Access Statistics for John Y. Campbell

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Working Paper File Downloads Abstract Views
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A Defense of Traditional Hypotheses About the Term Structure of InterestRates 0 0 0 105 0 1 5 303
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates 0 0 1 11 0 1 9 61
A Model of Mortgage Default 0 0 1 173 1 3 15 350
A Multivariate Model of Strategic Asset Allocation 0 0 2 1,548 3 7 16 4,385
A Multivariate Model of Strategic Asset Allocation 0 1 3 52 2 8 18 170
A Multivariate Model of Strategic Asset Allocation 0 0 2 417 2 12 36 1,235
A Scorecard for Indexed Government Data 0 0 0 0 0 2 9 765
A Scorecard for Indexed Government Debt 0 0 1 248 2 5 18 796
A Scorecard for Indexed Government Debt 0 0 0 469 6 15 40 2,063
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 0 16 4 6 20 96
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 0 247 0 2 14 679
A Variance Decomposition for Stock Returns 1 1 4 1,815 3 3 18 4,826
A Variance Decomposition for Stock Returns 2 3 13 102 9 18 64 324
A model of mortgage default 0 0 6 94 3 12 42 256
AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS 0 0 0 0 2 6 15 340
An Intertemporal CAPM with Stochastic Volatility 0 0 0 67 2 3 8 98
An Intertemporal CAPM with Stochastic Volatility 1 1 5 122 2 4 28 334
An Intertemporal CAPM with stochastic volatility 1 1 3 10 3 9 20 40
Are Output Fluctuations Transitory? 0 0 1 22 1 3 18 194
Are Output Fluctuations Transitory? 0 0 0 341 2 5 28 860
Asset Prices, Consumption, and the Business Cycle 1 2 4 2,174 1 4 21 3,750
Asset Pricing at the Millennium 1 2 7 712 5 12 46 1,678
Asset Pricing at the Millennium 0 0 0 566 1 7 28 1,232
Asset Pricing at the Millennium 0 0 0 30 1 4 16 133
Bad Beta, Good Beta 1 1 2 808 4 7 25 2,034
Bad Beta, Good Beta 0 0 0 115 1 3 16 466
Bad Beta, Good Beta 0 1 2 28 3 8 30 188
Bad Beta, Good Beta 0 1 4 330 2 4 24 1,013
Bond and Stock Returns in a Simple Exchange Model 1 1 1 6 1 3 12 69
Bond and Stock Returns in a Simple Exchange Model 0 0 0 200 1 2 7 686
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 0 1,975 5 10 30 5,211
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 1 3 122 4 7 33 613
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 2 6 643 9 18 73 1,711
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 2 8 29 1,196
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 1 166 3 7 30 744
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 1 166 3 11 28 668
Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 0 2 157 0 1 15 657
Caught On Tape: Predicting Institutional Ownership With Order Flow 0 0 1 348 4 11 31 1,433
Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 0 1 40 2 9 24 156
Caught on Tape: Predicting Institutional Ownership With Order Flow 0 0 1 172 0 0 6 916
Cointegration and Tests of Present Value Models 0 1 3 601 2 5 33 1,464
Cointegration and Tests of Present Value Models 0 0 1 852 2 7 38 2,223
Cointegration and Tests of Present Value Models 0 4 14 99 5 16 68 393
Consumer Financial Protection 0 0 1 17 1 5 33 138
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 0 1 9 1,747
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 2 550 0 1 9 1,296
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 31 0 2 11 149
Consumption and the Stock Market: Interpreting International Experience 0 0 0 0 0 2 4 784
Consumption and the Stock Market: Interpreting International Experience 0 0 1 460 1 1 7 1,480
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence 2 3 20 2,000 17 30 136 4,467
Consumption-Based Asset Pricing 3 10 26 805 8 21 59 1,462
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 1 373 0 4 22 1,227
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 1 905 1 3 10 2,540
Do the Rich Get Richer in the Stock Market? Evidence from India 0 1 2 9 3 6 23 54
Do the Rich Get Richer in the Stock Market? Evidence from India 0 0 3 23 3 7 22 90
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 0 0 2 327 3 7 27 743
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 1 2 7 36
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 2 21 69
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 1 4 25 81
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 2 65 1 4 26 365
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 136 0 3 27 466
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 2 24 2 6 27 149
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 189 1 3 20 565
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 4 5 20 87
Down or out: assessing the welfare costs of household investment mistakes 0 0 1 88 1 3 22 424
Efficient Tests of Stock Return Predictability 0 0 1 1,087 1 2 10 2,476
Efficient Tests of Stock Return Predictability 0 0 0 305 0 0 15 895
Efficient tests of stock return predictability 0 0 3 56 2 4 17 214
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 22 1 8 28 117
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 134 0 0 2 454
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 212 0 1 7 843
Elasticities of substitution in real business cycle models with home production 0 0 2 122 1 6 15 519
Equity Volatility and Corporate Bond Yields 0 0 0 56 3 7 27 209
Equity Volatility and Corporate Bond Yields 0 1 2 808 1 8 30 2,274
Equity Volatility and Corporate Bond Yields 0 0 3 321 3 6 21 1,228
Estimating the Equity Premium 0 0 2 300 1 3 14 517
Estimating the Equity Premium 0 0 0 16 1 1 10 76
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 46 1 4 21 281
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 1 1 2 775 3 8 26 2,392
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 0 1 3 9 45
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 1 2 9 46
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 138 1 6 16 524
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 21 3 5 18 137
Forced Sales and House Prices 0 0 0 177 0 2 29 638
Forced Sales and House Prices 0 0 0 38 4 9 34 196
Foreign Currency for Long-Term Investors 0 0 0 4 0 1 7 60
Foreign Currency for Long-Term Investors 0 0 0 298 0 3 10 854
Foreign Currency for Long-Term Investors 0 0 0 154 0 3 8 485
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 0 0 1 935 2 7 35 3,497
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 0 0 0 40 3 7 22 142
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 1 1 1 9 1 4 11 90
Global Currency Hedging 0 0 3 315 1 2 19 968
Global Currency Hedging 0 0 2 18 1 2 11 121
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 1 232 1 3 13 772
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 3 24 0 0 23 102
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 228 1 3 21 812
Hard Times 0 0 0 21 0 3 23 99
Hard Times 0 0 0 77 1 3 11 324
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 1 1 4 1,116 5 6 25 3,180
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 1 1 1 36 8 17 48 282
Household Finance 0 2 5 71 1 7 45 387
Household Finance 0 0 7 492 6 22 84 2,242
Household Risk Management and Optimal Mortgage Choice 0 0 3 642 2 4 39 1,939
Household Risk Management and Optimal Mortgage Choice 0 0 2 272 6 9 43 844
Household Risk Management and Optimal Mortgage Choice 0 0 1 127 0 2 19 545
Household Risk Management and Optimal Mortgage Choice 0 0 0 0 1 4 19 443
Household Risk Management and Optimal Mortgage Choice 0 0 1 405 2 5 25 1,161
Household Risk Management and Optimal Mortgage Choice 0 0 0 24 2 5 20 162
Household Saving and Permanent Income in Canada and the United Kingdom 0 0 0 112 1 1 2 454
How Do House Prices Affect Consumption? Evidence From Micro Data 2 3 6 399 3 6 31 1,015
How Do House Prices Affect Consumption? Evidence From Micro Data 1 1 2 363 1 4 39 1,019
How Do House Prices Affect Consumption? Evidence From Micro F. Data 1 2 2 219 3 5 22 823
How Do House Prices Affect Consumption? Evidence from Micro Data 0 1 6 77 1 3 40 285
How Do House Prices Affect Consumption? Evidence from Micro Data 0 0 0 1 0 2 26 459
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market 0 0 0 37 1 2 15 132
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market 0 0 0 4 2 4 23 115
How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market 0 0 0 25 1 8 35 121
How do house prices affect consumption? Evidence from micro data 0 0 0 2 3 8 39 1,037
In Searach of Distress Risk 0 0 0 140 2 5 19 672
In Search of Distress Risk 2 2 9 57 9 13 60 294
In Search of Distress Risk 0 0 1 220 6 13 38 769
In search of distress risk 0 1 4 257 4 14 80 843
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 0 1 16 1 3 19 96
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 0 1 21 1 6 21 92
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 16 2 5 17 111
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 3 157 1 7 17 526
Inflation Illusion and Stock Prices 0 0 1 663 3 7 38 1,668
Inflation Illusion and Stock Prices 1 1 5 37 3 6 27 120
Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices 0 0 0 0 1 1 4 400
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 0 0 1 1,997 1 6 15 10,799
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 1 1 4 28 3 6 21 110
Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices 0 0 0 0 0 3 14 2,042
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 0 0 0 1,490 1 3 17 2,942
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 2 5 9 105 5 14 41 265
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 126 0 3 11 148
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 2 102 1 4 14 307
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 5 0 1 4 49
Intergenerational risksharing and equilibrium asset prices 0 0 0 2 0 3 9 37
International Comparative Household Finance 1 3 16 110 4 12 63 263
International Comparative Household Finance 1 1 5 52 4 7 32 143
International Evidence on the Persistence of Economic Fluctuations 0 0 0 15 1 1 8 63
International Evidence on the Persistence of Economic Fluctuations 0 0 0 250 0 1 10 593
International Experiences with Securities Transaction Taxes 1 1 3 335 5 16 39 1,051
Interpreting Cointegrated Models 1 1 1 328 1 4 10 764
Interpreting Cointegrated Models 0 0 0 14 1 3 9 66
Intertemporal Asset Pricing Without Consumption Data 0 0 0 306 2 11 38 994
Intertemporal Asset Pricing Without Consumption Data 0 1 5 58 2 10 40 232
Investing Retirement Wealth: A Life-Cycle Model 0 1 4 515 1 4 14 1,663
Investing Retirement Wealth? A Life-Cycle Model 0 0 1 537 2 5 17 1,803
Investing and Spending: The Twin Challenges of University Endowment Management 0 0 3 10 3 6 20 73
Is Consumption Too Smooth? 0 0 0 168 0 1 4 407
Macroeconomic Drivers of Bond and Equity Risks 2 3 4 151 5 15 31 408
Macroeconomic Drivers of Bond and Equity Risks 1 1 2 44 3 7 20 120
Measuring the Financial Sophistication of Households 0 0 0 56 1 6 13 214
Measuring the Financial Sophistication of Households 0 0 0 0 2 6 14 67
Measuring the Financial Sophistication of Households 0 0 12 298 4 13 55 1,247
Measuring the Persistence of Expected Returns 0 0 0 5 0 0 3 36
Measuring the Persistence of Expected Returns 0 0 1 112 2 4 6 286
Models of the term structure of interest rates 0 0 0 0 0 2 5 448
Monetary Policy Drivers of Bond and Equity Risks 6 8 17 94 12 18 43 212
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 4 50
Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week 0 0 0 39 0 1 7 270
Mortgage Market Design 0 0 1 61 0 7 22 199
Mortgage Market Design 0 0 0 14 1 6 25 106
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 1 1 4 791 2 6 42 2,021
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 0 0 3 110 1 6 38 348
PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION 0 0 0 0 0 1 5 339
Permanent Income, Current Income, and Consumption 0 0 4 831 1 5 43 1,743
Permanent Income, Current Income, and Consumption 0 0 7 87 0 6 33 312
Permanent and Transitory Components in Macroeconomic Fluctuations 1 2 2 505 5 9 35 2,034
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 12 1 2 8 158
Pitfalls and Opportunities: What Macroeconomics should know about unit roots 0 0 0 3 2 10 35 1,575
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 0 0 10 2,896 7 11 45 6,061
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 0 2 7 34 4 11 43 241
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield 1 2 17 17 5 9 53 53
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 0 183 2 4 13 529
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 1 1 4 24 1 2 16 114
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 0 0 11 151 4 6 40 422
Predicting Financial Distress and the Performance of Distressed Stocks 0 0 10 97 2 10 57 351
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 0 0 4 606 0 2 18 1,373
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 0 0 3 267 0 4 30 735
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 0 0 2 50 2 6 26 156
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 1 1 1 48 2 5 29 174
Restoring rational choice: The challenge of consumer financial regulation 0 0 0 14 2 6 32 105
Rethinking Mortgage Design 0 0 1 15 2 2 5 31
SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR 0 0 0 1 1 3 12 1,204
STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS 0 0 0 3 2 12 47 2,247
Smart Money, Noise Trading and Stock Price Behavior 0 0 0 806 0 3 15 2,401
Smart Money, Noise Trading and Stock Price Behaviour 0 1 1 74 2 7 19 259
Some Lessons from the Yield Curve 0 0 1 22 3 4 13 93
Some Lessons from the Yield Curve 0 0 0 2,273 1 7 25 5,869
Some Lessons from the Yield Curve 0 0 0 6 2 2 12 1,252
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market 0 0 3 28 2 9 35 141
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 1 2 708 0 3 11 1,574
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 1 2 8 2,426
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 2 25 0 2 12 91
Stock Prices, Earnings and Expected Dividends 3 8 20 2,055 7 37 117 5,884
Stock Prices, Earnings and Expected Dividends 1 2 4 877 3 10 41 3,071
Stock Prices, Earnings, and Expected Dividends 0 0 6 120 2 8 48 457
Stock Returns and the Term Structure 0 1 5 93 3 8 26 328
Stock Returns and the Term Structure 0 1 2 857 2 7 38 1,713
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 1 201 1 2 7 592
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 2 17 2 5 15 108
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 1 629 0 2 10 1,624
Structuring Mortgages for Macroeconomic Stability 0 0 20 20 3 7 32 32
The Changing Role of Nominal Government Bonds in Asset Allocation 0 0 0 6 0 2 7 33
The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study 0 0 2 318 0 2 16 1,227
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 0 1 9 600 0 3 40 1,517
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 6 9 20 1,793 20 34 133 6,362
The Dollar and Real Interest Rates 0 0 0 190 0 2 11 869
The Dollar and Real Interest Rates 0 0 0 13 1 3 8 91
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 1 1 1 287 4 9 25 674
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 1 2 3 29 1 6 20 106
The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies 0 0 3 98 2 7 45 398
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 103 0 2 9 467
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 7 0 2 12 53
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 1 60 2 3 11 317
The Term Structure of the Risk-Return Tradeoff 0 0 3 550 2 3 15 1,246
The Term Structure of the Risk-Return Tradeoff 0 0 3 280 5 10 23 834
Trading Volume and Serial Correlation in Stock Returns 0 1 1 997 3 7 19 3,052
Trading Volume and Serial Correlation in Stock Returns 0 0 1 72 3 9 26 318
U.S. corporate leverage: developments in 1987 and 1988 0 0 0 0 0 3 10 586
Understanding Inflation-Indexed Bond Markets 0 0 1 43 1 3 10 242
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 2 6 77
Understanding Inflation-Indexed Bond Markets 0 0 2 312 0 5 13 652
Understanding Inflation-Indexed Bond Markets 0 0 1 412 0 2 11 961
Understanding Risk and Return 0 0 0 1,299 2 4 18 4,041
Understanding Risk and Return 0 0 3 36 3 6 22 202
Understanding Risk and Return 0 0 0 9 1 1 12 1,585
Valuation Ratios and the Long-Run Stock Market Outlook: An Update 0 3 16 1,030 6 27 97 3,260
Valuation Ratios and the Long-run Stock Market Outlook: An Update 3 6 20 1,466 8 18 83 3,850
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages 0 0 0 17 0 0 8 59
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages 0 0 0 66 0 4 13 112
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns 0 0 0 6 1 3 9 1,447
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 0 4 61 1 5 24 267
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 0 0 789 8 15 37 1,998
Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 1 1 1 12 1 10 25 83
Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 1 1 1 423 3 7 19 1,177
Who Should Buy Long-Term Bonds? 0 0 1 651 0 2 20 2,337
Who Should Buy Long-Term Bonds? 0 0 3 480 1 5 25 2,529
Who Should Buy Long-Term Bonds? 0 0 2 132 0 2 10 1,169
Why Is Consumption So Smooth? 0 0 1 64 3 6 16 216
Why Long Horizons: A Study of Power Against Persistent Alternatives 0 0 1 174 0 3 10 834
Why Long Horizons? A Study of Power Against Persistent Alternatives 0 0 0 15 0 3 14 83
Yield Spreads and Interest Rate Movements: A Bird's Eye View 0 0 6 63 0 1 19 263
Yield Spreads and Interest Rate Movements: A Bird's Eye View 0 1 2 1,004 0 4 28 2,716
Total Working Papers 65 130 618 72,382 509 1,459 6,088 236,899


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 0 201 0 1 5 507
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates 0 0 0 84 0 3 13 274
A Model of Mortgage Default 0 1 2 27 1 7 31 118
A Note on Johansen's Cointegration Procedure When Trends Are Present 0 0 0 0 1 4 14 2,553
A Simple Account of the Behavior of Long-Term Interest Rates 3 3 4 167 3 4 23 680
A Variance Decomposition for Stock Returns 10 26 67 2,031 30 76 215 5,517
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem 0 1 3 106 0 4 10 277
A multivariate model of strategic asset allocation 1 2 9 782 3 10 37 1,983
Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner 0 0 0 28 0 3 10 116
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 1 1 44 2 5 11 149
An intertemporal CAPM with stochastic volatility 3 5 15 38 11 18 66 185
Are Output Fluctuations Transitory? 0 1 4 344 3 8 37 1,010
Asset Pricing at the Millennium 0 0 7 220 4 7 40 636
Bad Beta, Good Beta 1 3 11 1,131 10 22 121 3,019
Bond and Stock Returns in a Simple Exchange Model 0 0 0 168 0 2 9 590
Book reviews 0 0 0 7 0 1 3 138
Caught on tape: Institutional trading, stock returns, and earnings announcements 1 3 9 245 9 23 72 1,042
Cointegration and Tests of Present Value Models 1 8 48 2,045 13 40 181 5,830
Comment on Low Inflation: The Behavior of Financial Markets and Institutions 0 0 0 0 0 0 1 123
Consumer Financial Protection 1 1 2 101 2 8 28 357
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 0 775 0 3 21 1,644
Do the Rich Get Richer in the Stock Market? Evidence from India 0 1 9 18 4 8 28 52
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 0 2 6 590 4 12 44 1,488
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 3 7 18 436 11 26 93 1,535
Editors' introduction 0 0 0 7 0 0 0 79
Efficient tests of stock return predictability 0 1 6 555 0 9 55 1,361
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 3 7 29 554
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller 0 1 5 39 1 6 25 154
Equity Volatility and Corporate Bond Yields 2 2 6 344 12 17 49 1,270
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 1 4 242 3 5 29 815
Fight or Flight? Portfolio Rebalancing by Individual Investors 3 7 22 149 7 20 74 648
Finance theory and the term structure a comment 0 0 0 2 0 0 1 47
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 2 6 12 814 11 32 111 2,088
Forced Sales and House Prices 0 0 2 134 3 8 43 598
Foreign Currency for Long-Term Investors 0 0 0 140 1 2 10 618
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 1 1 2 174 3 11 44 764
Global Currency Hedging 0 0 0 144 3 7 24 562
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 4 93 3 9 62 424
Growth or glamour? fundamentals and systemic risk in stock returns 1 1 1 36 1 4 32 245
Hard Times 0 0 0 1 0 3 22 46
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 5 269 6 14 51 1,061
Household Finance 2 6 21 396 13 50 223 1,828
Household Risk Management and Optimal Mortgage Choice 1 1 7 535 5 12 50 1,910
How do house prices affect consumption? Evidence from micro data 7 14 34 1,181 16 53 178 3,276
In Search of Distress Risk 0 2 15 330 8 20 115 1,103
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 4 10 29 3 19 58 143
Inflation Illusion and Stock Prices 2 2 3 335 3 7 38 1,049
Inspecting the mechanism: An analytical approach to the stochastic growth model 1 4 13 1,537 4 13 35 2,517
Intergenerational risksharing and equilibrium asset prices 0 0 2 70 0 2 19 257
International Comparative Household Finance 1 2 9 23 3 11 40 157
International evidence on the persistence of economic fluctuations 0 0 0 116 0 2 11 360
Interpreting cointegrated models 0 0 1 140 2 8 21 385
Intertemporal Asset Pricing without Consumption Data 0 4 41 1,353 5 25 142 2,809
Is There a Corporate Debt Crisis? 0 0 4 156 0 0 11 356
Macroeconomic Drivers of Bond and Equity Risks 1 1 4 4 10 20 60 60
Macroeconomic lessons from Britain: A review essay 0 0 0 7 0 0 0 44
Measuring the Financial Sophistication of Households 0 1 1 200 2 6 27 657
Measuring the Persistence of Expected Returns 0 0 1 130 2 4 12 395
Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week 0 0 0 69 1 4 15 420
Mortgage Market Design* 1 1 1 51 2 7 26 260
No news is good news *1: An asymmetric model of changing volatility in stock returns 1 1 6 377 4 13 43 1,091
Permanent Income, Current Income, and Consumption 0 0 0 0 4 16 87 1,880
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 211 1 4 17 639
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 0 100 0 1 15 378
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 2 8 43 278 13 21 142 918
Racines unitaires en macroéconomie: le cas multidimensionnel 1 1 2 4 1 1 5 25
Remarks: some thoughts on systemic risk 0 0 0 0 0 0 1 91
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 0 0 3 70 6 11 39 368
Smart Money, Noise Trading and Stock Price Behaviour 0 0 3 819 2 4 16 2,024
Some Lessons from the Yield Curve 0 0 0 920 2 7 17 2,331
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market 2 5 16 16 12 27 93 93
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 2 6 1 3 12 43
Stock returns and the term structure 0 1 12 581 7 12 65 1,430
Strategic asset allocation in a continuous-time VAR model 0 0 3 174 3 5 24 600
THE ECONOMETRICS OF FINANCIAL MARKETS 5 14 31 411 21 49 137 1,068
The Changing Role of Nominal Government Bonds in Asset Allocation&ast 0 0 0 1 0 0 2 12
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 2 7 19 1,781 12 29 127 5,033
The Fragile Benefits of Endowment Destruction 0 0 0 21 2 4 9 186
The Impact of Regulation on Mortgage Risk: Evidence from India 1 1 2 22 2 7 20 109
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 1 1 8 123 4 17 62 484
The New Palgrave Dictionary of Money and Finance 0 1 4 1,354 3 15 73 4,151
The Squam Lake Report: Fixing the Financial System 0 0 3 180 4 13 50 719
The dividend ratio model and small sample bias: A Monte Carlo study 0 0 3 128 0 1 10 368
The dollar and real interest rates 1 1 4 52 2 6 18 286
The response of consumption to income: A cross-country investigation 1 1 10 666 3 5 30 1,247
The term structure of euromarket interest rates: An empirical investigation 0 0 0 35 1 2 9 178
Trading Volume and Serial Correlation in Stock Returns 1 2 7 1,663 3 10 51 5,467
Two Puzzles of Asset Pricing and Their Implications for Investors 0 0 2 3 0 0 3 14
U.S. Corporate Leverage: Developments in 1987 and 1988 0 0 2 112 0 2 9 266
Understanding Inflation-Indexed Bond Markets 0 0 1 101 2 6 20 432
Understanding Risk and Return 1 2 10 1,429 9 14 71 4,333
Viewpoint: Estimating the equity premium 0 0 1 1 2 2 5 5
Viewpoint: Estimating the equity premium 0 0 0 102 1 5 10 259
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages 0 0 0 0 2 3 6 6
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 2 7 14 719 4 13 72 1,654
Where Do Betas Come From? Asset Price Dynamics and the 0 0 1 149 1 1 7 503
Who Should Buy Long-Term Bonds? 1 3 9 564 3 11 42 1,943
Why is Consumption So Smooth? 1 1 1 598 3 7 19 1,421
Why long horizons? A study of power against persistent alternatives 0 1 1 118 1 4 12 315
Yield Spreads and Interest Rate Movements: A Bird's Eye View 1 2 14 2,049 6 12 67 4,860
Total Journal Articles 73 187 688 35,331 394 1,075 4,372 106,373


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Prices and Monetary Policy 0 0 0 0 5 14 37 244
Econometric Methods and Financial Time Series 0 0 0 0 0 1 2 96
Risk Aspects of Investment-Based Social Security Reform 0 0 0 0 0 0 14 233
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors 0 0 0 0 26 63 187 766
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 5 21 70
Total Books 0 0 0 0 31 83 261 1,409


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Scorecard for Indexed Government Debt 1 1 3 71 2 5 23 236
Asset prices, consumption, and the business cycle 1 3 12 1,048 2 11 43 2,081
Comment on "Shocks and Crashes" 0 0 0 15 1 3 10 65
Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence 2 4 16 561 17 44 148 1,722
Consumption-based asset pricing 8 27 64 1,620 15 46 161 3,328
International Experiences with Securities Transaction Taxes 0 3 7 91 3 11 39 279
Introduction 0 0 0 2 0 0 6 27
Introduction to "Asset Prices and Monetary Policy" 0 0 0 25 1 1 1 61
Introduction to "Risk Aspects of Investment-Based Social Security Reform" 0 0 0 14 0 0 8 106
Investing Retirement Wealth: A Life-Cycle Model 0 0 2 87 1 2 13 301
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 2 2 42 393 11 23 128 963
The Interest Rate Process and the Term Structure of Interest Rates in Japan 0 0 0 30 2 4 14 128
Total Chapters 14 40 146 3,957 55 150 594 9,297


Statistics updated 2021-04-06