| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Multiplier Approach to Understanding the Macro Implications of Household Finance |
0 |
0 |
0 |
92 |
3 |
7 |
9 |
436 |
| A Theory of Housing Collateral, Consumption Insurance and Risk Premia |
0 |
0 |
1 |
209 |
0 |
3 |
4 |
542 |
| Bond Convenience Yields in the Eurozone Currency Union |
6 |
19 |
19 |
19 |
10 |
24 |
24 |
24 |
| Can Housing Collateral Explain Long-Run Swings in Asset Returns? |
0 |
0 |
0 |
92 |
3 |
4 |
5 |
342 |
| Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) |
0 |
0 |
0 |
64 |
1 |
3 |
3 |
244 |
| Can Treasury Markets Add and Subtract? |
1 |
1 |
3 |
3 |
4 |
6 |
15 |
15 |
| Capital Share Dynamics When Firms Insure Workers |
0 |
1 |
2 |
18 |
2 |
4 |
8 |
88 |
| Common Risk Factors in Currency Markets |
0 |
0 |
1 |
320 |
3 |
4 |
10 |
1,198 |
| Common Risk Factors in Currency Markets |
0 |
0 |
0 |
31 |
3 |
5 |
8 |
197 |
| Complex Asset Markets |
0 |
0 |
0 |
35 |
0 |
0 |
4 |
77 |
| Convenience Yields and Exchange Rate Puzzles |
1 |
1 |
6 |
20 |
2 |
3 |
22 |
48 |
| Countercyclical Currency Risk Premia |
0 |
1 |
1 |
97 |
0 |
1 |
5 |
368 |
| Deflation Risk |
0 |
0 |
1 |
56 |
1 |
2 |
13 |
163 |
| Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? |
0 |
0 |
0 |
23 |
1 |
2 |
3 |
76 |
| Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin) |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
102 |
| Does the US government hedge against government expenditure risk? |
0 |
0 |
0 |
1 |
3 |
3 |
4 |
546 |
| Dollar Safety and the Global Financial Cycle |
0 |
0 |
1 |
48 |
4 |
7 |
14 |
146 |
| Equity is Cheap for Large Financial Institutions: The International Evidence |
0 |
0 |
0 |
25 |
2 |
4 |
10 |
72 |
| Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data |
0 |
0 |
0 |
76 |
0 |
1 |
4 |
230 |
| Exorbitant Privilege Gained and Lost: Fiscal Implications |
0 |
1 |
3 |
17 |
2 |
12 |
28 |
54 |
| Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
232 |
| Financial and Total Wealth Inequality with Declining Interest Rates |
0 |
0 |
0 |
32 |
2 |
8 |
26 |
128 |
| Firm Volatility in Granular Networks |
0 |
0 |
1 |
62 |
3 |
5 |
8 |
196 |
| Fiscal Hedging and the Yield Curve |
0 |
0 |
1 |
86 |
1 |
5 |
9 |
315 |
| Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)) |
0 |
0 |
0 |
41 |
1 |
2 |
5 |
197 |
| Fiscal Hedging with Nominal Assets |
0 |
0 |
1 |
16 |
0 |
1 |
3 |
68 |
| Fiscal Redistribution Risk in Treasury Markets |
3 |
3 |
15 |
15 |
3 |
5 |
20 |
20 |
| Foreign Safe Asset Demand and the Dollar Exchange Rate |
0 |
0 |
1 |
56 |
6 |
8 |
17 |
173 |
| Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates |
0 |
0 |
0 |
40 |
2 |
3 |
5 |
51 |
| Housing Collateral and Consumption Insurance Across US Regions |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
340 |
| Housing Collateral, Consumption Insurance and Risk Premia |
0 |
0 |
0 |
235 |
1 |
2 |
3 |
815 |
| Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective |
0 |
0 |
0 |
85 |
3 |
4 |
7 |
379 |
| Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance |
0 |
0 |
0 |
173 |
1 |
2 |
4 |
446 |
| How Does the U.S. Government Finance Fiscal Shocks? |
0 |
0 |
0 |
32 |
3 |
4 |
6 |
165 |
| How Much Does Household Collateral Constrain Regional Risk Sharing? |
0 |
0 |
0 |
117 |
1 |
2 |
2 |
435 |
| How does the U.S. government finance fiscal shocks? |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
105 |
| How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
180 |
| IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation |
0 |
0 |
0 |
7 |
2 |
3 |
5 |
33 |
| Implications of Asset Market Data for Equilibrium Models of Exchange Rates |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
18 |
| Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy |
0 |
0 |
0 |
27 |
1 |
2 |
3 |
85 |
| Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy |
0 |
0 |
0 |
46 |
1 |
5 |
8 |
71 |
| Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
367 |
| Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA) |
0 |
0 |
1 |
64 |
0 |
1 |
4 |
286 |
| Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? |
0 |
0 |
0 |
50 |
0 |
3 |
5 |
202 |
| Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole ) |
0 |
1 |
1 |
113 |
1 |
4 |
4 |
210 |
| Manufacturing Risk-free Government Debt |
0 |
0 |
1 |
20 |
4 |
7 |
10 |
92 |
| Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis |
0 |
0 |
1 |
14 |
1 |
1 |
5 |
42 |
| Optimal Debt Maturity Management |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
263 |
| Post-FOMC Announcement Drift in U.S. Bond Markets |
0 |
1 |
4 |
43 |
5 |
10 |
42 |
170 |
| Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
319 |
| Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work? |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
86 |
| Spending Less After (Seemingly) Bad News |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
48 |
| THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK |
0 |
0 |
0 |
139 |
1 |
2 |
3 |
442 |
| Technological Change and the Growing Inequality in Managerial Compensation |
0 |
0 |
0 |
66 |
1 |
1 |
2 |
252 |
| The Bond Risk Premium and the Cross-Section of Equity Returns |
0 |
0 |
2 |
19 |
1 |
5 |
7 |
103 |
| The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications |
0 |
0 |
0 |
81 |
2 |
4 |
8 |
233 |
| The Cross-Section and Time-Series of Stock and Bond Returns |
0 |
0 |
0 |
121 |
0 |
0 |
8 |
492 |
| The Cross-Section and Time-Series of Stock and Bond Returns |
0 |
0 |
0 |
66 |
4 |
5 |
7 |
262 |
| The Cross-Section of Currency Risk Premia and US Consumption Growth Risk |
0 |
1 |
1 |
106 |
0 |
4 |
7 |
501 |
| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk |
0 |
0 |
0 |
86 |
1 |
1 |
3 |
303 |
| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
149 |
| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply |
0 |
0 |
1 |
141 |
0 |
1 |
3 |
364 |
| The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk |
0 |
0 |
0 |
52 |
4 |
7 |
8 |
226 |
| The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006) |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
286 |
| The Irrelevance of Market Incompleteness for the Price of Aggregate Risk |
0 |
0 |
0 |
28 |
0 |
1 |
4 |
171 |
| The Market Price of Aggregate Risk and the Wealth Distribution |
0 |
0 |
0 |
163 |
1 |
2 |
5 |
709 |
| The Market Price of Aggregate Risk and the Wealth Distribution |
0 |
0 |
0 |
88 |
1 |
1 |
4 |
346 |
| The Market Price of Aggregate Risk and the Wealth Distribution |
0 |
0 |
0 |
405 |
4 |
6 |
12 |
1,515 |
| The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
24 |
| The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street |
0 |
0 |
0 |
124 |
1 |
3 |
4 |
661 |
| The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
281 |
| The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street |
0 |
0 |
0 |
33 |
3 |
3 |
6 |
120 |
| The Term Structure of Currency Carry Trade Risk Premia |
0 |
0 |
0 |
51 |
1 |
1 |
1 |
153 |
| The U.S. Public Debt Valuation Puzzle |
0 |
0 |
1 |
48 |
2 |
4 |
13 |
140 |
| The Wealth-Consumption Ratio |
0 |
0 |
0 |
32 |
2 |
3 |
3 |
112 |
| The Wealth-Consumption Ratio |
0 |
0 |
2 |
89 |
0 |
2 |
4 |
561 |
| The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
9 |
2 |
2 |
3 |
81 |
| The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models |
0 |
0 |
0 |
31 |
2 |
6 |
9 |
181 |
| The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ |
0 |
0 |
0 |
99 |
0 |
3 |
5 |
300 |
| Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
195 |
| Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
0 |
0 |
0 |
16 |
4 |
4 |
9 |
126 |
| Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
0 |
0 |
0 |
69 |
2 |
2 |
3 |
282 |
| What Does It Take? Quantifying Cross-Country Transfers in the Eurozone |
7 |
20 |
20 |
20 |
6 |
26 |
26 |
26 |
| What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark |
0 |
0 |
3 |
21 |
3 |
4 |
8 |
49 |
| What about Japan? |
0 |
0 |
3 |
11 |
2 |
2 |
17 |
43 |
| When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? |
0 |
0 |
0 |
78 |
2 |
4 |
6 |
339 |
| When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn) |
0 |
0 |
0 |
146 |
1 |
1 |
3 |
693 |
| Why Are Exchange Rates So Smooth? A Household Finance Explanation |
1 |
2 |
2 |
53 |
1 |
3 |
7 |
65 |
| Why Are Exchange Rates So Smooth? A Household Finance Explanation |
0 |
0 |
0 |
54 |
3 |
3 |
6 |
77 |
| Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle |
0 |
0 |
0 |
27 |
1 |
1 |
3 |
169 |
| Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle |
0 |
0 |
0 |
109 |
0 |
2 |
3 |
463 |
| Total Working Papers |
19 |
52 |
101 |
5,821 |
151 |
312 |
641 |
23,000 |
LogEc is hosted by the
Örebro University School of Business.