| 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 |
0 |
1 |
13 |
245 |
| A Model of Target Changes and the Term Structure of Interest Rates |
0 |
0 |
0 |
184 |
0 |
0 |
9 |
971 |
| Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data |
0 |
0 |
1 |
38 |
0 |
2 |
19 |
125 |
| Asset-pricing models and economic risk premia: a decomposition |
0 |
0 |
0 |
160 |
0 |
3 |
12 |
933 |
| Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans |
0 |
0 |
1 |
69 |
0 |
1 |
24 |
243 |
| Economic News and the Yield Curve: Evidence From the U.S. Treasury Market |
0 |
0 |
0 |
2 |
0 |
3 |
18 |
351 |
| Economic News and the Yield Curve: Evidence from the U.S. Treasury Market |
0 |
0 |
0 |
1 |
0 |
1 |
13 |
718 |
| Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises |
0 |
0 |
0 |
139 |
0 |
1 |
13 |
366 |
| Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises |
0 |
0 |
0 |
55 |
0 |
0 |
10 |
149 |
| Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises |
0 |
0 |
0 |
9 |
0 |
1 |
13 |
76 |
| Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises |
0 |
0 |
0 |
35 |
0 |
1 |
17 |
123 |
| Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? |
0 |
0 |
1 |
12 |
0 |
3 |
23 |
93 |
| Interest Rate Targeting and the Dynamics of Short-Term Rates |
0 |
0 |
0 |
402 |
0 |
0 |
8 |
1,869 |
| Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
14 |
| Mimicking portfolios, economic risk premia, and tests of multi-beta models |
0 |
0 |
0 |
151 |
0 |
1 |
12 |
450 |
| Minimum-Variance Kernels and Economic Risk Premia |
0 |
0 |
0 |
167 |
0 |
0 |
14 |
739 |
| Minimum-variance kernels, economic risk premia, and tests of multi-beta models |
0 |
0 |
0 |
156 |
0 |
1 |
7 |
571 |
| Non-linearities in Asset Prices and Infrequent Noise Trading |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
366 |
| Nonlinearities in Asset Prices and Infrequent Noise Trading |
0 |
0 |
0 |
0 |
2 |
2 |
12 |
243 |
| Populism, Political Risk and the Economy: Lessons from Italy |
0 |
0 |
0 |
29 |
0 |
0 |
31 |
94 |
| Populism, Political Risk and the Economy: Lessons from Italy |
0 |
0 |
1 |
87 |
2 |
15 |
38 |
230 |
| Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
507 |
| STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
348 |
| The Central Tendency: A Second Factor in Bond Yields |
0 |
0 |
0 |
3 |
0 |
1 |
20 |
208 |
| The Central Tendency: A Second Factor in Bond Yields |
0 |
0 |
1 |
204 |
1 |
8 |
25 |
1,210 |
| The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans |
0 |
0 |
1 |
26 |
0 |
0 |
12 |
77 |
| The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? |
0 |
0 |
0 |
5 |
0 |
1 |
6 |
51 |
| Total Working Papers |
0 |
0 |
6 |
1,935 |
5 |
50 |
396 |
11,370 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Simple Test of the Affine Class of Term Structure Models |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
22 |
| A model of target changes and the term structure of interest rates |
0 |
0 |
0 |
112 |
0 |
1 |
13 |
406 |
| Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* |
0 |
0 |
0 |
4 |
2 |
2 |
11 |
19 |
| Asset Price Dynamics and Infrequent Feedback Trades |
0 |
0 |
0 |
28 |
1 |
1 |
11 |
158 |
| Asset pricing models and economic risk premia: A decomposition |
0 |
0 |
0 |
81 |
0 |
0 |
16 |
265 |
| Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak |
0 |
0 |
3 |
7 |
0 |
3 |
18 |
35 |
| Economic News and Bond Prices: Evidence from the U.S. Treasury Market |
2 |
5 |
18 |
378 |
10 |
16 |
82 |
962 |
| Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence |
0 |
0 |
0 |
8 |
1 |
3 |
8 |
35 |
| Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises |
0 |
0 |
0 |
48 |
2 |
3 |
17 |
197 |
| Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? |
0 |
0 |
3 |
18 |
2 |
2 |
15 |
74 |
| Inflation and asset prices in a monetary economy |
0 |
0 |
0 |
18 |
0 |
0 |
6 |
62 |
| Interest Rate Targeting and the Dynamics of Short-Term Rates |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
313 |
| Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models |
0 |
0 |
1 |
81 |
3 |
12 |
27 |
237 |
| Minimal returns and the breakdown of the price-volume relation |
0 |
0 |
0 |
22 |
1 |
2 |
11 |
121 |
| Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy |
0 |
0 |
0 |
57 |
1 |
2 |
19 |
168 |
| Money, transactions and portfolio choice |
0 |
0 |
0 |
6 |
0 |
0 |
5 |
60 |
| Political Risk, Populism and the Economy |
0 |
0 |
6 |
21 |
0 |
16 |
40 |
79 |
| Portfolio Choice and Trading in a Large 401(k) Plan |
0 |
0 |
2 |
215 |
1 |
2 |
34 |
800 |
| Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior |
1 |
1 |
3 |
60 |
2 |
2 |
20 |
213 |
| Price Barriers and the Dynamics of Asset Prices in Equilibrium |
0 |
0 |
0 |
11 |
1 |
1 |
7 |
61 |
| Real Exchange Rates and Currency Risk Premiums |
0 |
0 |
2 |
27 |
0 |
2 |
11 |
67 |
| Risk Premia and Variance Bounds |
0 |
0 |
0 |
18 |
1 |
2 |
14 |
83 |
| Stock returns, inflation, and the 'proxy hypothesis': A new look at the data |
0 |
0 |
1 |
160 |
1 |
3 |
12 |
396 |
| Testing heterogeneous-agent models: an alternative aggregation approach |
0 |
0 |
0 |
56 |
0 |
0 |
12 |
175 |
| The Central Tendency: A Second Factor In Bond Yields |
0 |
0 |
2 |
131 |
0 |
3 |
18 |
768 |
| Transaction costs and predictability: some utility cost calculations |
0 |
1 |
1 |
252 |
0 |
2 |
11 |
699 |
| Yield-curve movements and fiscal retrenchments |
0 |
0 |
0 |
54 |
0 |
1 |
8 |
246 |
| Total Journal Articles |
3 |
7 |
42 |
1,874 |
30 |
85 |
466 |
6,721 |
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