NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?

Dirk Krueger, Hanno Lustig

NBER Working Paper No. 12634
Issued in October 2006

---- Acknowledgements -----

We would like to thank Andy Atkeson, John Campbell, Nicolae Garleanu, John Heaton, Francis Longstaff, Narayana Kocherlakota, Per Krusell, Victor Rios-Rull, Kjetil Storesletten, Dimitry Vayanos, the Wharton and UCLA macro lunch participants and seminar participants at UCLA Anderson, Duke University, UC Irvine, NYU Stern, Princeton, the University of Wisconsin, SUNY Stonybrook, the UC Santa Barbara Conference on Risk Sharing and the AP sessions of the NBER Summer Institute for comments and the NSF for financial support. The editor, Christian Hellwig, and two referees, as well as Dave Backus, Hal Cole, Stijn Van Nieuwerburgh, Pierre-Olivier Weill and Stan Zin provided exceptionally detailed and helpful comments. All remaining errors are our own.

return to bibliography page

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us