lustig
  9. Wenxin Du
  10. A. Verdelhan

Papers from Nikolai L. Roussanov's perspective

Ordered by how strongly the researchers Nikolai L. Roussanov 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. Common Risk Factors in Currency Markets
  3. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
  4. Habit formation: a resolution of the equity premium puzzle?
  5. Macro Factors in Bond Risk Premia
  6. Time-Varying Risk Premiums and the Output Gap
  7. Consumption, aggregate wealth and expected stock returns
  8. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  9. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
  10. Recursive multiple-priors (Journal of Economics Theory)

Their papers