Details about Chris Telmer

Access statistics for papers by Chris Telmer.

Last updated 2011-03-09. Update your information in the RePEc Author Service.

Short-id: pte102

Working Papers

2010

1. Monetary Policy and the Uncovered Interest Parity Puzzle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2009

2. Current Account Fact and Fiction
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (38)

2007

3. Intergenerational Mobility and the Informative Content of Surnames
   CEP Discussion Papers, Centre for Economic Performance, LSE View citations (8)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) View citations (6)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (5)

2005

4. Price Dispersion: The Role of Distance, Borders and Location
   2005 Meeting Papers, Society for Economic Dynamics View citations (7)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (2003)

2004

5. Demographic Variation, Capital Accumulation and Asset Prices
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)

2002

6. Asset pricing with idiosyncratic risk and overlapping generations
   Seminar Papers, Stockholm University, Institute for International Economic Studies View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (28)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (59)
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
   See also Journal Article in Review of Economic Dynamics (2007)
7. Consumption and Risk Sharing Over the Life Cycle
   Seminar Papers, Stockholm University, Institute for International Economic Studies
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1997) View citations (50)
   NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (17)
   See also Journal Article in Journal of Monetary Economics (2004)

2001

8. Understanding European Real Exchange Rates
   Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (36)
   Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (18)
   See also Journal Article in American Economic Review (2005)

2000

9. Dispersion in Real Exchange Rates
   Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (17)
10. The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article in European Economic Review (2001)

1999

11. Design and Estimation of Affine Yield Models
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (7)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1999) View citations (5)

1998

12. Discrete-Time Models of Bond Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (7)
13. The risk sharing implications of alternative social security arrangements
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (35)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1999)

1996

14. Affine Models of Currency Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
    Also in New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1996) View citations (34)

1994

15. The Forward Premium Anamoly: Three Examples in Search of a Solution
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (6)
16. The Forward Premium Anomaly: Three Examples in Serach of Solution
    Working Papers, Columbia - Graduate School of Business View citations (2)

1992

17. Accounting for Forward Rates in Markets for Foreign Currency
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics
    Also in Working Papers, Queen's University, Department of Economics (1990) View citations (3)
    See also Journal Article in Journal of Finance (1993)

1991

18. Asset Pricing Puzzles and Incomplete Markets
    Working Papers, Queen's University, Department of Economics View citations (2)
    See also Journal Article in Journal of Finance (1993)

Undated

19. International price dispersion in the G7
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
20. Interpreting the Forward Premium Anomoly
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See also Journal Article in Canadian Journal of Economics (1995)
21. Persistent Idiosyncratic Shocks and Incomplete Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (14)
22. The yield curve: terms of endearment or terms of endowment?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
23. What can we learn from deviations from the law of one price?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (2)

Journal Articles

2007

1. Asset Pricing with Idiosyncratic Risk and Overlapping Generations
   Review of Economic Dynamics, 2007, 10, (4), 519-548 View citations (28)
   See also Working Paper (2002)

2005

2. Understanding European Real Exchange Rates
   American Economic Review, 2005, 95, (3), 724-738 View citations (100)
   See also Working Paper (2001)

2004

3. Consumption and risk sharing over the life cycle
   Journal of Monetary Economics, 2004, 51, (3), 609-633 View citations (138)
   See also Working Paper (2002)
4. Cyclical Dynamics in Idiosyncratic Labor Market Risk
   Journal of Political Economy, 2004, 112, (3), 695-717 View citations (128)

2002

5. Prices as factors: Approximate aggregation with incomplete markets
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1127-1157 View citations (5)

2001

6. How Important Are Idiosyncratic Shocks? Evidence from Labor Supply
   American Economic Review, 2001, 91, (2), 413-417 View citations (25)
7. Life-cycle income and consumption variability
   Economic Commentary, 2001, (Mar 1)
8. The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk
   European Economic Review, 2001, 45, (7), 1311-1339 View citations (59)
   See also Working Paper (2000)

1999

9. The risk-sharing implications of alternative social security arrangements
   Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 213-259 View citations (33)
   See also Working Paper (1998)

1995

10. Interpreting the Forward Premium Anomaly
    Canadian Journal of Economics, 1995, 28, (s1), 108-19 View citations (7)
    See also Working Paper

1993

11. Accounting for Forward Rates in Markets for Foreign Currency
    Journal of Finance, 1993, 48, (5), 1887-1908 View citations (61)
    See also Working Paper (1992)
12. Asset-Pricing Puzzles and Incomplete Markets
    Journal of Finance, 1993, 48, (5), 1803-32 View citations (54)
    See also Working Paper (1991)