On the Autocorrelation of the Stock Market
Author(s):
Ian W.R. Martin
Published in:
Journal of Financial Econometrics, 2021, ISSN 0000-0000
Publisher:
Oxford University Press
Welfare Costs of Catastrophes: Lost Consumption and Lost Lives
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Author(s):
Ian W R Martin, Robert S Pindyck
Published in:
The Economic Journal, 2020, ISSN 0013-0133
Publisher:
Macmillan Publishers
DOI:
10.1093/ej/ueaa099
What is the Expected Return on the Market?
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Author(s):
Ian Martin
Published in:
The Quarterly Journal of Economics, Issue 132, 2017, Page(s) qjw034, ISSN 0033-5533
Publisher:
MIT Press
DOI:
10.1093/qje/qjw034
Averting Catastrophes: The Strange Economics of Scylla and Charybdis
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Author(s):
Ian W. R. Martin, Robert S. Pindyck
Published in:
American Economic Review, Issue 105/10, 2015, Page(s) 2947-2985, ISSN 0002-8282
Publisher:
American Economic Association
DOI:
10.1257/aer.20140806
Notes on the yield curve
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Author(s):
Ian W. R. Martin, Stephen A. Ross
Published in:
Journal of Financial Economics, Issue 134/3, 2019, Page(s) 689-702, ISSN 0304-405X
Publisher:
Elsevier BV
DOI:
10.1016/j.jfineco.2019.04.014
What Is the Expected Return on a Stock?
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Author(s):
IAN W. R. MARTIN, CHRISTIAN WAGNER
Published in:
The Journal of Finance, Issue 74/4, 2019, Page(s) 1887-1929, ISSN 0022-1082
Publisher:
Blackwell Publishing Inc.
DOI:
10.1111/jofi.12778
The Quanto Theory of Exchange Rates
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Author(s):
Lukas Kremens, Ian Martin
Published in:
American Economic Review, Issue 109/3, 2019, Page(s) 810-843, ISSN 0002-8282
Publisher:
American Economic Association
DOI:
10.1257/aer.20180019
