Claus Munk

Economics and Econometrics · 2004–2010

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Claus Munk trusts overall

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

  1. Jessica A. Wachter
  2. Nicholas Barberis
  3. John Y. Campbell
  4. Halbert White
  5. Michael J. Brennan
  6. Luis M. Viceira
  7. Yihong Xia
  8. Steven J. Davis

Who trusts Claus Munk overall

  1. Traian A. Pirvu
  2. Nicole Branger
  3. Huayue Zhang
  4. Jian-wei Gao
  5. Andrea Buraschi

Papers from Claus Munk's perspective

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

  1. Investing for the Long Run When Returns are Predictable
  2. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
  3. The Equity Premium Puzzle
  4. Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. Forecasting, Structural Time Series Models and the Kalman Filter
  7. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  8. Consumption, aggregate wealth and expected stock returns
  9. Carry Trades and Currency Crashes (NBER macroeconomics annual)
  10. Affine Term Structure Models and the Forward Premium Anomaly

Their papers