| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Defense of Traditional Hypotheses About the Term Structure of InterestRates |
0 |
0 |
0 |
106 |
0 |
3 |
14 |
326 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
12 |
0 |
3 |
10 |
136 |
| A Model of Mortgage Default |
0 |
0 |
0 |
174 |
0 |
2 |
27 |
413 |
| A Model of Mortgage Default |
1 |
2 |
3 |
7 |
4 |
14 |
22 |
37 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
0 |
1 |
18 |
1,306 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
1 |
8 |
28 |
4,443 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
0 |
5 |
12 |
199 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
790 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
0 |
7 |
808 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
1 |
2 |
15 |
2,160 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
0 |
1 |
15 |
161 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
2 |
2 |
31 |
752 |
| A Variance Decomposition for Stock Returns |
1 |
1 |
3 |
123 |
1 |
10 |
29 |
484 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
4 |
1,829 |
3 |
22 |
49 |
4,941 |
| A model of mortgage default |
0 |
0 |
0 |
97 |
3 |
7 |
38 |
387 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
378 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
70 |
0 |
3 |
13 |
145 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
2 |
8 |
390 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
0 |
13 |
0 |
2 |
13 |
157 |
| Are Output Fluctuations Transitory? |
0 |
0 |
1 |
343 |
2 |
12 |
24 |
935 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
26 |
0 |
10 |
30 |
265 |
| Asset Prices, Consumption, and the Business Cycle |
0 |
1 |
2 |
2,188 |
0 |
6 |
35 |
3,819 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
0 |
3 |
18 |
1,275 |
| Asset Pricing at the Millennium |
0 |
1 |
1 |
716 |
1 |
11 |
23 |
1,742 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
0 |
7 |
21 |
176 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
120 |
1 |
2 |
15 |
511 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
33 |
0 |
0 |
11 |
305 |
| Bad Beta, Good Beta |
0 |
0 |
2 |
334 |
0 |
3 |
14 |
1,064 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
817 |
3 |
8 |
26 |
2,136 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
1 |
1 |
9 |
88 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
202 |
0 |
1 |
9 |
711 |
| Bond-Stock Comovements |
0 |
1 |
28 |
28 |
3 |
10 |
40 |
40 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
148 |
0 |
9 |
25 |
715 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
1,986 |
0 |
13 |
39 |
5,315 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
661 |
2 |
17 |
48 |
1,856 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
1 |
9 |
34 |
1,270 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
0 |
2 |
8 |
782 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
1 |
1 |
1 |
171 |
1 |
8 |
20 |
782 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
0 |
11 |
62 |
768 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
2 |
353 |
0 |
7 |
21 |
1,473 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
1 |
3 |
17 |
261 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
174 |
1 |
12 |
21 |
955 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
606 |
0 |
11 |
21 |
1,577 |
| Cointegration and Tests of Present Value Models |
1 |
1 |
3 |
131 |
3 |
15 |
43 |
582 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
858 |
3 |
12 |
24 |
2,329 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
2 |
3 |
9 |
218 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
0 |
12 |
23 |
1,777 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
0 |
18 |
32 |
196 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
0 |
11 |
21 |
1,333 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
462 |
1 |
3 |
13 |
1,512 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
801 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
2 |
4 |
17 |
2,075 |
12 |
29 |
145 |
5,053 |
| Consumption-Based Asset Pricing |
0 |
1 |
10 |
866 |
0 |
6 |
20 |
1,609 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
0 |
15 |
0 |
2 |
10 |
34 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
28 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
1 |
21 |
3 |
9 |
18 |
48 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
1 |
8 |
1,291 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
1 |
2 |
15 |
2,590 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
12 |
2 |
10 |
25 |
121 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
33 |
1 |
6 |
16 |
169 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
3 |
337 |
0 |
10 |
24 |
837 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
66 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
2 |
18 |
124 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
5 |
12 |
104 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
1 |
1 |
1 |
68 |
4 |
10 |
35 |
507 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
1 |
11 |
25 |
272 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
191 |
2 |
14 |
39 |
683 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
141 |
0 |
7 |
21 |
531 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
1 |
6 |
119 |
244 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
2 |
11 |
27 |
517 |
| Economic Budgeting for Endowment-Dependent Universities |
0 |
0 |
1 |
5 |
0 |
2 |
21 |
41 |
| Efficient Tests of Stock Return Predictability |
0 |
1 |
1 |
1,090 |
4 |
18 |
44 |
2,531 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
1 |
13 |
26 |
936 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
61 |
0 |
3 |
17 |
253 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
135 |
0 |
3 |
9 |
475 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
3 |
6 |
235 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
215 |
0 |
1 |
11 |
859 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
123 |
0 |
0 |
19 |
549 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
1 |
7 |
23 |
1,273 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
1 |
65 |
0 |
4 |
12 |
271 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
1 |
810 |
0 |
7 |
15 |
2,337 |
| Estimating the Equity Premium |
0 |
0 |
0 |
18 |
0 |
1 |
4 |
89 |
| Estimating the Equity Premium |
0 |
0 |
0 |
306 |
0 |
2 |
12 |
581 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
0 |
4 |
20 |
2,433 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
52 |
0 |
1 |
13 |
386 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
0 |
6 |
18 |
85 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
72 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
1 |
2 |
16 |
588 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
29 |
2 |
2 |
14 |
211 |
| Forced Sales and House Prices |
0 |
0 |
0 |
46 |
0 |
12 |
109 |
406 |
| Forced Sales and House Prices |
0 |
0 |
0 |
184 |
3 |
14 |
24 |
754 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
2 |
4 |
13 |
79 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
1 |
300 |
0 |
2 |
11 |
899 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
2 |
6 |
498 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
944 |
0 |
6 |
14 |
3,552 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
1 |
4 |
12 |
125 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
48 |
0 |
2 |
12 |
223 |
| Global Currency Hedging |
0 |
0 |
1 |
20 |
1 |
9 |
24 |
167 |
| Global Currency Hedging |
0 |
1 |
3 |
321 |
2 |
12 |
25 |
1,086 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
28 |
0 |
5 |
12 |
160 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
2 |
5 |
9 |
808 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
1 |
3 |
233 |
0 |
3 |
30 |
915 |
| Hard Times |
0 |
0 |
0 |
78 |
1 |
6 |
17 |
382 |
| Hard Times |
0 |
0 |
0 |
23 |
0 |
2 |
12 |
173 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
1,122 |
6 |
27 |
58 |
3,280 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
0 |
10 |
20 |
424 |
| Household Finance |
0 |
3 |
9 |
515 |
10 |
40 |
113 |
2,531 |
| Household Finance |
1 |
2 |
7 |
94 |
2 |
17 |
52 |
568 |
| Household Finance in Retrospect and Prospect |
1 |
1 |
6 |
6 |
2 |
9 |
20 |
20 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
26 |
0 |
7 |
35 |
261 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
412 |
1 |
4 |
21 |
1,269 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
1 |
7 |
15 |
509 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
130 |
1 |
10 |
25 |
585 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
276 |
0 |
9 |
25 |
959 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
2 |
647 |
0 |
7 |
46 |
2,018 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
113 |
1 |
1 |
3 |
464 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
0 |
371 |
1 |
5 |
17 |
1,099 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
407 |
1 |
4 |
11 |
1,052 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
0 |
0 |
222 |
0 |
6 |
15 |
869 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
2 |
89 |
1 |
4 |
22 |
391 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
0 |
4 |
12 |
515 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
38 |
0 |
2 |
13 |
168 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
1 |
1 |
11 |
174 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
0 |
2 |
10 |
165 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
2 |
2 |
53 |
1,213 |
| Idiosyncratic Equity Risk Two Decades Later |
1 |
1 |
4 |
31 |
3 |
13 |
32 |
80 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
1 |
11 |
27 |
727 |
| In Search of Distress Risk |
0 |
1 |
2 |
225 |
2 |
15 |
38 |
856 |
| In Search of Distress Risk |
1 |
3 |
11 |
95 |
3 |
24 |
54 |
463 |
| In search of distress risk |
0 |
0 |
1 |
266 |
3 |
21 |
64 |
1,023 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
1 |
3 |
22 |
0 |
2 |
14 |
175 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
27 |
0 |
4 |
22 |
166 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
4 |
22 |
1 |
1 |
20 |
236 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
4 |
12 |
32 |
638 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
672 |
0 |
7 |
17 |
1,731 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
49 |
1 |
3 |
6 |
202 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
418 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
0 |
32 |
0 |
3 |
7 |
149 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
1 |
1 |
2,014 |
0 |
6 |
14 |
10,872 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
5 |
10 |
2,084 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
1,497 |
0 |
2 |
8 |
3,085 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
119 |
0 |
2 |
101 |
410 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
1 |
2 |
5 |
58 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
0 |
1 |
10 |
160 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
1 |
3 |
10 |
346 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
1 |
3 |
13 |
90 |
| International Comparative Household Finance |
0 |
0 |
0 |
59 |
0 |
5 |
15 |
256 |
| International Comparative Household Finance |
0 |
0 |
0 |
140 |
1 |
4 |
14 |
417 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
1 |
9 |
21 |
91 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
1 |
9 |
18 |
622 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
1 |
1 |
9 |
1,102 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
1 |
3 |
10 |
97 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
1 |
1 |
5 |
828 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
0 |
310 |
1 |
7 |
18 |
1,114 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
1 |
69 |
0 |
12 |
17 |
342 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
2 |
3 |
523 |
2 |
21 |
53 |
1,743 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
1 |
541 |
1 |
5 |
13 |
1,833 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
0 |
13 |
0 |
1 |
7 |
96 |
| Is Consumption Too Smooth? |
0 |
0 |
0 |
170 |
0 |
3 |
13 |
436 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
1 |
163 |
1 |
8 |
28 |
482 |
| Macroeconomic Drivers of Bond and Equity Risks |
1 |
1 |
1 |
50 |
4 |
13 |
37 |
187 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
59 |
0 |
4 |
11 |
307 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
4 |
327 |
3 |
7 |
26 |
1,440 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
104 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
116 |
0 |
2 |
11 |
306 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
43 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
464 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
0 |
3 |
107 |
0 |
3 |
17 |
284 |
| Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
5 |
0 |
2 |
8 |
65 |
| Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week |
0 |
0 |
0 |
39 |
0 |
2 |
5 |
278 |
| Mortgage Market Design |
0 |
0 |
1 |
15 |
0 |
2 |
13 |
166 |
| Mortgage Market Design |
0 |
1 |
3 |
67 |
0 |
5 |
28 |
270 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
1 |
795 |
1 |
23 |
46 |
2,098 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
1 |
2 |
129 |
0 |
18 |
35 |
446 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
349 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
1 |
842 |
0 |
13 |
30 |
1,877 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
7 |
111 |
2 |
12 |
42 |
412 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
507 |
1 |
5 |
20 |
2,083 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
2 |
3 |
17 |
181 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
2 |
15 |
41 |
1,695 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
1 |
1 |
2,909 |
0 |
14 |
40 |
6,221 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
1 |
10 |
23 |
341 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
0 |
0 |
1 |
31 |
1 |
9 |
24 |
110 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
186 |
0 |
4 |
20 |
571 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
0 |
3 |
12 |
142 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
0 |
9 |
14 |
205 |
6 |
26 |
58 |
602 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
0 |
1 |
7 |
133 |
1 |
8 |
38 |
545 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
1 |
616 |
1 |
11 |
21 |
1,439 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
2 |
278 |
2 |
13 |
43 |
861 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
57 |
0 |
4 |
27 |
225 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
3 |
3 |
3 |
54 |
3 |
7 |
17 |
204 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
1 |
2 |
17 |
0 |
4 |
22 |
174 |
| Rethinking Mortgage Design |
0 |
1 |
3 |
23 |
0 |
6 |
16 |
68 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
3 |
9 |
25 |
1,253 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
0 |
12 |
28 |
2,342 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
1 |
814 |
3 |
13 |
37 |
2,476 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
1 |
91 |
0 |
3 |
29 |
352 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
23 |
0 |
1 |
8 |
116 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
1 |
2 |
10 |
1,269 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
2,278 |
0 |
5 |
20 |
6,008 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
32 |
3 |
7 |
16 |
253 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
34 |
0 |
0 |
8 |
121 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
0 |
5 |
16 |
1,597 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
2 |
4 |
18 |
2,457 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
0 |
2,074 |
0 |
12 |
56 |
6,055 |
| Stock Prices, Earnings and Expected Dividends |
1 |
6 |
16 |
942 |
10 |
46 |
102 |
3,426 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
1 |
2 |
143 |
1 |
13 |
29 |
628 |
| Stock Returns and the Term Structure |
0 |
0 |
1 |
100 |
1 |
9 |
20 |
424 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
1 |
16 |
53 |
1,832 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
0 |
5 |
605 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
1 |
10 |
20 |
1,654 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
3 |
3 |
12 |
133 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
0 |
33 |
0 |
3 |
9 |
82 |
| Sustainability in a Risky World |
0 |
0 |
0 |
20 |
1 |
2 |
14 |
85 |
| Sustainability in a Risky World |
0 |
0 |
0 |
4 |
0 |
1 |
14 |
43 |
| Sustainability in a risky world |
0 |
0 |
5 |
5 |
0 |
1 |
13 |
13 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
16 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
1 |
1 |
7 |
0 |
1 |
7 |
49 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
3 |
2 |
9 |
21 |
36 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
14 |
1 |
8 |
16 |
82 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
1 |
1 |
9 |
1,255 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
1 |
5 |
1,835 |
1 |
12 |
40 |
6,613 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
6 |
632 |
1 |
19 |
44 |
1,713 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
0 |
2 |
8 |
193 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
1 |
6 |
17 |
944 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
0 |
2 |
1 |
7 |
24 |
34 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
3 |
9 |
27 |
738 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
1 |
38 |
0 |
6 |
23 |
202 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
0 |
100 |
1 |
3 |
7 |
427 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
8 |
0 |
4 |
17 |
92 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
63 |
0 |
0 |
13 |
347 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
1 |
4 |
12 |
581 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
0 |
1 |
11 |
861 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
3 |
4 |
558 |
0 |
4 |
21 |
1,304 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
| Trading Volume and Serial Correlation in Stock Returns |
1 |
2 |
3 |
1,005 |
2 |
17 |
51 |
3,158 |
| Trading Volume and Serial Correlation in Stock Returns |
1 |
1 |
3 |
85 |
2 |
19 |
31 |
447 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
602 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
0 |
2 |
18 |
998 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
1 |
4 |
24 |
106 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
2 |
319 |
1 |
10 |
29 |
716 |
| Understanding Inflation-Indexed Bond Markets |
1 |
1 |
1 |
2 |
3 |
8 |
13 |
19 |
| Understanding Risk and Return |
0 |
0 |
1 |
45 |
2 |
14 |
24 |
259 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
2 |
31 |
113 |
1,710 |
| Understanding Risk and Return |
0 |
0 |
1 |
1,304 |
0 |
12 |
21 |
4,083 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
0 |
5 |
1,072 |
2 |
18 |
59 |
3,478 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
1 |
2 |
3 |
1,486 |
3 |
10 |
35 |
3,985 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
0 |
0 |
9 |
106 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
1 |
1 |
3 |
82 |
2 |
3 |
15 |
222 |
| What Drives Booms and Busts in Value? |
0 |
0 |
3 |
28 |
1 |
7 |
29 |
65 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
0 |
5 |
14 |
1,484 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
1 |
1 |
1 |
83 |
1 |
7 |
29 |
372 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
1 |
1 |
806 |
3 |
17 |
44 |
2,112 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
1 |
1 |
10 |
192 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
431 |
0 |
2 |
20 |
1,273 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
1 |
3 |
9 |
76 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
8 |
0 |
1 |
14 |
47 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
3 |
139 |
0 |
8 |
30 |
1,231 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
1 |
492 |
0 |
7 |
39 |
2,715 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
33 |
0 |
3 |
11 |
169 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
5 |
12 |
2,387 |
| Why Is Consumption So Smooth? |
0 |
0 |
0 |
70 |
1 |
6 |
18 |
259 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
1 |
4 |
22 |
879 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
17 |
0 |
4 |
13 |
134 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
5 |
14 |
91 |
2 |
20 |
45 |
372 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
1 |
4 |
1,029 |
6 |
24 |
42 |
2,859 |
| Total Working Papers |
24 |
85 |
322 |
74,342 |
267 |
1,869 |
6,230 |
256,995 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comment On James M. Poterba'S "Demographic Structure And Asset Returns" |
1 |
1 |
1 |
204 |
2 |
2 |
9 |
522 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
86 |
0 |
2 |
12 |
321 |
| A Model of Mortgage Default |
0 |
0 |
0 |
47 |
0 |
8 |
18 |
246 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
0 |
4 |
12 |
2,590 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
0 |
2 |
8 |
726 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
2 |
2,184 |
4 |
18 |
77 |
6,051 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
0 |
2 |
4 |
118 |
1 |
6 |
16 |
363 |
| A multivariate model of strategic asset allocation |
0 |
2 |
2 |
805 |
2 |
15 |
86 |
2,130 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
0 |
3 |
4 |
122 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
1 |
11 |
175 |
| An intertemporal CAPM with stochastic volatility |
1 |
1 |
3 |
59 |
3 |
13 |
30 |
326 |
| Are Output Fluctuations Transitory? |
1 |
2 |
3 |
371 |
2 |
11 |
30 |
1,180 |
| Asset Pricing at the Millennium |
1 |
2 |
6 |
245 |
2 |
8 |
25 |
729 |
| Bad Beta, Good Beta |
0 |
0 |
6 |
1,165 |
9 |
16 |
66 |
3,262 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
175 |
0 |
1 |
13 |
628 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
1 |
2 |
265 |
0 |
9 |
29 |
1,246 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
14 |
2,164 |
2 |
20 |
114 |
6,355 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
136 |
| Consumer Financial Protection |
0 |
2 |
8 |
114 |
0 |
8 |
39 |
490 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
0 |
4 |
804 |
0 |
3 |
27 |
1,763 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
2 |
6 |
14 |
100 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
2 |
612 |
1 |
7 |
23 |
1,616 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
2 |
5 |
5 |
470 |
9 |
28 |
52 |
1,759 |
| Editors' introduction |
0 |
0 |
0 |
7 |
1 |
4 |
4 |
84 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
2 |
14 |
37 |
1,468 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
637 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
1 |
5 |
66 |
1 |
11 |
31 |
278 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
2 |
373 |
4 |
16 |
59 |
1,440 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
1 |
247 |
0 |
7 |
20 |
866 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
4 |
7 |
12 |
211 |
8 |
17 |
58 |
910 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
55 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
3 |
4 |
8 |
887 |
12 |
37 |
109 |
2,516 |
| Forced Sales and House Prices |
0 |
0 |
0 |
142 |
4 |
18 |
32 |
773 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
0 |
6 |
13 |
650 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
1 |
7 |
35 |
894 |
| Global Currency Hedging |
1 |
1 |
6 |
161 |
4 |
9 |
25 |
649 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
104 |
0 |
3 |
14 |
544 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
2 |
7 |
13 |
340 |
| Hard Times |
0 |
0 |
0 |
5 |
1 |
1 |
9 |
92 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
1 |
293 |
4 |
17 |
59 |
1,230 |
| Household Finance |
6 |
15 |
36 |
533 |
28 |
82 |
200 |
2,606 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
5 |
10 |
572 |
2 |
14 |
39 |
2,112 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
12 |
1,303 |
5 |
16 |
84 |
3,887 |
| Idiosyncratic Equity Risk Two Decades Later |
1 |
1 |
4 |
12 |
3 |
8 |
30 |
57 |
| In Search of Distress Risk |
0 |
15 |
50 |
435 |
10 |
65 |
219 |
1,580 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
3 |
5 |
9 |
55 |
9 |
23 |
44 |
240 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
0 |
4 |
18 |
1,127 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
0 |
0 |
3 |
1,568 |
1 |
3 |
19 |
2,627 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
1 |
75 |
1 |
4 |
20 |
296 |
| International Comparative Household Finance |
1 |
2 |
5 |
53 |
2 |
6 |
34 |
382 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
118 |
0 |
8 |
19 |
399 |
| Interpreting cointegrated models |
0 |
0 |
0 |
147 |
0 |
3 |
17 |
491 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
0 |
1 |
1,412 |
0 |
9 |
49 |
3,101 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
0 |
178 |
1 |
3 |
18 |
424 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
7 |
47 |
3 |
16 |
66 |
302 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
0 |
3 |
5 |
50 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
214 |
5 |
12 |
30 |
771 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
1 |
3 |
12 |
423 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
72 |
0 |
3 |
12 |
445 |
| Mortgage Market Design* |
1 |
4 |
7 |
66 |
2 |
16 |
38 |
421 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
0 |
0 |
2 |
403 |
3 |
20 |
47 |
1,252 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
6 |
21 |
67 |
2,211 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
214 |
1 |
3 |
20 |
686 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
0 |
1 |
15 |
1 |
2 |
18 |
72 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
108 |
1 |
6 |
17 |
425 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
0 |
4 |
28 |
436 |
6 |
25 |
120 |
1,456 |
| Predicting asset prices |
0 |
0 |
0 |
3 |
0 |
5 |
15 |
24 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
0 |
1 |
5 |
0 |
2 |
13 |
42 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
101 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
1 |
2 |
80 |
2 |
7 |
31 |
507 |
| Smart Money, Noise Trading and Stock Price Behaviour |
2 |
2 |
4 |
839 |
5 |
9 |
38 |
2,135 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
925 |
1 |
2 |
18 |
2,374 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
1 |
4 |
37 |
1 |
7 |
30 |
231 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
10 |
1 |
2 |
8 |
65 |
| Stock returns and the term structure |
0 |
0 |
2 |
608 |
4 |
16 |
45 |
1,577 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
0 |
0 |
187 |
2 |
6 |
14 |
672 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
0 |
14 |
3 |
5 |
20 |
74 |
| Sustainability in a Risky World |
0 |
0 |
6 |
6 |
0 |
5 |
33 |
33 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
19 |
57 |
124 |
707 |
38 |
129 |
301 |
1,907 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
0 |
3 |
0 |
2 |
3 |
24 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
4 |
11 |
1,853 |
6 |
21 |
64 |
5,371 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
0 |
3 |
12 |
222 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
26 |
2 |
2 |
15 |
152 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
6 |
158 |
1 |
10 |
32 |
653 |
| The New Palgrave Dictionary of Money and Finance |
0 |
0 |
4 |
1,402 |
0 |
2 |
15 |
4,285 |
| The Squam Lake Report: Fixing the Financial System |
0 |
2 |
3 |
196 |
0 |
6 |
26 |
823 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
1 |
3 |
4 |
1 |
6 |
26 |
31 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
0 |
134 |
1 |
3 |
14 |
400 |
| The dollar and real interest rates |
0 |
0 |
1 |
61 |
0 |
3 |
10 |
378 |
| The response of consumption to income: A cross-country investigation |
2 |
4 |
7 |
693 |
5 |
15 |
52 |
1,379 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
0 |
40 |
1 |
3 |
11 |
202 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
1 |
1 |
1,685 |
5 |
13 |
32 |
5,603 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
0 |
12 |
1 |
3 |
13 |
41 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
0 |
4 |
16 |
303 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
1 |
113 |
0 |
10 |
29 |
499 |
| Understanding Risk and Return |
0 |
0 |
2 |
1,453 |
3 |
14 |
38 |
4,477 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
0 |
3 |
17 |
298 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
4 |
0 |
8 |
16 |
37 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
0 |
13 |
0 |
4 |
12 |
57 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
1 |
5 |
777 |
2 |
14 |
37 |
1,861 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
1 |
155 |
0 |
0 |
8 |
518 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
9 |
0 |
3 |
22 |
62 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
4 |
593 |
4 |
7 |
38 |
2,081 |
| Why is Consumption So Smooth? |
2 |
2 |
3 |
626 |
6 |
11 |
33 |
1,523 |
| Why long horizons? A study of power against persistent alternatives |
0 |
0 |
0 |
123 |
1 |
3 |
26 |
372 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
3 |
20 |
2,105 |
9 |
26 |
99 |
5,088 |
| Total Journal Articles |
52 |
165 |
493 |
38,008 |
281 |
1,148 |
3,809 |
120,587 |
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