Access Statistics for John Y. Campbell

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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 1 12 0 0 2 126
A Model of Mortgage Default 0 1 2 4 1 5 10 16
A Model of Mortgage Default 0 0 1 174 0 0 4 386
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 0 0 1 187
A Multivariate Model of Strategic Asset Allocation 0 0 0 418 1 1 5 1,289
A Multivariate Model of Strategic Asset Allocation 0 0 1 1,550 0 1 5 4,415
A Scorecard for Indexed Government Data 0 0 0 0 0 0 3 779
A Scorecard for Indexed Government Debt 0 0 0 249 0 0 0 801
A Scorecard for Indexed Government Debt 0 0 1 474 0 0 2 2,145
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 0 248 0 1 1 721
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 1 17 0 0 3 146
A Variance Decomposition for Stock Returns 0 1 5 120 1 2 10 456
A Variance Decomposition for Stock Returns 0 0 3 1,825 0 3 14 4,892
A model of mortgage default 0 0 1 97 1 1 7 350
AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS 0 0 0 0 0 1 4 367
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 0 0 9 132
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 1 5 382
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 0 3 144
Are Output Fluctuations Transitory? 0 0 0 342 0 0 3 911
Are Output Fluctuations Transitory? 0 0 0 26 0 0 3 235
Asset Prices, Consumption, and the Business Cycle 0 0 0 2,186 0 0 9 3,784
Asset Pricing at the Millennium 0 0 0 568 0 2 4 1,257
Asset Pricing at the Millennium 0 0 0 31 0 0 4 155
Asset Pricing at the Millennium 0 0 0 715 0 1 2 1,719
Bad Beta, Good Beta 0 0 1 33 0 1 6 294
Bad Beta, Good Beta 0 0 0 332 0 2 6 1,050
Bad Beta, Good Beta 0 0 1 120 0 1 8 496
Bad Beta, Good Beta 0 0 1 816 0 3 11 2,110
Bond and Stock Returns in a Simple Exchange Model 0 0 0 202 0 0 3 702
Bond and Stock Returns in a Simple Exchange Model 0 0 0 6 0 0 3 79
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 3 147 0 1 11 690
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 7 660 1 1 17 1,809
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 2 4 1,986 1 3 11 5,277
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 1 1 2 1,237
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 0 170 0 2 7 774
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 0 170 0 3 4 762
Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 0 0 157 0 0 5 706
Caught On Tape: Predicting Institutional Ownership With Order Flow 1 1 1 352 1 2 2 1,453
Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 0 0 42 1 1 3 245
Caught on Tape: Predicting Institutional Ownership With Order Flow 0 0 1 174 0 2 4 934
Cointegration and Tests of Present Value Models 0 0 2 858 0 1 5 2,305
Cointegration and Tests of Present Value Models 0 0 3 606 0 0 7 1,556
Cointegration and Tests of Present Value Models 1 1 6 129 1 1 12 540
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 0 1 1,754
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 0 0 1 164
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 1 554 0 0 3 1,312
Consumption and the Stock Market: Interpreting International Experience 0 0 0 462 0 0 3 1,499
Consumption and the Stock Market: Interpreting International Experience 0 0 0 0 0 0 4 795
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence 3 7 25 2,061 12 41 150 4,920
Consumption-Based Asset Pricing 1 1 4 857 1 1 11 1,590
Debt and Deficits: Fiscal Analysis with Stationary Ratios 0 2 2 4 0 3 8 23
Debt and Deficits: Fiscal Analysis with Stationary Ratios 0 3 4 20 0 4 12 30
Debt and Deficits: Fiscal Analysis with Stationary Ratios 0 1 1 15 0 3 4 24
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 6 2,575
Do the Rich Get Richer in the Stock Market? Evidence from India 0 0 0 11 0 1 3 96
Do the Rich Get Richer in the Stock Market? Evidence from India 1 1 1 33 1 1 2 154
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 0 0 1 334 1 1 3 814
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 3 6 58
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 2 4 106
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 1 2 6 93
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 0 0 5 472
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 191 0 4 20 644
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 141 0 1 4 510
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 0 2 3 247
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 1 2 6 126
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 0 0 2 490
Economic Budgeting for Endowment-Dependent Universities 0 0 3 4 0 1 15 20
Efficient Tests of Stock Return Predictability 0 0 0 307 0 0 2 910
Efficient Tests of Stock Return Predictability 0 0 0 1,089 0 0 2 2,487
Efficient tests of stock return predictability 0 0 0 61 0 0 1 236
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 23 0 1 2 229
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 0 134 0 0 2 466
Elasticities of substitution in real business cycle models with home production 0 1 1 123 0 2 5 530
Equity Volatility and Corporate Bond Yields 0 0 0 64 1 4 5 260
Equity Volatility and Corporate Bond Yields 0 0 0 321 0 0 2 1,250
Equity Volatility and Corporate Bond Yields 0 0 0 809 0 1 2 2,322
Estimating the Equity Premium 0 0 2 306 2 2 11 571
Estimating the Equity Premium 0 0 1 18 0 0 5 85
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 0 776 0 0 2 2,413
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 51 2 2 8 375
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 1 0 1 8 67
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 0 2 67
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 1 1 4 573
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 1 29 0 0 2 197
Forced Sales and House Prices 0 0 0 184 1 2 11 731
Forced Sales and House Prices 0 1 1 46 0 2 4 297
Foreign Currency for Long-Term Investors 0 1 1 299 0 1 13 888
Foreign Currency for Long-Term Investors 0 0 0 155 0 0 3 492
Foreign Currency for Long-Term Investors 0 0 0 5 0 1 2 66
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 0 0 3 944 1 1 8 3,539
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 0 0 0 10 1 1 2 114
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 0 0 1 48 0 2 12 211
Global Currency Hedging 0 0 1 19 0 0 3 143
Global Currency Hedging 0 1 1 318 0 3 6 1,061
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 235 0 0 5 799
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 0 230 1 1 8 886
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 1 28 0 0 3 148
Hard Times 0 0 0 23 0 1 8 161
Hard Times 0 0 0 78 0 0 1 365
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 1 1,121 0 1 6 3,222
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 0 43 0 0 9 404
Household Finance 0 2 5 506 6 9 49 2,424
Household Finance 0 0 2 87 0 7 24 516
Household Risk Management and Optimal Mortgage Choice 0 1 1 130 1 2 3 561
Household Risk Management and Optimal Mortgage Choice 0 0 0 0 1 1 2 495
Household Risk Management and Optimal Mortgage Choice 0 0 0 275 1 1 2 935
Household Risk Management and Optimal Mortgage Choice 0 0 0 26 1 3 5 227
Household Risk Management and Optimal Mortgage Choice 0 0 0 645 2 2 4 1,974
Household Risk Management and Optimal Mortgage Choice 0 1 1 411 1 2 2 1,249
Household Saving and Permanent Income in Canada and the United Kingdom 0 0 0 113 0 0 4 461
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 Data 0 0 0 371 0 0 2 1,082
How Do House Prices Affect Consumption? Evidence From Micro F. Data 0 1 1 222 0 1 3 854
How Do House Prices Affect Consumption? Evidence from Micro Data 0 0 0 1 0 0 3 503
How Do House Prices Affect Consumption? Evidence from Micro Data 0 0 3 87 0 0 19 369
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market 0 0 0 38 0 0 0 155
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 25 0 0 0 155
How do house prices affect consumption? Evidence from micro data 0 0 0 2 0 0 6 1,160
Idiosyncratic Equity Risk Two Decades Later 1 2 4 28 1 2 10 49
In Searach of Distress Risk 0 0 0 141 0 1 2 700
In Search of Distress Risk 0 2 5 84 0 5 14 409
In Search of Distress Risk 1 2 2 224 1 4 6 819
In search of distress risk 0 0 1 265 3 3 8 962
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 0 0 19 0 0 1 161
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 1 2 26 2 4 10 146
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 1 165 0 1 9 606
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 2 18 0 0 7 216
Inflation Illusion and Stock Prices 0 1 2 49 0 1 8 196
Inflation Illusion and Stock Prices 0 1 3 672 0 2 8 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 0 1 407
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 0 0 0 32 0 1 7 142
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 0 2 3 2,013 0 4 8 10,858
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 4 2,074
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 0 0 1 1,497 0 1 8 3,077
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 0 0 1 119 0 0 2 309
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 6 0 0 0 53
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 127 0 0 0 150
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 103 0 0 0 336
Intergenerational risksharing and equilibrium asset prices 0 0 0 3 0 1 3 77
International Comparative Household Finance 0 0 0 59 0 1 4 241
International Comparative Household Finance 0 0 1 140 0 2 8 403
International Evidence on the Persistence of Economic Fluctuations 0 0 0 252 0 0 0 604
International Evidence on the Persistence of Economic Fluctuations 0 0 0 15 0 0 1 70
International Experiences with Securities Transaction Taxes 0 0 0 340 0 1 2 1,093
Interpreting Cointegrated Models 0 0 0 14 0 0 0 87
Interpreting Cointegrated Models 0 0 0 331 0 0 1 823
Intertemporal Asset Pricing Without Consumption Data 0 0 3 68 0 0 5 325
Intertemporal Asset Pricing Without Consumption Data 0 0 0 310 1 1 1 1,097
Investing Retirement Wealth: A Life-Cycle Model 0 0 3 520 0 0 6 1,690
Investing Retirement Wealth? A Life-Cycle Model 0 0 0 540 0 0 4 1,820
Investing and Spending: The Twin Challenges of University Endowment Management 0 0 1 13 0 0 3 89
Is Consumption Too Smooth? 0 1 1 170 0 1 1 423
Macroeconomic Drivers of Bond and Equity Risks 0 0 1 162 0 0 3 454
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 49 0 1 4 150
Measuring the Financial Sophistication of Households 1 2 5 324 1 4 18 1,415
Measuring the Financial Sophistication of Households 0 0 0 57 1 1 1 297
Measuring the Financial Sophistication of Households 0 0 0 0 1 1 2 90
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 0 0 2 461
Monetary Policy Drivers of Bond and Equity Risks 0 0 0 104 0 3 9 267
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 2 5 153
Mortgage Market Design 0 0 0 64 0 1 2 242
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 0 0 0 794 1 1 6 2,053
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 0 1 4 127 1 2 21 412
PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION 0 0 0 0 0 0 2 342
Permanent Income, Current Income, and Consumption 0 0 1 841 1 1 24 1,848
Permanent Income, Current Income, and Consumption 2 2 5 106 3 3 10 373
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 15 0 0 1 164
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 507 1 1 6 2,064
Pitfalls and Opportunities: What Macroeconomics should know about unit roots 0 0 0 3 1 2 8 1,655
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 0 0 3 2,908 0 0 9 6,181
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 0 0 0 36 0 2 6 318
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield 0 1 1 30 0 1 1 86
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 0 186 0 0 6 551
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 0 31 1 1 2 131
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 0 2 17 191 0 5 59 544
Predicting Financial Distress and the Performance of Distressed Stocks 0 0 3 126 0 3 12 507
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 0 0 0 615 0 1 5 1,418
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 0 0 0 276 1 2 14 819
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 0 0 0 51 0 2 3 187
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 0 0 1 57 0 0 5 198
Restoring rational choice: The challenge of consumer financial regulation 0 0 1 15 0 1 5 152
Rethinking Mortgage Design 0 1 1 20 0 2 3 52
SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR 0 0 0 1 0 1 8 1,228
STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS 0 0 0 3 0 2 14 2,314
Smart Money, Noise Trading and Stock Price Behavior 0 0 0 813 0 1 3 2,439
Smart Money, Noise Trading and Stock Price Behaviour 0 0 2 90 0 2 16 323
Some Lessons from the Yield Curve 0 0 1 23 0 0 5 108
Some Lessons from the Yield Curve 0 0 0 6 0 0 1 1,259
Some Lessons from the Yield Curve 0 0 1 2,278 0 0 2 5,988
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 1 2 34 0 1 6 113
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 0 0 3 2,439
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 0 0 2 1,581
Stock Prices, Earnings and Expected Dividends 1 2 12 927 2 10 67 3,326
Stock Prices, Earnings and Expected Dividends 0 0 1 2,074 3 4 24 6,002
Stock Prices, Earnings, and Expected Dividends 0 1 7 141 1 3 21 600
Stock Returns and the Term Structure 0 0 0 860 2 3 9 1,781
Stock Returns and the Term Structure 0 0 1 99 0 0 8 404
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 0 0 2 600
Strategic Asset Allocation in a Continuous-Time VAR Model 1 1 2 22 1 1 4 122
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 0 0 1,634
Structuring Mortgages for Macroeconomic Stability 0 1 3 33 0 2 6 73
Sustainability in a Risky World 0 0 0 20 1 3 3 72
Sustainability in a Risky World 0 0 2 4 2 5 8 31
Sustainability in a risky world 0 0 0 0 0 2 2 5
The Changing Role of Nominal Government Bonds in Asset Allocation 0 0 0 6 2 2 4 44
The Cross-Section of Household Preferences 0 1 1 13 0 2 7 66
The Cross-Section of Household Preferences 0 0 0 2 0 1 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 1 3 7 1,831 1 4 16 6,574
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1 1 5 627 3 7 30 1,672
The Dollar and Real Interest Rates 0 0 0 16 0 0 0 185
The Dollar and Real Interest Rates 0 0 0 200 0 2 5 927
The Impact of Regulation on Mortgage Risk: Evidence from India 0 1 1 2 0 2 7 10
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 0 0 0 293 0 1 2 711
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 0 2 4 37 0 3 12 179
The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies 0 0 0 100 0 0 0 420
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 1 63 0 2 5 334
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 103 1 2 3 570
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 1 554 0 0 12 1,283
The Term Structure of the Risk-Return Tradeoff 0 0 1 282 0 1 3 850
The Term Structure of the Risk–Return Trade-Off 0 0 0 0 0 1 2 2
Trading Volume and Serial Correlation in Stock Returns 1 1 1 83 1 1 6 417
Trading Volume and Serial Correlation in Stock Returns 0 0 1 1,002 0 5 13 3,107
U.S. corporate leverage: developments in 1987 and 1988 0 0 0 0 0 1 1 597
Understanding Inflation-Indexed Bond Markets 0 0 3 418 2 2 5 982
Understanding Inflation-Indexed Bond Markets 0 0 0 10 1 1 2 83
Understanding Inflation-Indexed Bond Markets 0 0 0 317 1 1 5 688
Understanding Inflation-Indexed Bond Markets 0 0 0 1 0 0 3 6
Understanding Risk and Return 0 0 0 1,303 1 2 8 4,063
Understanding Risk and Return 0 0 0 9 0 0 4 1,597
Understanding Risk and Return 0 0 2 44 0 0 4 235
Valuation Ratios and the Long-Run Stock Market Outlook: An Update 0 1 9 1,067 0 6 28 3,419
Valuation Ratios and the Long-run Stock Market Outlook: An Update 1 1 4 1,484 3 4 21 3,953
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages 0 0 0 22 0 0 5 97
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages 0 0 4 79 0 0 44 207
What Drives Booms and Busts in Value? 1 4 5 26 2 8 16 38
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns 0 0 0 6 1 1 4 1,471
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 0 8 82 1 1 15 344
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 2 3 805 1 3 9 2,069
Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 0 0 0 12 1 2 3 183
Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 0 2 2 431 1 3 10 1,254
Who Owns What? A Factor Model for Direct Stock Holding 0 0 0 22 0 0 2 67
Who Owns What? A Factor Model for Direct Stockholding 1 1 2 8 2 2 5 35
Who Should Buy Long-Term Bonds? 0 0 1 33 0 0 3 158
Who Should Buy Long-Term Bonds? 0 1 2 491 1 3 15 2,677
Who Should Buy Long-Term Bonds? 0 0 0 652 0 0 5 2,375
Who Should Buy Long-Term Bonds? 0 0 0 136 1 3 13 1,202
Why Is Consumption So Smooth? 0 2 2 70 0 3 3 241
Why Long Horizons: A Study of Power Against Persistent Alternatives 0 0 0 174 0 0 0 857
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 1 5 78 2 7 21 329
Yield Spreads and Interest Rate Movements: A Bird's Eye View 0 5 10 1,025 2 15 46 2,819
Total Working Papers 22 86 324 74,042 114 397 1,887 250,879


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 1 86 0 1 4 309
A Model of Mortgage Default 0 1 7 47 0 7 35 228
A Note on Johansen's Cointegration Procedure When Trends Are Present 0 0 0 0 0 0 0 2,578
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 4 177 1 1 8 719
A Variance Decomposition for Stock Returns 0 2 15 2,182 0 8 33 5,974
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem 0 2 4 114 0 2 6 347
A multivariate model of strategic asset allocation 0 0 3 803 0 2 9 2,044
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 0 1 164
An intertemporal CAPM with stochastic volatility 0 1 1 56 0 1 6 296
Are Output Fluctuations Transitory? 0 1 5 368 0 3 14 1,150
Asset Pricing at the Millennium 0 2 8 239 2 7 24 706
Bad Beta, Good Beta 1 1 4 1,160 1 8 37 3,197
Bond and Stock Returns in a Simple Exchange Model 0 1 2 175 0 3 8 615
Caught on tape: Institutional trading, stock returns, and earnings announcements 0 0 1 263 1 2 6 1,218
Cointegration and Tests of Present Value Models 5 10 34 2,155 10 23 93 6,251
Comment on Low Inflation: The Behavior of Financial Markets and Institutions 0 0 0 0 1 1 3 129
Consumer Financial Protection 0 0 3 106 1 3 14 452
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 1 4 800 1 4 16 1,737
Do the Rich Get Richer in the Stock Market? Evidence from India 0 0 0 23 1 1 3 87
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 0 0 3 610 0 0 10 1,593
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 2 7 465 1 5 29 1,708
Editors' introduction 0 0 0 7 0 0 1 80
Efficient tests of stock return predictability 0 0 0 563 1 4 6 1,432
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 0 1 3 626
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller 0 1 3 61 1 4 15 248
Equity Volatility and Corporate Bond Yields 0 1 4 371 2 6 20 1,383
Explaining the Poor Performance of Consumption‐based Asset Pricing Models 0 0 0 246 0 1 7 846
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 3 11 199 1 6 33 853
Finance theory and the term structure a comment 0 0 0 2 0 0 1 50
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 0 10 879 4 11 66 2,411
Forced Sales and House Prices 0 0 1 142 0 2 9 741
Foreign Currency for Long-Term Investors 0 0 0 140 0 1 1 637
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 0 0 4 185 0 5 20 859
Global Currency Hedging 0 0 2 155 0 1 7 624
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 2 103 0 2 13 530
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 38 0 1 8 327
Hard Times 0 0 0 5 0 1 4 83
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 4 292 4 10 24 1,175
Household Finance 0 5 30 497 3 35 156 2,409
Household Risk Management and Optimal Mortgage Choice 1 2 7 563 2 10 27 2,075
How do house prices affect consumption? Evidence from micro data 0 5 23 1,291 5 17 94 3,808
Idiosyncratic Equity Risk Two Decades Later 0 1 5 8 2 6 17 29
In Search of Distress Risk 1 5 15 386 4 18 60 1,365
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 6 46 1 1 15 197
Inflation Illusion and Stock Prices 0 0 0 341 0 3 13 1,109
Inspecting the mechanism: An analytical approach to the stochastic growth model 0 2 10 1,565 0 3 22 2,608
Intergenerational risksharing and equilibrium asset prices 1 1 1 75 1 1 2 277
International Comparative Household Finance 0 0 2 48 0 2 11 348
International evidence on the persistence of economic fluctuations 0 0 0 118 0 1 2 380
Interpreting cointegrated models 0 1 3 147 0 1 10 474
Intertemporal Asset Pricing without Consumption Data 0 0 8 1,411 2 3 23 3,054
Is There a Corporate Debt Crisis? 0 0 1 178 2 2 10 408
Macroeconomic Drivers of Bond and Equity Risks 2 4 15 42 3 14 48 239
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 1 9 742
Measuring the Persistence of Expected Returns 0 0 0 133 0 0 0 411
Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week 0 0 0 72 0 0 1 433
Mortgage Market Design* 0 1 1 59 1 4 11 384
No news is good news *1: An asymmetric model of changing volatility in stock returns 0 1 10 401 0 4 30 1,205
Permanent Income, Current Income, and Consumption 0 0 0 0 13 24 62 2,157
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 214 1 1 2 667
Portfolio choice with sustainable spending: A model of reaching for yield 0 0 1 14 0 0 5 54
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 0 108 1 1 3 409
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 1 8 76 409 6 31 201 1,342
Predicting asset prices 0 0 0 3 0 0 2 9
Racines unitaires en macroéconomie: le cas multidimensionnel 0 0 0 4 0 0 1 29
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 1 3 13 477
Smart Money, Noise Trading and Stock Price Behaviour 0 1 7 835 0 7 31 2,097
Some Lessons from the Yield Curve 0 0 0 925 0 0 6 2,356
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market 0 0 0 33 2 3 9 203
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 2 10 1 1 4 58
Stock returns and the term structure 0 0 7 606 2 6 23 1,534
Strategic asset allocation in a continuous-time VAR model 0 0 3 187 0 0 7 658
Structuring Mortgages for Macroeconomic Stability 0 0 4 14 0 2 11 54
Sustainability in a Risky World 2 2 2 2 2 2 2 2
THE ECONOMETRICS OF FINANCIAL MARKETS 6 17 67 589 15 51 169 1,621
The Changing Role of Nominal Government Bonds in Asset Allocation&ast 0 1 1 3 0 1 3 21
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 0 3 13 1,842 2 9 45 5,309
The Fragile Benefits of Endowment Destruction 0 0 1 24 1 1 4 211
The Impact of Regulation on Mortgage Risk: Evidence from India 0 0 1 25 2 2 4 139
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 2 4 12 154 2 8 33 623
The New Palgrave Dictionary of Money and Finance 0 3 7 1,398 0 4 16 4,270
The Squam Lake Report: Fixing the Financial System 0 1 1 193 0 3 6 797
The Term Structure of the Risk–Return Trade-Off 0 0 1 1 0 3 5 5
The dividend ratio model and small sample bias: A Monte Carlo study 0 0 3 134 0 0 5 386
The dollar and real interest rates 0 0 2 60 0 0 5 368
The response of consumption to income: A cross-country investigation 0 2 4 686 0 4 15 1,327
The term structure of euromarket interest rates: An empirical investigation 0 0 1 40 0 1 3 191
Trading Volume and Serial Correlation in Stock Returns 0 0 1 1,684 0 3 16 5,571
Two Puzzles of Asset Pricing and Their Implications for Investors 0 0 1 12 0 1 3 28
U.S. Corporate Leverage: Developments in 1987 and 1988 0 0 0 119 0 0 4 287
Understanding Inflation-Indexed Bond Markets 0 0 4 112 0 2 9 470
Understanding Risk and Return 0 2 9 1,451 4 10 34 4,443
Viewpoint: Estimating the equity premium 0 0 0 102 0 0 5 281
Viewpoint: Estimating the equity premium 0 0 2 4 0 3 8 21
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages 0 0 1 13 1 1 7 46
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 1 6 772 2 6 21 1,826
Where Do Betas Come From? Asset Price Dynamics and the 0 0 0 154 0 0 1 510
Who Owns What? A Factor Model for Direct Stockholding 0 0 0 8 0 3 8 40
Who Should Buy Long-Term Bonds? 0 0 6 589 2 7 29 2,045
Why is Consumption So Smooth? 0 1 4 623 2 3 15 1,492
Why long horizons? A study of power against persistent alternatives 0 1 2 123 1 4 6 347
Yield Spreads and Interest Rate Movements: A Bird's Eye View 1 4 21 2,086 5 11 51 4,994
Total Journal Articles 23 109 562 37,538 128 486 2,073 116,906
1 registered items for which data could not be found


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 1 4 26 319
Econometric Methods and Financial Time Series 0 0 0 0 0 0 1 102
Risk Aspects of Investment-Based Social Security Reform 0 0 0 0 0 1 4 255
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors 0 0 0 0 11 28 100 1,111
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 2 7 109
Total Books 0 0 0 0 12 35 138 1,896


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 0 0 3 79 0 1 8 266
A multivariate model of strategic asset allocation 0 0 0 1 1 2 2 16
Accounting for Stock Price Movements 0 0 0 0 0 0 0 1
Asset prices, consumption, and the business cycle 0 2 7 1,080 0 7 22 2,177
Comment on "Shocks and Crashes" 0 1 1 17 0 1 1 94
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence 1 3 19 628 10 29 119 2,254
Consumption-based asset pricing 0 3 21 1,764 6 11 45 3,653
Economic Budgeting for Endowment-Dependent Universities 1 2 3 4 1 3 5 6
International Experiences with Securities Transaction Taxes 0 2 3 106 0 5 15 352
Introduction 0 0 0 3 0 0 2 39
Introduction to "Asset Prices and Monetary Policy" 0 0 1 29 0 2 5 71
Introduction to "Financing Institutions of Higher Education" 0 0 1 1 0 2 7 9
Introduction to "Risk Aspects of Investment-Based Social Security Reform" 0 1 3 19 0 1 4 117
Investing Retirement Wealth: A Life-Cycle Model 0 0 1 102 0 0 12 406
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 1 4 9 459 2 9 37 1,192
The Interest Rate Process and the Term Structure of Interest Rates in Japan 0 0 0 30 0 0 2 143
Total Chapters 3 18 72 4,322 20 73 286 10,796


Statistics updated 2025-07-04