| 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 |
0 |
1 |
312 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
126 |
| A Model of Mortgage Default |
0 |
0 |
3 |
3 |
0 |
1 |
8 |
11 |
| A Model of Mortgage Default |
0 |
0 |
1 |
174 |
1 |
1 |
4 |
386 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
1,550 |
0 |
1 |
4 |
4,414 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
0 |
0 |
3 |
187 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
418 |
1 |
2 |
4 |
1,287 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
779 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
1 |
474 |
0 |
1 |
2 |
2,145 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
0 |
1 |
801 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
0 |
0 |
0 |
720 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
146 |
| A Variance Decomposition for Stock Returns |
0 |
2 |
5 |
119 |
0 |
4 |
10 |
454 |
| A Variance Decomposition for Stock Returns |
0 |
2 |
4 |
1,825 |
1 |
4 |
16 |
4,889 |
| A model of mortgage default |
0 |
0 |
0 |
96 |
1 |
2 |
4 |
346 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
365 |
| An Intertemporal CAPM with Stochastic Volatility |
1 |
1 |
1 |
70 |
3 |
4 |
11 |
132 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
2 |
5 |
381 |
| An Intertemporal CAPM with stochastic volatility |
0 |
1 |
1 |
13 |
0 |
2 |
3 |
144 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
26 |
2 |
2 |
3 |
235 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
342 |
0 |
1 |
3 |
911 |
| Asset Prices, Consumption, and the Business Cycle |
0 |
0 |
0 |
2,186 |
1 |
5 |
10 |
3,784 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
0 |
0 |
8 |
155 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
0 |
1 |
1 |
1,254 |
| Asset Pricing at the Millennium |
0 |
0 |
1 |
715 |
0 |
0 |
2 |
1,717 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
816 |
0 |
1 |
9 |
2,107 |
| Bad Beta, Good Beta |
0 |
1 |
1 |
120 |
0 |
3 |
8 |
495 |
| Bad Beta, Good Beta |
0 |
0 |
2 |
33 |
0 |
3 |
8 |
293 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
332 |
1 |
2 |
5 |
1,048 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
1 |
202 |
0 |
0 |
5 |
701 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
1 |
2 |
3 |
79 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
3 |
5 |
147 |
3 |
7 |
14 |
689 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
6 |
659 |
0 |
4 |
17 |
1,806 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
2 |
1,983 |
0 |
3 |
11 |
5,273 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
1,236 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
2 |
170 |
1 |
2 |
6 |
770 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
0 |
0 |
2 |
759 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
1 |
3 |
6 |
706 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
351 |
0 |
0 |
0 |
1,451 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
0 |
1 |
3 |
244 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
1 |
1 |
174 |
0 |
2 |
2 |
932 |
| Cointegration and Tests of Present Value Models |
2 |
2 |
3 |
606 |
4 |
4 |
6 |
1,555 |
| Cointegration and Tests of Present Value Models |
1 |
1 |
2 |
858 |
2 |
2 |
3 |
2,303 |
| Cointegration and Tests of Present Value Models |
1 |
2 |
9 |
128 |
2 |
4 |
17 |
539 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
2 |
2 |
2 |
209 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
1,754 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
164 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
1 |
554 |
1 |
1 |
4 |
1,312 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
462 |
0 |
1 |
4 |
1,499 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
794 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
2 |
7 |
24 |
2,053 |
11 |
49 |
122 |
4,859 |
| Consumption-Based Asset Pricing |
0 |
2 |
7 |
856 |
1 |
5 |
19 |
1,589 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
19 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
2 |
14 |
0 |
0 |
5 |
21 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
3 |
17 |
2 |
2 |
14 |
25 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
0 |
1 |
9 |
2,574 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
2 |
4 |
1,283 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
95 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
153 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
1 |
334 |
0 |
1 |
2 |
813 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
55 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
89 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
104 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
67 |
2 |
2 |
7 |
472 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
190 |
3 |
3 |
13 |
635 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
28 |
1 |
1 |
3 |
245 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
1 |
1 |
1 |
141 |
1 |
1 |
4 |
509 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
123 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
1 |
1 |
3 |
490 |
| Economic Budgeting for Endowment-Dependent Universities |
2 |
2 |
4 |
4 |
5 |
6 |
17 |
17 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
1,089 |
1 |
1 |
2 |
2,487 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
0 |
1 |
3 |
909 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
236 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
0 |
1 |
2 |
466 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
228 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
214 |
0 |
0 |
0 |
848 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
122 |
0 |
1 |
3 |
528 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
0 |
2 |
3 |
1,250 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
2 |
64 |
0 |
1 |
8 |
256 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
809 |
0 |
0 |
2 |
2,320 |
| Estimating the Equity Premium |
0 |
1 |
1 |
18 |
0 |
3 |
5 |
85 |
| Estimating the Equity Premium |
0 |
1 |
2 |
306 |
1 |
2 |
12 |
569 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
1 |
1 |
51 |
1 |
3 |
6 |
373 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
0 |
0 |
0 |
2,411 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
64 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
67 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
196 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
1 |
1 |
3 |
572 |
| Forced Sales and House Prices |
0 |
0 |
1 |
184 |
3 |
4 |
14 |
729 |
| Forced Sales and House Prices |
0 |
0 |
0 |
45 |
1 |
1 |
2 |
294 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
1 |
5 |
492 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
65 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
298 |
0 |
1 |
16 |
887 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
1 |
2 |
4 |
944 |
2 |
5 |
12 |
3,538 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
112 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
1 |
48 |
1 |
3 |
12 |
209 |
| Global Currency Hedging |
0 |
0 |
1 |
19 |
0 |
0 |
4 |
143 |
| Global Currency Hedging |
0 |
0 |
0 |
317 |
0 |
1 |
3 |
1,058 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
1 |
2 |
235 |
0 |
2 |
4 |
798 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
230 |
1 |
3 |
7 |
884 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
27 |
0 |
0 |
3 |
147 |
| Hard Times |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
365 |
| Hard Times |
0 |
0 |
0 |
23 |
2 |
3 |
7 |
160 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
2 |
6 |
13 |
404 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
1,121 |
0 |
1 |
9 |
3,220 |
| Household Finance |
0 |
1 |
5 |
87 |
2 |
7 |
19 |
506 |
| Household Finance |
1 |
2 |
4 |
504 |
3 |
10 |
51 |
2,412 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
494 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
645 |
0 |
0 |
1 |
1,971 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
275 |
1 |
1 |
4 |
934 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
129 |
0 |
1 |
2 |
559 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
410 |
0 |
0 |
3 |
1,247 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
26 |
0 |
1 |
3 |
224 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
113 |
1 |
1 |
4 |
461 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
371 |
0 |
1 |
3 |
1,082 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
406 |
0 |
1 |
3 |
1,040 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
0 |
0 |
221 |
0 |
1 |
3 |
852 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
503 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
1 |
1 |
3 |
87 |
1 |
4 |
19 |
366 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
163 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
155 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
155 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
1 |
2 |
9 |
1,160 |
| Idiosyncratic Equity Risk Two Decades Later |
1 |
2 |
3 |
26 |
1 |
3 |
7 |
45 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
0 |
1 |
2 |
699 |
| In Search of Distress Risk |
0 |
0 |
0 |
222 |
0 |
1 |
2 |
814 |
| In Search of Distress Risk |
0 |
0 |
5 |
82 |
1 |
4 |
14 |
404 |
| In search of distress risk |
0 |
0 |
1 |
265 |
0 |
1 |
8 |
958 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
25 |
2 |
2 |
8 |
142 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
161 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
2 |
18 |
0 |
2 |
8 |
216 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
2 |
165 |
1 |
2 |
12 |
605 |
| Inflation Illusion and Stock Prices |
1 |
2 |
2 |
671 |
4 |
5 |
9 |
1,712 |
| Inflation Illusion and Stock Prices |
0 |
1 |
2 |
48 |
2 |
4 |
11 |
194 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
407 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
0 |
32 |
0 |
2 |
7 |
141 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
3 |
2,011 |
0 |
2 |
11 |
10,854 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
2,073 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
1 |
118 |
1 |
1 |
3 |
308 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
1 |
1 |
1 |
1,497 |
1 |
7 |
7 |
3,076 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
53 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
336 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
150 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
76 |
| International Comparative Household Finance |
0 |
0 |
2 |
140 |
0 |
1 |
8 |
400 |
| International Comparative Household Finance |
0 |
0 |
1 |
59 |
2 |
2 |
3 |
239 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
0 |
0 |
0 |
604 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
70 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
1 |
1 |
1 |
1,092 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
87 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
0 |
0 |
1 |
823 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
1 |
310 |
0 |
0 |
1 |
1,096 |
| Intertemporal Asset Pricing Without Consumption Data |
1 |
2 |
3 |
67 |
1 |
3 |
6 |
323 |
| Investing Retirement Wealth: A Life-Cycle Model |
1 |
1 |
3 |
520 |
2 |
2 |
9 |
1,689 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
0 |
540 |
2 |
3 |
4 |
1,820 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
1 |
1 |
13 |
0 |
1 |
4 |
89 |
| Is Consumption Too Smooth? |
0 |
0 |
0 |
169 |
0 |
0 |
1 |
422 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
2 |
49 |
1 |
1 |
4 |
148 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
2 |
162 |
1 |
1 |
6 |
454 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
296 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
88 |
| Measuring the Financial Sophistication of Households |
1 |
1 |
4 |
322 |
3 |
7 |
21 |
1,410 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
40 |
| Measuring the Persistence of Expected Returns |
0 |
1 |
1 |
116 |
0 |
1 |
2 |
295 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
461 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
0 |
3 |
104 |
4 |
5 |
12 |
264 |
| Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
56 |
| Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
272 |
| Mortgage Market Design |
0 |
0 |
1 |
64 |
1 |
1 |
2 |
241 |
| Mortgage Market Design |
0 |
0 |
0 |
14 |
1 |
3 |
3 |
151 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
2 |
4 |
125 |
1 |
9 |
22 |
406 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
0 |
794 |
0 |
2 |
4 |
2,050 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
342 |
| Permanent Income, Current Income, and Consumption |
2 |
2 |
4 |
104 |
2 |
2 |
9 |
370 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
1 |
841 |
2 |
2 |
25 |
1,847 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
164 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
507 |
0 |
1 |
5 |
2,063 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
1 |
1 |
5 |
1,651 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
1 |
1 |
5 |
2,908 |
1 |
3 |
14 |
6,181 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
0 |
1 |
4 |
316 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
85 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
186 |
2 |
3 |
6 |
550 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
130 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
0 |
5 |
16 |
189 |
5 |
23 |
60 |
537 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
0 |
0 |
8 |
126 |
0 |
3 |
16 |
504 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
0 |
276 |
1 |
3 |
17 |
817 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
3 |
615 |
0 |
0 |
15 |
1,417 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
184 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
1 |
1 |
57 |
1 |
2 |
4 |
195 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
0 |
1 |
15 |
0 |
1 |
4 |
151 |
| Rethinking Mortgage Design |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
50 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
1,224 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
2 |
4 |
14 |
2,309 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
2 |
813 |
0 |
0 |
6 |
2,437 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
4 |
90 |
1 |
2 |
14 |
319 |
| Some Lessons from the Yield Curve |
0 |
0 |
1 |
2,278 |
1 |
1 |
4 |
5,988 |
| Some Lessons from the Yield Curve |
0 |
1 |
1 |
23 |
1 |
2 |
6 |
106 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
1,259 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
32 |
0 |
1 |
3 |
237 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
0 |
3 |
2,438 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
2 |
33 |
1 |
1 |
6 |
112 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
710 |
1 |
2 |
3 |
1,581 |
| Stock Prices, Earnings and Expected Dividends |
1 |
1 |
2 |
2,074 |
1 |
3 |
27 |
5,996 |
| Stock Prices, Earnings and Expected Dividends |
0 |
1 |
17 |
924 |
4 |
11 |
96 |
3,314 |
| Stock Prices, Earnings, and Expected Dividends |
2 |
2 |
6 |
140 |
4 |
9 |
19 |
597 |
| Stock Returns and the Term Structure |
0 |
1 |
1 |
99 |
2 |
7 |
8 |
404 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
1 |
1 |
8 |
1,777 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
1 |
1 |
2 |
600 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
21 |
1 |
1 |
3 |
121 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
0 |
0 |
1,634 |
| Structuring Mortgages for Macroeconomic Stability |
1 |
1 |
2 |
32 |
1 |
1 |
5 |
71 |
| Sustainability in a Risky World |
0 |
2 |
2 |
4 |
0 |
2 |
3 |
25 |
| Sustainability in a Risky World |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
69 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
0 |
6 |
2 |
2 |
2 |
42 |
| The Cross-Section of Household Preferences |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
13 |
| The Cross-Section of Household Preferences |
0 |
0 |
0 |
12 |
1 |
4 |
7 |
63 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
1 |
2 |
323 |
0 |
1 |
3 |
1,246 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
3 |
4 |
1,828 |
0 |
6 |
13 |
6,569 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
4 |
626 |
2 |
10 |
32 |
1,665 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
185 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
1 |
2 |
5 |
925 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
5 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
0 |
0 |
1 |
710 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
33 |
3 |
4 |
6 |
173 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
1 |
100 |
0 |
0 |
3 |
420 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
1 |
1 |
1 |
63 |
1 |
2 |
3 |
332 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
0 |
0 |
1 |
568 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
75 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
554 |
1 |
1 |
14 |
1,283 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
282 |
1 |
1 |
2 |
849 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
82 |
2 |
4 |
7 |
416 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
1 |
1 |
1,002 |
1 |
2 |
15 |
3,102 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
596 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
3 |
418 |
0 |
1 |
3 |
980 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
0 |
3 |
7 |
687 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
82 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
6 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
1 |
2 |
2 |
1,595 |
| Understanding Risk and Return |
0 |
0 |
0 |
1,303 |
1 |
1 |
5 |
4,060 |
| Understanding Risk and Return |
0 |
1 |
2 |
44 |
0 |
2 |
7 |
235 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
2 |
6 |
10 |
1,066 |
3 |
10 |
33 |
3,412 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
1 |
1 |
6 |
1,483 |
5 |
8 |
24 |
3,949 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
1 |
1 |
5 |
96 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
1 |
3 |
76 |
36 |
38 |
45 |
204 |
| What Drives Booms and Busts in Value? |
0 |
1 |
1 |
22 |
0 |
3 |
10 |
29 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
2 |
3 |
5 |
1,470 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
1 |
2 |
7 |
81 |
3 |
4 |
15 |
341 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
1 |
803 |
0 |
0 |
6 |
2,065 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
181 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
429 |
1 |
1 |
9 |
1,251 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
0 |
0 |
4 |
67 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
7 |
0 |
1 |
3 |
33 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
0 |
0 |
7 |
2,375 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
1 |
4 |
12 |
1,197 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
1 |
490 |
2 |
5 |
18 |
2,674 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
32 |
0 |
1 |
4 |
157 |
| Why Is Consumption So Smooth? |
0 |
0 |
2 |
68 |
0 |
0 |
5 |
238 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
0 |
0 |
2 |
857 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
121 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
1 |
8 |
1,020 |
3 |
11 |
36 |
2,802 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
0 |
5 |
77 |
2 |
5 |
19 |
322 |
| Total Working Papers |
34 |
95 |
333 |
73,938 |
242 |
587 |
1,896 |
250,332 |
| 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" |
0 |
2 |
2 |
203 |
0 |
2 |
2 |
513 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
1 |
86 |
0 |
0 |
3 |
308 |
| A Model of Mortgage Default |
3 |
3 |
6 |
45 |
7 |
11 |
38 |
219 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2,578 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
4 |
177 |
2 |
2 |
8 |
718 |
| A Variance Decomposition for Stock Returns |
2 |
5 |
15 |
2,180 |
4 |
8 |
34 |
5,964 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
1 |
1 |
3 |
112 |
2 |
2 |
6 |
345 |
| A multivariate model of strategic asset allocation |
1 |
1 |
4 |
803 |
1 |
2 |
12 |
2,041 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
118 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
1 |
1 |
164 |
| An intertemporal CAPM with stochastic volatility |
0 |
0 |
0 |
55 |
0 |
2 |
7 |
295 |
| Are Output Fluctuations Transitory? |
0 |
1 |
5 |
367 |
2 |
6 |
13 |
1,146 |
| Asset Pricing at the Millennium |
1 |
1 |
6 |
237 |
4 |
4 |
21 |
699 |
| Bad Beta, Good Beta |
0 |
0 |
6 |
1,159 |
1 |
7 |
35 |
3,186 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
3 |
174 |
1 |
2 |
8 |
612 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
0 |
2 |
263 |
0 |
0 |
6 |
1,214 |
| Cointegration and Tests of Present Value Models |
3 |
8 |
29 |
2,144 |
7 |
24 |
88 |
6,223 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
128 |
| Consumer Financial Protection |
0 |
2 |
3 |
106 |
0 |
6 |
11 |
448 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
1 |
2 |
4 |
799 |
3 |
5 |
16 |
1,733 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
86 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
3 |
610 |
1 |
2 |
13 |
1,593 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
3 |
3 |
8 |
463 |
7 |
9 |
30 |
1,701 |
| Editors' introduction |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
80 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
0 |
0 |
5 |
1,428 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
625 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
0 |
4 |
60 |
0 |
0 |
21 |
243 |
| Equity Volatility and Corporate Bond Yields |
0 |
2 |
10 |
370 |
1 |
7 |
27 |
1,375 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
1 |
3 |
8 |
845 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
1 |
14 |
196 |
1 |
10 |
41 |
845 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
49 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
3 |
17 |
879 |
7 |
18 |
79 |
2,394 |
| Forced Sales and House Prices |
0 |
0 |
2 |
142 |
2 |
2 |
11 |
739 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
0 |
0 |
1 |
636 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
2 |
5 |
185 |
3 |
8 |
20 |
854 |
| Global Currency Hedging |
0 |
1 |
2 |
155 |
0 |
2 |
9 |
623 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
2 |
2 |
3 |
103 |
2 |
4 |
15 |
527 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
0 |
1 |
6 |
324 |
| Hard Times |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
82 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
7 |
291 |
2 |
5 |
24 |
1,165 |
| Household Finance |
8 |
13 |
36 |
492 |
23 |
55 |
170 |
2,370 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
2 |
8 |
560 |
6 |
7 |
27 |
2,064 |
| How do house prices affect consumption? Evidence from micro data |
0 |
3 |
27 |
1,283 |
4 |
16 |
104 |
3,782 |
| Idiosyncratic Equity Risk Two Decades Later |
1 |
3 |
6 |
7 |
4 |
7 |
15 |
22 |
| In Search of Distress Risk |
0 |
7 |
17 |
381 |
2 |
17 |
59 |
1,345 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
6 |
45 |
1 |
4 |
19 |
195 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
0 |
2 |
10 |
1,105 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
2 |
4 |
6 |
1,560 |
2 |
7 |
21 |
2,601 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
74 |
1 |
1 |
3 |
276 |
| International Comparative Household Finance |
0 |
2 |
3 |
48 |
1 |
5 |
18 |
346 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
118 |
0 |
0 |
2 |
379 |
| Interpreting cointegrated models |
0 |
1 |
1 |
145 |
0 |
2 |
10 |
472 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
3 |
10 |
1,410 |
3 |
9 |
30 |
3,050 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
1 |
178 |
1 |
2 |
8 |
404 |
| Macroeconomic Drivers of Bond and Equity Risks |
3 |
6 |
13 |
38 |
5 |
12 |
43 |
222 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
45 |
| Measuring the Financial Sophistication of Households |
0 |
2 |
3 |
212 |
3 |
5 |
13 |
741 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
0 |
0 |
2 |
411 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
433 |
| Mortgage Market Design* |
0 |
0 |
1 |
58 |
1 |
1 |
7 |
377 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
1 |
1 |
10 |
399 |
2 |
6 |
27 |
1,198 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
6 |
14 |
58 |
2,133 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
1 |
214 |
1 |
1 |
3 |
666 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
0 |
3 |
14 |
1 |
2 |
8 |
53 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
3 |
108 |
0 |
2 |
6 |
408 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
8 |
19 |
75 |
399 |
14 |
56 |
197 |
1,302 |
| Predicting asset prices |
0 |
0 |
1 |
3 |
0 |
2 |
3 |
9 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
29 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
93 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
2 |
78 |
1 |
3 |
11 |
472 |
| Smart Money, Noise Trading and Stock Price Behaviour |
1 |
4 |
8 |
834 |
4 |
8 |
30 |
2,088 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
925 |
0 |
2 |
6 |
2,356 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
33 |
1 |
3 |
10 |
200 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
3 |
10 |
1 |
1 |
5 |
57 |
| Stock returns and the term structure |
0 |
0 |
9 |
606 |
2 |
4 |
21 |
1,528 |
| Strategic asset allocation in a continuous-time VAR model |
2 |
2 |
4 |
187 |
2 |
2 |
8 |
657 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
1 |
5 |
14 |
0 |
4 |
13 |
52 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
2 |
7 |
62 |
568 |
5 |
19 |
154 |
1,562 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
20 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
6 |
12 |
1,839 |
2 |
17 |
51 |
5,299 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
1 |
24 |
0 |
2 |
4 |
210 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
137 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
3 |
3 |
8 |
148 |
5 |
7 |
30 |
612 |
| The New Palgrave Dictionary of Money and Finance |
1 |
2 |
4 |
1,395 |
3 |
5 |
16 |
4,265 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
0 |
192 |
1 |
3 |
4 |
794 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
2 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
1 |
1 |
3 |
134 |
1 |
3 |
7 |
386 |
| The dollar and real interest rates |
0 |
0 |
2 |
60 |
0 |
1 |
5 |
368 |
| The response of consumption to income: A cross-country investigation |
0 |
0 |
7 |
684 |
2 |
4 |
22 |
1,322 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
1 |
1 |
40 |
0 |
1 |
2 |
190 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
2 |
1,684 |
1 |
6 |
19 |
5,567 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
1 |
12 |
1 |
1 |
2 |
27 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
1 |
1 |
5 |
286 |
| Understanding Inflation-Indexed Bond Markets |
1 |
2 |
4 |
112 |
1 |
2 |
8 |
468 |
| Understanding Risk and Return |
0 |
4 |
8 |
1,449 |
0 |
6 |
29 |
4,432 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
0 |
3 |
7 |
281 |
| Viewpoint: Estimating the equity premium |
0 |
1 |
2 |
4 |
0 |
2 |
4 |
17 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
0 |
12 |
2 |
2 |
5 |
43 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
1 |
1 |
6 |
771 |
4 |
6 |
20 |
1,818 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
1 |
154 |
0 |
1 |
2 |
510 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
2 |
8 |
0 |
2 |
9 |
37 |
| Who Should Buy Long-Term Bonds? |
2 |
2 |
5 |
587 |
2 |
7 |
22 |
2,034 |
| Why is Consumption So Smooth? |
0 |
0 |
8 |
621 |
1 |
5 |
21 |
1,488 |
| Why long horizons? A study of power against persistent alternatives |
1 |
1 |
1 |
122 |
1 |
2 |
2 |
343 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
3 |
17 |
2,080 |
2 |
12 |
51 |
4,981 |
| Total Journal Articles |
58 |
147 |
589 |
37,402 |
192 |
543 |
2,109 |
116,306 |
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