| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets |
0 |
0 |
0 |
38 |
0 |
1 |
2 |
152 |
| A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets |
0 |
1 |
1 |
42 |
2 |
3 |
4 |
187 |
| An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
0 |
0 |
1 |
134 |
0 |
1 |
7 |
379 |
| Climate Change and Growth Risks |
0 |
0 |
2 |
98 |
0 |
7 |
49 |
355 |
| Cointegration and Consumption Risks in Asset Returns |
0 |
1 |
1 |
145 |
0 |
1 |
5 |
449 |
| Confidence Risk and Asset Prices |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
232 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
459 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
0 |
1 |
765 |
| Endogenous Liquidity Supply |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
122 |
| Expropriation Risk and Return in Global Equity Markets |
0 |
0 |
0 |
344 |
0 |
2 |
5 |
2,420 |
| Identifying Preference for Early Resolution from Asset Prices |
0 |
0 |
2 |
11 |
0 |
1 |
10 |
29 |
| Interpretable Asset Markets? |
0 |
0 |
0 |
122 |
0 |
1 |
1 |
392 |
| Interpretable Asset Markets? |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
221 |
| Learning and Asset-Price Jumps |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
164 |
| Liquidity and Financial Intermediation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
53 |
| Long-Run Risks and Financial Markets |
0 |
0 |
0 |
147 |
0 |
0 |
1 |
394 |
| Macro Announcement Premium and Risk Preferences |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
130 |
| Macroeconomic Announcement Premium |
0 |
0 |
2 |
6 |
0 |
0 |
6 |
25 |
| Price of Long-Run Temperature Shifts in Capital Markets |
0 |
1 |
5 |
79 |
2 |
11 |
39 |
397 |
| Rational Pessimism, Rational Exuberance, and Asset Pricing Models |
0 |
0 |
0 |
108 |
0 |
0 |
2 |
429 |
| Regime-shifts, risk premiums in the term structure, and the business cycle |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
509 |
| Risk Preferences and The Macro Announcement Premium |
0 |
0 |
1 |
28 |
0 |
0 |
4 |
82 |
| Risks For the Long Run: Estimation with Time Aggregation |
0 |
0 |
0 |
46 |
1 |
8 |
8 |
152 |
| Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles |
0 |
0 |
4 |
1,052 |
2 |
4 |
29 |
2,553 |
| Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
20 |
| Sovereign Risk and Return in Global Equity Markets |
0 |
0 |
0 |
110 |
0 |
1 |
5 |
645 |
| Temperature, Aggregate Risk, and Expected Returns |
0 |
0 |
1 |
75 |
1 |
1 |
23 |
304 |
| Term structure of interest rates with regime shifts |
0 |
0 |
0 |
450 |
0 |
0 |
1 |
822 |
| The Asset Pricing Macro Nexus and Return Cash-Flow Predictability |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
68 |
| The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies |
0 |
0 |
1 |
334 |
0 |
0 |
2 |
765 |
| The Good, Bad, and Volatility Beta: A Generalized CAPM |
0 |
0 |
2 |
40 |
0 |
0 |
4 |
141 |
| The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution |
0 |
0 |
6 |
91 |
0 |
0 |
12 |
235 |
| The Term Structure of Equity Risk Premia |
0 |
0 |
0 |
20 |
0 |
2 |
4 |
98 |
| Uncertainty-Induced Reallocations and Growth |
0 |
0 |
0 |
26 |
1 |
1 |
3 |
65 |
| Uncertainty-Induced Reallocations and Growth |
0 |
0 |
0 |
29 |
1 |
1 |
5 |
77 |
| Volatility, the Macroeconomy and Asset Prices |
0 |
0 |
1 |
54 |
0 |
1 |
3 |
176 |
| Welfare Costs of Long-Run Temperature Shifts |
0 |
0 |
1 |
39 |
0 |
0 |
4 |
118 |
| What Do Capital Markets Tell Us About Climate Change? |
1 |
3 |
11 |
219 |
4 |
11 |
32 |
773 |
| Total Working Papers |
1 |
6 |
42 |
4,798 |
15 |
61 |
285 |
15,357 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets |
0 |
0 |
2 |
83 |
0 |
0 |
9 |
254 |
| A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles |
0 |
0 |
2 |
393 |
1 |
4 |
14 |
1,277 |
| A New Approach to International Arbitrage Pricing |
0 |
0 |
0 |
161 |
0 |
0 |
0 |
558 |
| An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
3 |
5 |
24 |
441 |
4 |
10 |
50 |
1,008 |
| An Exploration of the Forward Premium Puzzle in Currency Markets |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
918 |
| Cointegration and Consumption Risks in Asset Returns |
0 |
1 |
3 |
4 |
0 |
1 |
3 |
11 |
| Cointegration and Consumption Risks in Asset Returns |
0 |
1 |
1 |
44 |
0 |
1 |
4 |
242 |
| Cointegration and Long-Run Asset Allocation |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
27 |
| Cointegration and Long-Run Asset Allocation |
0 |
0 |
0 |
36 |
1 |
1 |
1 |
108 |
| Confidence Risk and Asset Prices |
0 |
0 |
0 |
50 |
1 |
3 |
3 |
267 |
| Consumption, Dividends, and the Cross Section of Equity Returns |
0 |
0 |
4 |
351 |
0 |
0 |
8 |
844 |
| GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS |
0 |
0 |
3 |
80 |
0 |
1 |
7 |
219 |
| High Grade MEC Masquerading as Non Small Cell Lung Cancer |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
22 |
| Interpretable asset markets? |
0 |
0 |
1 |
187 |
2 |
4 |
7 |
567 |
| Introduction: macroeconomic implications of capital flows in a global economy |
0 |
0 |
0 |
44 |
1 |
1 |
1 |
134 |
| Learning and Asset-price Jumps |
0 |
0 |
1 |
16 |
1 |
2 |
7 |
73 |
| Long Run Risks, the Macroeconomy, and Asset Prices |
0 |
0 |
0 |
91 |
0 |
0 |
1 |
258 |
| Long-run risks and equity Returns |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
164 |
| Long-run risks and financial markets |
0 |
0 |
2 |
96 |
2 |
2 |
8 |
398 |
| Market efficiency, asset returns, and the size of the risk premium in global equity markets |
0 |
0 |
0 |
142 |
2 |
3 |
5 |
351 |
| No Arbitrage and Arbitrage Pricing: A New Approach |
0 |
1 |
7 |
367 |
2 |
3 |
12 |
994 |
| Nonparametric estimation of structural models for high-frequency currency market data |
0 |
0 |
0 |
230 |
2 |
2 |
3 |
521 |
| Rational Pessimism, Rational Exuberance, and Asset Pricing Models |
0 |
0 |
0 |
104 |
0 |
2 |
11 |
388 |
| Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
230 |
| Risk Preferences and the Macroeconomic Announcement Premium |
0 |
0 |
1 |
33 |
2 |
4 |
11 |
132 |
| Risks for the long run: Estimation with time aggregation |
1 |
1 |
3 |
48 |
1 |
3 |
11 |
204 |
| The forward premium puzzle: different tales from developed and emerging economies |
0 |
0 |
1 |
341 |
1 |
3 |
8 |
757 |
| Volatility, the Macroeconomy, and Asset Prices |
1 |
1 |
1 |
50 |
1 |
1 |
4 |
243 |
| Total Journal Articles |
5 |
10 |
56 |
3,551 |
24 |
53 |
197 |
11,169 |
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