| 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 |
5 |
6 |
6 |
318 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
12 |
1 |
4 |
6 |
131 |
| A Model of Mortgage Default |
0 |
0 |
2 |
5 |
0 |
2 |
10 |
20 |
| A Model of Mortgage Default |
0 |
0 |
0 |
174 |
5 |
12 |
14 |
399 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
0 |
3 |
3 |
190 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
4 |
10 |
15 |
1,301 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
2 |
9 |
11 |
4,424 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
3 |
6 |
6 |
785 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
5 |
5 |
7 |
2,151 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
2 |
4 |
4 |
805 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
3 |
7 |
10 |
730 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
1 |
7 |
10 |
156 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
3 |
120 |
6 |
11 |
15 |
467 |
| A Variance Decomposition for Stock Returns |
1 |
2 |
4 |
1,827 |
4 |
11 |
18 |
4,904 |
| A model of mortgage default |
0 |
0 |
1 |
97 |
2 |
11 |
20 |
364 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
371 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
2 |
4 |
384 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
1 |
70 |
1 |
2 |
9 |
138 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
1 |
13 |
2 |
4 |
5 |
148 |
| Are Output Fluctuations Transitory? |
0 |
0 |
1 |
343 |
3 |
6 |
8 |
918 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
26 |
3 |
8 |
10 |
243 |
| Asset Prices, Consumption, and the Business Cycle |
0 |
0 |
1 |
2,187 |
3 |
6 |
9 |
3,791 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
715 |
1 |
3 |
8 |
1,725 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
3 |
9 |
11 |
166 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
3 |
9 |
13 |
1,267 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
33 |
2 |
6 |
11 |
301 |
| Bad Beta, Good Beta |
2 |
2 |
2 |
334 |
3 |
7 |
11 |
1,058 |
| Bad Beta, Good Beta |
1 |
1 |
1 |
817 |
4 |
7 |
16 |
2,122 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
120 |
3 |
5 |
8 |
502 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
202 |
4 |
5 |
6 |
707 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
0 |
3 |
5 |
82 |
| Bond-Stock Comovements |
1 |
27 |
27 |
27 |
2 |
19 |
19 |
19 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
3 |
1,986 |
2 |
9 |
22 |
5,293 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
660 |
3 |
12 |
22 |
1,825 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
2 |
148 |
2 |
10 |
20 |
705 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
4 |
12 |
19 |
1,254 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
2 |
3 |
6 |
765 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
0 |
3 |
10 |
779 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
31 |
34 |
38 |
743 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
352 |
2 |
4 |
7 |
1,458 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
1 |
7 |
11 |
254 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
174 |
1 |
1 |
4 |
935 |
| Cointegration and Tests of Present Value Models |
1 |
1 |
3 |
130 |
7 |
18 |
25 |
561 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
1 |
858 |
3 |
4 |
9 |
2,310 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
2 |
606 |
2 |
7 |
12 |
1,563 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
210 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
3 |
5 |
6 |
1,760 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
1 |
6 |
8 |
171 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
2 |
4 |
6 |
1,317 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
462 |
2 |
5 |
7 |
1,505 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
797 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
2 |
6 |
21 |
2,069 |
12 |
50 |
168 |
4,995 |
| Consumption-Based Asset Pricing |
0 |
2 |
9 |
863 |
1 |
4 |
12 |
1,598 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
1 |
4 |
21 |
3 |
5 |
12 |
35 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
2 |
4 |
1 |
2 |
7 |
25 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
1 |
15 |
5 |
5 |
8 |
29 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
2 |
3 |
4 |
2,578 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
2 |
2 |
1,285 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
33 |
1 |
2 |
4 |
156 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
1 |
1 |
1 |
12 |
4 |
7 |
9 |
103 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
1 |
2 |
336 |
3 |
6 |
11 |
823 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
61 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
2 |
7 |
11 |
113 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
3 |
4 |
10 |
97 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
67 |
5 |
11 |
14 |
484 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
141 |
5 |
8 |
11 |
519 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
3 |
5 |
10 |
254 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
191 |
4 |
17 |
35 |
667 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
63 |
63 |
68 |
189 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
6 |
7 |
8 |
497 |
| Economic Budgeting for Endowment-Dependent Universities |
0 |
1 |
3 |
5 |
5 |
9 |
21 |
33 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
7 |
8 |
10 |
919 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
1,089 |
3 |
8 |
11 |
2,497 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
61 |
2 |
7 |
10 |
245 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
231 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
1 |
1 |
215 |
2 |
5 |
5 |
853 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
1 |
1 |
135 |
0 |
2 |
2 |
468 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
1 |
123 |
4 |
5 |
8 |
536 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
1 |
5 |
6 |
1,255 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
809 |
2 |
4 |
7 |
2,327 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
64 |
1 |
2 |
7 |
262 |
| Estimating the Equity Premium |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
86 |
| Estimating the Equity Premium |
0 |
0 |
0 |
306 |
2 |
4 |
8 |
576 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
1 |
1 |
1 |
52 |
2 |
4 |
8 |
380 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
2 |
6 |
9 |
2,420 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
2 |
6 |
11 |
74 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
68 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
3 |
5 |
8 |
579 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
1 |
29 |
0 |
3 |
6 |
202 |
| Forced Sales and House Prices |
0 |
0 |
0 |
184 |
1 |
4 |
10 |
735 |
| Forced Sales and House Prices |
0 |
0 |
1 |
46 |
35 |
40 |
44 |
337 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
1 |
2 |
5 |
69 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
492 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
2 |
300 |
2 |
5 |
7 |
894 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
2 |
944 |
1 |
3 |
10 |
3,545 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
48 |
1 |
6 |
11 |
218 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
0 |
3 |
5 |
117 |
| Global Currency Hedging |
0 |
0 |
2 |
319 |
0 |
0 |
6 |
1,063 |
| Global Currency Hedging |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
146 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
235 |
1 |
3 |
6 |
803 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
28 |
0 |
3 |
4 |
151 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
2 |
2 |
232 |
4 |
8 |
16 |
898 |
| Hard Times |
0 |
0 |
0 |
23 |
2 |
7 |
12 |
169 |
| Hard Times |
0 |
0 |
0 |
78 |
2 |
5 |
6 |
371 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
0 |
3 |
6 |
408 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
1,121 |
5 |
11 |
16 |
3,235 |
| Household Finance |
0 |
2 |
8 |
510 |
13 |
29 |
56 |
2,460 |
| Household Finance |
2 |
3 |
5 |
91 |
6 |
15 |
34 |
535 |
| Household Finance in Retrospect and Prospect |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
1 |
2 |
412 |
3 |
9 |
13 |
1,260 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
130 |
4 |
7 |
12 |
570 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
26 |
4 |
9 |
12 |
236 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
498 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
275 |
4 |
6 |
8 |
941 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
646 |
4 |
7 |
13 |
1,984 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
461 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
1 |
1 |
407 |
1 |
5 |
6 |
1,046 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
0 |
371 |
1 |
2 |
5 |
1,087 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
0 |
1 |
222 |
0 |
2 |
4 |
856 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
1 |
2 |
88 |
3 |
9 |
16 |
380 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
2 |
3 |
5 |
507 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
38 |
1 |
4 |
6 |
161 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
3 |
4 |
4 |
167 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
2 |
2 |
2 |
157 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
1 |
7 |
10 |
1,169 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
0 |
4 |
28 |
2 |
10 |
18 |
61 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
1 |
4 |
6 |
705 |
| In Search of Distress Risk |
3 |
7 |
9 |
91 |
9 |
20 |
28 |
430 |
| In Search of Distress Risk |
0 |
0 |
2 |
224 |
2 |
8 |
17 |
830 |
| In search of distress risk |
0 |
0 |
0 |
265 |
10 |
20 |
28 |
985 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
1 |
2 |
27 |
3 |
5 |
13 |
153 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
1 |
1 |
1 |
20 |
2 |
5 |
5 |
166 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
2 |
6 |
14 |
617 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
3 |
3 |
21 |
4 |
9 |
10 |
226 |
| Inflation Illusion and Stock Prices |
0 |
0 |
3 |
672 |
5 |
7 |
14 |
1,721 |
| Inflation Illusion and Stock Prices |
0 |
0 |
1 |
49 |
0 |
1 |
6 |
198 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
410 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
2 |
2,013 |
1 |
4 |
11 |
10,863 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
0 |
32 |
2 |
3 |
5 |
145 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
2,077 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
1 |
119 |
48 |
55 |
58 |
365 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
1 |
1,497 |
3 |
3 |
7 |
3,081 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
0 |
1 |
1 |
337 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
1 |
2 |
2 |
152 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
53 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
0 |
4 |
5 |
81 |
| International Comparative Household Finance |
0 |
0 |
0 |
140 |
4 |
7 |
13 |
412 |
| International Comparative Household Finance |
0 |
0 |
0 |
59 |
1 |
5 |
10 |
247 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
1 |
2 |
4 |
73 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
3 |
4 |
4 |
608 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
2 |
3 |
6 |
1,097 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
2 |
5 |
6 |
93 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
0 |
1 |
1 |
824 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
0 |
310 |
0 |
4 |
6 |
1,102 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
1 |
3 |
69 |
0 |
3 |
8 |
329 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
0 |
2 |
521 |
2 |
6 |
12 |
1,699 |
| Investing Retirement Wealth? A Life-Cycle Model |
1 |
1 |
1 |
541 |
3 |
4 |
8 |
1,826 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
90 |
| Is Consumption Too Smooth? |
0 |
0 |
1 |
170 |
1 |
4 |
5 |
427 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
162 |
1 |
3 |
6 |
459 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
1 |
16 |
21 |
168 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
5 |
326 |
4 |
13 |
25 |
1,430 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
3 |
6 |
11 |
99 |
| Measuring the Financial Sophistication of Households |
2 |
2 |
2 |
59 |
2 |
3 |
5 |
301 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
1 |
116 |
5 |
6 |
7 |
301 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
40 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
462 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
2 |
106 |
0 |
4 |
15 |
274 |
| 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 |
4 |
59 |
| 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 |
1 |
273 |
| Mortgage Market Design |
0 |
0 |
1 |
65 |
0 |
4 |
8 |
248 |
| Mortgage Market Design |
0 |
0 |
0 |
14 |
1 |
3 |
9 |
157 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
1 |
795 |
3 |
9 |
16 |
2,065 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
3 |
127 |
5 |
11 |
23 |
424 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
345 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
1 |
842 |
4 |
9 |
14 |
1,859 |
| Permanent Income, Current Income, and Consumption |
0 |
3 |
8 |
110 |
2 |
10 |
18 |
386 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
507 |
2 |
7 |
12 |
2,074 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
0 |
4 |
6 |
169 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
4 |
8 |
13 |
1,663 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
0 |
1 |
2,908 |
7 |
14 |
18 |
6,196 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
5 |
7 |
11 |
326 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
0 |
0 |
2 |
31 |
2 |
7 |
9 |
94 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
186 |
3 |
5 |
11 |
559 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
1 |
3 |
4 |
134 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
0 |
1 |
7 |
194 |
6 |
15 |
39 |
565 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
3 |
3 |
5 |
131 |
13 |
17 |
27 |
530 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
1 |
1 |
277 |
2 |
9 |
17 |
832 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
1 |
1 |
616 |
1 |
5 |
6 |
1,423 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
51 |
3 |
6 |
9 |
193 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
57 |
1 |
6 |
11 |
205 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
1 |
1 |
16 |
2 |
11 |
14 |
165 |
| Rethinking Mortgage Design |
0 |
2 |
3 |
22 |
1 |
5 |
7 |
57 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
7 |
8 |
17 |
1,241 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
3 |
7 |
20 |
2,325 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
1 |
814 |
6 |
7 |
11 |
2,448 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
1 |
91 |
3 |
8 |
16 |
333 |
| Some Lessons from the Yield Curve |
0 |
0 |
1 |
23 |
3 |
3 |
7 |
111 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
2 |
4 |
5 |
1,264 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
2,278 |
0 |
0 |
3 |
5,990 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
32 |
3 |
4 |
4 |
241 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
1 |
2 |
5 |
1,585 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
4 |
7 |
11 |
2,449 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
34 |
2 |
4 |
7 |
118 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
1 |
2,074 |
15 |
25 |
36 |
6,030 |
| Stock Prices, Earnings and Expected Dividends |
0 |
3 |
8 |
931 |
9 |
20 |
46 |
3,352 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
1 |
4 |
142 |
6 |
10 |
21 |
611 |
| Stock Returns and the Term Structure |
1 |
1 |
1 |
100 |
1 |
5 |
12 |
412 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
2 |
8 |
15 |
1,791 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
1 |
2 |
3 |
602 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
3 |
4 |
6 |
126 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
3 |
6 |
7 |
1,641 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
2 |
33 |
2 |
4 |
8 |
78 |
| Sustainability in a Risky World |
0 |
0 |
0 |
20 |
5 |
9 |
14 |
83 |
| Sustainability in a Risky World |
0 |
0 |
1 |
4 |
1 |
5 |
14 |
38 |
| Sustainability in a risky world |
0 |
0 |
4 |
4 |
4 |
5 |
6 |
6 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
8 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
0 |
6 |
1 |
2 |
6 |
46 |
| The Cross-Section of Household Preferences |
0 |
0 |
0 |
2 |
3 |
4 |
6 |
19 |
| The Cross-Section of Household Preferences |
1 |
1 |
2 |
14 |
1 |
3 |
13 |
73 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
2 |
3 |
3 |
1,249 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
5 |
629 |
5 |
10 |
31 |
1,687 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
9 |
1,834 |
6 |
11 |
29 |
6,592 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
1 |
3 |
8 |
931 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
1 |
4 |
4 |
189 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
2 |
2 |
4 |
10 |
15 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
5 |
38 |
1 |
6 |
18 |
188 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
2 |
5 |
8 |
718 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
0 |
100 |
0 |
1 |
2 |
422 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
1 |
8 |
4 |
6 |
7 |
81 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
1 |
63 |
4 |
7 |
11 |
341 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
0 |
3 |
6 |
574 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
1 |
3 |
6 |
854 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
554 |
2 |
7 |
9 |
1,291 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
5 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
2 |
84 |
6 |
8 |
12 |
426 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
1,003 |
10 |
10 |
19 |
3,120 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
599 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
7 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
418 |
1 |
4 |
7 |
986 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
83 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
5 |
5 |
11 |
696 |
| Understanding Risk and Return |
0 |
0 |
0 |
44 |
0 |
3 |
5 |
239 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
0 |
9 |
13 |
1,607 |
| Understanding Risk and Return |
0 |
0 |
0 |
1,303 |
2 |
5 |
9 |
4,068 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
3 |
3 |
8 |
1,070 |
14 |
23 |
39 |
3,445 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
0 |
2 |
1,484 |
10 |
14 |
26 |
3,969 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
1 |
2 |
5 |
100 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
1 |
1 |
5 |
81 |
2 |
4 |
45 |
212 |
| What Drives Booms and Busts in Value? |
0 |
0 |
5 |
27 |
3 |
9 |
23 |
52 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
2 |
4 |
9 |
1,477 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
2 |
805 |
3 |
13 |
23 |
2,088 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
3 |
82 |
7 |
15 |
23 |
360 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
1 |
5 |
9 |
189 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
2 |
431 |
4 |
10 |
17 |
1,267 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
71 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
8 |
4 |
6 |
11 |
44 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
3 |
9 |
20 |
1,214 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
2 |
4 |
2,379 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
491 |
3 |
14 |
24 |
2,695 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
33 |
1 |
4 |
6 |
162 |
| Why Is Consumption So Smooth? |
0 |
0 |
2 |
70 |
1 |
4 |
9 |
247 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
2 |
8 |
9 |
866 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
17 |
2 |
3 |
3 |
124 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
3 |
7 |
84 |
4 |
8 |
21 |
340 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
1 |
8 |
1,027 |
2 |
4 |
33 |
2,826 |
| Total Working Papers |
31 |
106 |
326 |
74,195 |
844 |
1,783 |
3,155 |
253,071 |
| 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 |
1 |
203 |
0 |
3 |
4 |
516 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
86 |
2 |
5 |
7 |
315 |
| A Model of Mortgage Default |
0 |
0 |
5 |
47 |
0 |
2 |
22 |
232 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
2,583 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
0 |
2 |
7 |
723 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
7 |
2,183 |
3 |
12 |
31 |
5,989 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
1 |
1 |
4 |
115 |
3 |
4 |
8 |
351 |
| A multivariate model of strategic asset allocation |
0 |
0 |
1 |
803 |
36 |
42 |
48 |
2,087 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
119 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
3 |
5 |
168 |
| An intertemporal CAPM with stochastic volatility |
0 |
1 |
3 |
58 |
0 |
10 |
15 |
309 |
| Are Output Fluctuations Transitory? |
1 |
1 |
2 |
369 |
6 |
10 |
21 |
1,164 |
| Asset Pricing at the Millennium |
0 |
0 |
6 |
242 |
1 |
5 |
22 |
717 |
| Bad Beta, Good Beta |
3 |
3 |
6 |
1,165 |
18 |
27 |
49 |
3,232 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
1 |
175 |
2 |
2 |
10 |
620 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
0 |
1 |
264 |
2 |
10 |
20 |
1,234 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
24 |
2,161 |
3 |
22 |
77 |
6,285 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
131 |
| Consumer Financial Protection |
2 |
3 |
4 |
110 |
7 |
14 |
22 |
470 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
0 |
2 |
800 |
0 |
9 |
20 |
1,749 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
1 |
4 |
8 |
93 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
2 |
612 |
4 |
7 |
14 |
1,606 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
5 |
465 |
3 |
10 |
30 |
1,724 |
| Editors' introduction |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
80 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
6 |
10 |
18 |
1,446 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
628 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
3 |
4 |
64 |
2 |
10 |
17 |
260 |
| Equity Volatility and Corporate Bond Yields |
1 |
1 |
5 |
373 |
2 |
6 |
19 |
1,390 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
5 |
7 |
11 |
855 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
2 |
7 |
203 |
4 |
15 |
37 |
876 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
51 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
5 |
883 |
13 |
31 |
76 |
2,460 |
| Forced Sales and House Prices |
0 |
0 |
0 |
142 |
3 |
6 |
12 |
749 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
0 |
1 |
3 |
639 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
2 |
185 |
3 |
10 |
24 |
872 |
| Global Currency Hedging |
0 |
1 |
2 |
156 |
0 |
3 |
7 |
629 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
2 |
103 |
1 |
2 |
8 |
533 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
0 |
2 |
6 |
330 |
| Hard Times |
0 |
0 |
0 |
5 |
0 |
2 |
5 |
86 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
292 |
9 |
17 |
35 |
1,198 |
| Household Finance |
4 |
9 |
31 |
511 |
11 |
38 |
144 |
2,475 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
3 |
8 |
566 |
4 |
11 |
35 |
2,092 |
| How do house prices affect consumption? Evidence from micro data |
0 |
4 |
20 |
1,300 |
3 |
22 |
80 |
3,849 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
1 |
4 |
10 |
4 |
13 |
26 |
44 |
| In Search of Distress Risk |
4 |
17 |
30 |
404 |
21 |
57 |
109 |
1,443 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
4 |
49 |
2 |
7 |
19 |
210 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
1 |
5 |
12 |
1,116 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
0 |
0 |
12 |
1,568 |
5 |
9 |
27 |
2,622 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
1 |
75 |
3 |
7 |
10 |
285 |
| International Comparative Household Finance |
1 |
3 |
5 |
51 |
4 |
14 |
21 |
363 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
118 |
5 |
7 |
9 |
388 |
| Interpreting cointegrated models |
0 |
0 |
3 |
147 |
1 |
3 |
8 |
479 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
0 |
4 |
1,411 |
0 |
6 |
21 |
3,064 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
0 |
178 |
2 |
4 |
10 |
413 |
| Macroeconomic Drivers of Bond and Equity Risks |
1 |
3 |
12 |
45 |
6 |
16 |
58 |
271 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
45 |
| Measuring the Financial Sophistication of Households |
1 |
1 |
1 |
213 |
6 |
6 |
12 |
750 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
1 |
2 |
3 |
414 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
72 |
2 |
3 |
4 |
437 |
| Mortgage Market Design* |
0 |
1 |
4 |
62 |
2 |
6 |
20 |
396 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
0 |
0 |
3 |
401 |
5 |
10 |
23 |
1,217 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
4 |
18 |
60 |
2,184 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
214 |
4 |
6 |
11 |
676 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
1 |
1 |
15 |
2 |
6 |
10 |
62 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
108 |
1 |
5 |
10 |
417 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
2 |
9 |
39 |
426 |
19 |
46 |
140 |
1,410 |
| Predicting asset prices |
0 |
0 |
0 |
3 |
0 |
3 |
4 |
12 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
1 |
1 |
5 |
1 |
5 |
6 |
35 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
97 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
78 |
2 |
6 |
14 |
484 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
1 |
5 |
837 |
5 |
12 |
35 |
2,118 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
925 |
2 |
7 |
13 |
2,367 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
1 |
2 |
2 |
35 |
6 |
14 |
19 |
218 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
10 |
1 |
4 |
6 |
62 |
| Stock returns and the term structure |
1 |
1 |
2 |
608 |
4 |
10 |
24 |
1,550 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
0 |
2 |
187 |
1 |
5 |
9 |
664 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
1 |
14 |
2 |
8 |
14 |
64 |
| Sustainability in a Risky World |
1 |
1 |
6 |
6 |
8 |
13 |
27 |
27 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
6 |
17 |
55 |
618 |
26 |
56 |
158 |
1,708 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
21 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
2 |
4 |
13 |
1,848 |
9 |
21 |
51 |
5,338 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
3 |
4 |
7 |
217 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
1 |
1 |
26 |
0 |
2 |
5 |
142 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
10 |
155 |
4 |
8 |
28 |
634 |
| The New Palgrave Dictionary of Money and Finance |
1 |
1 |
9 |
1,402 |
2 |
3 |
19 |
4,280 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
5 |
10 |
20 |
811 |
| The Term Structure of the Risk–Return Trade-Off |
1 |
1 |
2 |
3 |
2 |
6 |
12 |
14 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
1 |
134 |
1 |
3 |
8 |
392 |
| The dollar and real interest rates |
1 |
1 |
1 |
61 |
5 |
6 |
7 |
374 |
| The response of consumption to income: A cross-country investigation |
1 |
1 |
4 |
688 |
5 |
14 |
26 |
1,344 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
1 |
40 |
2 |
5 |
8 |
197 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
0 |
1,684 |
5 |
6 |
18 |
5,583 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
0 |
12 |
2 |
7 |
9 |
35 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
2 |
4 |
8 |
293 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
2 |
112 |
3 |
10 |
19 |
485 |
| Understanding Risk and Return |
0 |
0 |
5 |
1,452 |
0 |
2 |
23 |
4,451 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
1 |
9 |
13 |
292 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
4 |
2 |
3 |
11 |
27 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
1 |
13 |
0 |
4 |
9 |
50 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
1 |
2 |
6 |
776 |
6 |
11 |
28 |
1,841 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
1 |
1 |
155 |
2 |
5 |
7 |
517 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
1 |
1 |
9 |
3 |
11 |
15 |
52 |
| Who Should Buy Long-Term Bonds? |
1 |
2 |
7 |
592 |
4 |
13 |
35 |
2,064 |
| Why is Consumption So Smooth? |
0 |
0 |
3 |
624 |
1 |
3 |
15 |
1,500 |
| Why long horizons? A study of power against persistent alternatives |
0 |
0 |
2 |
123 |
5 |
13 |
20 |
361 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
2 |
5 |
18 |
2,097 |
6 |
26 |
68 |
5,044 |
| Total Journal Articles |
41 |
112 |
449 |
37,738 |
401 |
1,014 |
2,440 |
118,386 |
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