| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Empirical Investigation of Continuous-Time Equity Return Models |
0 |
0 |
0 |
497 |
0 |
1 |
2 |
1,274 |
| Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads |
0 |
1 |
1 |
33 |
0 |
2 |
4 |
52 |
| Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options |
0 |
0 |
0 |
101 |
1 |
2 |
2 |
494 |
| Can standard preferences explain the prices of out-of-the-money S&P 500 put options? |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
86 |
| Conflict of interest and certification in the U.S. IPO market |
0 |
0 |
0 |
119 |
0 |
1 |
6 |
612 |
| Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates |
0 |
0 |
2 |
14 |
0 |
0 |
3 |
82 |
| Core and `Crust': Consumer Prices and the Term Structure of Interest Rates |
0 |
0 |
0 |
20 |
0 |
3 |
7 |
117 |
| Debt Dynamics with Fixed Issuance Costs |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
6 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
217 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
270 |
| Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
390 |
| Estimating the Tax and Credit-Event Risk Components of Credit Spreads |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
29 |
| Explaining asset pricing puzzles associated with the 1987 market crash |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
98 |
| Human Capital and Long-Run Labor Income Risk |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
47 |
| Modeling credit contagion via the updating of fragile beliefs |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
88 |
| Monetary Policy, Inflation Outlook, and Recession Probabilities |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
24 |
| On the Mechanics of Fiscal Inflations |
0 |
0 |
17 |
22 |
0 |
0 |
7 |
12 |
| Optimal Debt Dynamics, Issuance Costs, and Commitment |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
46 |
| Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income |
0 |
0 |
0 |
98 |
0 |
1 |
1 |
488 |
| Portfolio choice over the life-cycle when the stock and labor markets are cointegrated |
0 |
0 |
4 |
230 |
1 |
4 |
11 |
704 |
| Realized volatility |
0 |
0 |
3 |
327 |
3 |
7 |
34 |
1,200 |
| Selecting Primal Innovations in DSGE models |
0 |
0 |
0 |
93 |
0 |
3 |
5 |
180 |
| Stochastic Volatility |
0 |
0 |
0 |
213 |
0 |
1 |
4 |
299 |
| Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature |
0 |
0 |
0 |
7 |
4 |
5 |
9 |
1,382 |
| Stochastic volatility |
0 |
0 |
0 |
163 |
0 |
2 |
7 |
358 |
| The 2025 U.S. Debt Limit Through the Lens of Financial Markets |
4 |
4 |
4 |
4 |
2 |
2 |
2 |
2 |
| The Interplay Between Financial Conditions and Monetary Policy Shocks |
0 |
0 |
0 |
50 |
0 |
1 |
2 |
77 |
| The Interplay Between Financial Conditions and Monetary Policy Shocks |
0 |
0 |
0 |
45 |
0 |
0 |
4 |
79 |
| The Value and Risk of Human Capital |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
66 |
| What does the CDS market imply for a U.S. default? |
0 |
0 |
1 |
7 |
0 |
0 |
5 |
20 |
| Why Does the Yield-Curve Slope Predict Recessions? |
0 |
0 |
1 |
70 |
0 |
1 |
8 |
176 |
| Total Working Papers |
4 |
5 |
33 |
2,429 |
11 |
38 |
137 |
8,975 |
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