Access Statistics for John Y. Campbell

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A Defense of Traditional Hypotheses About the Term Structure of InterestRates 1 1 1 105 2 3 6 294
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates 1 1 1 9 2 2 4 47
A Model of Mortgage Default 0 0 1 172 3 8 16 324
A Multivariate Model of Strategic Asset Allocation 0 0 0 1,545 6 13 31 4,359
A Multivariate Model of Strategic Asset Allocation 0 1 5 49 3 8 18 143
A Multivariate Model of Strategic Asset Allocation 0 0 1 415 3 3 19 1,188
A Scorecard for Indexed Government Data 0 0 0 0 3 6 10 746
A Scorecard for Indexed Government Debt 0 0 0 468 3 5 11 2,012
A Scorecard for Indexed Government Debt 0 0 0 245 4 5 10 770
A Simple Account of the Behavior of Long-Term Interest Rates 0 2 2 16 3 6 11 64
A Simple Account of the Behavior of Long-Term Interest Rates 1 1 1 247 5 7 18 659
A Variance Decomposition for Stock Returns 0 1 12 1,811 3 12 59 4,797
A Variance Decomposition for Stock Returns 0 0 8 89 7 7 25 244
A model of mortgage default 0 0 4 85 6 13 39 196
AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS 0 0 0 0 2 4 9 318
An Intertemporal CAPM with Stochastic Volatility 0 0 1 67 8 9 23 87
An Intertemporal CAPM with Stochastic Volatility 2 3 3 117 10 13 22 289
An Intertemporal CAPM with stochastic volatility 1 6 6 6 6 10 10 10
Are Output Fluctuations Transitory? 0 0 0 340 1 4 11 826
Are Output Fluctuations Transitory? 1 1 1 21 2 4 11 169
Asset Prices, Consumption, and the Business Cycle 0 2 4 2,166 3 6 16 3,721
Asset Pricing at the Millennium 0 0 0 705 7 11 22 1,618
Asset Pricing at the Millennium 0 1 1 565 6 11 21 1,192
Asset Pricing at the Millennium 1 1 4 28 8 9 19 103
Bad Beta, Good Beta 0 0 2 24 3 6 16 143
Bad Beta, Good Beta 0 0 2 115 4 5 12 442
Bad Beta, Good Beta 0 1 6 806 7 16 44 2,001
Bad Beta, Good Beta 0 0 2 326 4 5 14 984
Bond and Stock Returns in a Simple Exchange Model 0 0 1 200 1 3 11 676
Bond and Stock Returns in a Simple Exchange Model 0 0 0 5 2 5 7 52
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 1 4 636 5 11 27 1,619
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 1 8 1,974 4 12 40 5,166
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 2 6 15 112 5 19 60 560
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 8 19 45 1,145
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 0 164 3 3 3 627
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 0 165 5 5 8 703
Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 1 1 155 5 11 16 626
Caught On Tape: Predicting Institutional Ownership With Order Flow 0 0 0 346 1 2 2 1,394
Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 0 4 39 4 4 11 122
Caught on Tape: Predicting Institutional Ownership With Order Flow 0 0 0 171 1 1 1 903
Cointegration and Tests of Present Value Models 0 1 4 849 3 12 28 2,168
Cointegration and Tests of Present Value Models 0 0 1 597 1 6 16 1,417
Cointegration and Tests of Present Value Models 3 4 15 77 7 16 44 297
Consumer Financial Protection 0 0 0 15 3 8 17 91
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 2 5 12 1,732
Consumption and Portfolio Decisions When Expected Returns are Time Varying 1 1 1 548 2 6 12 1,279
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 2 31 2 4 11 126
Consumption and the Stock Market: Interpreting International Experience 0 0 0 0 3 3 4 774
Consumption and the Stock Market: Interpreting International Experience 1 1 1 459 2 2 3 1,467
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence 4 7 28 1,966 9 18 86 4,280
Consumption-Based Asset Pricing 3 7 19 773 6 16 43 1,377
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 372 1 2 4 1,198
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 1 1 904 1 3 11 2,528
Do the Rich Get Richer in the Stock Market? Evidence from India 0 1 6 7 5 8 20 23
Do the Rich Get Richer in the Stock Market? Evidence from India 1 4 12 15 6 13 39 53
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 1 1 4 325 2 6 20 711
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 2 3 8 27
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 6 11 22 45
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 62 5 5 8 326
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 5 8 11 36
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 1 4 22 4 7 16 115
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 187 5 5 11 536
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 3 134 4 6 18 427
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 5 7 18 48
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 86 6 8 15 386
Efficient Tests of Stock Return Predictability 0 0 4 304 1 2 11 873
Efficient Tests of Stock Return Predictability 0 0 1 1,086 1 2 16 2,462
Efficient tests of stock return predictability 0 0 4 48 1 4 16 189
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 134 1 3 8 447
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 4 21 1 3 10 77
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 212 2 4 9 832
Elasticities of substitution in real business cycle models with home production 0 0 1 120 1 2 7 495
Equity Volatility and Corporate Bond Yields 0 0 1 318 7 8 21 1,195
Equity Volatility and Corporate Bond Yields 0 0 1 805 6 7 26 2,230
Equity Volatility and Corporate Bond Yields 2 3 18 55 8 13 35 170
Estimating the Equity Premium 0 0 0 298 1 4 6 495
Estimating the Equity Premium 0 0 1 16 3 6 8 59
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 44 2 5 13 250
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 1 2 5 771 4 8 19 2,354
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 0 4 7 9 30
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 5 6 10 33
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 137 4 6 13 505
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 1 21 6 9 18 115
Forced Sales and House Prices 0 0 1 177 3 8 21 599
Forced Sales and House Prices 0 0 0 37 2 3 13 151
Foreign Currency for Long-Term Investors 0 0 2 4 2 2 9 49
Foreign Currency for Long-Term Investors 0 0 0 154 1 2 6 470
Foreign Currency for Long-Term Investors 0 0 0 298 2 2 8 840
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 0 1 6 932 4 5 26 3,444
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 0 0 1 8 1 3 20 74
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 0 1 5 40 2 3 11 114
Global Currency Hedging 1 1 2 16 6 8 16 104
Global Currency Hedging 0 0 0 311 2 4 14 943
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 0 231 2 5 7 751
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 0 20 2 3 13 66
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 0 226 2 4 5 778
Hard Times 0 0 2 77 2 3 8 309
Hard Times 0 0 0 21 1 4 9 72
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 0 1,111 8 14 35 3,145
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 2 2 6 34 7 14 41 209
Household Finance 1 1 7 66 9 11 31 324
Household Finance 0 1 6 482 13 21 64 2,115
Household Risk Management and Optimal Mortgage Choice 0 0 0 638 3 7 22 1,883
Household Risk Management and Optimal Mortgage Choice 0 0 2 267 1 6 15 786
Household Risk Management and Optimal Mortgage Choice 0 2 2 403 3 5 16 1,128
Household Risk Management and Optimal Mortgage Choice 0 0 0 126 3 5 7 515
Household Risk Management and Optimal Mortgage Choice 0 1 4 21 4 7 12 127
Household Risk Management and Optimal Mortgage Choice 0 0 0 0 3 7 14 418
Household Saving and Permanent Income in Canada and the United Kingdom 0 0 0 112 1 2 3 451
How Do House Prices Affect Consumption? Evidence From Micro Data 0 0 3 360 8 12 22 964
How Do House Prices Affect Consumption? Evidence From Micro Data 1 1 7 393 7 12 34 973
How Do House Prices Affect Consumption? Evidence From Micro F. Data 1 1 4 216 9 11 25 785
How Do House Prices Affect Consumption? Evidence from Micro Data 0 0 0 1 9 13 27 420
How Do House Prices Affect Consumption? Evidence from Micro Data 1 2 9 67 8 13 39 225
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market 0 1 2 37 2 4 10 109
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market 0 0 0 4 2 5 22 74
How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market 0 0 0 24 3 5 15 76
How do house prices affect consumption? Evidence from micro data 0 0 0 2 8 13 39 981
In Searach of Distress Risk 0 0 0 140 4 5 11 642
In Search of Distress Risk 0 0 0 219 4 8 11 720
In Search of Distress Risk 0 0 9 47 6 12 36 220
In search of distress risk 1 5 16 247 9 23 47 729
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 2 2 20 1 5 6 62
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 0 1 14 3 4 12 68
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 1 14 1 2 5 84
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 1 2 152 1 5 8 498
Inflation Illusion and Stock Prices 0 0 1 662 1 1 5 1,617
Inflation Illusion and Stock Prices 0 0 3 28 1 5 12 82
Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices 0 0 0 0 1 2 2 389
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 0 0 0 1,996 2 8 14 10,782
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 0 0 2 24 2 3 10 83
Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices 0 0 0 0 1 2 11 2,017
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 0 1 15 91 1 9 33 210
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 0 0 0 1,485 1 4 8 2,912
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 5 2 2 3 39
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 99 2 3 4 286
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 126 2 3 4 131
Intergenerational risksharing and equilibrium asset prices 0 0 0 2 2 3 5 24
International Comparative Household Finance 2 4 17 42 3 9 38 99
International Comparative Household Finance 2 2 22 88 5 11 67 182
International Evidence on the Persistence of Economic Fluctuations 0 0 0 250 2 4 15 581
International Evidence on the Persistence of Economic Fluctuations 0 0 0 15 1 3 6 50
International Experiences with Securities Transaction Taxes 0 0 3 332 2 3 17 1,003
Interpreting Cointegrated Models 0 0 0 326 1 4 8 749
Interpreting Cointegrated Models 0 0 0 14 1 2 4 51
Intertemporal Asset Pricing Without Consumption Data 0 0 1 305 2 4 9 947
Intertemporal Asset Pricing Without Consumption Data 0 2 12 51 4 11 30 175
Investing Retirement Wealth: A Life-Cycle Model 0 0 3 511 2 6 10 1,641
Investing Retirement Wealth? A Life-Cycle Model 0 0 1 536 3 7 10 1,778
Investing and Spending: The Twin Challenges of University Endowment Management 0 1 1 7 1 2 6 49
Is Consumption Too Smooth? 0 0 0 168 1 1 5 400
Macroeconomic Drivers of Bond and Equity Risks 0 1 6 144 3 11 27 358
Macroeconomic Drivers of Bond and Equity Risks 0 0 1 40 2 11 20 90
Measuring the Financial Sophistication of Households 0 0 0 0 3 4 9 48
Measuring the Financial Sophistication of Households 2 2 10 283 9 17 169 1,154
Measuring the Financial Sophistication of Households 1 1 3 56 3 6 11 193
Measuring the Persistence of Expected Returns 0 0 0 111 2 2 2 273
Measuring the Persistence of Expected Returns 0 0 0 5 1 2 2 28
Models of the term structure of interest rates 0 0 0 0 4 6 12 436
Monetary Policy Drivers of Bond and Equity Risks 1 3 11 70 6 17 38 149
Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week 0 0 0 5 1 6 10 38
Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week 0 0 0 39 2 4 7 259
Mortgage Market Design 0 0 2 14 4 8 16 66
Mortgage Market Design 0 2 2 60 7 16 20 166
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 1 3 17 97 4 9 38 285
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 0 1 2 785 2 6 25 1,950
PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION 0 0 0 0 1 5 8 331
Permanent Income, Current Income, and Consumption 0 0 1 827 1 5 30 1,685
Permanent Income, Current Income, and Consumption 1 1 5 76 6 8 24 260
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 12 2 8 12 138
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 1 503 1 4 29 1,983
Pitfalls and Opportunities: What Macroeconomics should know about unit roots 0 0 0 3 4 9 22 1,526
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 1 3 8 2,884 4 11 39 6,000
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 0 2 4 26 1 6 23 185
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 1 7 18 5 6 20 82
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 0 183 3 5 8 507
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 2 7 30 120 6 19 88 350
Predicting Financial Distress and the Performance of Distressed Stocks 0 1 13 82 6 12 43 267
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 0 0 1 601 2 6 12 1,347
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 0 0 1 262 3 5 19 693
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 1 1 8 45 3 13 32 122
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 2 3 12 48 3 19 42 108
Restoring rational choice: The challenge of consumer financial regulation 0 0 0 11 3 12 25 57
SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR 0 0 0 1 2 4 13 1,184
STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS 0 0 0 3 3 6 29 2,182
Smart Money, Noise Trading and Stock Price Behavior 0 0 3 805 3 6 17 2,378
Smart Money, Noise Trading and Stock Price Behaviour 2 2 11 73 3 6 21 230
Some Lessons from the Yield Curve 0 0 0 6 2 4 7 1,235
Some Lessons from the Yield Curve 1 1 1 21 3 5 8 73
Some Lessons from the Yield Curve 0 1 3 2,273 5 8 22 5,833
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market 0 2 4 25 2 11 27 91
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 1 1 20 1 3 5 70
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 705 2 2 7 1,553
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 2 3 6 2,415
Stock Prices, Earnings and Expected Dividends 0 3 13 2,031 3 17 76 5,735
Stock Prices, Earnings and Expected Dividends 0 0 8 871 3 11 45 3,011
Stock Prices, Earnings, and Expected Dividends 1 6 22 105 5 11 53 383
Stock Returns and the Term Structure 1 2 15 86 3 12 49 285
Stock Returns and the Term Structure 0 0 0 855 2 9 16 1,655
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 200 1 1 6 580
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 627 1 2 6 1,605
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 14 1 4 5 87
The Changing Role of Nominal Government Bonds in Asset Allocation 0 1 1 6 1 2 3 22
The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study 0 1 1 316 3 5 11 1,204
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 2 2 5 1,765 8 16 54 6,200
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 6 7 20 582 7 11 32 1,457
The Dollar and Real Interest Rates 1 1 2 12 2 8 12 77
The Dollar and Real Interest Rates 0 0 0 190 1 6 8 852
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 1 1 4 26 3 3 13 79
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 0 1 3 286 5 11 19 643
The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies 1 2 4 93 4 8 12 338
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 103 1 2 2 456
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 59 1 1 3 304
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 7 1 1 3 37
The Term Structure of the Risk-Return Tradeoff 0 0 2 545 2 6 17 1,220
The Term Structure of the Risk-Return Tradeoff 0 0 3 276 2 5 17 804
Trading Volume and Serial Correlation in Stock Returns 0 0 4 68 2 2 12 278
Trading Volume and Serial Correlation in Stock Returns 0 0 2 996 4 7 27 3,024
U.S. corporate leverage: developments in 1987 and 1988 0 0 0 0 5 9 21 567
Understanding Inflation-Indexed Bond Markets 0 0 0 40 0 3 5 224
Understanding Inflation-Indexed Bond Markets 0 1 1 309 1 12 20 633
Understanding Inflation-Indexed Bond Markets 0 0 0 10 1 6 17 65
Understanding Inflation-Indexed Bond Markets 0 0 0 411 3 6 11 942
Understanding Risk and Return 0 0 0 1,299 4 14 20 4,018
Understanding Risk and Return 0 0 0 9 4 8 13 1,568
Understanding Risk and Return 0 0 0 32 5 9 15 170
Valuation Ratios and the Long-Run Stock Market Outlook: An Update 1 2 9 1,011 6 13 39 3,128
Valuation Ratios and the Long-run Stock Market Outlook: An Update 1 4 10 1,438 5 20 56 3,740
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages 0 0 1 17 1 1 4 46
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages 0 0 3 66 2 4 11 95
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns 0 0 0 6 2 3 12 1,431
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 1 1 4 55 8 15 32 230
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 0 0 789 2 9 13 1,950
Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 0 0 1 11 3 4 5 53
Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 0 0 0 420 3 6 12 1,149
Who Should Buy Long-Term Bonds? 0 0 0 130 1 2 3 1,154
Who Should Buy Long-Term Bonds? 0 0 0 477 1 2 4 2,497
Who Should Buy Long-Term Bonds? 0 0 0 650 1 2 6 2,306
Why Is Consumption So Smooth? 0 0 5 62 1 3 27 192
Why Long Horizons: A Study of Power Against Persistent Alternatives 0 0 0 173 2 3 8 821
Why Long Horizons? A Study of Power Against Persistent Alternatives 0 0 0 15 1 5 7 65
Yield Spreads and Interest Rate Movements: A Bird's Eye View 1 2 13 53 2 9 36 226
Yield Spreads and Interest Rate Movements: A Bird's Eye View 1 2 3 1,002 3 13 36 2,670
Total Working Papers 74 176 754 71,455 811 1,693 4,639 228,043


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 2 201 2 2 9 498
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates 1 1 1 84 5 7 10 255
A Model of Mortgage Default 1 1 5 23 3 4 9 70
A Note on Johansen's Cointegration Procedure When Trends Are Present 0 0 0 0 2 4 11 2,535
A Simple Account of the Behavior of Long-Term Interest Rates 1 1 2 163 7 13 29 641
A Variance Decomposition for Stock Returns 0 5 14 1,954 12 23 70 5,263
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem 0 0 0 102 2 2 5 263
A multivariate model of strategic asset allocation 5 5 11 768 10 21 54 1,926
AN INTERVIEW WITH ROBERT J. SHILLER 0 0 0 75 2 5 8 313
Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner 1 1 1 28 2 2 2 104
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 1 4 43 1 5 13 133
An intertemporal CAPM with stochastic volatility 0 0 4 17 7 14 48 90
Are Output Fluctuations Transitory? 0 2 6 339 2 13 25 960
Bad Beta, Good Beta 1 3 13 1,115 16 39 109 2,814
Bond and Stock Returns in a Simple Exchange Model 0 0 0 167 2 4 6 573
Book reviews 0 0 0 7 2 2 7 133
Caught on tape: Institutional trading, stock returns, and earnings announcements 3 6 11 229 8 13 30 943
Cointegration and Tests of Present Value Models 4 8 35 1,975 17 33 127 5,562
Comment on Low Inflation: The Behavior of Financial Markets and Institutions 0 0 0 0 1 1 2 117
Consumer Financial Protection 0 1 1 99 4 13 21 314
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 2 4 775 1 8 26 1,611
Do the Rich Get Richer in the Stock Market? Evidence from India 1 2 2 2 5 8 8 8
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 1 1 21 583 5 14 70 1,427
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 1 5 16 409 9 19 74 1,403
Editors' introduction 0 0 1 7 1 2 3 75
Efficient tests of stock return predictability 0 2 7 545 4 14 47 1,284
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 1 4 16 515
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller 0 1 4 34 3 7 20 111
Fight or Flight? Portfolio Rebalancing by Individual Investors 2 4 10 118 10 15 43 546
Finance theory and the term structure a comment 0 0 0 2 1 1 1 43
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 2 6 60 797 16 46 193 1,931
Forced Sales and House Prices 0 0 2 131 3 7 25 538
Foreign Currency for Long-Term Investors 0 1 1 140 1 9 19 605
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 0 1 2 170 3 10 44 698
Global Currency Hedging 1 3 8 142 7 18 37 519
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 1 88 2 16 26 348
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 35 4 7 13 200
Hard Times 0 0 0 1 4 9 9 16
Household Finance 1 7 16 363 17 50 157 1,500
Household Risk Management and Optimal Mortgage Choice 0 1 4 527 2 7 22 1,845
How do house prices affect consumption? Evidence from micro data 0 6 50 1,128 22 50 219 3,011
In Search of Distress Risk 1 3 11 308 6 12 42 950
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 3 9 15 5 12 40 62
Inflation Illusion and Stock Prices 2 3 6 331 8 17 65 995
Inspecting the mechanism: An analytical approach to the stochastic growth model 0 4 12 1,522 3 21 49 2,467
Intergenerational risksharing and equilibrium asset prices 0 1 1 67 2 4 8 231
International Comparative Household Finance 0 0 4 12 3 11 40 96
International evidence on the persistence of economic fluctuations 0 0 0 116 3 4 8 340
Interpreting cointegrated models 0 0 1 138 2 6 18 351
Intertemporal Asset Pricing without Consumption Data 5 14 51 1,296 14 42 143 2,600
Is There a Corporate Debt Crisis? 0 0 4 148 3 5 21 329
Macroeconomic lessons from Britain: A review essay 0 0 0 7 1 1 1 42
Measuring the Financial Sophistication of Households 0 1 6 195 3 12 35 603
Measuring the Persistence of Expected Returns 0 0 1 129 2 3 10 374
Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week 1 2 2 69 2 5 8 396
Mortgage Market Design* 0 2 5 50 2 5 16 218
No news is good news *1: An asymmetric model of changing volatility in stock returns 2 7 20 368 8 19 83 1,017
Permanent Income, Current Income, and Consumption 0 0 0 0 6 15 75 1,758
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 211 1 1 8 609
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 2 99 2 3 14 352
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 1 6 40 225 5 21 124 733
Racines unitaires en macroéconomie: le cas multidimensionnel 0 0 0 2 2 3 3 17
Remarks: some thoughts on systemic risk 0 0 0 0 1 1 2 87
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 0 4 11 66 4 18 65 302
Smart Money, Noise Trading and Stock Price Behaviour 0 0 2 815 2 3 21 2,000
Some Lessons from the Yield Curve 0 1 8 913 12 17 44 2,292
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 1 1 2 3 3 5 9 25
Stock returns and the term structure 0 1 22 563 7 21 89 1,329
Strategic asset allocation in a continuous-time VAR model 0 0 3 170 4 11 38 559
THE ECONOMETRICS OF FINANCIAL MARKETS 2 7 32 368 11 20 97 878
The Changing Role of Nominal Government Bonds in Asset Allocation&ast 0 0 0 1 1 1 2 8
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 0 3 21 1,751 8 22 108 4,867
The Fragile Benefits of Endowment Destruction 0 0 1 21 1 3 11 170
The Impact of Regulation on Mortgage Risk: Evidence from India 1 1 4 19 4 8 18 78
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 3 3 17 109 10 19 71 396
The New Palgrave Dictionary of Money and Finance 0 0 6 1,343 5 13 49 4,044
The Squam Lake Report: Fixing the Financial System 0 1 2 175 4 7 23 630
The dividend ratio model and small sample bias: A Monte Carlo study 0 0 0 125 2 4 9 350
The dollar and real interest rates 1 1 1 48 4 12 24 261
The response of consumption to income: A cross-country investigation 0 0 7 651 1 3 17 1,201
The term structure of euromarket interest rates: An empirical investigation 0 0 0 35 1 3 7 167
Trading Volume and Serial Correlation in Stock Returns 0 0 6 1,654 3 10 41 5,395
Two Puzzles of Asset Pricing and Their Implications for Investors 0 0 0 1 2 2 2 8
U.S. Corporate Leverage: Developments in 1987 and 1988 2 2 3 109 6 7 14 245
Understanding Inflation-Indexed Bond Markets 0 0 3 98 1 6 24 400
Understanding Risk and Return 1 2 6 1,415 9 15 44 4,228
Viewpoint: Estimating the equity premium 0 0 1 102 1 3 12 244
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 3 13 696 5 18 59 1,548
Where Do Betas Come From? Asset Price Dynamics and the 0 0 0 148 2 3 4 491
Who Should Buy Long-Term Bonds? 0 0 3 554 3 7 31 1,878
Why is Consumption So Smooth? 1 2 6 596 4 7 27 1,394
Why long horizons? A study of power against persistent alternatives 0 0 2 116 1 2 11 298
Yield Spreads and Interest Rate Movements: A Bird's Eye View 1 4 28 2,023 8 23 111 4,748
Total Journal Articles 51 159 704 33,382 441 1,057 3,562 96,802
4 registered items for which data could not be found


Book File Downloads Abstract Views
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Asset Prices and Monetary Policy 0 0 0 0 3 7 18 186
Econometric Methods and Financial Time Series 0 0 0 0 1 5 9 92
Risk Aspects of Investment-Based Social Security Reform 0 0 0 0 4 7 13 207
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors 0 0 0 0 6 21 74 539
The Squam Lake Report: Fixing the Financial System 0 0 0 0 2 6 19 39
Total Books 0 0 0 0 16 46 133 1,063


Chapter File Downloads Abstract Views
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A Scorecard for Indexed Government Debt 0 1 2 66 4 6 17 205
Asset prices, consumption, and the business cycle 0 1 7 1,032 3 6 26 2,019
Comment on "Shocks and Crashes" 0 0 0 15 2 2 3 50
Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence 5 7 25 534 28 47 155 1,510
Consumption-based asset pricing 5 11 35 1,533 13 33 115 3,100
International Experiences with Securities Transaction Taxes 0 1 4 79 3 7 22 224
Introduction 0 0 0 1 3 5 8 14
Introduction to "Asset Prices and Monetary Policy" 0 0 0 24 1 2 3 56
Introduction to "Risk Aspects of Investment-Based Social Security Reform" 0 0 0 14 1 1 4 91
Investing Retirement Wealth: A Life-Cycle Model 0 1 4 84 3 9 14 278
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 1 4 26 343 11 25 85 785
The Interest Rate Process and the Term Structure of Interest Rates in Japan 0 0 0 30 3 3 5 108
Total Chapters 11 26 103 3,755 75 146 457 8,440


Statistics updated 2019-11-03