| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Defense of Traditional Hypotheses About the Term Structure of InterestRates |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
312 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
127 |
| A Model of Mortgage Default |
0 |
0 |
0 |
174 |
1 |
1 |
2 |
387 |
| A Model of Mortgage Default |
0 |
1 |
3 |
5 |
0 |
2 |
12 |
18 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
187 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
1 |
2 |
7 |
1,291 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
0 |
0 |
2 |
4,415 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
779 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
1 |
474 |
1 |
1 |
3 |
2,146 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
0 |
0 |
801 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
2 |
2 |
3 |
723 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
1 |
1 |
1 |
18 |
1 |
3 |
5 |
149 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
3 |
120 |
0 |
0 |
6 |
456 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
2 |
1,825 |
1 |
1 |
10 |
4,893 |
| A model of mortgage default |
0 |
0 |
1 |
97 |
2 |
3 |
10 |
353 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
367 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
0 |
0 |
3 |
382 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
1 |
70 |
2 |
4 |
9 |
136 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
144 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
235 |
| Are Output Fluctuations Transitory? |
0 |
1 |
1 |
343 |
0 |
1 |
3 |
912 |
| Asset Prices, Consumption, and the Business Cycle |
0 |
1 |
1 |
2,187 |
0 |
1 |
6 |
3,785 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
0 |
1 |
5 |
1,258 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
0 |
2 |
2 |
157 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
715 |
1 |
3 |
5 |
1,722 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
332 |
0 |
1 |
7 |
1,051 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
120 |
0 |
1 |
7 |
497 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
33 |
0 |
1 |
6 |
295 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
816 |
1 |
5 |
9 |
2,115 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
79 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
202 |
0 |
0 |
2 |
702 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
4 |
148 |
1 |
5 |
15 |
695 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
3 |
660 |
1 |
4 |
16 |
1,813 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
4 |
1,986 |
3 |
7 |
16 |
5,284 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
2 |
5 |
7 |
1,242 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
0 |
0 |
3 |
762 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
1 |
2 |
9 |
776 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
1 |
3 |
7 |
709 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
352 |
0 |
1 |
3 |
1,454 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
0 |
2 |
4 |
247 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
174 |
0 |
0 |
4 |
934 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
3 |
606 |
0 |
0 |
6 |
1,556 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
1 |
858 |
1 |
1 |
5 |
2,306 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
4 |
129 |
1 |
3 |
11 |
543 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
209 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
1,755 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
165 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
0 |
1 |
2 |
1,313 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
462 |
0 |
1 |
2 |
1,500 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
796 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
0 |
2 |
24 |
2,063 |
8 |
25 |
152 |
4,945 |
| Consumption-Based Asset Pricing |
1 |
4 |
7 |
861 |
1 |
4 |
11 |
1,594 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
1 |
15 |
0 |
0 |
4 |
24 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
3 |
20 |
0 |
0 |
8 |
30 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
2 |
4 |
0 |
0 |
5 |
23 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
0 |
3 |
1,283 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
0 |
0 |
4 |
2,575 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
154 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
96 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
1 |
1 |
335 |
0 |
3 |
5 |
817 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
59 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
67 |
0 |
1 |
3 |
473 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
93 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
106 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
191 |
0 |
6 |
21 |
650 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
0 |
2 |
5 |
249 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
141 |
1 |
1 |
3 |
511 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
126 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
490 |
| Economic Budgeting for Endowment-Dependent Universities |
0 |
0 |
3 |
4 |
1 |
4 |
15 |
24 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
0 |
1 |
3 |
911 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
1,089 |
1 |
2 |
3 |
2,489 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
61 |
0 |
2 |
3 |
238 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
214 |
0 |
0 |
0 |
848 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
230 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
0 |
0 |
2 |
466 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
1 |
123 |
0 |
1 |
6 |
531 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
0 |
0 |
2 |
1,250 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
64 |
0 |
0 |
5 |
260 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
809 |
0 |
1 |
3 |
2,323 |
| Estimating the Equity Premium |
0 |
0 |
1 |
18 |
0 |
1 |
5 |
86 |
| Estimating the Equity Premium |
0 |
0 |
2 |
306 |
1 |
1 |
7 |
572 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
51 |
0 |
1 |
8 |
376 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
0 |
1 |
3 |
2,414 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
68 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
67 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
1 |
1 |
4 |
574 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
1 |
29 |
0 |
2 |
4 |
199 |
| Forced Sales and House Prices |
0 |
0 |
0 |
184 |
0 |
0 |
8 |
731 |
| Forced Sales and House Prices |
0 |
0 |
1 |
46 |
0 |
0 |
4 |
297 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
67 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
0 |
1 |
492 |
| Foreign Currency for Long-Term Investors |
1 |
1 |
2 |
300 |
1 |
1 |
9 |
889 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
3 |
944 |
0 |
3 |
11 |
3,542 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
114 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
1 |
48 |
0 |
1 |
11 |
212 |
| Global Currency Hedging |
0 |
0 |
0 |
19 |
0 |
2 |
3 |
145 |
| Global Currency Hedging |
0 |
1 |
2 |
319 |
0 |
2 |
7 |
1,063 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
230 |
2 |
4 |
11 |
890 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
235 |
0 |
1 |
4 |
800 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
148 |
| Hard Times |
0 |
0 |
0 |
78 |
1 |
1 |
1 |
366 |
| Hard Times |
0 |
0 |
0 |
23 |
1 |
1 |
8 |
162 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
0 |
1 |
8 |
405 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
1,121 |
0 |
2 |
7 |
3,224 |
| Household Finance |
0 |
1 |
2 |
88 |
1 |
4 |
22 |
520 |
| Household Finance |
0 |
2 |
7 |
508 |
2 |
7 |
39 |
2,431 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
26 |
0 |
0 |
4 |
227 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
495 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
411 |
1 |
2 |
4 |
1,251 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
130 |
2 |
2 |
5 |
563 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
275 |
0 |
0 |
2 |
935 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
1 |
1 |
646 |
1 |
3 |
7 |
1,977 |
| 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 |
0 |
0 |
371 |
2 |
3 |
4 |
1,085 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
0 |
406 |
0 |
0 |
2 |
1,041 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
0 |
1 |
222 |
0 |
0 |
3 |
854 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
3 |
87 |
0 |
2 |
13 |
371 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
504 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
163 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
38 |
1 |
2 |
2 |
157 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
155 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
1,162 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
0 |
4 |
28 |
1 |
2 |
10 |
51 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
0 |
1 |
3 |
701 |
| In Search of Distress Risk |
0 |
0 |
5 |
84 |
0 |
1 |
13 |
410 |
| In Search of Distress Risk |
0 |
0 |
2 |
224 |
0 |
3 |
9 |
822 |
| In search of distress risk |
0 |
0 |
0 |
265 |
1 |
3 |
9 |
965 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
26 |
1 |
2 |
10 |
148 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
161 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
217 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
1 |
165 |
2 |
5 |
10 |
611 |
| Inflation Illusion and Stock Prices |
0 |
0 |
2 |
49 |
0 |
1 |
9 |
197 |
| Inflation Illusion and Stock Prices |
0 |
0 |
3 |
672 |
0 |
0 |
7 |
1,714 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
408 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
3 |
2,013 |
1 |
1 |
8 |
10,859 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
0 |
32 |
0 |
0 |
5 |
142 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
2,075 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
1 |
1,497 |
0 |
1 |
9 |
3,078 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
1 |
119 |
0 |
1 |
3 |
310 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
336 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
150 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
53 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
77 |
| International Comparative Household Finance |
0 |
0 |
0 |
59 |
0 |
1 |
5 |
242 |
| International Comparative Household Finance |
0 |
0 |
0 |
140 |
0 |
2 |
7 |
405 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
71 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
0 |
0 |
0 |
604 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
0 |
1 |
3 |
1,094 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
88 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
0 |
0 |
0 |
823 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
3 |
68 |
1 |
1 |
6 |
326 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
0 |
310 |
0 |
1 |
2 |
1,098 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
1 |
2 |
521 |
0 |
3 |
7 |
1,693 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
0 |
540 |
1 |
2 |
5 |
1,822 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
1 |
13 |
0 |
1 |
2 |
90 |
| Is Consumption Too Smooth? |
0 |
0 |
1 |
170 |
0 |
0 |
1 |
423 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
1 |
2 |
6 |
152 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
162 |
0 |
2 |
4 |
456 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
298 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
93 |
| Measuring the Financial Sophistication of Households |
1 |
1 |
4 |
325 |
1 |
2 |
14 |
1,417 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
1 |
116 |
0 |
0 |
2 |
295 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
40 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
462 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
1 |
105 |
0 |
3 |
11 |
270 |
| 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 |
2 |
57 |
| 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 |
0 |
14 |
0 |
1 |
6 |
154 |
| Mortgage Market Design |
0 |
1 |
1 |
65 |
0 |
2 |
4 |
244 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
4 |
127 |
0 |
1 |
20 |
413 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
1 |
1 |
1 |
795 |
1 |
3 |
8 |
2,056 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
343 |
| Permanent Income, Current Income, and Consumption |
0 |
1 |
5 |
107 |
0 |
3 |
10 |
376 |
| Permanent Income, Current Income, and Consumption |
1 |
1 |
2 |
842 |
1 |
2 |
25 |
1,850 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
507 |
2 |
3 |
9 |
2,067 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
165 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
0 |
0 |
7 |
1,655 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
0 |
1 |
2,908 |
0 |
1 |
4 |
6,182 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
319 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
0 |
1 |
2 |
31 |
0 |
1 |
2 |
87 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
131 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
186 |
0 |
3 |
8 |
554 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
0 |
2 |
12 |
193 |
0 |
6 |
48 |
550 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
1 |
2 |
4 |
128 |
3 |
6 |
14 |
513 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
0 |
615 |
0 |
0 |
2 |
1,418 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
0 |
276 |
0 |
4 |
12 |
823 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
1 |
57 |
0 |
1 |
6 |
199 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
187 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
0 |
0 |
15 |
1 |
2 |
5 |
154 |
| Rethinking Mortgage Design |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
52 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
1 |
5 |
12 |
1,233 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
0 |
4 |
14 |
2,318 |
| Smart Money, Noise Trading and Stock Price Behavior |
1 |
1 |
1 |
814 |
1 |
2 |
4 |
2,441 |
| Smart Money, Noise Trading and Stock Price Behaviour |
1 |
1 |
2 |
91 |
1 |
2 |
14 |
325 |
| Some Lessons from the Yield Curve |
0 |
0 |
1 |
23 |
0 |
0 |
4 |
108 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
1,260 |
| Some Lessons from the Yield Curve |
0 |
0 |
1 |
2,278 |
1 |
2 |
4 |
5,990 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
237 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
0 |
2 |
4 |
1,583 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
3 |
4 |
2,442 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
34 |
0 |
1 |
5 |
114 |
| Stock Prices, Earnings and Expected Dividends |
0 |
1 |
7 |
928 |
3 |
6 |
43 |
3,332 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
1 |
2,074 |
2 |
3 |
18 |
6,005 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
0 |
5 |
141 |
0 |
1 |
17 |
601 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
0 |
2 |
7 |
1,783 |
| Stock Returns and the Term Structure |
0 |
0 |
1 |
99 |
1 |
3 |
11 |
407 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
600 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
2 |
22 |
0 |
0 |
4 |
122 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
1 |
1 |
1,635 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
3 |
33 |
0 |
1 |
6 |
74 |
| Sustainability in a Risky World |
0 |
0 |
2 |
4 |
1 |
2 |
10 |
33 |
| Sustainability in a Risky World |
0 |
0 |
0 |
20 |
1 |
2 |
5 |
74 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
| Sustainability in a risky world |
0 |
4 |
4 |
4 |
0 |
1 |
1 |
1 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
44 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
13 |
2 |
4 |
11 |
70 |
| The Cross-Section of Household Preferences |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
15 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
1 |
323 |
0 |
0 |
2 |
1,246 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
0 |
4 |
627 |
3 |
5 |
26 |
1,677 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
1 |
7 |
1,832 |
4 |
7 |
21 |
6,581 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
0 |
1 |
6 |
928 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
185 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
2 |
0 |
1 |
7 |
11 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
1 |
2 |
4 |
713 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
1 |
1 |
5 |
38 |
1 |
3 |
14 |
182 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
0 |
100 |
0 |
1 |
1 |
421 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
0 |
1 |
3 |
571 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
1 |
63 |
0 |
0 |
4 |
334 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
75 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
282 |
0 |
1 |
4 |
851 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
554 |
0 |
1 |
10 |
1,284 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
1 |
2 |
84 |
0 |
1 |
7 |
418 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
1 |
2 |
1,003 |
1 |
3 |
14 |
3,110 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
597 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
6 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
83 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
1 |
418 |
0 |
0 |
3 |
982 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
0 |
3 |
7 |
691 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
0 |
1 |
5 |
1,598 |
| Understanding Risk and Return |
0 |
0 |
2 |
44 |
0 |
1 |
4 |
236 |
| Understanding Risk and Return |
0 |
0 |
0 |
1,303 |
0 |
0 |
7 |
4,063 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
0 |
8 |
1,067 |
1 |
3 |
23 |
3,422 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
0 |
3 |
1,484 |
0 |
2 |
19 |
3,955 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
98 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
1 |
1 |
5 |
80 |
1 |
1 |
42 |
208 |
| What Drives Booms and Busts in Value? |
0 |
1 |
6 |
27 |
3 |
5 |
18 |
43 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
1 |
2 |
6 |
1,473 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
3 |
82 |
1 |
1 |
8 |
345 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
3 |
805 |
1 |
6 |
14 |
2,075 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
1 |
1 |
4 |
184 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
2 |
431 |
1 |
3 |
11 |
1,257 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
2 |
3 |
4 |
70 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
8 |
1 |
3 |
6 |
38 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
33 |
0 |
0 |
3 |
158 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
2 |
491 |
2 |
4 |
14 |
2,681 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
0 |
2 |
4 |
2,377 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
1 |
3 |
13 |
1,205 |
| Why Is Consumption So Smooth? |
0 |
0 |
2 |
70 |
0 |
2 |
5 |
243 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
0 |
1 |
1 |
858 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
121 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
3 |
6 |
81 |
1 |
3 |
18 |
332 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
1 |
10 |
1,026 |
1 |
3 |
41 |
2,822 |
| Total Working Papers |
13 |
47 |
297 |
74,089 |
119 |
409 |
1,859 |
251,288 |
| 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 |
2 |
203 |
0 |
0 |
2 |
513 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
310 |
| A Model of Mortgage Default |
0 |
0 |
6 |
47 |
0 |
2 |
29 |
230 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2,579 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
2 |
177 |
0 |
2 |
8 |
721 |
| A Variance Decomposition for Stock Returns |
1 |
1 |
9 |
2,183 |
1 |
3 |
24 |
5,977 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
0 |
0 |
3 |
114 |
0 |
0 |
5 |
347 |
| A multivariate model of strategic asset allocation |
0 |
0 |
2 |
803 |
0 |
1 |
8 |
2,045 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
118 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
165 |
| An intertemporal CAPM with stochastic volatility |
1 |
1 |
2 |
57 |
1 |
3 |
6 |
299 |
| Are Output Fluctuations Transitory? |
0 |
0 |
3 |
368 |
1 |
4 |
16 |
1,154 |
| Asset Pricing at the Millennium |
3 |
3 |
8 |
242 |
4 |
6 |
22 |
712 |
| Bad Beta, Good Beta |
2 |
2 |
3 |
1,162 |
4 |
8 |
34 |
3,205 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
1 |
175 |
0 |
3 |
9 |
618 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
1 |
1 |
264 |
1 |
6 |
10 |
1,224 |
| Cointegration and Tests of Present Value Models |
3 |
6 |
34 |
2,161 |
4 |
12 |
89 |
6,263 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
131 |
| Consumer Financial Protection |
1 |
1 |
3 |
107 |
3 |
4 |
15 |
456 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
0 |
3 |
800 |
0 |
3 |
14 |
1,740 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
0 |
2 |
5 |
89 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
1 |
2 |
2 |
612 |
3 |
6 |
11 |
1,599 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
7 |
465 |
3 |
6 |
29 |
1,714 |
| Editors' introduction |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
80 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
0 |
4 |
8 |
1,436 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
627 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
0 |
1 |
61 |
1 |
2 |
12 |
250 |
| Equity Volatility and Corporate Bond Yields |
1 |
1 |
4 |
372 |
1 |
1 |
19 |
1,384 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
0 |
2 |
6 |
848 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
2 |
2 |
11 |
201 |
5 |
8 |
33 |
861 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
51 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
3 |
9 |
882 |
9 |
18 |
69 |
2,429 |
| Forced Sales and House Prices |
0 |
0 |
0 |
142 |
0 |
2 |
6 |
743 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
0 |
1 |
2 |
638 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
3 |
185 |
0 |
3 |
20 |
862 |
| Global Currency Hedging |
0 |
0 |
1 |
155 |
0 |
2 |
6 |
626 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
2 |
103 |
0 |
1 |
11 |
531 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
0 |
1 |
7 |
328 |
| Hard Times |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
84 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
3 |
292 |
2 |
6 |
27 |
1,181 |
| Household Finance |
3 |
5 |
31 |
502 |
11 |
28 |
153 |
2,437 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
6 |
563 |
1 |
6 |
28 |
2,081 |
| How do house prices affect consumption? Evidence from micro data |
1 |
5 |
23 |
1,296 |
8 |
19 |
90 |
3,827 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
1 |
6 |
9 |
0 |
2 |
17 |
31 |
| In Search of Distress Risk |
0 |
1 |
14 |
387 |
5 |
21 |
66 |
1,386 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
2 |
3 |
5 |
49 |
5 |
6 |
13 |
203 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
0 |
2 |
11 |
1,111 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
2 |
3 |
13 |
1,568 |
2 |
5 |
23 |
2,613 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
1 |
75 |
1 |
1 |
3 |
278 |
| International Comparative Household Finance |
0 |
0 |
2 |
48 |
1 |
1 |
11 |
349 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
118 |
0 |
1 |
2 |
381 |
| Interpreting cointegrated models |
0 |
0 |
3 |
147 |
1 |
2 |
9 |
476 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
0 |
7 |
1,411 |
3 |
4 |
20 |
3,058 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
1 |
178 |
0 |
1 |
8 |
409 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
11 |
42 |
3 |
16 |
50 |
255 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
45 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
212 |
1 |
2 |
9 |
744 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
1 |
1 |
1 |
412 |
| 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 |
2 |
434 |
| Mortgage Market Design* |
0 |
2 |
3 |
61 |
1 |
6 |
16 |
390 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
0 |
0 |
6 |
401 |
1 |
2 |
24 |
1,207 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
3 |
9 |
56 |
2,166 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
214 |
1 |
3 |
5 |
670 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
0 |
0 |
14 |
1 |
2 |
5 |
56 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
108 |
1 |
3 |
6 |
412 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
1 |
8 |
65 |
417 |
5 |
22 |
171 |
1,364 |
| Predicting asset prices |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
9 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
30 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
93 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
1 |
78 |
0 |
1 |
10 |
478 |
| Smart Money, Noise Trading and Stock Price Behaviour |
1 |
1 |
7 |
836 |
4 |
9 |
31 |
2,106 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
925 |
2 |
4 |
8 |
2,360 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
33 |
0 |
1 |
8 |
204 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
58 |
| Stock returns and the term structure |
1 |
1 |
7 |
607 |
1 |
6 |
24 |
1,540 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
0 |
2 |
187 |
1 |
1 |
6 |
659 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
3 |
14 |
0 |
2 |
12 |
56 |
| Sustainability in a Risky World |
2 |
3 |
5 |
5 |
5 |
12 |
14 |
14 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
4 |
12 |
56 |
601 |
10 |
31 |
139 |
1,652 |
| 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 |
1 |
2 |
12 |
1,844 |
4 |
8 |
44 |
5,317 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
0 |
2 |
5 |
213 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
25 |
0 |
1 |
5 |
140 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
1 |
10 |
155 |
1 |
3 |
25 |
626 |
| The New Palgrave Dictionary of Money and Finance |
0 |
3 |
8 |
1,401 |
2 |
7 |
17 |
4,277 |
| The Squam Lake Report: Fixing the Financial System |
0 |
1 |
2 |
194 |
1 |
4 |
10 |
801 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
1 |
2 |
2 |
0 |
3 |
8 |
8 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
3 |
134 |
1 |
3 |
8 |
389 |
| The dollar and real interest rates |
0 |
0 |
0 |
60 |
0 |
0 |
3 |
368 |
| The response of consumption to income: A cross-country investigation |
1 |
1 |
5 |
687 |
1 |
3 |
17 |
1,330 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
1 |
40 |
0 |
1 |
4 |
192 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
1,684 |
2 |
6 |
21 |
5,577 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
28 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
0 |
2 |
6 |
289 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
3 |
112 |
1 |
5 |
11 |
475 |
| Understanding Risk and Return |
1 |
1 |
8 |
1,452 |
1 |
6 |
29 |
4,449 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
1 |
4 |
0 |
3 |
9 |
24 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
0 |
2 |
5 |
283 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
1 |
13 |
0 |
0 |
5 |
46 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
2 |
5 |
774 |
0 |
4 |
20 |
1,830 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
0 |
154 |
1 |
2 |
3 |
512 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
0 |
8 |
0 |
1 |
9 |
41 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
5 |
590 |
2 |
6 |
28 |
2,051 |
| Why is Consumption So Smooth? |
1 |
1 |
5 |
624 |
2 |
5 |
17 |
1,497 |
| Why long horizons? A study of power against persistent alternatives |
0 |
0 |
2 |
123 |
1 |
1 |
7 |
348 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
1 |
6 |
23 |
2,092 |
5 |
24 |
63 |
5,018 |
| Total Journal Articles |
38 |
88 |
504 |
37,626 |
147 |
466 |
2,022 |
117,372 |
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