Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
"Peso Problem" Explanations for Term Structure Anomalies |
0 |
0 |
0 |
533 |
0 |
0 |
5 |
2,928 |
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis |
43 |
109 |
130 |
130 |
415 |
1,063 |
1,130 |
1,130 |
Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
76 |
2 |
4 |
32 |
365 |
Aggregate Idiosyncratic Volatility |
0 |
0 |
2 |
28 |
0 |
0 |
14 |
175 |
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals |
0 |
0 |
0 |
18 |
0 |
0 |
11 |
116 |
Asset Return Dynamics under Bad Environment Good Environment Fundamentals |
0 |
0 |
0 |
39 |
2 |
5 |
15 |
215 |
Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals |
0 |
0 |
0 |
16 |
1 |
3 |
12 |
72 |
Asymmetric Volatility and Risk in Equity Markets |
1 |
1 |
6 |
987 |
2 |
11 |
52 |
2,598 |
Capital Flows and the Behavior of Emerging Market Equity Returns |
0 |
1 |
3 |
658 |
1 |
4 |
16 |
2,309 |
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
0 |
322 |
0 |
1 |
10 |
990 |
Conditioning Information and Variance Bounds on Pricing Kernels |
0 |
0 |
0 |
109 |
0 |
0 |
7 |
585 |
Conditioning Information and Variance on Pricing Kernals |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
33 |
Currency Factors |
0 |
2 |
9 |
23 |
0 |
5 |
46 |
82 |
Currency Factors |
0 |
1 |
1 |
8 |
2 |
7 |
23 |
58 |
Dating the Integration of World Equity Markets |
0 |
0 |
0 |
337 |
1 |
2 |
15 |
1,590 |
Diversification, Integration and Emerging Market Closed-End Funds |
0 |
0 |
1 |
236 |
0 |
1 |
8 |
796 |
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? |
0 |
0 |
3 |
249 |
1 |
5 |
36 |
819 |
Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
0 |
1 |
205 |
0 |
3 |
29 |
644 |
Does Financial Liberalization Spur Growth? |
0 |
0 |
10 |
952 |
7 |
22 |
68 |
2,673 |
Does Financial Liberalization Spur Growth? |
1 |
1 |
3 |
962 |
6 |
10 |
38 |
2,405 |
Emerging Equity Market Volatility |
1 |
3 |
7 |
2,922 |
4 |
10 |
34 |
8,234 |
Emerging Equity Markets and Economic Development |
0 |
0 |
1 |
565 |
0 |
7 |
24 |
1,581 |
Expectations Hypotheses Tests |
0 |
2 |
3 |
339 |
0 |
3 |
18 |
1,536 |
FLIGHTS TO SAFETY |
3 |
5 |
11 |
57 |
10 |
22 |
67 |
114 |
Financial Openness and Productivity |
0 |
1 |
4 |
171 |
3 |
5 |
31 |
483 |
Flights to Safety |
0 |
0 |
0 |
30 |
1 |
4 |
15 |
122 |
Flights to Safety |
1 |
3 |
10 |
113 |
4 |
10 |
50 |
476 |
Flights to Safety |
0 |
1 |
3 |
61 |
2 |
11 |
42 |
197 |
Foreign Speculators and Emerging Equity Markets |
0 |
0 |
4 |
769 |
3 |
6 |
44 |
2,839 |
Foreign Speculators and Emerging Equity Markets |
0 |
0 |
4 |
213 |
2 |
6 |
33 |
764 |
Global Crises and Equity Market Contagion |
1 |
5 |
11 |
294 |
4 |
14 |
45 |
669 |
Global Growth Opportunities and Market Integration |
0 |
0 |
0 |
308 |
3 |
12 |
33 |
1,652 |
Global crises and equity market contagion |
0 |
0 |
2 |
47 |
1 |
5 |
31 |
209 |
Global crises and equity market contagion |
1 |
4 |
8 |
185 |
3 |
16 |
55 |
466 |
Good Carry, Bad Carry |
0 |
0 |
2 |
11 |
0 |
1 |
14 |
34 |
Good Carry, Bad Carry |
1 |
1 |
4 |
13 |
1 |
6 |
37 |
64 |
Growth Volatility and Financial Liberalization |
1 |
1 |
4 |
447 |
4 |
6 |
20 |
1,108 |
How do Regimes Affect Asset Allocation? |
0 |
3 |
4 |
365 |
1 |
8 |
27 |
852 |
Inflation and the Stock Market:Understanding the "Fed Model" |
0 |
0 |
1 |
111 |
0 |
1 |
9 |
369 |
International Asset Allocation with Time-Varying Correlations |
0 |
0 |
0 |
917 |
0 |
0 |
3 |
2,657 |
International Stock Return Comovements |
0 |
0 |
0 |
42 |
1 |
3 |
10 |
181 |
International Stock Return Comovements |
0 |
0 |
0 |
191 |
1 |
3 |
11 |
614 |
International Stock Return Comovements |
0 |
0 |
0 |
232 |
0 |
4 |
15 |
630 |
International stock return comovements |
0 |
0 |
1 |
101 |
1 |
5 |
19 |
304 |
Liquidity and Expected Returns: Lessons From Emerging Markets |
0 |
0 |
4 |
566 |
0 |
3 |
22 |
1,575 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
0 |
148 |
0 |
6 |
23 |
529 |
Macro Risks and the Term Structure of Interest Rates |
0 |
0 |
1 |
32 |
0 |
1 |
10 |
58 |
Macro Risks and the Term Structure of Interest Rates |
0 |
0 |
3 |
70 |
0 |
1 |
12 |
87 |
Macroeconomic Regimes |
0 |
0 |
0 |
21 |
0 |
2 |
13 |
102 |
Macroeconomic Regimes |
0 |
0 |
2 |
130 |
0 |
1 |
18 |
105 |
Macroeconomic Regimes |
0 |
0 |
0 |
62 |
2 |
6 |
17 |
201 |
Macroeconomic Regimes |
0 |
0 |
1 |
127 |
1 |
3 |
14 |
223 |
Macroeconomic regimes |
0 |
0 |
0 |
5 |
1 |
3 |
9 |
36 |
Market Integration and Contagion |
1 |
1 |
1 |
644 |
4 |
9 |
24 |
1,510 |
New-Keynesian Macroeconomics and the Term Structure |
0 |
0 |
0 |
294 |
0 |
4 |
15 |
955 |
New-Keynesian Macroeconomics and the Term Structure |
0 |
0 |
0 |
253 |
0 |
3 |
19 |
684 |
New-Keynesian Macroeconomics and the Term Structure |
0 |
0 |
0 |
361 |
0 |
7 |
23 |
1,095 |
New-Keynesian Macroeconomics and the Term Structure |
0 |
0 |
1 |
117 |
0 |
0 |
16 |
445 |
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates |
0 |
0 |
1 |
184 |
2 |
4 |
14 |
844 |
On Biases in the Measurement of Foreign Exchange Risk Premiums |
0 |
0 |
0 |
262 |
0 |
2 |
9 |
952 |
On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
188 |
On the Global Financial Market Integration “Swoosh” and the Trilemma |
0 |
1 |
2 |
106 |
2 |
7 |
28 |
145 |
On the Link Between the Volatility and Skewness of Growth |
0 |
3 |
3 |
67 |
1 |
7 |
17 |
141 |
Political Risk Spreads |
0 |
0 |
1 |
82 |
0 |
4 |
17 |
228 |
Regime Switches in Interest Rates |
1 |
2 |
7 |
1,129 |
5 |
9 |
40 |
2,761 |
Risk and return in international corporate bond markets |
3 |
4 |
14 |
14 |
6 |
14 |
23 |
23 |
Risk, Uncertainty and Asset Prices |
0 |
0 |
1 |
116 |
2 |
5 |
12 |
465 |
Risk, Uncertainty and Asset Prices |
0 |
0 |
4 |
42 |
1 |
3 |
16 |
227 |
Risk, Uncertainty and Monetary Policy |
0 |
0 |
0 |
40 |
2 |
4 |
24 |
210 |
Risk, Uncertainty and Monetary Policy |
0 |
1 |
4 |
326 |
3 |
7 |
38 |
1,187 |
Risk, uncertainty and monetary policy |
0 |
0 |
0 |
61 |
4 |
9 |
28 |
170 |
Risk, uncertainty and monetary policy |
0 |
0 |
3 |
92 |
3 |
6 |
39 |
219 |
Risk, uncertainty, and asset prices |
0 |
0 |
1 |
191 |
0 |
4 |
11 |
483 |
Stock Return Predictability: Is it There? |
2 |
4 |
14 |
1,134 |
8 |
15 |
58 |
3,080 |
Stock and Bond Pricing in an Affine Economy |
0 |
1 |
4 |
427 |
1 |
2 |
9 |
1,483 |
Stock and Bond Returns with Moody Investors |
0 |
0 |
0 |
153 |
1 |
6 |
14 |
533 |
Stock and Bond Returns with Moody Investors |
0 |
0 |
0 |
133 |
0 |
2 |
13 |
678 |
Stock and Bond Returns with Moody Investors |
0 |
0 |
0 |
57 |
0 |
3 |
14 |
334 |
Target Zones and Exchange Rates: An Empirical Investigation |
0 |
0 |
0 |
179 |
2 |
4 |
12 |
649 |
Target zones and exchange rates: An empirical investigation |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
The Determinants of Stock and Bond Return Comovements |
0 |
0 |
1 |
155 |
2 |
5 |
19 |
564 |
The Dynamics of Emerging Market Equity Flows |
0 |
0 |
0 |
314 |
0 |
1 |
5 |
1,428 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
19 |
2 |
2 |
12 |
150 |
The European Union, the Euro, and Equity Market Integration |
0 |
0 |
0 |
68 |
0 |
2 |
14 |
186 |
The Global Crisis and Equity Market Contagion |
0 |
3 |
6 |
167 |
4 |
19 |
60 |
435 |
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums |
0 |
0 |
0 |
234 |
0 |
1 |
9 |
959 |
The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
0 |
252 |
5 |
12 |
28 |
729 |
The Term Structure of Real Rates and Expected Inflation |
0 |
1 |
1 |
446 |
2 |
8 |
23 |
1,074 |
The Time Variation in Risk Appetite and Uncertainty |
1 |
4 |
11 |
22 |
7 |
49 |
85 |
117 |
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective |
0 |
0 |
0 |
146 |
0 |
2 |
11 |
381 |
The VIX, the Variance Premium and Stock Market Volatility |
0 |
0 |
0 |
140 |
1 |
6 |
18 |
237 |
The VIX, the variance premium and stock market volatility |
1 |
1 |
3 |
96 |
5 |
12 |
45 |
335 |
The Variance Risk Premium in Equilibrium Models |
0 |
0 |
12 |
12 |
1 |
8 |
31 |
31 |
The contribution of speculators to effective financial markets |
0 |
0 |
1 |
83 |
1 |
1 |
6 |
208 |
The determinants of stock and bond return comovements |
0 |
1 |
4 |
323 |
6 |
9 |
29 |
959 |
The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
395 |
The role of capital markets in economic growth |
0 |
0 |
4 |
1,166 |
1 |
5 |
25 |
4,318 |
Time-Varying World Market Integration |
0 |
2 |
5 |
1,060 |
1 |
6 |
31 |
2,829 |
Uncovered Interest Rate Parity and the Term Structure |
0 |
1 |
3 |
527 |
1 |
3 |
14 |
1,856 |
What Segments Equity Markets? |
0 |
0 |
0 |
15 |
0 |
3 |
17 |
121 |
What Segments Equity Markets? |
0 |
0 |
0 |
80 |
0 |
2 |
14 |
360 |
What Segments Equity Markets? |
0 |
0 |
1 |
79 |
1 |
4 |
11 |
260 |
What do asset prices have to say about risk appetite and uncertainty? |
0 |
0 |
0 |
92 |
1 |
2 |
14 |
276 |
Who Is Internationally Diversified? Evidence from 296 401(k) Plans |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
29 |
Who is Internationally Diversified? Evidence from 296 401(k) |
0 |
0 |
0 |
15 |
2 |
4 |
21 |
76 |
Why Stocks May Disappoint |
1 |
1 |
2 |
286 |
3 |
6 |
21 |
968 |
\\"Peso problem\\" explanations for term structure anomalies |
0 |
0 |
0 |
28 |
1 |
4 |
8 |
158 |
Total Working Papers |
64 |
175 |
379 |
27,848 |
589 |
1,662 |
3,533 |
88,787 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Aggregate Idiosyncratic Volatility |
0 |
0 |
1 |
42 |
2 |
7 |
26 |
213 |
Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals |
1 |
1 |
3 |
21 |
5 |
15 |
41 |
135 |
Asymmetric Volatility and Risk in Equity Markets |
0 |
0 |
0 |
5 |
4 |
13 |
80 |
2,146 |
Bad environments, good environments: A non-Gaussian asymmetric volatility model |
1 |
2 |
6 |
29 |
4 |
6 |
31 |
161 |
Caloric Consumption in Industrializing Belgium |
0 |
0 |
1 |
7 |
1 |
4 |
8 |
35 |
Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
1 |
1 |
1 |
154 |
3 |
6 |
14 |
536 |
Conditioning Information and Variance Bounds on Pricing Kernels |
0 |
0 |
0 |
25 |
0 |
2 |
7 |
243 |
Dating the integration of world equity markets |
0 |
0 |
3 |
283 |
4 |
11 |
39 |
1,135 |
Diversification, Integration and Emerging Market Closed-End Funds |
1 |
2 |
7 |
194 |
1 |
9 |
26 |
607 |
Do macro variables, asset markets, or surveys forecast inflation better? |
0 |
1 |
4 |
566 |
2 |
9 |
69 |
1,528 |
Does financial liberalization spur growth? |
1 |
2 |
17 |
670 |
7 |
24 |
113 |
1,775 |
Editor's foreword to the special issue: "On the predictability of asset returns" |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
145 |
Emerging equity market volatility |
1 |
11 |
32 |
744 |
10 |
31 |
124 |
1,866 |
Emerging equity markets and economic development |
0 |
1 |
1 |
237 |
1 |
5 |
21 |
728 |
Emerging markets finance |
0 |
0 |
5 |
270 |
2 |
5 |
41 |
802 |
Equity Market Liberalization in Emerging Markets |
0 |
0 |
1 |
26 |
2 |
3 |
9 |
115 |
Equity market liberalization in emerging markets |
0 |
0 |
0 |
162 |
2 |
3 |
10 |
409 |
Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model |
0 |
0 |
0 |
58 |
0 |
0 |
5 |
203 |
Expectations Hypotheses Tests |
0 |
0 |
2 |
103 |
1 |
5 |
19 |
395 |
Financial Openness and Productivity |
0 |
1 |
6 |
161 |
5 |
14 |
72 |
645 |
Flights to Safety |
0 |
5 |
9 |
9 |
5 |
20 |
50 |
50 |
Foreign Speculators and Emerging Equity Markets |
1 |
3 |
3 |
221 |
5 |
10 |
41 |
853 |
Global Growth Opportunities and Market Integration |
0 |
0 |
0 |
133 |
6 |
13 |
35 |
545 |
Globalization and Asset Returns |
1 |
1 |
6 |
14 |
6 |
10 |
38 |
90 |
Good Carry, Bad Carry |
0 |
1 |
6 |
6 |
2 |
7 |
25 |
25 |
Growth volatility and financial liberalization |
0 |
1 |
9 |
276 |
3 |
14 |
55 |
797 |
Inflation and the stock market: Understanding the "Fed Model" |
0 |
1 |
2 |
176 |
2 |
9 |
44 |
675 |
Inflation and the stock market: Understanding the “Fed Model” |
0 |
0 |
0 |
7 |
1 |
3 |
11 |
164 |
International Asset Allocation With Regime Shifts |
0 |
0 |
0 |
1 |
3 |
9 |
47 |
1,267 |
International Stock Return Comovements |
0 |
1 |
2 |
178 |
2 |
15 |
47 |
590 |
Liquidity and Expected Returns: Lessons from Emerging Markets |
0 |
0 |
1 |
137 |
1 |
8 |
34 |
508 |
Macroeconomic regimes |
0 |
0 |
5 |
85 |
2 |
6 |
35 |
363 |
Market Integration and Contagion |
0 |
8 |
22 |
1,018 |
11 |
36 |
106 |
2,481 |
Market Integration and Investment Barriers in Emerging Equity Markets |
0 |
0 |
0 |
3 |
6 |
16 |
24 |
1,619 |
New Keynesian Macroeconomics and the Term Structure |
0 |
0 |
0 |
156 |
3 |
5 |
24 |
562 |
New Keynesian Macroeconomics and the Term Structure |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
On biases in tests of the expectations hypothesis of the term structure of interest rates |
1 |
2 |
6 |
266 |
1 |
4 |
21 |
563 |
On biases in the measurement of foreign exchange risk premiums |
0 |
1 |
3 |
310 |
3 |
8 |
31 |
727 |
On the Link Between the Volatility and Skewness of Growth |
0 |
1 |
8 |
9 |
4 |
15 |
51 |
58 |
On the global financial market integration “swoosh” and the trilemma |
0 |
1 |
11 |
18 |
5 |
13 |
81 |
114 |
Peso problem explanations for term structure anomalies |
0 |
0 |
0 |
169 |
3 |
5 |
22 |
707 |
Political risk and international valuation |
0 |
0 |
4 |
28 |
3 |
8 |
33 |
137 |
Political risk spreads |
0 |
1 |
4 |
59 |
5 |
14 |
42 |
283 |
Regime Switches in Interest Rates |
0 |
0 |
0 |
0 |
11 |
25 |
78 |
1,080 |
Research in emerging markets finance: looking to the future |
0 |
1 |
4 |
267 |
1 |
3 |
10 |
801 |
Risk, uncertainty and monetary policy |
8 |
18 |
60 |
380 |
16 |
50 |
182 |
942 |
Risk, uncertainty and monetary policy |
0 |
0 |
4 |
20 |
7 |
14 |
88 |
273 |
Risk, uncertainty, and asset prices |
2 |
2 |
19 |
241 |
7 |
16 |
62 |
784 |
Short rate nonlinearities and regime switches |
0 |
1 |
1 |
77 |
0 |
1 |
5 |
228 |
Stock Return Predictability: Is it There? |
2 |
4 |
12 |
13 |
7 |
16 |
56 |
77 |
Stock and bond returns with Moody Investors |
0 |
1 |
3 |
35 |
1 |
9 |
22 |
263 |
Target zones and exchange rates:: An empirical investigation |
1 |
1 |
2 |
64 |
3 |
5 |
10 |
291 |
The European Union, the Euro, and equity market integration |
0 |
0 |
3 |
134 |
1 |
3 |
33 |
527 |
The Global Crisis and Equity Market Contagion |
0 |
4 |
9 |
77 |
5 |
16 |
67 |
288 |
The Term Structure of Real Rates and Expected Inflation |
0 |
0 |
1 |
207 |
4 |
6 |
27 |
660 |
The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
453 |
The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective |
0 |
0 |
0 |
131 |
2 |
6 |
12 |
556 |
The VIX, the variance premium and stock market volatility |
0 |
5 |
15 |
154 |
11 |
32 |
104 |
540 |
The dynamics of emerging market equity flows |
0 |
0 |
5 |
166 |
1 |
5 |
32 |
603 |
The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
84 |
2 |
4 |
14 |
346 |
The term structure of real rates and expected inflation |
0 |
0 |
2 |
407 |
4 |
9 |
21 |
1,261 |
Time-Varying World Market Integration |
1 |
6 |
16 |
457 |
9 |
20 |
87 |
1,287 |
Uncovered interest rate parity and the term structure |
1 |
2 |
12 |
323 |
7 |
22 |
85 |
899 |
What Segments Equity Markets? |
0 |
0 |
4 |
48 |
2 |
9 |
41 |
360 |
What do asset prices have to say about risk appetite and uncertainty? |
0 |
1 |
3 |
16 |
1 |
3 |
20 |
78 |
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms |
0 |
0 |
2 |
11 |
1 |
1 |
13 |
64 |
Why stocks may disappoint |
0 |
1 |
4 |
215 |
5 |
19 |
59 |
610 |
Total Journal Articles |
24 |
96 |
372 |
10,600 |
247 |
717 |
2,789 |
40,274 |