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Market Beliefs and Optimal Policy in the Presence of Disasters

Publicaciones

Welfare Costs of Catastrophes: Lost Consumption and Lost Lives

Autores: Ian W R Martin, Robert S Pindyck
Publicado en: The Economic Journal, 2020, ISSN 0013-0133
Editor: Macmillan Publishers
DOI: 10.1093/ej/ueaa099

What is the Expected Return on the Market?

Autores: Ian Martin
Publicado en: The Quarterly Journal of Economics, 132, 2017, Page(s) qjw034, ISSN 0033-5533
Editor: MIT Press
DOI: 10.1093/qje/qjw034

Averting Catastrophes: The Strange Economics of Scylla and Charybdis

Autores: Ian W. R. Martin, Robert S. Pindyck
Publicado en: American Economic Review, 105/10, 2015, Page(s) 2947-2985, ISSN 0002-8282
Editor: American Economic Association
DOI: 10.1257/aer.20140806

Notes on the yield curve

Autores: Ian W. R. Martin, Stephen A. Ross
Publicado en: Journal of Financial Economics, 134/3, 2019, Page(s) 689-702, ISSN 0304-405X
Editor: Elsevier BV
DOI: 10.1016/j.jfineco.2019.04.014

What Is the Expected Return on a Stock?

Autores: IAN W. R. MARTIN, CHRISTIAN WAGNER
Publicado en: The Journal of Finance, 74/4, 2019, Page(s) 1887-1929, ISSN 0022-1082
Editor: Blackwell Publishing Inc.
DOI: 10.1111/jofi.12778

The Quanto Theory of Exchange Rates

Autores: Lukas Kremens, Ian Martin
Publicado en: American Economic Review, 109/3, 2019, Page(s) 810-843, ISSN 0002-8282
Editor: American Economic Association
DOI: 10.1257/aer.20180019

Options and the Gamma Knife

Autores: Ian Martin
Publicado en: The Journal of Portfolio Management, 44/6, 2018, Page(s) 47-55, ISSN 0095-4918
Editor: Institutional Investor Systems
DOI: 10.3905/jpm.2018.44.6.047

Conjuntos de datos

Replication data for: Averting Catastrophes: The Strange Economics of Scylla and Charybdis

Autores: Martin, Ian W. R.; Pindyck, Robert S.
Publicado en: ICPSR - Interuniversity Consortium for Political and Social Research

Replication data for: The Quanto Theory of Exchange Rates

Autores: Kremens, Lukas; Martin, Ian
Publicado en: ICPSR - Interuniversity Consortium for Political and Social Research