| 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 |
5 |
11 |
323 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
12 |
1 |
3 |
8 |
134 |
| A Model of Mortgage Default |
0 |
0 |
0 |
174 |
0 |
12 |
25 |
411 |
| A Model of Mortgage Default |
0 |
0 |
2 |
5 |
2 |
5 |
14 |
25 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
2 |
13 |
23 |
4,437 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
0 |
4 |
17 |
1,305 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
0 |
4 |
7 |
194 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
789 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
0 |
7 |
13 |
2,158 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
3 |
7 |
808 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
0 |
4 |
14 |
160 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
0 |
20 |
30 |
750 |
| A Variance Decomposition for Stock Returns |
0 |
2 |
3 |
122 |
1 |
8 |
21 |
475 |
| A Variance Decomposition for Stock Returns |
0 |
2 |
4 |
1,829 |
8 |
23 |
38 |
4,927 |
| A model of mortgage default |
0 |
0 |
0 |
97 |
1 |
17 |
32 |
381 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
0 |
6 |
11 |
377 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
1 |
5 |
8 |
389 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
70 |
1 |
5 |
11 |
143 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
0 |
13 |
1 |
8 |
12 |
156 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
26 |
1 |
13 |
21 |
256 |
| Are Output Fluctuations Transitory? |
0 |
0 |
1 |
343 |
1 |
6 |
13 |
924 |
| Asset Prices, Consumption, and the Business Cycle |
1 |
1 |
2 |
2,188 |
3 |
25 |
32 |
3,816 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
1 |
4 |
15 |
170 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
3 |
8 |
20 |
1,275 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
715 |
3 |
9 |
16 |
1,734 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
120 |
1 |
8 |
15 |
510 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
33 |
0 |
4 |
12 |
305 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
817 |
2 |
8 |
23 |
2,130 |
| Bad Beta, Good Beta |
0 |
0 |
2 |
334 |
2 |
5 |
15 |
1,063 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
0 |
5 |
8 |
87 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
202 |
1 |
4 |
9 |
711 |
| Bond-Stock Comovements |
0 |
0 |
27 |
27 |
2 |
13 |
32 |
32 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
1 |
661 |
3 |
17 |
34 |
1,842 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
2 |
1,986 |
5 |
14 |
33 |
5,307 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
148 |
1 |
2 |
18 |
707 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
2 |
9 |
27 |
1,263 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
1 |
2 |
9 |
781 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
2 |
11 |
17 |
776 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
2 |
16 |
53 |
759 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
1 |
2 |
353 |
1 |
9 |
16 |
1,467 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
1 |
5 |
15 |
259 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
174 |
8 |
16 |
19 |
951 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
606 |
2 |
5 |
12 |
1,568 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
858 |
1 |
8 |
14 |
2,318 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
2 |
130 |
3 |
9 |
31 |
570 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
0 |
5 |
6 |
215 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
1 |
6 |
12 |
1,766 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
1 |
8 |
15 |
179 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
1 |
6 |
11 |
1,323 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
462 |
0 |
4 |
10 |
1,509 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
800 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
1 |
3 |
18 |
2,072 |
3 |
32 |
148 |
5,027 |
| Consumption-Based Asset Pricing |
0 |
2 |
9 |
865 |
3 |
8 |
17 |
1,606 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
4 |
21 |
4 |
8 |
17 |
43 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
1 |
15 |
1 |
4 |
12 |
33 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
2 |
4 |
1 |
2 |
7 |
27 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
1 |
6 |
8 |
1,291 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
1 |
11 |
14 |
2,589 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
33 |
0 |
7 |
10 |
163 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
12 |
1 |
9 |
17 |
112 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
1 |
3 |
337 |
0 |
4 |
14 |
827 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
64 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
9 |
18 |
122 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
100 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
67 |
0 |
13 |
25 |
497 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
2 |
9 |
18 |
263 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
141 |
2 |
7 |
17 |
526 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
191 |
2 |
4 |
31 |
671 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
4 |
53 |
118 |
242 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
1 |
10 |
17 |
507 |
| Economic Budgeting for Endowment-Dependent Universities |
0 |
0 |
1 |
5 |
1 |
7 |
21 |
40 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
2 |
6 |
15 |
925 |
| Efficient Tests of Stock Return Predictability |
1 |
1 |
1 |
1,090 |
2 |
18 |
28 |
2,515 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
61 |
0 |
5 |
14 |
250 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
215 |
1 |
6 |
11 |
859 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
135 |
3 |
7 |
9 |
475 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
1 |
4 |
232 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
1 |
123 |
0 |
13 |
21 |
549 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
1 |
12 |
17 |
1,267 |
| Equity Volatility and Corporate Bond Yields |
0 |
1 |
1 |
810 |
4 |
7 |
13 |
2,334 |
| Equity Volatility and Corporate Bond Yields |
0 |
1 |
1 |
65 |
1 |
6 |
12 |
268 |
| Estimating the Equity Premium |
0 |
0 |
0 |
18 |
1 |
3 |
4 |
89 |
| Estimating the Equity Premium |
0 |
0 |
0 |
306 |
0 |
3 |
10 |
579 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
2 |
11 |
18 |
2,431 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
52 |
0 |
5 |
12 |
385 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
2 |
7 |
15 |
81 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
71 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
0 |
7 |
14 |
586 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
29 |
0 |
7 |
12 |
209 |
| Forced Sales and House Prices |
0 |
0 |
1 |
46 |
3 |
60 |
102 |
397 |
| Forced Sales and House Prices |
0 |
0 |
0 |
184 |
2 |
7 |
13 |
742 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
6 |
10 |
75 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
4 |
4 |
496 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
2 |
300 |
1 |
4 |
11 |
898 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
944 |
2 |
3 |
10 |
3,548 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
2 |
6 |
10 |
123 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
48 |
1 |
4 |
13 |
222 |
| Global Currency Hedging |
1 |
2 |
4 |
321 |
3 |
14 |
19 |
1,077 |
| Global Currency Hedging |
0 |
1 |
1 |
20 |
2 |
14 |
17 |
160 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
2 |
2 |
6 |
805 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
28 |
3 |
7 |
10 |
158 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
1 |
1 |
3 |
233 |
2 |
16 |
29 |
914 |
| Hard Times |
0 |
0 |
0 |
78 |
1 |
6 |
12 |
377 |
| Hard Times |
0 |
0 |
0 |
23 |
0 |
2 |
11 |
171 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
1 |
7 |
11 |
415 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
1 |
1,122 |
4 |
22 |
36 |
3,257 |
| Household Finance |
0 |
1 |
5 |
92 |
5 |
21 |
47 |
556 |
| Household Finance |
2 |
4 |
10 |
514 |
12 |
43 |
88 |
2,503 |
| Household Finance in Retrospect and Prospect |
0 |
5 |
5 |
5 |
4 |
15 |
15 |
15 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
1 |
5 |
9 |
503 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
1 |
1 |
276 |
4 |
13 |
20 |
954 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
2 |
412 |
2 |
7 |
20 |
1,267 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
26 |
4 |
22 |
34 |
258 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
1 |
2 |
647 |
2 |
29 |
41 |
2,013 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
130 |
2 |
7 |
18 |
577 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
113 |
0 |
2 |
2 |
463 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
0 |
371 |
2 |
9 |
14 |
1,096 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
407 |
1 |
3 |
8 |
1,049 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
0 |
1 |
222 |
4 |
11 |
14 |
867 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
1 |
2 |
89 |
1 |
8 |
19 |
388 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
1 |
5 |
9 |
512 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
0 |
6 |
10 |
173 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
38 |
0 |
5 |
11 |
166 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
0 |
6 |
8 |
163 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
0 |
42 |
51 |
1,211 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
2 |
4 |
30 |
3 |
9 |
23 |
70 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
2 |
13 |
19 |
718 |
| In Search of Distress Risk |
1 |
1 |
3 |
225 |
8 |
19 |
34 |
849 |
| In Search of Distress Risk |
1 |
2 |
11 |
93 |
10 |
19 |
45 |
449 |
| In search of distress risk |
0 |
1 |
1 |
266 |
7 |
24 |
50 |
1,009 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
1 |
2 |
21 |
0 |
7 |
12 |
173 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
2 |
27 |
2 |
11 |
22 |
164 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
2 |
11 |
23 |
628 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
1 |
4 |
22 |
0 |
9 |
19 |
235 |
| Inflation Illusion and Stock Prices |
0 |
0 |
1 |
672 |
5 |
8 |
17 |
1,729 |
| Inflation Illusion and Stock Prices |
0 |
0 |
1 |
49 |
0 |
1 |
4 |
199 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
415 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
0 |
32 |
1 |
2 |
6 |
147 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
1 |
1 |
3 |
2,014 |
3 |
6 |
15 |
10,869 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
2,079 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
119 |
0 |
43 |
99 |
408 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
1,497 |
1 |
3 |
8 |
3,084 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
1 |
8 |
10 |
160 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
2 |
8 |
9 |
345 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
0 |
3 |
3 |
56 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
0 |
6 |
11 |
87 |
| International Comparative Household Finance |
0 |
0 |
0 |
59 |
3 |
7 |
14 |
254 |
| International Comparative Household Finance |
0 |
0 |
0 |
140 |
0 |
1 |
12 |
413 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
1 |
10 |
13 |
83 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
1 |
6 |
10 |
614 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
0 |
4 |
9 |
1,101 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
0 |
1 |
7 |
94 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
0 |
3 |
4 |
827 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
1 |
69 |
1 |
2 |
6 |
331 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
0 |
310 |
0 |
5 |
11 |
1,107 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
0 |
1 |
521 |
5 |
28 |
37 |
1,727 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
1 |
541 |
2 |
4 |
10 |
1,830 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
0 |
13 |
0 |
5 |
6 |
95 |
| Is Consumption Too Smooth? |
0 |
0 |
1 |
170 |
1 |
7 |
12 |
434 |
| Macroeconomic Drivers of Bond and Equity Risks |
1 |
1 |
1 |
163 |
3 |
18 |
23 |
477 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
4 |
10 |
29 |
178 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
59 |
3 |
5 |
10 |
306 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
102 |
| Measuring the Financial Sophistication of Households |
1 |
1 |
5 |
327 |
3 |
6 |
25 |
1,436 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
42 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
116 |
2 |
5 |
11 |
306 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
463 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
3 |
107 |
0 |
7 |
17 |
281 |
| Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
5 |
0 |
4 |
6 |
63 |
| Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week |
0 |
0 |
0 |
39 |
2 |
5 |
5 |
278 |
| Mortgage Market Design |
0 |
1 |
1 |
15 |
0 |
7 |
13 |
164 |
| Mortgage Market Design |
1 |
2 |
3 |
67 |
2 |
19 |
26 |
267 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
1 |
2 |
3 |
129 |
6 |
10 |
24 |
434 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
1 |
795 |
6 |
16 |
29 |
2,081 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
349 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
1 |
842 |
6 |
11 |
23 |
1,870 |
| Permanent Income, Current Income, and Consumption |
0 |
1 |
7 |
111 |
3 |
17 |
33 |
403 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
507 |
0 |
4 |
15 |
2,078 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
0 |
9 |
14 |
178 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
3 |
20 |
30 |
1,683 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
0 |
0 |
2,908 |
1 |
12 |
27 |
6,208 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
0 |
5 |
15 |
331 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
0 |
0 |
2 |
31 |
1 |
8 |
17 |
102 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
3 |
8 |
12 |
142 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
186 |
1 |
9 |
17 |
568 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
7 |
9 |
14 |
203 |
10 |
21 |
47 |
586 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
0 |
1 |
6 |
132 |
1 |
8 |
34 |
538 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
1 |
2 |
278 |
7 |
23 |
38 |
855 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
1 |
616 |
3 |
8 |
14 |
1,431 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
51 |
1 |
5 |
13 |
198 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
57 |
2 |
18 |
25 |
223 |
| Restoring rational choice: The challenge of consumer financial regulation |
1 |
1 |
2 |
17 |
3 |
8 |
22 |
173 |
| Rethinking Mortgage Design |
1 |
1 |
4 |
23 |
1 |
6 |
13 |
63 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
1 |
4 |
18 |
1,245 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
3 |
8 |
21 |
2,333 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
1 |
814 |
3 |
18 |
28 |
2,466 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
1 |
91 |
2 |
18 |
30 |
351 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
0 |
3 |
8 |
1,267 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
2,278 |
2 |
15 |
17 |
6,005 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
23 |
0 |
4 |
7 |
115 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
32 |
2 |
7 |
11 |
248 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
1 |
8 |
12 |
1,593 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
4 |
14 |
2,453 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
34 |
0 |
3 |
9 |
121 |
| Stock Prices, Earnings and Expected Dividends |
1 |
6 |
12 |
937 |
20 |
48 |
84 |
3,400 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
0 |
2,074 |
4 |
17 |
49 |
6,047 |
| Stock Prices, Earnings, and Expected Dividends |
1 |
1 |
3 |
143 |
4 |
8 |
22 |
619 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
1 |
26 |
39 |
1,817 |
| Stock Returns and the Term Structure |
0 |
0 |
1 |
100 |
2 |
5 |
13 |
417 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
3 |
5 |
605 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
0 |
4 |
9 |
130 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
3 |
10 |
1,644 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
1 |
33 |
1 |
2 |
9 |
80 |
| Sustainability in a Risky World |
0 |
0 |
0 |
4 |
0 |
4 |
16 |
42 |
| Sustainability in a Risky World |
0 |
0 |
0 |
20 |
0 |
0 |
14 |
83 |
| Sustainability in a risky world |
0 |
1 |
5 |
5 |
1 |
7 |
13 |
13 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
0 |
5 |
10 |
13 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
0 |
6 |
0 |
2 |
6 |
48 |
| The Cross-Section of Household Preferences |
0 |
1 |
1 |
3 |
5 |
13 |
18 |
32 |
| The Cross-Section of Household Preferences |
0 |
0 |
2 |
14 |
5 |
6 |
15 |
79 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
0 |
5 |
8 |
1,254 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
1 |
4 |
630 |
6 |
13 |
35 |
1,700 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
1 |
7 |
1,835 |
6 |
15 |
37 |
6,607 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
2 |
9 |
15 |
940 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
2 |
4 |
8 |
193 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
2 |
1 |
13 |
20 |
28 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
2 |
13 |
21 |
731 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
3 |
38 |
3 |
11 |
23 |
199 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
0 |
100 |
0 |
2 |
4 |
424 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
63 |
0 |
6 |
15 |
347 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
1 |
4 |
10 |
578 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
8 |
0 |
7 |
13 |
88 |
| The Term Structure of the Risk-Return Tradeoff |
1 |
2 |
2 |
556 |
2 |
11 |
19 |
1,302 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
0 |
6 |
11 |
860 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
2 |
84 |
1 |
3 |
13 |
429 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
1,003 |
2 |
23 |
41 |
3,143 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
602 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
19 |
20 |
102 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
1 |
2 |
6 |
7 |
13 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
1 |
318 |
3 |
13 |
22 |
709 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
2 |
12 |
18 |
998 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
11 |
83 |
93 |
1,690 |
| Understanding Risk and Return |
0 |
1 |
1 |
1,304 |
0 |
3 |
10 |
4,071 |
| Understanding Risk and Return |
0 |
1 |
1 |
45 |
1 |
7 |
11 |
246 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
2 |
6 |
1,072 |
7 |
22 |
54 |
3,467 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
1 |
1 |
2 |
1,485 |
3 |
9 |
29 |
3,978 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
0 |
6 |
9 |
106 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
2 |
81 |
0 |
7 |
12 |
219 |
| What Drives Booms and Busts in Value? |
0 |
1 |
6 |
28 |
2 |
8 |
30 |
60 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
0 |
2 |
9 |
1,479 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
1 |
1 |
3 |
806 |
4 |
11 |
33 |
2,099 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
0 |
82 |
3 |
8 |
25 |
368 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
0 |
2 |
10 |
191 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
2 |
431 |
1 |
5 |
21 |
1,272 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
0 |
2 |
6 |
73 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
8 |
0 |
2 |
13 |
46 |
| Who Should Buy Long-Term Bonds? |
1 |
3 |
3 |
139 |
2 |
11 |
26 |
1,225 |
| Who Should Buy Long-Term Bonds? |
1 |
1 |
2 |
492 |
2 |
15 |
36 |
2,710 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
3 |
6 |
10 |
2,385 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
33 |
0 |
4 |
8 |
166 |
| Why Is Consumption So Smooth? |
0 |
0 |
2 |
70 |
1 |
7 |
16 |
254 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
0 |
9 |
18 |
875 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
17 |
0 |
6 |
9 |
130 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
3 |
5 |
12 |
89 |
5 |
17 |
35 |
357 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
1 |
8 |
1,028 |
0 |
9 |
31 |
2,835 |
| Total Working Papers |
34 |
96 |
335 |
74,291 |
473 |
2,528 |
5,117 |
255,599 |
| 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 |
0 |
0 |
203 |
0 |
4 |
7 |
520 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
86 |
1 |
5 |
12 |
320 |
| A Model of Mortgage Default |
0 |
0 |
1 |
47 |
2 |
8 |
19 |
240 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
2,586 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
1 |
2 |
7 |
725 |
| A Variance Decomposition for Stock Returns |
0 |
1 |
4 |
2,184 |
6 |
50 |
73 |
6,039 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
1 |
2 |
5 |
117 |
3 |
9 |
15 |
360 |
| A multivariate model of strategic asset allocation |
2 |
2 |
2 |
805 |
7 |
35 |
80 |
2,122 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
119 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
7 |
11 |
175 |
| An intertemporal CAPM with stochastic volatility |
0 |
0 |
3 |
58 |
4 |
8 |
22 |
317 |
| Are Output Fluctuations Transitory? |
1 |
1 |
3 |
370 |
2 |
7 |
24 |
1,171 |
| Asset Pricing at the Millennium |
0 |
1 |
6 |
243 |
2 |
6 |
24 |
723 |
| Bad Beta, Good Beta |
0 |
0 |
6 |
1,165 |
3 |
17 |
60 |
3,249 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
1 |
175 |
1 |
8 |
16 |
628 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
1 |
1 |
2 |
265 |
5 |
8 |
26 |
1,242 |
| Cointegration and Tests of Present Value Models |
0 |
2 |
18 |
2,163 |
5 |
55 |
112 |
6,340 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
132 |
| Consumer Financial Protection |
2 |
4 |
8 |
114 |
2 |
14 |
35 |
484 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
4 |
5 |
804 |
1 |
12 |
28 |
1,761 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
2 |
3 |
10 |
96 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
2 |
612 |
1 |
4 |
17 |
1,610 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
1 |
1 |
3 |
466 |
6 |
13 |
34 |
1,737 |
| Editors' introduction |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
80 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
2 |
10 |
28 |
1,456 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
1 |
7 |
10 |
635 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
1 |
2 |
6 |
66 |
5 |
12 |
28 |
272 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
3 |
373 |
6 |
40 |
53 |
1,430 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
1 |
1 |
247 |
4 |
8 |
18 |
863 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
1 |
2 |
9 |
205 |
5 |
22 |
51 |
898 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
53 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
4 |
883 |
13 |
32 |
92 |
2,492 |
| Forced Sales and House Prices |
0 |
0 |
0 |
142 |
0 |
6 |
16 |
755 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
1 |
6 |
9 |
645 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
3 |
18 |
36 |
890 |
| Global Currency Hedging |
0 |
4 |
5 |
160 |
2 |
13 |
19 |
642 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
1 |
1 |
104 |
1 |
9 |
14 |
542 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
3 |
6 |
10 |
336 |
| Hard Times |
0 |
0 |
0 |
5 |
0 |
5 |
9 |
91 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
292 |
5 |
20 |
53 |
1,218 |
| Household Finance |
3 |
10 |
29 |
521 |
18 |
67 |
168 |
2,542 |
| Household Risk Management and Optimal Mortgage Choice |
2 |
3 |
8 |
569 |
5 |
11 |
38 |
2,103 |
| How do house prices affect consumption? Evidence from micro data |
0 |
3 |
17 |
1,303 |
7 |
29 |
87 |
3,878 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
1 |
4 |
11 |
1 |
6 |
27 |
50 |
| In Search of Distress Risk |
8 |
24 |
47 |
428 |
32 |
104 |
200 |
1,547 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
2 |
3 |
6 |
52 |
7 |
14 |
28 |
224 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
1 |
8 |
18 |
1,124 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
0 |
0 |
5 |
1,568 |
0 |
2 |
19 |
2,624 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
1 |
75 |
0 |
7 |
16 |
292 |
| International Comparative Household Finance |
0 |
0 |
3 |
51 |
1 |
14 |
31 |
377 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
118 |
2 |
5 |
14 |
393 |
| Interpreting cointegrated models |
0 |
0 |
1 |
147 |
0 |
9 |
15 |
488 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
1 |
1 |
1,412 |
3 |
31 |
44 |
3,095 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
0 |
178 |
1 |
9 |
16 |
422 |
| Macroeconomic Drivers of Bond and Equity Risks |
1 |
2 |
9 |
47 |
4 |
19 |
65 |
290 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
1 |
3 |
3 |
48 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
2 |
214 |
2 |
11 |
20 |
761 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
2 |
8 |
11 |
422 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
72 |
0 |
5 |
9 |
442 |
| Mortgage Market Design* |
0 |
0 |
4 |
62 |
5 |
14 |
30 |
410 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
0 |
2 |
3 |
403 |
3 |
18 |
34 |
1,235 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
5 |
11 |
62 |
2,195 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
214 |
1 |
8 |
18 |
684 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
0 |
1 |
15 |
0 |
8 |
16 |
70 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
108 |
3 |
5 |
14 |
422 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
0 |
6 |
31 |
432 |
6 |
27 |
126 |
1,437 |
| Predicting asset prices |
0 |
0 |
0 |
3 |
1 |
8 |
11 |
20 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
0 |
1 |
5 |
0 |
5 |
11 |
40 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
100 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
1 |
2 |
2 |
80 |
2 |
18 |
28 |
502 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
3 |
837 |
0 |
8 |
36 |
2,126 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
925 |
1 |
6 |
17 |
2,373 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
1 |
2 |
4 |
37 |
4 |
10 |
28 |
228 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
63 |
| Stock returns and the term structure |
0 |
0 |
2 |
608 |
3 |
14 |
36 |
1,564 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
0 |
0 |
187 |
1 |
3 |
9 |
667 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
0 |
14 |
2 |
7 |
19 |
71 |
| Sustainability in a Risky World |
0 |
0 |
6 |
6 |
1 |
2 |
29 |
29 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
17 |
49 |
95 |
667 |
39 |
109 |
247 |
1,817 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
1 |
3 |
1 |
2 |
3 |
23 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
2 |
3 |
12 |
1,851 |
7 |
19 |
57 |
5,357 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
0 |
2 |
9 |
219 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
26 |
0 |
8 |
13 |
150 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
3 |
8 |
158 |
4 |
13 |
32 |
647 |
| The New Palgrave Dictionary of Money and Finance |
0 |
0 |
7 |
1,402 |
1 |
4 |
18 |
4,284 |
| The Squam Lake Report: Fixing the Financial System |
1 |
1 |
3 |
195 |
2 |
8 |
25 |
819 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
2 |
3 |
1 |
12 |
24 |
26 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
0 |
134 |
1 |
6 |
12 |
398 |
| The dollar and real interest rates |
0 |
0 |
1 |
61 |
1 |
2 |
8 |
376 |
| The response of consumption to income: A cross-country investigation |
0 |
1 |
5 |
689 |
6 |
26 |
47 |
1,370 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
0 |
40 |
0 |
2 |
9 |
199 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
0 |
1,684 |
2 |
9 |
24 |
5,592 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
0 |
12 |
0 |
3 |
11 |
38 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
1 |
7 |
13 |
300 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
112 |
3 |
7 |
24 |
492 |
| Understanding Risk and Return |
0 |
1 |
4 |
1,453 |
3 |
15 |
33 |
4,466 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
4 |
6 |
8 |
17 |
35 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
1 |
4 |
15 |
296 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
0 |
13 |
2 |
5 |
10 |
55 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
5 |
776 |
1 |
7 |
28 |
1,848 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
1 |
155 |
0 |
1 |
8 |
518 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
9 |
1 |
8 |
23 |
60 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
4 |
593 |
1 |
11 |
37 |
2,075 |
| Why is Consumption So Smooth? |
0 |
0 |
2 |
624 |
2 |
14 |
25 |
1,514 |
| Why long horizons? A study of power against persistent alternatives |
0 |
0 |
1 |
123 |
0 |
8 |
26 |
369 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
5 |
20 |
2,102 |
5 |
23 |
84 |
5,067 |
| Total Journal Articles |
48 |
153 |
462 |
37,891 |
323 |
1,376 |
3,342 |
119,762 |
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