Dana Kiku
Economics and Econometrics · 2009–2012
A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 40 citations into it; #4,640 of 23,481 by trust here, #4,275 by citations
- Finance — 38 citations into it; #2,137 of 10,518 by trust here, #1,689 by citations
- Accounting — 10 citations into it
Whom Dana Kiku trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ravi Bansal
- Lars Peter Hansen
- John Y. Campbell
- Amir Yaron
- Eugene F. Fama
- Robert F. Dittmar
- J. Heaton
- J. Beeler
- George M. Constantinides
- Annette Vissing-Jorgensen
Who trusts Dana Kiku overall
- Ravi Bansal
- Svenn Jensen
- J. Beeler
- Ian Dew-Becker
- Amir Yaron
- Christian P. Traeger
- Pierre Collin-Dufresne
- John Y. Campbell
- Gill Segal
- Tomáš Havránek
Papers from Dana Kiku's perspective
Ordered by how strongly the researchers Dana Kiku trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
- Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
- Intertemporal Substitution and Risk Aversion
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
- Common risk factors in the returns on stocks and bonds
- Long Run Risks, the Macroeconomy, and Asset Prices
- Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
- Stock Prices, Earnings and Expected Dividends
Their papers
- Cointegration and Consumption Risks in Asset Returns (2009) — 190 citations
- An Empirical Evaluation of the Long-Run Risks Model for Asset Prices (2009) — 483 citations
- Long Run Risks, the Macroeconomy, and Asset Prices (2010) — 138 citations
- Risks for the Long Run: Estimation with Time Aggregation (2012) — 152 citations