| 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 |
1 |
42 |
1 |
4 |
27 |
211 |
| A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets |
0 |
0 |
0 |
38 |
0 |
2 |
24 |
175 |
| An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
0 |
0 |
2 |
136 |
0 |
1 |
30 |
409 |
| Climate Change and Growth Risks |
2 |
6 |
10 |
108 |
7 |
22 |
72 |
425 |
| Cointegration and Consumption Risks in Asset Returns |
0 |
0 |
2 |
146 |
0 |
7 |
26 |
474 |
| Confidence Risk and Asset Prices |
0 |
0 |
0 |
57 |
0 |
6 |
17 |
249 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
0 |
347 |
0 |
0 |
8 |
773 |
| Dynamic Trading Strategies and Portfolio Choice |
0 |
0 |
1 |
142 |
0 |
6 |
11 |
470 |
| Endogenous Liquidity Supply |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
141 |
| Expropriation Risk and Return in Global Equity Markets |
0 |
0 |
1 |
345 |
0 |
2 |
14 |
2,434 |
| Identifying Preference for Early Resolution from Asset Prices |
0 |
1 |
1 |
12 |
2 |
9 |
16 |
44 |
| Interpretable Asset Markets? |
0 |
0 |
0 |
93 |
0 |
2 |
6 |
227 |
| Interpretable Asset Markets? |
0 |
0 |
0 |
122 |
2 |
5 |
16 |
408 |
| Learning and Asset-Price Jumps |
0 |
0 |
0 |
52 |
3 |
5 |
24 |
188 |
| Liquidity and Financial Intermediation |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
61 |
| Long-Run Risks and Financial Markets |
0 |
0 |
2 |
149 |
0 |
7 |
34 |
428 |
| Macro Announcement Premium and Risk Preferences |
0 |
0 |
1 |
42 |
1 |
3 |
12 |
142 |
| Macroeconomic Announcement Premium |
0 |
0 |
0 |
6 |
2 |
5 |
19 |
44 |
| Price of Long-Run Temperature Shifts in Capital Markets |
0 |
3 |
5 |
83 |
0 |
11 |
48 |
438 |
| Rational Pessimism, Rational Exuberance, and Asset Pricing Models |
0 |
0 |
0 |
108 |
0 |
4 |
19 |
448 |
| Regime-shifts, risk premiums in the term structure, and the business cycle |
0 |
0 |
0 |
176 |
1 |
5 |
15 |
524 |
| Risk Preferences and The Macro Announcement Premium |
0 |
0 |
0 |
28 |
0 |
3 |
18 |
100 |
| Risks For the Long Run: Estimation with Time Aggregation |
0 |
0 |
0 |
46 |
0 |
9 |
32 |
176 |
| Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles |
3 |
5 |
5 |
1,057 |
3 |
34 |
62 |
2,612 |
| Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them? |
0 |
0 |
0 |
4 |
0 |
4 |
14 |
33 |
| Sovereign Risk and Return in Global Equity Markets |
0 |
0 |
1 |
111 |
0 |
0 |
14 |
659 |
| Temperature, Aggregate Risk, and Expected Returns |
0 |
0 |
1 |
76 |
0 |
3 |
11 |
314 |
| Term structure of interest rates with regime shifts |
0 |
1 |
1 |
451 |
0 |
3 |
10 |
832 |
| The Asset Pricing Macro Nexus and Return Cash-Flow Predictability |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
75 |
| The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies |
0 |
0 |
0 |
334 |
0 |
1 |
11 |
776 |
| The Good, Bad, and Volatility Beta: A Generalized CAPM |
0 |
0 |
0 |
40 |
0 |
2 |
8 |
149 |
| The Return to Wealth, Asset Pricing, and the Intertemporal Elasticity of Substitution |
0 |
0 |
0 |
91 |
0 |
2 |
13 |
248 |
| The Term Structure of Equity Risk Premia |
0 |
0 |
0 |
20 |
3 |
6 |
18 |
114 |
| Uncertainty-Induced Reallocations and Growth |
0 |
0 |
0 |
26 |
0 |
3 |
15 |
79 |
| Uncertainty-Induced Reallocations and Growth |
0 |
2 |
2 |
31 |
0 |
7 |
22 |
98 |
| Volatility, the Macroeconomy and Asset Prices |
0 |
1 |
2 |
56 |
1 |
5 |
22 |
197 |
| Welfare Costs of Long-Run Temperature Shifts |
0 |
0 |
0 |
39 |
1 |
3 |
18 |
136 |
| What Do Capital Markets Tell Us About Climate Change? |
0 |
0 |
3 |
221 |
2 |
11 |
37 |
804 |
| Total Working Papers |
5 |
19 |
41 |
4,835 |
29 |
206 |
797 |
16,115 |
| 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 |
1 |
84 |
0 |
2 |
31 |
285 |
| A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles |
0 |
0 |
0 |
393 |
1 |
3 |
32 |
1,305 |
| A New Approach to International Arbitrage Pricing |
0 |
0 |
0 |
161 |
0 |
0 |
7 |
565 |
| An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
0 |
5 |
15 |
453 |
2 |
15 |
58 |
1,058 |
| An Exploration of the Forward Premium Puzzle in Currency Markets |
0 |
0 |
0 |
6 |
0 |
0 |
12 |
930 |
| Cointegration and Consumption Risks in Asset Returns |
0 |
0 |
4 |
47 |
0 |
7 |
19 |
260 |
| Cointegration and Consumption Risks in Asset Returns |
0 |
0 |
1 |
4 |
0 |
1 |
14 |
24 |
| Cointegration and Long-Run Asset Allocation |
0 |
0 |
0 |
36 |
0 |
1 |
6 |
113 |
| Cointegration and Long-Run Asset Allocation |
0 |
0 |
0 |
1 |
0 |
2 |
10 |
37 |
| Confidence Risk and Asset Prices |
0 |
0 |
0 |
50 |
0 |
1 |
8 |
273 |
| Consumption, Dividends, and the Cross Section of Equity Returns |
0 |
0 |
2 |
353 |
2 |
5 |
27 |
871 |
| GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS |
0 |
0 |
0 |
80 |
0 |
2 |
9 |
228 |
| High Grade MEC Masquerading as Non Small Cell Lung Cancer |
0 |
0 |
0 |
4 |
0 |
2 |
8 |
30 |
| Interpretable asset markets? |
0 |
0 |
0 |
187 |
0 |
6 |
19 |
584 |
| Introduction: macroeconomic implications of capital flows in a global economy |
0 |
0 |
0 |
44 |
0 |
5 |
10 |
143 |
| Learning and Asset-price Jumps |
0 |
0 |
0 |
16 |
0 |
1 |
19 |
90 |
| Long Run Risks, the Macroeconomy, and Asset Prices |
0 |
0 |
1 |
92 |
0 |
4 |
18 |
276 |
| Long-run risks and equity Returns |
0 |
0 |
0 |
72 |
0 |
1 |
8 |
172 |
| Long-run risks and financial markets |
0 |
0 |
1 |
97 |
1 |
7 |
26 |
422 |
| Market efficiency, asset returns, and the size of the risk premium in global equity markets |
0 |
0 |
1 |
143 |
2 |
5 |
14 |
363 |
| No Arbitrage and Arbitrage Pricing: A New Approach |
1 |
1 |
2 |
369 |
1 |
3 |
19 |
1,011 |
| Nonparametric estimation of structural models for high-frequency currency market data |
0 |
0 |
0 |
230 |
0 |
4 |
16 |
535 |
| Rational Pessimism, Rational Exuberance, and Asset Pricing Models |
0 |
0 |
1 |
105 |
0 |
3 |
21 |
407 |
| Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle |
0 |
0 |
0 |
76 |
0 |
1 |
11 |
241 |
| Risk Preferences and the Macroeconomic Announcement Premium |
0 |
0 |
4 |
37 |
1 |
9 |
37 |
166 |
| Risks for the long run: Estimation with time aggregation |
0 |
0 |
3 |
50 |
0 |
11 |
31 |
232 |
| The forward premium puzzle: different tales from developed and emerging economies |
0 |
0 |
0 |
341 |
2 |
9 |
31 |
785 |
| Volatility, the Macroeconomy, and Asset Prices |
0 |
0 |
1 |
50 |
1 |
5 |
24 |
266 |
| Total Journal Articles |
1 |
6 |
37 |
3,581 |
13 |
115 |
545 |
11,672 |
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