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Details about Chris Telmer

E-mail:
Homepage:http://bertha.tepper.cmu.edu
Workplace:Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, (more information at EDIRC)

Access statistics for papers by Chris Telmer.

Last updated 2014-10-24. Update your information in the RePEc Author Service.

Short-id: pte102


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Working Papers

2014

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

2013

  1. Intergenerational Mobility and the Informative Content of Surnames
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (14)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) Downloads View citations (15)
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (2013) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (10)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2007) Downloads View citations (17)

2012

  1. Currency Risk and Pricing Kernel Volatility
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)
  2. Microeconomic Sources of Real Exchange Rate Variability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2011

  1. 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) Downloads

2010

  1. Monetary Policy and the Uncovered Interest Parity Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (50)

2009

  1. Accounting for Low Frequency Variation in Tobin's q
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads
  2. Current Account Fact and Fiction
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (65)
    Also in 2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (45)

2008

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

2005

  1. 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) Downloads View citations (11)

2004

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

2002

  1. Asset pricing with idiosyncratic risk and overlapping generations
    Seminar Papers, Stockholm University, Institute for International Economic Studies Downloads View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1999) Downloads View citations (57)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (36)

    See also Journal Article in Review of Economic Dynamics (2007)
  2. Consumption and Risk Sharing Over the Life Cycle
    Seminar Papers, Stockholm University, Institute for International Economic Studies Downloads
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business (1997) Downloads View citations (50)
    NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (22)

    See also Journal Article in Journal of Monetary Economics (2004)

2001

  1. Understanding European Real Exchange Rates
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (15)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (16)

    See also Journal Article in American Economic Review (2005)

2000

  1. Dispersion in Real Exchange Rates
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (13)
  2. The Welfare Cost of Business Cycles Revisited: Finite Lives and Cyclical Variation in Idiosyncratic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in European Economic Review (2001)

1999

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

1998

  1. Discrete-Time Models of Bond Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (43)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (7)
  2. The risk sharing implications of alternative social security arrangements
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (38)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1999)

1996

  1. Affine Models of Currency Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
    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 (33)

1994

  1. The Forward Premium Anamoly: Three Examples in Search of a Solution
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (5)
  2. The Forward Premium Anomaly: Three Examples in Serach of Solution
    Working Papers, Columbia - Graduate School of Business View citations (3)

1992

  1. 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 Paper, Economics Department, Queen's University (1990) Downloads View citations (4)

    See also Journal Article in Journal of Finance (1993)

1991

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

Undated

  1. International price dispersion in the G7
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads
  2. Interpreting the Forward Premium Anomoly
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (1)
    See also Journal Article in Canadian Journal of Economics (1995)
  3. Persistent Idiosyncratic Shocks and Incomplete Markets
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (13)
  4. The yield curve: terms of endearment or terms of endowment?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads
  5. What can we learn from deviations from the law of one price?
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (2)

Journal Articles

2007

  1. Asset Pricing with Idiosyncratic Risk and Overlapping Generations
    Review of Economic Dynamics, 2007, 10, (4), 519-548 Downloads View citations (107)
    See also Working Paper (2002)

2005

  1. Understanding European Real Exchange Rates
    American Economic Review, 2005, 95, (3), 724-738 Downloads View citations (192)
    See also Working Paper (2001)

2004

  1. Consumption and risk sharing over the life cycle
    Journal of Monetary Economics, 2004, 51, (3), 609-633 Downloads View citations (314)
    See also Working Paper (2002)
  2. Cyclical Dynamics in Idiosyncratic Labor Market Risk
    Journal of Political Economy, 2004, 112, (3), 695-717 Downloads View citations (277)

2002

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

2001

  1. How Important Are Idiosyncratic Shocks? Evidence from Labor Supply
    American Economic Review, 2001, 91, (2), 413-417 Downloads View citations (41)
  2. Life-cycle income and consumption variability
    Economic Commentary, 2001, (Mar) Downloads
  3. The welfare cost of business cycles revisited: Finite lives and cyclical variation in idiosyncratic risk
    European Economic Review, 2001, 45, (7), 1311-1339 Downloads View citations (117)
    See also Working Paper (2000)

1999

  1. The risk-sharing implications of alternative social security arrangements
    Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 213-259 Downloads View citations (45)
    See also Working Paper (1998)

1995

  1. Interpreting the Forward Premium Anomaly
    Canadian Journal of Economics, 1995, 28, (s1), 108-119 View citations (12)
    See also Working Paper

1993

  1. Accounting for Forward Rates in Markets for Foreign Currency
    Journal of Finance, 1993, 48, (5), 1887-1908 Downloads View citations (97)
    See also Working Paper (1992)
  2. Asset-Pricing Puzzles and Incomplete Markets
    Journal of Finance, 1993, 48, (5), 1803-32 Downloads View citations (108)
    See also Working Paper (1991)
 
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