| 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 |
104 |
0 |
0 |
4 |
291 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
45 |
| A Model of Mortgage Default |
1 |
1 |
3 |
172 |
0 |
3 |
12 |
316 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
2 |
415 |
13 |
14 |
26 |
1,184 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
1,545 |
2 |
7 |
26 |
4,346 |
| A Multivariate Model of Strategic Asset Allocation |
1 |
1 |
4 |
48 |
2 |
3 |
14 |
135 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
740 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
245 |
0 |
1 |
4 |
764 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
468 |
0 |
2 |
7 |
2,007 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
14 |
1 |
1 |
6 |
57 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
246 |
1 |
3 |
10 |
650 |
| A Variance Decomposition for Stock Returns |
1 |
2 |
13 |
88 |
4 |
6 |
29 |
235 |
| A Variance Decomposition for Stock Returns |
1 |
5 |
10 |
1,809 |
3 |
17 |
36 |
4,770 |
| A model of mortgage default |
0 |
2 |
6 |
85 |
2 |
4 |
26 |
176 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
313 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
3 |
67 |
1 |
6 |
18 |
77 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
5 |
114 |
1 |
2 |
20 |
276 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
340 |
1 |
2 |
9 |
820 |
| Are Output Fluctuations Transitory? |
0 |
0 |
1 |
20 |
1 |
2 |
9 |
163 |
| Asset Prices, Consumption, and the Business Cycle |
1 |
2 |
2 |
2,164 |
2 |
6 |
9 |
3,713 |
| Asset Pricing at the Millennium |
0 |
0 |
1 |
564 |
3 |
4 |
11 |
1,180 |
| Asset Pricing at the Millennium |
0 |
0 |
2 |
705 |
0 |
1 |
14 |
1,606 |
| Asset Pricing at the Millennium |
0 |
0 |
4 |
27 |
1 |
2 |
11 |
93 |
| Bad Beta, Good Beta |
0 |
2 |
2 |
115 |
0 |
4 |
10 |
437 |
| Bad Beta, Good Beta |
0 |
1 |
8 |
805 |
1 |
5 |
41 |
1,983 |
| Bad Beta, Good Beta |
0 |
0 |
2 |
24 |
2 |
6 |
11 |
136 |
| Bad Beta, Good Beta |
0 |
1 |
2 |
326 |
1 |
2 |
10 |
977 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
1 |
200 |
2 |
3 |
10 |
673 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
5 |
2 |
2 |
5 |
47 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
8 |
105 |
4 |
9 |
28 |
524 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
3 |
6 |
1,972 |
6 |
12 |
35 |
5,153 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
3 |
635 |
2 |
9 |
23 |
1,607 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
2 |
12 |
31 |
1,124 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
164 |
0 |
0 |
1 |
624 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
165 |
1 |
1 |
5 |
698 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
154 |
0 |
1 |
6 |
614 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
346 |
0 |
0 |
3 |
1,392 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
1 |
6 |
39 |
0 |
3 |
9 |
118 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
902 |
| Cointegration and Tests of Present Value Models |
2 |
3 |
8 |
70 |
5 |
11 |
28 |
275 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
596 |
2 |
4 |
15 |
1,410 |
| Cointegration and Tests of Present Value Models |
0 |
2 |
3 |
847 |
3 |
9 |
20 |
2,152 |
| Consumer Financial Protection |
0 |
0 |
0 |
15 |
0 |
3 |
9 |
82 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
2 |
4 |
10 |
1,726 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
1 |
1 |
5 |
31 |
2 |
5 |
15 |
122 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
547 |
1 |
3 |
9 |
1,273 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
458 |
0 |
1 |
4 |
1,465 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
771 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
0 |
10 |
25 |
1,958 |
8 |
25 |
80 |
4,257 |
| Consumption-Based Asset Pricing |
1 |
1 |
19 |
766 |
1 |
8 |
41 |
1,361 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
903 |
1 |
4 |
10 |
2,524 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
372 |
0 |
0 |
2 |
1,195 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
2 |
6 |
6 |
1 |
5 |
14 |
14 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
3 |
10 |
10 |
2 |
8 |
39 |
39 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
2 |
2 |
5 |
324 |
3 |
3 |
15 |
702 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
23 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
62 |
0 |
1 |
10 |
321 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
30 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
28 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
1 |
3 |
134 |
0 |
5 |
11 |
419 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
187 |
0 |
1 |
7 |
530 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
2 |
3 |
21 |
0 |
4 |
9 |
108 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
40 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
86 |
0 |
2 |
8 |
377 |
| Efficient Tests of Stock Return Predictability |
0 |
1 |
1 |
1,086 |
4 |
7 |
17 |
2,460 |
| Efficient Tests of Stock Return Predictability |
1 |
2 |
4 |
304 |
2 |
3 |
11 |
870 |
| Efficient tests of stock return predictability |
0 |
0 |
4 |
48 |
2 |
4 |
15 |
185 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
212 |
3 |
3 |
5 |
828 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
2 |
3 |
5 |
444 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
4 |
21 |
2 |
2 |
8 |
74 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
2 |
120 |
2 |
3 |
6 |
493 |
| Equity Volatility and Corporate Bond Yields |
2 |
6 |
16 |
51 |
2 |
6 |
29 |
154 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
2 |
805 |
0 |
1 |
21 |
2,219 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
1 |
318 |
0 |
0 |
16 |
1,183 |
| Estimating the Equity Premium |
0 |
0 |
1 |
298 |
0 |
0 |
3 |
491 |
| Estimating the Equity Premium |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
53 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
4 |
769 |
1 |
4 |
12 |
2,346 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
44 |
1 |
4 |
9 |
245 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
23 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
26 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
137 |
0 |
0 |
9 |
499 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
1 |
1 |
21 |
1 |
3 |
9 |
105 |
| Forced Sales and House Prices |
0 |
0 |
0 |
176 |
1 |
1 |
7 |
582 |
| Forced Sales and House Prices |
0 |
0 |
0 |
37 |
0 |
4 |
14 |
148 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
298 |
0 |
0 |
5 |
837 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
154 |
1 |
1 |
4 |
468 |
| Foreign Currency for Long-Term Investors |
0 |
1 |
2 |
4 |
0 |
1 |
7 |
47 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
20 |
930 |
3 |
7 |
897 |
3,437 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
1 |
8 |
0 |
0 |
6 |
60 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
1 |
1 |
4 |
39 |
1 |
1 |
8 |
110 |
| Global Currency Hedging |
1 |
1 |
2 |
15 |
3 |
3 |
5 |
91 |
| Global Currency Hedging |
0 |
0 |
1 |
311 |
2 |
5 |
11 |
938 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
20 |
2 |
6 |
13 |
63 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
231 |
0 |
0 |
5 |
745 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
226 |
0 |
0 |
4 |
774 |
| Hard Times |
1 |
1 |
1 |
76 |
1 |
1 |
8 |
305 |
| Hard Times |
0 |
0 |
0 |
21 |
0 |
1 |
8 |
68 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
3 |
30 |
3 |
5 |
14 |
179 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
1,111 |
3 |
7 |
26 |
3,128 |
| Household Finance |
0 |
3 |
7 |
65 |
3 |
13 |
32 |
312 |
| Household Finance |
0 |
1 |
6 |
481 |
6 |
17 |
59 |
2,091 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
2 |
5 |
20 |
1 |
2 |
9 |
120 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
3 |
267 |
1 |
2 |
13 |
777 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
409 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
401 |
2 |
5 |
19 |
1,123 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
126 |
0 |
1 |
5 |
510 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
638 |
1 |
6 |
19 |
1,876 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
1 |
112 |
1 |
1 |
2 |
449 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
2 |
6 |
392 |
1 |
5 |
26 |
960 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
1 |
3 |
360 |
0 |
2 |
12 |
951 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
1 |
2 |
214 |
2 |
4 |
15 |
772 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
2 |
7 |
65 |
2 |
9 |
28 |
210 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
0 |
1 |
16 |
405 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
1 |
6 |
22 |
67 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
1 |
36 |
1 |
1 |
8 |
105 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
24 |
2 |
5 |
13 |
70 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
3 |
9 |
38 |
966 |
| In Searach of Distress Risk |
0 |
0 |
0 |
140 |
0 |
2 |
8 |
635 |
| In Search of Distress Risk |
0 |
0 |
1 |
219 |
1 |
3 |
7 |
712 |
| In Search of Distress Risk |
1 |
1 |
11 |
47 |
2 |
5 |
30 |
206 |
| In search of distress risk |
0 |
2 |
12 |
240 |
3 |
8 |
25 |
702 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
14 |
0 |
1 |
10 |
64 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
18 |
0 |
0 |
2 |
57 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
3 |
23 |
2 |
4 |
24 |
80 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
3 |
14 |
1 |
2 |
6 |
82 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
1 |
3 |
151 |
0 |
1 |
10 |
493 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
661 |
0 |
0 |
3 |
1,614 |
| Inflation Illusion and Stock Prices |
1 |
2 |
4 |
28 |
1 |
3 |
7 |
76 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
387 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
1 |
3 |
24 |
1 |
4 |
8 |
79 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
1 |
1,996 |
0 |
2 |
6 |
10,773 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
2,015 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
3 |
7 |
16 |
90 |
5 |
13 |
30 |
201 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
1,485 |
1 |
2 |
5 |
2,908 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
37 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
1 |
126 |
0 |
1 |
4 |
128 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
99 |
0 |
0 |
3 |
283 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
21 |
| International Comparative Household Finance |
2 |
5 |
26 |
86 |
6 |
14 |
66 |
166 |
| International Comparative Household Finance |
2 |
3 |
15 |
38 |
2 |
7 |
36 |
90 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
250 |
0 |
0 |
2 |
568 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
47 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
2 |
331 |
3 |
7 |
14 |
999 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
326 |
0 |
0 |
4 |
745 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
49 |
| Intertemporal Asset Pricing Without Consumption Data |
2 |
7 |
9 |
46 |
4 |
12 |
22 |
161 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
1 |
2 |
305 |
2 |
4 |
6 |
943 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
1 |
4 |
511 |
0 |
1 |
5 |
1,635 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
2 |
536 |
1 |
1 |
3 |
1,770 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
0 |
6 |
0 |
0 |
5 |
47 |
| Is Consumption Too Smooth? |
0 |
0 |
0 |
168 |
0 |
1 |
3 |
398 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
8 |
143 |
1 |
2 |
28 |
345 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
1 |
40 |
0 |
3 |
8 |
77 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
2 |
55 |
0 |
2 |
5 |
187 |
| Measuring the Financial Sophistication of Households |
0 |
2 |
8 |
280 |
3 |
54 |
248 |
1,133 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
43 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
271 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
26 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
430 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
2 |
9 |
67 |
2 |
4 |
24 |
132 |
| Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
1 |
5 |
1 |
2 |
4 |
30 |
| Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
255 |
| Mortgage Market Design |
0 |
0 |
1 |
58 |
0 |
1 |
7 |
150 |
| Mortgage Market Design |
0 |
1 |
2 |
14 |
0 |
2 |
9 |
57 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
1 |
9 |
16 |
94 |
4 |
14 |
32 |
275 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
1 |
784 |
4 |
9 |
21 |
1,943 |
| 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 |
325 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
2 |
827 |
2 |
7 |
20 |
1,672 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
6 |
75 |
3 |
8 |
20 |
252 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
1 |
503 |
2 |
5 |
39 |
1,979 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
12 |
0 |
2 |
8 |
130 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
1 |
8 |
20 |
1,516 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
0 |
4 |
2,880 |
2 |
9 |
32 |
5,987 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
2 |
2 |
24 |
2 |
7 |
18 |
176 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
183 |
1 |
1 |
5 |
501 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
1 |
3 |
6 |
17 |
1 |
4 |
16 |
76 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
3 |
11 |
29 |
112 |
11 |
29 |
78 |
323 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
3 |
6 |
13 |
80 |
6 |
15 |
42 |
253 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
1 |
262 |
1 |
3 |
16 |
687 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
1 |
1 |
1 |
601 |
1 |
1 |
8 |
1,340 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
1 |
2 |
8 |
44 |
3 |
8 |
21 |
109 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
2 |
10 |
43 |
1 |
9 |
25 |
86 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
0 |
0 |
11 |
1 |
8 |
12 |
43 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
1 |
4 |
12 |
1,179 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
4 |
10 |
30 |
2,175 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
3 |
805 |
2 |
3 |
11 |
2,370 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
3 |
12 |
71 |
1 |
5 |
18 |
223 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
20 |
1 |
1 |
4 |
68 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
1 |
1 |
6 |
1,231 |
| Some Lessons from the Yield Curve |
1 |
1 |
3 |
2,272 |
2 |
6 |
19 |
5,825 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
66 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
705 |
0 |
0 |
4 |
1,550 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
0 |
5 |
2,412 |
| Stock Prices, Earnings and Expected Dividends |
1 |
5 |
16 |
2,028 |
10 |
25 |
74 |
5,713 |
| Stock Prices, Earnings and Expected Dividends |
0 |
3 |
9 |
870 |
1 |
12 |
41 |
2,997 |
| Stock Prices, Earnings, and Expected Dividends |
5 |
9 |
20 |
98 |
7 |
16 |
56 |
370 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
855 |
2 |
4 |
11 |
1,645 |
| Stock Returns and the Term Structure |
1 |
3 |
16 |
83 |
4 |
12 |
39 |
263 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
200 |
1 |
2 |
7 |
579 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
2 |
627 |
2 |
2 |
9 |
1,603 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
83 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
20 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
315 |
0 |
0 |
6 |
1,198 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
3 |
10 |
1,763 |
3 |
17 |
47 |
6,177 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
3 |
3 |
12 |
572 |
5 |
7 |
27 |
1,442 |
| The Dollar and Real Interest Rates |
0 |
0 |
1 |
11 |
0 |
0 |
5 |
69 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
190 |
1 |
1 |
3 |
846 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
1 |
1 |
7 |
25 |
2 |
4 |
14 |
74 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
3 |
285 |
0 |
1 |
13 |
632 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
2 |
4 |
91 |
0 |
2 |
7 |
329 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
36 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
0 |
0 |
1 |
454 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
303 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
1 |
2 |
544 |
0 |
3 |
14 |
1,213 |
| The Term Structure of the Risk-Return Tradeoff |
1 |
1 |
2 |
274 |
1 |
4 |
11 |
795 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
3 |
995 |
2 |
6 |
26 |
3,016 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
2 |
6 |
68 |
1 |
4 |
16 |
275 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
1 |
6 |
10 |
554 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
50 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
220 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
308 |
0 |
0 |
2 |
614 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
411 |
0 |
1 |
7 |
934 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
1 |
3 |
5 |
1,559 |
| Understanding Risk and Return |
0 |
0 |
0 |
32 |
1 |
3 |
7 |
160 |
| Understanding Risk and Return |
0 |
0 |
1 |
1,299 |
1 |
4 |
10 |
4,004 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
0 |
8 |
1,006 |
3 |
6 |
34 |
3,109 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
1 |
8 |
1,434 |
5 |
7 |
47 |
3,717 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
2 |
17 |
0 |
0 |
7 |
45 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
3 |
65 |
0 |
0 |
9 |
90 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
0 |
3 |
10 |
1,428 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
1 |
4 |
53 |
1 |
9 |
22 |
214 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
2 |
789 |
0 |
1 |
8 |
1,940 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
1 |
1 |
11 |
0 |
1 |
2 |
49 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
420 |
0 |
0 |
4 |
1,141 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
650 |
2 |
2 |
6 |
2,304 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
1 |
130 |
0 |
0 |
3 |
1,152 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
477 |
0 |
0 |
4 |
2,495 |
| Why Is Consumption So Smooth? |
0 |
3 |
6 |
62 |
1 |
8 |
18 |
180 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
173 |
0 |
0 |
6 |
818 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
60 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
2 |
3 |
12 |
51 |
4 |
8 |
34 |
215 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
0 |
1 |
1,000 |
3 |
8 |
24 |
2,656 |
| Total Working Papers |
55 |
196 |
738 |
71,233 |
337 |
1,005 |
4,501 |
225,980 |
| 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 |
2 |
2 |
201 |
0 |
3 |
9 |
495 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
83 |
1 |
1 |
6 |
247 |
| A Model of Mortgage Default |
0 |
1 |
4 |
20 |
0 |
1 |
10 |
64 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
2,530 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
2 |
162 |
2 |
3 |
18 |
625 |
| A Variance Decomposition for Stock Returns |
1 |
3 |
15 |
1,948 |
10 |
19 |
78 |
5,236 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
0 |
0 |
0 |
102 |
0 |
2 |
3 |
261 |
| A multivariate model of strategic asset allocation |
1 |
1 |
12 |
763 |
4 |
11 |
44 |
1,903 |
| AN INTERVIEW WITH ROBERT J. SHILLER |
0 |
0 |
0 |
75 |
0 |
1 |
3 |
307 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
102 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
2 |
5 |
42 |
0 |
2 |
13 |
128 |
| An intertemporal CAPM with stochastic volatility |
1 |
2 |
9 |
17 |
5 |
15 |
53 |
73 |
| Are Output Fluctuations Transitory? |
0 |
1 |
5 |
336 |
0 |
3 |
21 |
944 |
| Asset Pricing at the Millennium |
0 |
2 |
9 |
206 |
4 |
9 |
36 |
569 |
| Bad Beta, Good Beta |
0 |
1 |
11 |
1,110 |
5 |
19 |
87 |
2,768 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
167 |
2 |
2 |
5 |
569 |
| Book reviews |
0 |
0 |
0 |
7 |
0 |
0 |
7 |
131 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
1 |
6 |
222 |
0 |
4 |
19 |
927 |
| Cointegration and Tests of Present Value Models |
2 |
12 |
30 |
1,963 |
18 |
43 |
110 |
5,516 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
116 |
| Consumer Financial Protection |
0 |
0 |
0 |
98 |
0 |
0 |
9 |
300 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
0 |
3 |
773 |
1 |
5 |
24 |
1,601 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
7 |
12 |
26 |
580 |
13 |
26 |
74 |
1,409 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
2 |
14 |
403 |
4 |
15 |
85 |
1,378 |
| Editors' introduction |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
73 |
| Efficient tests of stock return predictability |
0 |
2 |
7 |
543 |
4 |
11 |
43 |
1,267 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
4 |
5 |
10 |
508 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
1 |
5 |
33 |
1 |
5 |
15 |
103 |
| Equity Volatility and Corporate Bond Yields |
2 |
3 |
7 |
337 |
4 |
8 |
46 |
1,203 |
| Explaining the Poor Performance of Consumption-based Asset Pricing Models |
0 |
0 |
0 |
236 |
3 |
4 |
10 |
769 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
2 |
8 |
114 |
3 |
9 |
34 |
528 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
42 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
3 |
19 |
76 |
791 |
6 |
43 |
199 |
1,879 |
| Forced Sales and House Prices |
0 |
0 |
2 |
130 |
3 |
4 |
24 |
527 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
139 |
1 |
3 |
10 |
594 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
1 |
169 |
3 |
11 |
45 |
687 |
| Global Currency Hedging |
0 |
2 |
5 |
139 |
3 |
10 |
27 |
499 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
1 |
2 |
88 |
1 |
3 |
14 |
329 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
35 |
1 |
1 |
8 |
192 |
| Hard Times |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
1 |
6 |
264 |
5 |
12 |
28 |
988 |
| Household Finance |
0 |
1 |
12 |
356 |
6 |
47 |
144 |
1,444 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
3 |
6 |
526 |
4 |
10 |
25 |
1,838 |
| How do house prices affect consumption? Evidence from micro data |
3 |
16 |
54 |
1,118 |
20 |
66 |
201 |
2,941 |
| In Search of Distress Risk |
0 |
1 |
10 |
304 |
3 |
6 |
47 |
935 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
2 |
8 |
12 |
1 |
7 |
38 |
47 |
| Inflation Illusion and Stock Prices |
1 |
2 |
4 |
328 |
6 |
13 |
51 |
974 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
1 |
3 |
9 |
1,518 |
3 |
13 |
33 |
2,443 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
2 |
66 |
3 |
3 |
8 |
226 |
| International Comparative Household Finance |
0 |
1 |
5 |
12 |
2 |
6 |
36 |
83 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
116 |
1 |
1 |
3 |
334 |
| Interpreting cointegrated models |
0 |
0 |
1 |
138 |
1 |
1 |
14 |
343 |
| Intertemporal Asset Pricing without Consumption Data |
2 |
11 |
48 |
1,280 |
11 |
37 |
132 |
2,552 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
3 |
146 |
1 |
4 |
14 |
320 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
41 |
| Measuring the Financial Sophistication of Households |
1 |
2 |
5 |
194 |
3 |
10 |
32 |
591 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
1 |
129 |
2 |
2 |
7 |
370 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
67 |
0 |
1 |
4 |
390 |
| Mortgage Market Design* |
0 |
1 |
2 |
46 |
2 |
5 |
13 |
208 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
1 |
5 |
11 |
359 |
6 |
26 |
75 |
993 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
7 |
19 |
72 |
1,740 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
1 |
211 |
0 |
1 |
6 |
606 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
4 |
99 |
3 |
3 |
20 |
348 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
10 |
17 |
51 |
218 |
22 |
47 |
141 |
705 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
14 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
86 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
1 |
9 |
62 |
3 |
11 |
55 |
279 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
2 |
814 |
1 |
6 |
22 |
1,994 |
| Some Lessons from the Yield Curve |
1 |
3 |
8 |
912 |
4 |
9 |
33 |
2,274 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
1 |
1 |
1 |
2 |
2 |
3 |
5 |
20 |
| Stock returns and the term structure |
2 |
10 |
17 |
557 |
12 |
36 |
70 |
1,299 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
1 |
7 |
170 |
5 |
9 |
38 |
542 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
1 |
6 |
39 |
360 |
3 |
24 |
128 |
854 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
7 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
7 |
29 |
1,748 |
7 |
33 |
129 |
4,840 |
| The Fragile Benefits of Endowment Destruction |
0 |
1 |
1 |
21 |
1 |
2 |
17 |
167 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
1 |
4 |
18 |
1 |
3 |
15 |
70 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
1 |
5 |
18 |
104 |
7 |
18 |
69 |
369 |
| The New Palgrave Dictionary of Money and Finance |
0 |
1 |
7 |
1,343 |
2 |
13 |
48 |
4,029 |
| The Squam Lake Report: Fixing the Financial System |
0 |
1 |
1 |
174 |
2 |
6 |
17 |
622 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
0 |
125 |
0 |
0 |
4 |
345 |
| The dollar and real interest rates |
0 |
0 |
0 |
47 |
2 |
3 |
10 |
246 |
| The response of consumption to income: A cross-country investigation |
0 |
3 |
11 |
650 |
0 |
5 |
22 |
1,195 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
162 |
| Trading Volume and Serial Correlation in Stock Returns |
1 |
1 |
11 |
1,654 |
3 |
5 |
48 |
5,383 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
1 |
107 |
0 |
5 |
8 |
238 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
3 |
97 |
2 |
5 |
18 |
391 |
| Understanding Risk and Return |
0 |
4 |
8 |
1,413 |
5 |
20 |
38 |
4,211 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
3 |
102 |
2 |
2 |
13 |
241 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
3 |
4 |
13 |
693 |
7 |
16 |
52 |
1,528 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
487 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
3 |
553 |
4 |
11 |
30 |
1,868 |
| Why is Consumption So Smooth? |
0 |
2 |
5 |
594 |
3 |
7 |
34 |
1,387 |
| Why long horizons? A study of power against persistent alternatives |
0 |
2 |
2 |
116 |
0 |
6 |
11 |
295 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
3 |
4 |
30 |
2,018 |
6 |
17 |
108 |
4,722 |
| Total Journal Articles |
50 |
197 |
743 |
34,224 |
302 |
919 |
3,405 |
99,037 |
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