| 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 |
5 |
9 |
10 |
242 |
| A Model of Target Changes and the Term Structure of Interest Rates |
0 |
0 |
0 |
184 |
5 |
7 |
8 |
970 |
| Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data |
0 |
0 |
1 |
38 |
4 |
9 |
14 |
118 |
| Asset-pricing models and economic risk premia: a decomposition |
0 |
0 |
0 |
160 |
2 |
2 |
5 |
925 |
| Credit Constraints anf Firms' Decisions: Evidence from the COVID-19 Outbreak Italian Firms’ Expectations and Plans |
0 |
0 |
1 |
69 |
4 |
12 |
15 |
232 |
| Economic News and the Yield Curve: Evidence From the U.S. Treasury Market |
0 |
0 |
0 |
2 |
3 |
11 |
15 |
346 |
| Economic News and the Yield Curve: Evidence from the U.S. Treasury Market |
0 |
0 |
0 |
1 |
4 |
6 |
15 |
713 |
| Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises |
0 |
0 |
0 |
139 |
3 |
9 |
11 |
364 |
| Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises |
0 |
0 |
0 |
9 |
5 |
9 |
10 |
72 |
| Financial Markets, Banks' Cost of Funding, and Firms' Decisions: Lessons from Two Crises |
0 |
0 |
0 |
55 |
6 |
7 |
12 |
148 |
| Financial Markets, BanksÕ Cost of Funding, and FirmsÕ Decisions: Lessons from Two Crises |
0 |
0 |
0 |
35 |
6 |
6 |
10 |
114 |
| Heterogeneity in Target-Date Funds: Optimal Risk-Taking or Risk Matching? |
0 |
0 |
1 |
12 |
1 |
7 |
10 |
80 |
| Interest Rate Targeting and the Dynamics of Short-Term Rates |
0 |
0 |
0 |
402 |
4 |
5 |
6 |
1,867 |
| Large, Small, International: Equity Portfolio Choices in a Large 401(k) Plan |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
12 |
| Mimicking portfolios, economic risk premia, and tests of multi-beta models |
0 |
0 |
0 |
151 |
5 |
6 |
10 |
446 |
| Minimum-Variance Kernels and Economic Risk Premia |
0 |
0 |
0 |
167 |
1 |
5 |
8 |
732 |
| Minimum-variance kernels, economic risk premia, and tests of multi-beta models |
0 |
0 |
0 |
156 |
2 |
3 |
5 |
569 |
| Non-linearities in Asset Prices and Infrequent Noise Trading |
0 |
0 |
0 |
0 |
5 |
10 |
12 |
363 |
| Nonlinearities in Asset Prices and Infrequent Noise Trading |
0 |
0 |
0 |
0 |
5 |
6 |
8 |
237 |
| Populism, Political Risk and the Economy: Lessons from Italy |
0 |
1 |
1 |
87 |
6 |
12 |
16 |
207 |
| Populism, Political Risk and the Economy: Lessons from Italy |
0 |
0 |
0 |
29 |
17 |
25 |
28 |
89 |
| Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
501 |
| STOCK RETURNS AND INFLATION: SOME EMPIRICAL EVIDENCE |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
348 |
| The Central Tendency: A Second Factor in Bond Yields |
0 |
0 |
0 |
3 |
6 |
11 |
12 |
200 |
| The Central Tendency: A Second Factor in Bond Yields |
0 |
1 |
1 |
204 |
3 |
9 |
14 |
1,198 |
| The Economic Effects of COVID-19 and Credit Constraints: Evidence from Italian Firms' Expectations and Plans |
0 |
0 |
1 |
25 |
2 |
5 |
8 |
71 |
| The Reluctant Retirement Trader: Do Asset Returns Overcome Inertia? |
0 |
0 |
0 |
5 |
2 |
3 |
3 |
48 |
| Total Working Papers |
0 |
2 |
6 |
1,934 |
109 |
197 |
273 |
11,212 |
| 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 |
4 |
6 |
9 |
20 |
| A model of target changes and the term structure of interest rates |
0 |
0 |
0 |
112 |
1 |
8 |
10 |
403 |
| Anatomy of a Sovereign Debt Crisis: Machine Learning, Real-Time Macro Fundamentals, and CDS Spreads* |
0 |
0 |
1 |
4 |
2 |
3 |
8 |
13 |
| Asset Price Dynamics and Infrequent Feedback Trades |
0 |
0 |
0 |
28 |
2 |
4 |
4 |
151 |
| Asset pricing models and economic risk premia: A decomposition |
0 |
0 |
0 |
81 |
6 |
8 |
10 |
259 |
| Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak |
0 |
1 |
3 |
7 |
2 |
7 |
17 |
29 |
| Economic News and Bond Prices: Evidence from the U.S. Treasury Market |
3 |
4 |
16 |
367 |
15 |
34 |
74 |
924 |
| Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence |
0 |
0 |
0 |
8 |
2 |
4 |
4 |
31 |
| Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises |
0 |
0 |
0 |
48 |
2 |
5 |
10 |
188 |
| Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? |
0 |
0 |
4 |
18 |
4 |
7 |
15 |
71 |
| Inflation and asset prices in a monetary economy |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
57 |
| Interest Rate Targeting and the Dynamics of Short-Term Rates |
0 |
0 |
0 |
0 |
4 |
6 |
10 |
310 |
| Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models |
0 |
0 |
0 |
80 |
4 |
6 |
10 |
219 |
| Minimal returns and the breakdown of the price-volume relation |
0 |
0 |
0 |
22 |
3 |
4 |
6 |
116 |
| Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy |
0 |
0 |
1 |
57 |
1 |
9 |
17 |
163 |
| Money, transactions and portfolio choice |
0 |
0 |
1 |
6 |
0 |
1 |
2 |
56 |
| Political Risk, Populism and the Economy |
1 |
2 |
4 |
18 |
6 |
12 |
19 |
55 |
| Portfolio Choice and Trading in a Large 401(k) Plan |
1 |
1 |
3 |
214 |
6 |
19 |
34 |
791 |
| Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior |
0 |
0 |
3 |
58 |
7 |
11 |
16 |
207 |
| Price Barriers and the Dynamics of Asset Prices in Equilibrium |
0 |
0 |
0 |
11 |
3 |
4 |
5 |
59 |
| Real Exchange Rates and Currency Risk Premiums |
0 |
1 |
2 |
27 |
1 |
5 |
6 |
62 |
| Risk Premia and Variance Bounds |
0 |
0 |
0 |
18 |
3 |
6 |
9 |
77 |
| Stock returns, inflation, and the 'proxy hypothesis': A new look at the data |
0 |
0 |
0 |
159 |
5 |
5 |
9 |
390 |
| Testing heterogeneous-agent models: an alternative aggregation approach |
0 |
0 |
0 |
56 |
5 |
8 |
11 |
173 |
| The Central Tendency: A Second Factor In Bond Yields |
0 |
0 |
2 |
130 |
3 |
6 |
13 |
758 |
| Transaction costs and predictability: some utility cost calculations |
0 |
0 |
1 |
251 |
0 |
3 |
12 |
694 |
| Yield-curve movements and fiscal retrenchments |
0 |
0 |
0 |
54 |
0 |
2 |
4 |
241 |
| Total Journal Articles |
5 |
9 |
41 |
1,853 |
92 |
194 |
348 |
6,517 |
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