Details about Chris Telmer

Access statistics for papers by Chris Telmer.

Last updated 2020-02-03. Update your information in the RePEc Author Service.

Short-id: pte102

Working Papers

2014

1. Intergenerational Mobility and the Informational Content of Surnames
   Working Papers, FEDEA View citations (5)

2013

2. Intergenerational Mobility and the Informative Content of Surnames
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
   Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2013)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (19)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) View citations (24)
   CEP Discussion Papers, Centre for Economic Performance, LSE (2007) View citations (26)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (23)

2012

3. Currency Risk and Pricing Kernel Volatility
   2012 Meeting Papers, Society for Economic Dynamics View citations (12)
4. Microeconomic Sources of Real Exchange Rate Variability
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)

2011

5. The names in Spain are mainly not in vain: Intergenerational mobility and the informational content of surnames
   SIRE Focus Papers, Scottish Institute for Research in Economics (SIRE)

2010

6. Monetary Policy and the Uncovered Interest Parity Puzzle
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (70)

2009

7. Accounting for Low Frequency Variation in Tobin's q
   2009 Meeting Papers, Society for Economic Dynamics
   Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (1)
8. Current Account Fact and Fiction
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (67)
   Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (52)

2008

9. Monetary Policy and the Uncovered Interest Rate Parity Puzzle
   2008 Meeting Papers, Society for Economic Dynamics

2005

10. Price Dispersion: The Role of Distance, Borders and Location
    2005 Meeting Papers, Society for Economic Dynamics View citations (9)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (2003) View citations (14)

2004

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

2002

12. Asset pricing with idiosyncratic risk and overlapping generations
    Seminar Papers, Stockholm University, Institute for International Economic Studies View citations (1)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (51)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) View citations (63)
    See also Journal Article Asset Pricing with Idiosyncratic Risk and Overlapping Generations, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2007) View citations (160) (2007)
13. Consumption and Risk Sharing Over the Life Cycle
    Seminar Papers, Stockholm University, Institute for International Economic Studies View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (30)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1997) View citations (50)
    See also Journal Article Consumption and risk sharing over the life cycle, Journal of Monetary Economics, Elsevier (2004) View citations (465) (2004)

2001

14. Understanding European Real Exchange Rates
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (34)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (16)
    See also Journal Article Understanding European Real Exchange Rates, American Economic Review, American Economic Association (2005) View citations (237) (2005)

2000

15. Dispersion in Real Exchange Rates
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (21)
16. 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 The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk, European Economic Review, Elsevier (2001) View citations (188) (2001)

1999

17. Design and Estimation of Affine Yield Models
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (8)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1999) View citations (7)

1998

18. Discrete-Time Models of Bond Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (7)
19. The risk sharing implications of alternative social security arrangements
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (41)
    See also Journal Article The risk-sharing implications of alternative social security arrangements, Carnegie-Rochester Conference Series on Public Policy, Elsevier (1999) View citations (93) (1999)

1996

20. Affine Models of Currency Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (41)
    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 (36)

1994

21. The Forward Premium Anamoly: Three Examples in Search of a Solution
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (6)
22. The Forward Premium Anomaly: Three Examples in Serach of Solution
    Working Papers, Columbia - Graduate School of Business View citations (3)

1992

23. Accounting for Forward Rates in Markets for Foreign Currency
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (1)
    Also in Working Paper, Economics Department, Queen's University (1990) View citations (5)
    See also Journal Article Accounting for Forward Rates in Markets for Foreign Currency, Journal of Finance, American Finance Association (1993) View citations (116) (1993)

1991

24. Asset Pricing Puzzles and Incomplete Markets
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article Asset-Pricing Puzzles and Incomplete Markets, Journal of Finance, American Finance Association (1993) View citations (145) (1993)

Undated

25. International price dispersion in the G7
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
26. Interpreting the Forward Premium Anomoly
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
    See also Journal Article Interpreting the Forward Premium Anomaly, Canadian Journal of Economics, Canadian Economics Association (1995) View citations (20) (1995)
27. Persistent Idiosyncratic Shocks and Incomplete Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (13)
28. The yield curve: terms of endearment or terms of endowment?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
29. 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

2020

1. Microeconomic Sources of Real Exchange Rate Variation
   Review of Economic Dynamics, 2020, 38, 22-40 View citations (5)

2007

2. Asset Pricing with Idiosyncratic Risk and Overlapping Generations
   Review of Economic Dynamics, 2007, 10, (4), 519-548 View citations (160)
   See also Working Paper Asset pricing with idiosyncratic risk and overlapping generations, Seminar Papers (2002) View citations (1) (2002)

2005

3. Understanding European Real Exchange Rates
   American Economic Review, 2005, 95, (3), 724-738 View citations (237)
   See also Working Paper Understanding European Real Exchange Rates, Vanderbilt University Department of Economics Working Papers (2001) View citations (34) (2001)

2004

4. Consumption and risk sharing over the life cycle
   Journal of Monetary Economics, 2004, 51, (3), 609-633 View citations (465)
   See also Working Paper Consumption and Risk Sharing Over the Life Cycle, Seminar Papers (2002) View citations (2) (2002)
5. Cyclical Dynamics in Idiosyncratic Labor Market Risk
   Journal of Political Economy, 2004, 112, (3), 695-717 View citations (451)

2002

6. Prices as factors: Approximate aggregation with incomplete markets
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1127-1157 View citations (10)

2001

7. How Important Are Idiosyncratic Shocks? Evidence from Labor Supply
   American Economic Review, 2001, 91, (2), 413-417 View citations (57)
8. Life-cycle income and consumption variability
   Economic Commentary, 2001, (Mar)
9. 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 (188)
   See also Working Paper The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk, NBER Working Papers (2000) View citations (12) (2000)

1999

10. The risk-sharing implications of alternative social security arrangements
    Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 213-259 View citations (93)
    See also Working Paper The risk sharing implications of alternative social security arrangements, GSIA Working Papers (1998) View citations (41) (1998)

1995

11. Interpreting the Forward Premium Anomaly
    Canadian Journal of Economics, 1995, 28, (s1), 108-119 View citations (20)
    See also Working Paper Interpreting the Forward Premium Anomoly, GSIA Working Papers View citations (1)

1993

12. Accounting for Forward Rates in Markets for Foreign Currency
    Journal of Finance, 1993, 48, (5), 1887-1908 View citations (116)
    See also Working Paper Accounting for Forward Rates in Markets for Foreign Currency, Working Papers (1992) View citations (1) (1992)
13. Asset-Pricing Puzzles and Incomplete Markets
    Journal of Finance, 1993, 48, (5), 1803-32 View citations (145)
    See also Working Paper Asset Pricing Puzzles and Incomplete Markets, Working Paper (1991) View citations (2) (1991)