| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Peso Problem" Explanations for Term Structure Anomalies |
0 |
9 |
40 |
421 |
7 |
53 |
168 |
2,329 |
| "Peso problem" explanations for term structure anomalies |
0 |
0 |
1 |
71 |
5 |
16 |
65 |
698 |
| Asymmetric Volatility and Risk in Equity Markets |
4 |
12 |
68 |
713 |
5 |
26 |
115 |
1,719 |
| Capital Flows and the Behavior of Emerging Market Equity Returns |
2 |
7 |
59 |
519 |
7 |
27 |
117 |
1,915 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
4 |
16 |
33 |
144 |
5 |
36 |
85 |
428 |
| Conditioning Information and Variance Bounds on Pricing Kernels |
0 |
0 |
6 |
98 |
0 |
2 |
15 |
482 |
| Conditioning Information and Variance on Pricing Kernals |
2 |
3 |
6 |
43 |
6 |
20 |
38 |
249 |
| Dating the Integration of World Equity Markets |
2 |
5 |
20 |
275 |
4 |
8 |
64 |
1,247 |
| Diversification, Integration and Emerging Market Closed-End Funds |
0 |
3 |
22 |
127 |
4 |
15 |
74 |
393 |
| Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
1 |
7 |
96 |
2 |
10 |
37 |
250 |
| Do macro variables, asset markets, or surveys forecast inflation better? |
1 |
2 |
32 |
104 |
7 |
14 |
94 |
273 |
| Does Financial Liberalization Spur Growth? |
9 |
34 |
99 |
384 |
15 |
55 |
193 |
757 |
| Does Financial Liberalization Spur Growth? |
3 |
12 |
44 |
594 |
10 |
36 |
118 |
1,396 |
| Emerging Equity Market Volatility |
21 |
63 |
414 |
2,051 |
50 |
155 |
1,107 |
5,524 |
| Emerging Equity Markets and Economic Development |
4 |
15 |
45 |
480 |
4 |
20 |
80 |
1,293 |
| Expectations Hypotheses Tests |
5 |
9 |
26 |
244 |
6 |
16 |
49 |
1,229 |
| Foreign Speculators and Emerging Equity Markets |
4 |
10 |
27 |
119 |
10 |
26 |
61 |
384 |
| Foreign Speculators and Emerging Equity Markets |
13 |
33 |
63 |
543 |
20 |
63 |
166 |
2,073 |
| Global Growth Opportunities and Market Integration |
2 |
8 |
36 |
169 |
14 |
48 |
184 |
692 |
| Growth Volatility and Financial Liberalization |
3 |
7 |
24 |
210 |
5 |
20 |
65 |
439 |
| How do Regimes Affect Asset Allocation? |
3 |
6 |
33 |
181 |
4 |
13 |
61 |
391 |
| International Asset Allocation with Time-Varying Correlations |
8 |
21 |
74 |
751 |
19 |
46 |
196 |
2,209 |
| International Stock Return Comovements |
3 |
12 |
32 |
57 |
8 |
31 |
90 |
171 |
| International Stock Return Comovements |
0 |
4 |
26 |
150 |
5 |
18 |
73 |
299 |
| Liquidity and Expected Returns: Lessons From Emerging Markets |
2 |
10 |
39 |
249 |
9 |
25 |
91 |
562 |
| Liquidity and Expected Returns: Lessons from Emerging Markets |
2 |
11 |
26 |
55 |
7 |
23 |
65 |
135 |
| Market Integration and Contagion |
3 |
8 |
40 |
449 |
7 |
15 |
73 |
944 |
| New-Keynesian Macroeconomics and the Term Structure |
2 |
7 |
23 |
162 |
8 |
21 |
64 |
351 |
| New-Keynesian Macroeconomics and the Term Structure |
1 |
8 |
16 |
52 |
6 |
22 |
62 |
155 |
| New-Keynesian Macroeconomics and the Term Structure |
3 |
10 |
32 |
224 |
10 |
25 |
102 |
591 |
| New-Keynesian Macroeconomics and the Term Structure |
3 |
6 |
27 |
167 |
7 |
16 |
92 |
480 |
| On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates |
0 |
2 |
14 |
147 |
4 |
9 |
34 |
649 |
| On Biases in the Measurement of Foreign Exchange Risk Premiums |
6 |
19 |
44 |
175 |
11 |
46 |
100 |
676 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
0 |
5 |
4 |
8 |
48 |
533 |
| Regime Switches in Interest Rates |
5 |
9 |
52 |
783 |
11 |
26 |
106 |
1,855 |
| Risk, Uncertainty and Asset Prices |
0 |
1 |
2 |
18 |
1 |
3 |
20 |
73 |
| Risk, Uncertainty and Asset Prices |
0 |
2 |
12 |
73 |
2 |
11 |
38 |
183 |
| Risk, uncertainty, and asset prices |
4 |
10 |
30 |
138 |
8 |
22 |
69 |
269 |
| Stock Return Predictability: Is it There? |
3 |
13 |
52 |
845 |
7 |
33 |
125 |
2,148 |
| Stock and Bond Pricing in an Affine Economy |
1 |
6 |
24 |
330 |
3 |
16 |
57 |
1,125 |
| Stock and Bond Returns with Moody Investors |
3 |
7 |
13 |
111 |
11 |
31 |
73 |
485 |
| Stock and Bond Returns with Moody Investors |
0 |
2 |
14 |
30 |
6 |
16 |
71 |
140 |
| Stock and Bond Returns with Moody Investors |
3 |
5 |
13 |
69 |
4 |
10 |
37 |
197 |
| Target Zones and Exchange Rates: An Empirical Investigation |
1 |
3 |
9 |
137 |
2 |
6 |
29 |
437 |
| The Dynamics of Emerging Market Equity Flows |
1 |
3 |
12 |
253 |
2 |
8 |
29 |
1,177 |
| The Implications of First-Order Risk Aversion for Asset Market Risk Premiums |
0 |
3 |
18 |
163 |
4 |
16 |
62 |
692 |
| The Term Structure of Real Rates and Expected Inflation |
3 |
12 |
67 |
147 |
12 |
30 |
144 |
261 |
| The Term Structure of Real Rates and Expected Inflation |
1 |
4 |
18 |
191 |
3 |
9 |
43 |
394 |
| The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective |
1 |
1 |
20 |
84 |
4 |
10 |
52 |
204 |
| The contribution of speculators to effective financial markets |
0 |
1 |
19 |
20 |
0 |
6 |
38 |
63 |
| The determinants of stock and bond return comovements |
5 |
10 |
43 |
43 |
10 |
38 |
87 |
87 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
2 |
7 |
44 |
254 |
| The role of capital markets in economic growth |
10 |
35 |
84 |
98 |
23 |
68 |
165 |
282 |
| Time-Varying World Market Integration |
10 |
32 |
95 |
514 |
20 |
64 |
183 |
1,420 |
| Uncovered Interest Rate Parity and the Term Structure |
2 |
9 |
29 |
414 |
7 |
29 |
99 |
1,398 |
| Why Stocks May Disappoint |
1 |
1 |
12 |
246 |
4 |
11 |
40 |
745 |
| Total Working Papers |
169 |
542 |
2,136 |
14,936 |
441 |
1,454 |
5,657 |
45,805 |