NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Ian Martin

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

June 2014Averting Catastrophes: The Strange Economics of Scylla and Charybdis
with Robert S. Pindyck: w20215
November 2011The Lucas Orchard
w17563

Published: Ian Martin, 2013. "The Lucas Orchard," Econometrica, Econometric Society, vol. 81(1), pages 55-111, 01. citation courtesy of

The Forward Premium Puzzle in a Two-Country World
w17564
March 2011Simple Variance Swaps
w16884
July 2010The Valuation of Long-Dated Assets
w16219

Published: Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346 - 358. citation courtesy of

Consumption-Based Asset Pricing with Higher Cumulants
w16153

Published: Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 745-773. citation courtesy of

August 2009Disasters implied by equity index options
with David Backus, Mikhail Chernov: w15240

Published: David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, vol. 66(6), pages 1969-2012, December. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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