| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Price Barriers" and the Dynamics of Asset Prices in Equilibrium |
0 |
0 |
0 |
0 |
1 |
4 |
13 |
65 |
| A Model of Target Changes and the Term Structure of Interest Rates |
3 |
6 |
24 |
125 |
8 |
18 |
55 |
721 |
| Asset-pricing models and economic risk premia: a decomposition |
4 |
8 |
28 |
104 |
14 |
40 |
123 |
385 |
| Economic News and the Yield Curve: Evidence From the U.S. Treasury Market |
0 |
0 |
2 |
2 |
3 |
16 |
37 |
159 |
| Economic News and the Yield Curve: Evidence from the U.S. Treasury Market |
0 |
0 |
1 |
1 |
2 |
15 |
60 |
348 |
| Interest Rate Targeting and the Dynamics of Short-Term Rates |
1 |
4 |
25 |
321 |
1 |
10 |
61 |
1,609 |
| Large, Small, International: Equity Portfolio Choices In A Large 401(k) Plan |
0 |
1 |
4 |
44 |
4 |
13 |
38 |
222 |
| Mimicking portfolios, economic risk premia, and tests of multi-beta models |
2 |
6 |
20 |
80 |
5 |
23 |
64 |
205 |
| Minimum-Variance Kernels and Economic Risk Premia |
2 |
3 |
11 |
143 |
5 |
17 |
71 |
611 |
| Minimum-variance kernels, economic risk premia, and tests of multi-beta models |
1 |
6 |
23 |
127 |
7 |
23 |
77 |
422 |
| Non-linearities in Asset Prices and Infrequent Noise Trading |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
288 |
| Nonlinearities in Asset Prices and Infrequent Noise Trading |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
141 |
| Portfolio Choice, Trading, And Returns In A Large 401(K) Plan |
0 |
0 |
5 |
74 |
2 |
6 |
35 |
316 |
| Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior |
0 |
0 |
0 |
0 |
7 |
14 |
49 |
329 |
| STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
1 |
3 |
25 |
303 |
| The Central Tendency: A Second Factor in Bond Yields |
1 |
4 |
15 |
127 |
4 |
28 |
91 |
764 |
| The Central Tendency: A Second Factor in Bond Yields |
0 |
0 |
3 |
3 |
0 |
15 |
48 |
93 |
| Total Working Papers |
14 |
38 |
161 |
1,151 |
65 |
247 |
867 |
6,981 |