| 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 |
2 |
29 |
1,302 |
| Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads |
0 |
0 |
1 |
33 |
0 |
7 |
13 |
63 |
| Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options |
0 |
0 |
0 |
101 |
1 |
1 |
14 |
506 |
| Can standard preferences explain the prices of out-of-the-money S&P 500 put options? |
0 |
0 |
0 |
19 |
1 |
4 |
14 |
99 |
| Conflict of interest and certification in the U.S. IPO market |
0 |
0 |
0 |
119 |
1 |
5 |
11 |
622 |
| Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates |
0 |
0 |
0 |
14 |
1 |
2 |
12 |
94 |
| Core and `Crust': Consumer Prices and the Term Structure of Interest Rates |
0 |
0 |
0 |
20 |
0 |
2 |
12 |
126 |
| Debt Dynamics with Fixed Issuance Costs |
0 |
0 |
0 |
4 |
0 |
6 |
14 |
20 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models |
0 |
0 |
0 |
32 |
1 |
2 |
12 |
229 |
| Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models |
0 |
0 |
0 |
34 |
0 |
3 |
15 |
285 |
| Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models |
0 |
0 |
0 |
70 |
0 |
3 |
10 |
400 |
| Estimating the Tax and Credit-Event Risk Components of Credit Spreads |
0 |
0 |
0 |
19 |
0 |
3 |
16 |
44 |
| Explaining asset pricing puzzles associated with the 1987 market crash |
0 |
0 |
0 |
23 |
0 |
2 |
22 |
120 |
| Human Capital and Long-Run Labor Income Risk |
0 |
0 |
1 |
4 |
0 |
3 |
19 |
66 |
| Modeling credit contagion via the updating of fragile beliefs |
0 |
0 |
0 |
44 |
1 |
4 |
12 |
100 |
| Monetary Policy, Inflation Outlook, and Recession Probabilities |
0 |
0 |
0 |
17 |
0 |
0 |
9 |
33 |
| On the Mechanics of Fiscal Inflations |
0 |
0 |
0 |
22 |
1 |
3 |
17 |
29 |
| Optimal Debt Dynamics, Issuance Costs, and Commitment |
0 |
0 |
0 |
14 |
0 |
3 |
26 |
70 |
| Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income |
0 |
0 |
1 |
99 |
0 |
4 |
28 |
515 |
| Portfolio choice over the life-cycle when the stock and labor markets are cointegrated |
0 |
0 |
0 |
230 |
1 |
10 |
29 |
729 |
| Realized volatility |
0 |
3 |
4 |
331 |
2 |
15 |
42 |
1,235 |
| Selecting Primal Innovations in DSGE models |
0 |
0 |
0 |
93 |
0 |
4 |
13 |
190 |
| Stochastic Volatility |
1 |
1 |
1 |
214 |
2 |
5 |
19 |
317 |
| Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature |
0 |
0 |
0 |
7 |
0 |
4 |
17 |
1,394 |
| Stochastic volatility |
0 |
0 |
0 |
163 |
2 |
5 |
12 |
368 |
| The 2025 U.S. Debt Limit Through the Lens of Financial Markets |
0 |
0 |
5 |
5 |
2 |
7 |
24 |
24 |
| The Interplay Between Financial Conditions and Monetary Policy Shocks |
0 |
0 |
0 |
45 |
0 |
6 |
10 |
89 |
| The Interplay Between Financial Conditions and Monetary Policy Shocks |
0 |
0 |
1 |
51 |
0 |
3 |
25 |
100 |
| The Value and Risk of Human Capital |
0 |
0 |
0 |
37 |
0 |
2 |
10 |
76 |
| What does the CDS market imply for a U.S. default? |
0 |
0 |
0 |
7 |
1 |
5 |
13 |
32 |
| Why Does the Yield-Curve Slope Predict Recessions? |
0 |
1 |
1 |
71 |
1 |
6 |
10 |
185 |
| Total Working Papers |
1 |
5 |
15 |
2,439 |
18 |
131 |
529 |
9,462 |
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