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Details about Felix Kubler

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Homepage:http://fkubler.googlepages.com/
Workplace:Institut für Banking und Finance (Institut für Schweizerisches Bankwesen) (Department of Banking and Finance (Swiss Banking Institute)), Wirtschaftswissenschaftliche Fakutät (Faculty of Economics), Universität Zürich (University of Zurich), (more information at EDIRC)
Swiss Finance Institute, (more information at EDIRC)

Access statistics for papers by Felix Kubler.

Last updated 2012-12-12. Update your information in the RePEc Author Service.

Short-id: pku6


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Working Papers

2012

  1. Dynamic Competitive Economies with Complete Markets and Collateral Constraints
    Economics Working Papers, European University Institute Downloads

2011

  1. Collateral Requirements and Asset Prices
    2011 Meeting Papers, Society for Economic Dynamics Downloads
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (3)
  2. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (8)

    See also Journal Article in Review of Economic Dynamics (2012)

2010

  1. Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (4)

2009

  1. Social Security and Risk Sharing
    Economics Working Papers, European University Institute Downloads View citations (6)
    Also in 2007 Meeting Papers, Society for Economic Dynamics (2007) Downloads
    CESifo Working Paper Series, CESifo Group Munich (2006) Downloads View citations (10)
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2006) Downloads

    See also Journal Article in Journal of Economic Theory (2011)

2007

  1. Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2007) Downloads View citations (6)
  2. Non-parametric counterfactual analysis in dynamic general equilibrium
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (1)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)

    See also Journal Article in Economic Theory (2010)

2006

  1. Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads
  2. Collateralized Borrowing And Life-Cycle Portfolio Choice
    2006 Meeting Papers, Society for Economic Dynamics View citations (4)
    Also in Public Policy Discussion Paper, Federal Reserve Bank of Boston (2006) Downloads View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (4)

2005

  1. Approximate Generalizations in Applied Equilibrium Analysis
    2005 Meeting Papers, Society for Economic Dynamics View citations (3)
  2. Borrowing costs and the demand for equity over the life cycle
    Working Papers, Federal Reserve Bank of Boston Downloads View citations (27)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (3)

    See also Journal Article in The Review of Economics and Statistics (2006)
  3. Pareto Improving Social Security Reform when Financial Markets Are Incomplete
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (12)

    See also Journal Article in American Economic Review (2006)

2004

  1. Approximate Versus Exact Equilibria
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (1)
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2003) Downloads
  2. Ex Ante Optimality and Social Security
    2004 Meeting Papers, Society for Economic Dynamics View citations (3)
  3. Leverage, Incomplete Markets and Crises
    2004 Meeting Papers, Society for Economic Dynamics View citations (3)

2003

  1. Dollar Denominated Debt and Optimal Security Design
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

2002

  1. Testable Implications of General Equilibrium Theory: a differentiable approach
    Working Papers, Brown University, Department of Economics Downloads View citations (13)
    See also Journal Article in Journal of Mathematical Economics (2004)

2001

  1. Asset Pricing in Models with incomplete markets and default
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (8)
  2. Computing Equilibria in Finance Economies
    GE, Growth, Math methods, EconWPA Downloads View citations (1)
  3. Intergenerational Risk Sharing: Myth or Possibility
    Computing in Economics and Finance 2001, Society for Computational Economics
  4. Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (15)
    See also Journal Article in Econometrica (2003)

2000

  1. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science Downloads View citations (1)
    See also Journal Article in Journal of Finance (2003)
  2. INCOMPLETE MARKETS, TRANSITORY SHOCKS AND WELFARE
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
    Also in Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science (2000) Downloads View citations (9)
    Levine's Working Paper Archive, David K. Levine (2000) Downloads View citations (3)

    See also Journal Article in Review of Economic Dynamics (2001)
  3. The Robustness of the CAPM-A Computational Approach
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) Downloads
  4. The identification of preferences from equilibrium prices
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (7)
  5. The identification of preferences from equilibrium prices under uncertainty
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (5)
    Also in Les Cahiers de Recherche, HEC Paris (2000) View citations (12)

    See also Journal Article in Journal of Economic Theory (2002)

Undated

  1. Bond Ladders and Optimal Portfolios
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    See also Journal Article in Review of Financial Studies

Journal Articles

2012

  1. Financial Innovation and Asset Price Volatility
    American Economic Review, 2012, 102, (3), 147-51 Downloads View citations (1)
  2. Recursive Contracts, Lotteries and Weakly Concave Pareto Sets
    Review of Economic Dynamics, 2012, 15, (4), 479-500 Downloads
    See also Working Paper (2011)
  3. Regulating collateral-requirements when markets are incomplete
    Journal of Economic Theory, 2012, 147, (2), 450-476 Downloads View citations (8)

2011

  1. Social security and risk sharing
    Journal of Economic Theory, 2011, 146, (3), 1078-1106 Downloads View citations (5)
    See also Working Paper (2009)
  2. Solving the multi-country real business cycle model using a Smolyak-collocation method
    Journal of Economic Dynamics and Control, 2011, 35, (2), 229-239 Downloads View citations (9)

2010

  1. Competitive equilibria in semi-algebraic economies
    Journal of Economic Theory, 2010, 145, (1), 301-330 Downloads View citations (5)
  2. Non-parametric counterfactual analysis in dynamic general equilibrium
    Economic Theory, 2010, 45, (1), 181-200 Downloads
    See also Working Paper (2007)
  3. Uniqueness of Steady States in Models with Overlapping Generations
    Journal of the European Economic Association, 2010, 8, (2-3), 635-644 Downloads View citations (1)

2007

  1. Approximate CAPM When Preferences are CRRA
    Computational Economics, 2007, 29, (1), 13-31 Downloads
  2. Approximate Generalizations and Computational Experiments
    Econometrica, 2007, 75, (4), 967-992 Downloads View citations (2)

2006

  1. Borrowing Costs and the Demand for Equity over the Life Cycle
    The Review of Economics and Statistics, 2006, 88, (2), 348-362 Downloads View citations (22)
    See also Working Paper (2005)
  2. Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?
    American Economic Review, 2006, 96, (3), 737-755 Downloads View citations (40)
    See also Working Paper (2005)
  3. Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"
    Finance Research Letters, 2006, 3, (2), 102-105 Downloads View citations (1)

2005

  1. Approximate versus Exact Equilibria in Dynamic Economies
    Econometrica, 2005, 73, (4), 1205-1235 Downloads View citations (8)
  2. Brown and Kubler on Brainard and Scarf
    American Journal of Economics and Sociology, 2005, 64, (1), 85-87 Downloads

2004

  1. Computing equilibrium in OLG models with stochastic production
    Journal of Economic Dynamics and Control, 2004, 28, (7), 1411-1436 Downloads View citations (40)
  2. Is intertemporal choice theory testable?
    Journal of Mathematical Economics, 2004, 40, (1-2), 177-189 Downloads View citations (4)
  3. Stationary Markov equilibria for overlapping generations
    Economic Theory, 2004, 24, (3), 623-643 Downloads View citations (18)
  4. Testable implications of general equilibrium theory: a differentiable approach
    Journal of Mathematical Economics, 2004, 40, (1-2), 105-119 Downloads View citations (6)
    See also Working Paper (2002)

2003

  1. Asset Trading Volume with Dynamically Complete Markets and Heterogeneous Agents
    Journal of Finance, 2003, 58, (5), 2203-2218 Downloads View citations (9)
    See also Working Paper (2000)
  2. Foreword to the Symposium in Honor of Mordecai Kurz
    Economic Theory, 2003, 21, (2), 215-216 Downloads
  3. Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
    Economic Theory, 2003, 22, (1), 1-15 Downloads View citations (4)
  4. Observable restrictions of general equilibrium models with financial markets
    Journal of Economic Theory, 2003, 110, (1), 137-153 Downloads View citations (14)
  5. Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
    Econometrica, 2003, 71, (6), 1767-1793 Downloads View citations (45)
    See also Working Paper (2001)

2002

  1. Intergenerational Risk-Sharing via Social Security when Financial Markets Are Incomplete
    American Economic Review, 2002, 92, (2), 407-410 Downloads View citations (29)
  2. RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
    Macroeconomic Dynamics, 2002, 6, (02), 284-306 Downloads View citations (27)
  3. The Identification of Preferences from Equilibrium Prices under Uncertainty
    Journal of Economic Theory, 2002, 102, (2), 403-420 Downloads View citations (10)
    See also Working Paper (2000)

2001

  1. Computable general equilibrium with financial markets
    Economic Theory, 2001, 18, (1), 73-96 Downloads View citations (1)
  2. Incomplete Markets, Transitory Shocks, and Welfare
    Review of Economic Dynamics, 2001, 4, (4), 747-766 Downloads View citations (9)
    See also Working Paper (2000)

2000

  1. Computing Equilibria in Stochastic Finance Economies
    Computational Economics, 2000, 15, (1-2), 145-72 Downloads View citations (6)
  2. Computing equilibria in infinite-horizon finance economies: The case of one asset
    Journal of Economic Dynamics and Control, 2000, 24, (5-7), 1047-1078 Downloads View citations (9)

Undated

  1. Bond Ladders and Optimal Portfolios
    Review of Financial Studies, 24, (12), 4123-4166 Downloads
    See also Working Paper

Editor

  1. Journal of Mathematical Economics
    Elsevier
 
Page updated 2014-04-20