| 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 |
1 |
1 |
15 |
327 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
12 |
0 |
0 |
9 |
136 |
| A Model of Mortgage Default |
0 |
0 |
2 |
7 |
0 |
1 |
20 |
38 |
| A Model of Mortgage Default |
0 |
1 |
1 |
175 |
4 |
7 |
34 |
420 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
1 |
2 |
14 |
201 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
1 |
3 |
19 |
1,309 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
0 |
1 |
29 |
4,444 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
791 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
0 |
2 |
17 |
2,162 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
1 |
8 |
809 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
1 |
2 |
15 |
163 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
0 |
1 |
32 |
753 |
| A Variance Decomposition for Stock Returns |
1 |
2 |
6 |
1,831 |
3 |
8 |
57 |
4,949 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
3 |
123 |
0 |
0 |
28 |
484 |
| A model of mortgage default |
0 |
0 |
0 |
97 |
1 |
4 |
40 |
391 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
378 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
0 |
8 |
390 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
70 |
1 |
1 |
12 |
146 |
| An Intertemporal CAPM with stochastic volatility |
0 |
1 |
1 |
14 |
1 |
2 |
15 |
159 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
343 |
1 |
1 |
24 |
936 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
26 |
2 |
3 |
33 |
268 |
| Asset Prices, Consumption, and the Business Cycle |
0 |
0 |
1 |
2,188 |
1 |
1 |
35 |
3,820 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
1 |
2 |
19 |
1,277 |
| Asset Pricing at the Millennium |
0 |
0 |
1 |
716 |
3 |
5 |
26 |
1,747 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
0 |
0 |
19 |
176 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
120 |
2 |
2 |
16 |
513 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
33 |
0 |
3 |
13 |
308 |
| Bad Beta, Good Beta |
0 |
0 |
2 |
334 |
0 |
4 |
17 |
1,068 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
817 |
2 |
7 |
29 |
2,143 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
0 |
0 |
9 |
88 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
202 |
0 |
1 |
10 |
712 |
| Bond-Stock Comovements |
0 |
3 |
31 |
31 |
4 |
12 |
52 |
52 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
0 |
148 |
1 |
3 |
24 |
718 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
0 |
1,986 |
3 |
4 |
38 |
5,319 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
661 |
1 |
4 |
48 |
1,860 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
1 |
3 |
33 |
1,273 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
1 |
171 |
6 |
7 |
27 |
789 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
0 |
1 |
8 |
783 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
2 |
4 |
64 |
772 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
353 |
1 |
1 |
20 |
1,474 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
3 |
3 |
17 |
264 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
174 |
3 |
4 |
25 |
959 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
606 |
0 |
1 |
22 |
1,578 |
| Cointegration and Tests of Present Value Models |
1 |
2 |
4 |
133 |
1 |
4 |
44 |
586 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
1 |
859 |
1 |
3 |
27 |
2,332 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
0 |
1 |
10 |
219 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
2 |
4 |
26 |
1,781 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
3 |
5 |
36 |
201 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
2 |
3 |
23 |
1,336 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
462 |
0 |
2 |
14 |
1,514 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
803 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
0 |
4 |
16 |
2,079 |
1 |
11 |
127 |
5,064 |
| Consumption-Based Asset Pricing |
1 |
1 |
7 |
867 |
1 |
2 |
18 |
1,611 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
28 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
1 |
21 |
1 |
1 |
19 |
49 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
0 |
15 |
0 |
1 |
11 |
35 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
4 |
4 |
12 |
1,295 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
0 |
2 |
17 |
2,592 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
12 |
0 |
0 |
25 |
121 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
33 |
2 |
3 |
18 |
172 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
2 |
337 |
3 |
3 |
23 |
840 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
66 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
68 |
4 |
5 |
39 |
512 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
125 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
3 |
4 |
15 |
108 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
141 |
57 |
60 |
81 |
591 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
1 |
3 |
26 |
275 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
191 |
2 |
5 |
38 |
688 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
1 |
1 |
119 |
245 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
1 |
3 |
30 |
520 |
| Economic Budgeting for Endowment-Dependent Universities |
0 |
0 |
1 |
5 |
3 |
3 |
21 |
44 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
0 |
0 |
25 |
936 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
1 |
1,090 |
0 |
3 |
46 |
2,534 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
61 |
0 |
1 |
16 |
254 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
135 |
1 |
1 |
10 |
476 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
0 |
5 |
235 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
215 |
0 |
1 |
12 |
860 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
123 |
0 |
1 |
19 |
550 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
5 |
5 |
28 |
1,278 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
1 |
810 |
1 |
3 |
17 |
2,340 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
1 |
65 |
0 |
0 |
11 |
271 |
| Estimating the Equity Premium |
0 |
0 |
0 |
306 |
0 |
0 |
10 |
581 |
| Estimating the Equity Premium |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
89 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
52 |
1 |
1 |
11 |
387 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
2 |
3 |
22 |
2,436 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
1 |
3 |
20 |
88 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
72 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
3 |
5 |
20 |
593 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
29 |
2 |
4 |
16 |
215 |
| Forced Sales and House Prices |
0 |
0 |
0 |
46 |
1 |
3 |
112 |
409 |
| Forced Sales and House Prices |
0 |
0 |
0 |
184 |
2 |
4 |
27 |
758 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
2 |
14 |
81 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
2 |
3 |
9 |
501 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
1 |
300 |
1 |
1 |
12 |
900 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
944 |
1 |
3 |
13 |
3,555 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
48 |
1 |
6 |
17 |
229 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
2 |
4 |
15 |
129 |
| Global Currency Hedging |
0 |
0 |
2 |
321 |
4 |
7 |
30 |
1,093 |
| Global Currency Hedging |
0 |
1 |
2 |
21 |
1 |
4 |
26 |
171 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
2 |
2 |
10 |
810 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
28 |
2 |
3 |
15 |
163 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
3 |
233 |
0 |
2 |
29 |
917 |
| Hard Times |
0 |
0 |
0 |
78 |
1 |
1 |
18 |
383 |
| Hard Times |
0 |
0 |
0 |
23 |
0 |
1 |
13 |
174 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
1,122 |
0 |
6 |
62 |
3,286 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
1 |
44 |
1 |
5 |
24 |
429 |
| Household Finance |
0 |
1 |
8 |
516 |
6 |
10 |
112 |
2,541 |
| Household Finance |
0 |
0 |
6 |
94 |
4 |
7 |
56 |
575 |
| Household Finance in Retrospect and Prospect |
1 |
2 |
8 |
8 |
1 |
3 |
23 |
23 |
| Household Finance in Retrospect and Prospect |
1 |
2 |
2 |
2 |
1 |
2 |
2 |
2 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
2 |
2 |
28 |
2 |
4 |
38 |
265 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
130 |
0 |
1 |
25 |
586 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
647 |
4 |
7 |
49 |
2,025 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
276 |
0 |
1 |
25 |
960 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
511 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
412 |
1 |
2 |
21 |
1,271 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
113 |
1 |
1 |
4 |
465 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
0 |
371 |
1 |
3 |
19 |
1,102 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
407 |
2 |
2 |
13 |
1,054 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
0 |
0 |
222 |
0 |
0 |
15 |
869 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
2 |
2 |
13 |
517 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
2 |
89 |
2 |
4 |
24 |
395 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
0 |
0 |
11 |
174 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
38 |
1 |
2 |
14 |
170 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
0 |
0 |
10 |
165 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
0 |
2 |
53 |
1,215 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
1 |
4 |
32 |
4 |
9 |
39 |
89 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
1 |
1 |
27 |
728 |
| In Search of Distress Risk |
0 |
0 |
1 |
225 |
3 |
9 |
43 |
865 |
| In Search of Distress Risk |
0 |
1 |
12 |
96 |
3 |
7 |
60 |
470 |
| In search of distress risk |
0 |
0 |
1 |
266 |
2 |
10 |
69 |
1,033 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
27 |
1 |
3 |
22 |
169 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
3 |
22 |
1 |
2 |
16 |
177 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
4 |
22 |
2 |
2 |
22 |
238 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
10 |
12 |
41 |
650 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
672 |
3 |
5 |
22 |
1,736 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
49 |
0 |
0 |
5 |
202 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
419 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
1 |
2,014 |
0 |
3 |
17 |
10,875 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
0 |
32 |
2 |
2 |
9 |
151 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
2,084 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
1,497 |
0 |
1 |
8 |
3,086 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
119 |
0 |
0 |
100 |
410 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
1 |
2 |
7 |
60 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
1 |
2 |
12 |
162 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
1 |
2 |
12 |
348 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
0 |
0 |
13 |
90 |
| International Comparative Household Finance |
0 |
0 |
0 |
59 |
3 |
4 |
18 |
260 |
| International Comparative Household Finance |
0 |
0 |
0 |
140 |
2 |
7 |
19 |
424 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
0 |
1 |
21 |
92 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
0 |
0 |
18 |
622 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
0 |
1 |
9 |
1,103 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
1 |
1 |
10 |
98 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
1 |
1 |
6 |
829 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
0 |
310 |
1 |
2 |
18 |
1,116 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
1 |
69 |
1 |
1 |
18 |
343 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
0 |
2 |
523 |
1 |
6 |
56 |
1,749 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
1 |
541 |
0 |
1 |
13 |
1,834 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
0 |
13 |
0 |
1 |
7 |
97 |
| Is Consumption Too Smooth? |
0 |
0 |
0 |
170 |
0 |
0 |
13 |
436 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
1 |
50 |
2 |
2 |
38 |
189 |
| Macroeconomic Drivers of Bond and Equity Risks |
1 |
1 |
2 |
164 |
3 |
4 |
30 |
486 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
59 |
0 |
0 |
9 |
307 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
4 |
328 |
2 |
7 |
31 |
1,447 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
106 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
44 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
116 |
0 |
0 |
11 |
306 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
465 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
0 |
2 |
107 |
1 |
3 |
17 |
287 |
| Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
65 |
| Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week |
0 |
0 |
0 |
39 |
1 |
1 |
6 |
279 |
| Mortgage Market Design |
0 |
0 |
2 |
67 |
0 |
2 |
28 |
272 |
| Mortgage Market Design |
0 |
0 |
1 |
15 |
3 |
6 |
18 |
172 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
1 |
795 |
2 |
4 |
47 |
2,102 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
1 |
3 |
130 |
3 |
5 |
38 |
451 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
349 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
4 |
111 |
1 |
4 |
40 |
416 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
1 |
842 |
1 |
2 |
30 |
1,879 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
0 |
0 |
17 |
181 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
1 |
1 |
508 |
1 |
5 |
23 |
2,088 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
1 |
2 |
42 |
1,697 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
0 |
1 |
2,909 |
1 |
2 |
41 |
6,223 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
2 |
4 |
26 |
345 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
0 |
0 |
0 |
31 |
0 |
0 |
23 |
110 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
0 |
0 |
11 |
142 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
186 |
0 |
0 |
17 |
571 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
3 |
6 |
18 |
211 |
11 |
23 |
75 |
625 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
1 |
1 |
7 |
134 |
5 |
9 |
44 |
554 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
1 |
1 |
2 |
617 |
2 |
4 |
25 |
1,443 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
1 |
1 |
3 |
279 |
4 |
7 |
45 |
868 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
57 |
0 |
0 |
26 |
225 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
3 |
54 |
4 |
6 |
23 |
210 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
0 |
2 |
17 |
1 |
2 |
23 |
176 |
| Rethinking Mortgage Design |
0 |
0 |
3 |
23 |
1 |
1 |
17 |
69 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
0 |
3 |
24 |
1,256 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
1 |
1 |
25 |
2,343 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
1 |
814 |
1 |
2 |
38 |
2,478 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
1 |
91 |
0 |
3 |
31 |
355 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
2,278 |
2 |
4 |
23 |
6,012 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
23 |
0 |
0 |
8 |
116 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
0 |
1 |
11 |
1,270 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
32 |
1 |
1 |
17 |
254 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
2 |
3 |
18 |
2,460 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
1 |
1 |
15 |
1,598 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
34 |
0 |
1 |
8 |
122 |
| Stock Prices, Earnings and Expected Dividends |
2 |
3 |
17 |
945 |
5 |
10 |
107 |
3,436 |
| Stock Prices, Earnings and Expected Dividends |
1 |
1 |
1 |
2,075 |
4 |
5 |
57 |
6,060 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
0 |
2 |
143 |
3 |
3 |
30 |
631 |
| Stock Returns and the Term Structure |
0 |
0 |
1 |
100 |
0 |
1 |
19 |
425 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
1 |
3 |
52 |
1,835 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
3 |
4 |
9 |
609 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
2 |
2 |
21 |
1,656 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
22 |
0 |
1 |
12 |
134 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
0 |
33 |
0 |
0 |
8 |
82 |
| Sustainability in a Risky World |
0 |
0 |
0 |
20 |
0 |
0 |
12 |
85 |
| Sustainability in a Risky World |
0 |
1 |
1 |
5 |
0 |
2 |
13 |
45 |
| Sustainability in a risky world |
0 |
0 |
1 |
5 |
0 |
0 |
12 |
13 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
2 |
2 |
13 |
18 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
1 |
7 |
1 |
1 |
6 |
50 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
3 |
2 |
2 |
23 |
38 |
| The Cross-Section of Household Preferences |
1 |
1 |
2 |
15 |
6 |
10 |
24 |
92 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
1 |
1 |
10 |
1,256 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
7 |
634 |
2 |
10 |
49 |
1,723 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
2 |
6 |
1,837 |
2 |
5 |
41 |
6,618 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
0 |
2 |
18 |
946 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
1 |
1 |
9 |
194 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
0 |
2 |
0 |
1 |
24 |
35 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
1 |
38 |
0 |
2 |
23 |
204 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
4 |
6 |
32 |
744 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
0 |
100 |
0 |
0 |
6 |
427 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
8 |
2 |
2 |
19 |
94 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
1 |
1 |
11 |
582 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
63 |
0 |
2 |
15 |
349 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
1 |
5 |
559 |
0 |
2 |
22 |
1,306 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
0 |
0 |
10 |
861 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
1 |
3 |
1,006 |
6 |
14 |
63 |
3,172 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
85 |
1 |
2 |
31 |
449 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
603 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
3 |
320 |
1 |
4 |
29 |
720 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
2 |
2 |
3 |
16 |
22 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
2 |
25 |
108 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
2 |
5 |
21 |
1,003 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
2 |
2 |
114 |
1,712 |
| Understanding Risk and Return |
0 |
0 |
1 |
1,304 |
2 |
2 |
22 |
4,085 |
| Understanding Risk and Return |
0 |
0 |
1 |
45 |
1 |
3 |
26 |
262 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
1 |
2 |
7 |
1,074 |
3 |
13 |
70 |
3,491 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
2 |
2 |
4 |
1,488 |
5 |
11 |
41 |
3,996 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
0 |
0 |
8 |
106 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
3 |
82 |
1 |
3 |
18 |
225 |
| What Drives Booms and Busts in Value? |
0 |
2 |
3 |
30 |
2 |
4 |
29 |
69 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
0 |
0 |
12 |
1,484 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
1 |
83 |
0 |
0 |
28 |
372 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
1 |
2 |
807 |
0 |
8 |
46 |
2,120 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
1 |
1 |
10 |
193 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
431 |
0 |
1 |
18 |
1,274 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
0 |
1 |
9 |
77 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
0 |
8 |
0 |
0 |
10 |
47 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
3 |
139 |
0 |
1 |
28 |
1,232 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
492 |
2 |
3 |
39 |
2,718 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
0 |
3 |
13 |
2,390 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
33 |
1 |
2 |
13 |
171 |
| Why Is Consumption So Smooth? |
0 |
0 |
0 |
70 |
2 |
2 |
18 |
261 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
0 |
0 |
21 |
879 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
17 |
1 |
1 |
14 |
135 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
0 |
3 |
1,029 |
1 |
5 |
43 |
2,864 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
1 |
12 |
92 |
4 |
8 |
49 |
380 |
| Total Working Papers |
22 |
60 |
326 |
74,402 |
400 |
806 |
6,632 |
257,801 |
| 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 |
204 |
0 |
0 |
9 |
522 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
86 |
0 |
0 |
11 |
321 |
| A Model of Mortgage Default |
0 |
0 |
0 |
47 |
2 |
2 |
18 |
248 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
2,591 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
1 |
1 |
6 |
727 |
| A Variance Decomposition for Stock Returns |
0 |
1 |
3 |
2,185 |
3 |
8 |
83 |
6,059 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
0 |
1 |
5 |
119 |
0 |
2 |
18 |
365 |
| A multivariate model of strategic asset allocation |
1 |
1 |
3 |
806 |
5 |
5 |
90 |
2,135 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
0 |
0 |
4 |
122 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
2 |
12 |
177 |
| An intertemporal CAPM with stochastic volatility |
0 |
1 |
4 |
60 |
3 |
8 |
36 |
334 |
| Are Output Fluctuations Transitory? |
0 |
1 |
4 |
372 |
0 |
4 |
31 |
1,184 |
| Asset Pricing at the Millennium |
0 |
0 |
6 |
245 |
1 |
2 |
23 |
731 |
| Bad Beta, Good Beta |
1 |
1 |
6 |
1,166 |
38 |
48 |
109 |
3,310 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
175 |
0 |
0 |
10 |
628 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
0 |
1 |
265 |
3 |
3 |
26 |
1,249 |
| Cointegration and Tests of Present Value Models |
3 |
5 |
11 |
2,169 |
3 |
10 |
106 |
6,365 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
138 |
| Consumer Financial Protection |
0 |
0 |
8 |
114 |
2 |
5 |
42 |
495 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
0 |
4 |
804 |
3 |
6 |
29 |
1,769 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
0 |
0 |
11 |
100 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
1 |
612 |
1 |
2 |
22 |
1,618 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
5 |
10 |
475 |
3 |
20 |
68 |
1,779 |
| Editors' introduction |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
84 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
0 |
1 |
33 |
1,469 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
637 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
0 |
5 |
66 |
1 |
5 |
34 |
283 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
2 |
373 |
1 |
4 |
61 |
1,444 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
1 |
247 |
0 |
1 |
19 |
867 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
1 |
3 |
15 |
214 |
1 |
10 |
64 |
920 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
2 |
6 |
57 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
3 |
9 |
890 |
2 |
19 |
115 |
2,535 |
| Forced Sales and House Prices |
0 |
0 |
0 |
142 |
1 |
3 |
33 |
776 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
0 |
3 |
15 |
653 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
1 |
1 |
186 |
0 |
3 |
35 |
897 |
| Global Currency Hedging |
3 |
4 |
10 |
165 |
4 |
9 |
32 |
658 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
104 |
1 |
4 |
17 |
548 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
0 |
0 |
12 |
340 |
| Hard Times |
0 |
0 |
0 |
5 |
0 |
4 |
12 |
96 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
2 |
294 |
5 |
22 |
73 |
1,252 |
| Household Finance |
2 |
11 |
45 |
544 |
24 |
60 |
240 |
2,666 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
2 |
11 |
574 |
2 |
8 |
40 |
2,120 |
| How do house prices affect consumption? Evidence from micro data |
0 |
1 |
9 |
1,304 |
3 |
12 |
80 |
3,899 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
0 |
3 |
12 |
3 |
5 |
31 |
62 |
| In Search of Distress Risk |
3 |
9 |
57 |
444 |
9 |
37 |
236 |
1,617 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
1 |
4 |
12 |
59 |
31 |
44 |
86 |
284 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
1 |
1 |
17 |
1,128 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
0 |
0 |
2 |
1,568 |
0 |
1 |
17 |
2,628 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
75 |
0 |
1 |
20 |
297 |
| International Comparative Household Finance |
0 |
0 |
5 |
53 |
3 |
7 |
41 |
389 |
| International evidence on the persistence of economic fluctuations |
0 |
1 |
1 |
119 |
1 |
2 |
20 |
401 |
| Interpreting cointegrated models |
0 |
0 |
0 |
147 |
2 |
2 |
18 |
493 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
1 |
2 |
1,413 |
2 |
8 |
54 |
3,109 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
0 |
178 |
0 |
0 |
15 |
424 |
| Macroeconomic Drivers of Bond and Equity Risks |
3 |
5 |
10 |
52 |
11 |
15 |
65 |
317 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
0 |
1 |
6 |
51 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
214 |
2 |
6 |
34 |
777 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
2 |
3 |
15 |
426 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
72 |
0 |
1 |
12 |
446 |
| Mortgage Market Design* |
0 |
0 |
5 |
66 |
1 |
2 |
34 |
423 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
1 |
1 |
3 |
404 |
3 |
4 |
50 |
1,256 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
4 |
12 |
60 |
2,223 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
214 |
0 |
0 |
17 |
686 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
0 |
1 |
15 |
0 |
0 |
17 |
72 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
108 |
0 |
1 |
15 |
426 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
1 |
2 |
22 |
438 |
9 |
30 |
127 |
1,486 |
| Predicting asset prices |
0 |
0 |
0 |
3 |
0 |
0 |
15 |
24 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
0 |
1 |
5 |
1 |
1 |
13 |
43 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
101 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
1 |
1 |
3 |
81 |
1 |
4 |
33 |
511 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
1 |
5 |
840 |
1 |
6 |
39 |
2,141 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
925 |
1 |
3 |
19 |
2,377 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
1 |
5 |
38 |
2 |
7 |
34 |
238 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
10 |
0 |
1 |
8 |
66 |
| Stock returns and the term structure |
0 |
0 |
2 |
608 |
0 |
3 |
41 |
1,580 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
0 |
0 |
187 |
1 |
1 |
15 |
673 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
1 |
1 |
15 |
0 |
1 |
19 |
75 |
| Sustainability in a Risky World |
0 |
0 |
3 |
6 |
2 |
2 |
26 |
35 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
7 |
29 |
139 |
736 |
18 |
73 |
338 |
1,980 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
25 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
12 |
1,855 |
3 |
15 |
73 |
5,386 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
1 |
2 |
11 |
224 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
26 |
0 |
0 |
12 |
152 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
3 |
158 |
3 |
4 |
32 |
657 |
| The New Palgrave Dictionary of Money and Finance |
1 |
1 |
2 |
1,403 |
2 |
3 |
13 |
4,288 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
196 |
2 |
3 |
26 |
826 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
2 |
4 |
3 |
3 |
26 |
34 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
1 |
1 |
135 |
0 |
1 |
13 |
401 |
| The dollar and real interest rates |
0 |
0 |
1 |
61 |
1 |
1 |
11 |
379 |
| The response of consumption to income: A cross-country investigation |
0 |
2 |
9 |
695 |
0 |
8 |
58 |
1,387 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
0 |
40 |
0 |
0 |
10 |
202 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
1,685 |
14 |
23 |
51 |
5,626 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
0 |
12 |
1 |
1 |
14 |
42 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
1 |
1 |
15 |
304 |
| Understanding Inflation-Indexed Bond Markets |
0 |
2 |
3 |
115 |
3 |
6 |
31 |
505 |
| Understanding Risk and Return |
0 |
0 |
2 |
1,453 |
1 |
2 |
31 |
4,479 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
1 |
1 |
16 |
299 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
4 |
1 |
1 |
14 |
38 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
0 |
13 |
2 |
3 |
14 |
60 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
4 |
7 |
781 |
3 |
10 |
41 |
1,871 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
1 |
155 |
1 |
2 |
9 |
520 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
9 |
0 |
7 |
28 |
69 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
3 |
593 |
1 |
4 |
36 |
2,085 |
| Why is Consumption So Smooth? |
0 |
0 |
3 |
626 |
2 |
3 |
31 |
1,526 |
| Why long horizons? A study of power against persistent alternatives |
0 |
0 |
0 |
123 |
0 |
3 |
28 |
375 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
3 |
17 |
2,108 |
3 |
11 |
86 |
5,099 |
| Total Journal Articles |
32 |
113 |
533 |
38,121 |
275 |
705 |
4,067 |
121,292 |
LogEc is hosted by the
Örebro University School of Business.