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Ric Colacito
Ric Colacito
Professor of Finance, UNC Chapel Hill; National Bureau of Economic Research
Verifisert e-postadresse på unc.edu - Startside
Tittel
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Risks for the long run and the real exchange rate
R Colacito, MM Croce
Journal of Political Economy 119 (1), 153-181, 2011
4422011
Testing and valuing dynamic correlations for asset allocation
R Engle, R Colacito
Journal of Business and Economic Statistics 24 (2), 238-253, 2006
4042006
A component model for dynamic correlations
R Colacito, RF Engle, E Ghysels
Journal of Econometrics 164 (1), 45-59, 2011
3722011
’O sole mio: An experimental analysis of weather and risk attitudes in financial decisions
A Bassi, R Colacito, P Fulghieri
The Review of Financial Studies 26 (7), 1824-1852, 2013
2992013
Temperatures and growth: A panel analysis of the United States
R Colacito, B Hoffmann, T Phan
Journal of Money, Credit, and Banking 51 (2-3), 313-368, 2019
2882019
International Asset Pricing with Recursive Preferences
R Colacito, M Croce
The Journal of Finance 68 (6), 2651-2686, 2013
2522013
Currency risk factors in a recursive multi-country economy
R Colacito, MM Croce, F Gavazzoni, RC Ready
Journal of Finance, forthcoming 73 (6), 2719-2756, 2018
1502018
Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory.
R Colacito, E Ghysels, J MENG, W Siwasarit
Review of Financial Studies 20 (8), 2069-2109, 2016
992016
Business cycles and currency returns
R Colacito, SJ Riddiough, L Sarno
Journal of Financial Economics, 2019
942019
Bkk the ez way. an international production economy with recursive preferences
S Ho, P Howard, M Croce, R Colacito
American Economic Review, forthcoming, 2013
86*2013
Benefits from US Monetary Policy Experimentation in the days of Samuelson and Solow and Lucas
T Cogley, R Colacito, TJ Sargent
Journal of Money, Credit and Banking 39, 67-99, 2007
722007
Robustness and us monetary policy experimentation
T Cogley, R Colacito, LP Hansen, TJ Sargent
Journal of Money, Credit and Banking 40 (8), 1599-1623, 2008
692008
The short-and long-run benefits of financial integration
R Colacito, MM Croce
American Economic Review 100 (2), 152-155, 2010
612010
Six Anomalies looking for a model. A consumption based explanation of International Finance Puzzles
R Colacito
Manuscript, University of North Carolina, Chapel Hill, 2008
43*2008
Volatility risk pass-through
R Colacito, MM Croce, Y Liu, I Shaliastovich
Review of Financial Studies (forthcoming), 2021
352021
Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics
R Colacito, MM Croce, Z Liu
Quantitative Economics, forthcoming, 2019
25*2019
Term structure of risk, the role of Known and Unknown Risks and Non-stationary Distributions
R Engle, R Colacito
The Known, the Unknown and the Unknowable in Financial Risk Management, 59-73, 2009
18*2009
Concealed carry
S Andrews, R Colacito, MM Croce, F Gavazzoni
Journal of Financial Economics 159, 103874, 2024
162024
The Term Structures of Co-Entropy in International Financial Markets
F Chabi-Yo, R Colacito
Management Science, forthcoming, 2017
142017
International Robust Disagreement
R Colacito, MM Croce
American Economic Review 102 (3), 152-155, 2012
142012
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Artikler 1–20