Brunnermeier, Markus, and Stefan Nagel. 2004. “Hedge Funds and the Technology Bubble”. The Journal of Finance 59: 2013-40. Reference Link
Rogoff, Kenneth, Michael Woodford, Markus Brunnermeier, Daron Acemoglu, Stefan Nagel, and Lasse Pedersen. 2008. “Carry Trades and Currency Crashes”. NBER Macroeconomics Annual 2008 23. Cambridge, MA: MIT Press: 313-47. Reference Link
Brunnermeier, Markus, and Stefan Nagel. 2008. “Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals’ Asset Allocation”. The American Economic Review 98: 713-36. Reference Link