Selected Publications:
"Relative Risk Aversion: What Do We Know?" Journal
of Risk and Uncertainty, forthcoming, (with J. Meyer)
"Risk Preferences in Multi-period Consumption Models, the
Equity Premium Puzzle, and Habit Formation Utility," Journal
of Monetary Economics, forthcoming, (with J. Meyer).
“Introduction to the Economics of Risk,”The Economics
of Risk, Donald J. Meyer editor, 2003 W.E. Upjohn Institute.
“A More Reasonable Model of Insurance Demand,” in
Aliprantis and Arrow (ed.) Assets, Beliefs, and Equilibria in
Economic Dynamics, Springer Publishing Co., 2003, pp. 733-742
(with J. Meyer).
"The Comparative Statics of Deductible Insurance and Insurable
Assets," Journal of Risk and Insurance, (with J. Meyer),
1999, Vol. 66, No. 1, pp 1-15.
"Changes in Background Risk and the Demand for Insurance,"
The Geneva Papers on Risk and Insurance Theory, (with J. Meyer),
Vol. 23, No. 1, 1998, pp. 29-40.
"US Oil Consumption, Oil Prices and the Macroeconomy,"
Empirical Economics, (with A. Darrat and O. Gilley), Vol.21, No.3,
1996, pp.317-334.
"First Price Auctions with Entry: An Experimental Investigation,"
The Quarterly Review of Economics and Finance, Summer 1993, pp.
107-122
"Petroleum Demand, Income Feedback Effects, and OPEC's Pricing
Behavior: Some Theoretical and Empirical Results," International
Review of Economics and Finance, (with A. Darrat and O. Gilley)
Vol. 1, No. 3, 1992, pp. 247-259.
"History's Role in Coordinating Decentralized Allocation
Decisions," Journal of Political Economy, (with J. Van Huyck,
R. Battalio, and T. Saving) April, 1992, pp. 292-316.
"Inferring Risk Preferences from a Two-Asset Market,"
Applied Economics, (with F. Wells and J. Glascock) January, 1991,
pp. 65-71.
"Capital Mobility, Monetization, and Money Demand in Developing
Economies," The American Economist, (with A. Arize and A.
Darrat) Spring 1990, pp. 69-75.
"The Effect of Varying Number of Bidders in First Price
Private Value Auctions: An Application of a Dual Market Bidding
Technique," in Kagel & Green (ed.) Advances in Behavioral
Economics Vol. 2, Ablex Publishing Co., (with R. Battalio and
C. Kogut) 1990, pp. 95-125.
"First Price Common Value Auctions: Bidder Behavior and
the Winner's Curse," Economic Inquiry, (with J. Kagel, D.
Levin, and R. Battalio) April 1989, pp. 241-258.
"Assessing the Regulatory Process in an International Context:
Mixed Currency SDRs and U.S. Bank Equity Returns," Atlantic
Economic Journal, (with J. Glascock) March 1988, pp. 39-46.
"Competition and Bidding Behavior: Some Evidence from the
Rice Market," Economic Inquiry, January 1988, pp. 123-132.
|