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Details about Riccardo Colacito

E-mail:
Homepage:http://www.unc.edu/~colacitr
Workplace:Kenan Flagler Business School, University of North Carolina-Chapel-Hill, (more information at EDIRC)

Access statistics for papers by Riccardo Colacito.

Last updated 2014-11-25. Update your information in the RePEc Author Service.

Short-id: pco212


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Working Papers

2013

  1. BKK the EZ way. An International Production Economy with Recursive Preferences
    2013 Meeting Papers, Society for Economic Dynamics View citations (9)
  2. The Term Structures of Co-entropy in International Financial Markets
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)

2012

  1. International Asset Pricing with Recursive Preferences
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
    See also Journal Article in Journal of Finance (2013)

2010

  1. International Asset Pricing with Risk-Sensitive Rare Events
    2010 Meeting Papers, Society for Economic Dynamics Downloads

2009

  1. Risk sensitive allocations with multiple goods in international finance. Existence, survivorship, and dynamics
    2009 Meeting Papers, Society for Economic Dynamics Downloads

2008

  1. Risk sharing for the long-run. The benefits from financial integration
    2008 Meeting Papers, Society for Economic Dynamics Downloads
  2. Robustness and US Monetary
    2008 Meeting Papers, Society for Economic Dynamics View citations (17)

2005

  1. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (10)
  2. Risks For The Long Run And The Real Exchange Rate
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (64)
    See also Journal Article in Journal of Political Economy (2011)

Journal Articles

2013

  1. 'O Sole Mio: An Experimental Analysis of Weather and Risk Attitudes in Financial Decisions
    Review of Financial Studies, 2013, 26, (7), 1824-1852 Downloads View citations (9)
  2. International Asset Pricing with Recursive Preferences
    Journal of Finance, 2013, 68, (6), 2651-2686 Downloads View citations (45)
    See also Working Paper (2012)

2012

  1. International Robust Disagreement
    American Economic Review, 2012, 102, (3), 152-55 Downloads View citations (2)

2011

  1. A component model for dynamic correlations
    Journal of Econometrics, 2011, 164, (1), 45-59 Downloads View citations (71)
  2. Risks for the Long Run and the Real Exchange Rate
    Journal of Political Economy, 2011, 119, (1), 153 - 181 Downloads View citations (90)
    See also Working Paper (2005)

2010

  1. The Short and Long Run Benefits of Financial Integration
    American Economic Review, 2010, 100, (2), 527-31 Downloads View citations (24)

2008

  1. Robustness and U.S. Monetary Policy Experimentation
    Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 Downloads View citations (48)

2007

  1. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas
    Journal of Money, Credit and Banking, 2007, 39, (s1), 67-99 Downloads View citations (21)
    Also in Proceedings, 2005 (2005) Downloads View citations (14)

2006

  1. Testing and Valuing Dynamic Correlations for Asset Allocation
    Journal of Business & Economic Statistics, 2006, 24, 238-253 Downloads View citations (77)
 
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