| 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 |
0 |
1 |
174 |
0 |
1 |
4 |
386 |
| A Model of Mortgage Default |
0 |
0 |
2 |
3 |
1 |
1 |
7 |
12 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
1,550 |
1 |
1 |
5 |
4,415 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
1 |
418 |
0 |
2 |
5 |
1,288 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
187 |
| 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 |
0 |
0 |
720 |
| 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 |
0 |
4 |
1,825 |
1 |
2 |
16 |
4,890 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
5 |
119 |
0 |
0 |
9 |
454 |
| A model of mortgage default |
0 |
1 |
1 |
97 |
0 |
4 |
6 |
349 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
366 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
1 |
1 |
70 |
0 |
3 |
10 |
132 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
1 |
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 |
2 |
3 |
235 |
| Asset Prices, Consumption, and the Business Cycle |
0 |
0 |
0 |
2,186 |
0 |
1 |
10 |
3,784 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
715 |
1 |
2 |
3 |
1,719 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
0 |
0 |
8 |
155 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
0 |
1 |
2 |
1,255 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
332 |
1 |
2 |
5 |
1,049 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
33 |
0 |
0 |
5 |
293 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
120 |
0 |
0 |
7 |
495 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
816 |
0 |
0 |
8 |
2,107 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
79 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
1 |
202 |
0 |
1 |
4 |
702 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
7 |
660 |
0 |
2 |
17 |
1,808 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
3 |
147 |
0 |
3 |
10 |
689 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
3 |
1,984 |
0 |
1 |
10 |
5,274 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
1,236 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
1 |
4 |
6 |
773 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
1 |
1 |
2 |
760 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
0 |
1 |
6 |
706 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
351 |
0 |
0 |
0 |
1,451 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
244 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
1 |
174 |
0 |
0 |
2 |
932 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
6 |
128 |
0 |
2 |
13 |
539 |
| Cointegration and Tests of Present Value Models |
0 |
2 |
3 |
606 |
0 |
5 |
7 |
1,556 |
| Cointegration and Tests of Present Value Models |
0 |
1 |
2 |
858 |
0 |
3 |
4 |
2,304 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
0 |
2 |
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 |
1 |
1 |
164 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
1 |
554 |
0 |
1 |
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 |
2 |
5 |
795 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
1 |
4 |
23 |
2,055 |
11 |
42 |
135 |
4,890 |
| Consumption-Based Asset Pricing |
0 |
0 |
6 |
856 |
0 |
1 |
16 |
1,589 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
2 |
2 |
3 |
19 |
3 |
6 |
14 |
29 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
2 |
2 |
2 |
4 |
2 |
4 |
7 |
22 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
22 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
0 |
4 |
1,283 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
0 |
1 |
7 |
2,575 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
95 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
153 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
1 |
334 |
0 |
0 |
2 |
813 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
56 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
91 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
104 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
67 |
0 |
2 |
6 |
472 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
1 |
1 |
141 |
0 |
1 |
4 |
509 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
28 |
2 |
3 |
4 |
247 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
1 |
1 |
191 |
2 |
10 |
20 |
642 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
125 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
0 |
1 |
2 |
490 |
| Economic Budgeting for Endowment-Dependent Universities |
0 |
2 |
4 |
4 |
1 |
8 |
20 |
20 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
1,089 |
0 |
1 |
2 |
2,487 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
0 |
1 |
2 |
910 |
| 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 |
0 |
2 |
228 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
134 |
0 |
0 |
2 |
466 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
214 |
0 |
0 |
0 |
848 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
0 |
122 |
1 |
1 |
4 |
529 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
809 |
1 |
2 |
4 |
2,322 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
0 |
0 |
3 |
1,250 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
1 |
64 |
1 |
1 |
6 |
257 |
| Estimating the Equity Premium |
0 |
0 |
2 |
306 |
0 |
1 |
11 |
569 |
| Estimating the Equity Premium |
0 |
0 |
1 |
18 |
0 |
0 |
5 |
85 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
51 |
0 |
1 |
6 |
373 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
0 |
2 |
2 |
2,413 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
0 |
2 |
8 |
66 |
| 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 |
1 |
1 |
29 |
0 |
1 |
3 |
197 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
0 |
1 |
3 |
572 |
| Forced Sales and House Prices |
0 |
0 |
1 |
184 |
1 |
4 |
13 |
730 |
| Forced Sales and House Prices |
1 |
1 |
1 |
46 |
2 |
4 |
4 |
297 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
0 |
0 |
4 |
492 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
298 |
0 |
0 |
14 |
887 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
66 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
1 |
3 |
944 |
0 |
2 |
9 |
3,538 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
1 |
48 |
1 |
2 |
12 |
210 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
113 |
| Global Currency Hedging |
0 |
0 |
0 |
317 |
0 |
0 |
3 |
1,058 |
| Global Currency Hedging |
0 |
0 |
1 |
19 |
0 |
0 |
4 |
143 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
1 |
1 |
28 |
0 |
1 |
3 |
148 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
230 |
0 |
2 |
8 |
885 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
2 |
235 |
0 |
1 |
5 |
799 |
| Hard Times |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
365 |
| Hard Times |
0 |
0 |
0 |
23 |
1 |
3 |
8 |
161 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
0 |
2 |
12 |
404 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
1,121 |
1 |
2 |
8 |
3,222 |
| Household Finance |
2 |
3 |
5 |
506 |
3 |
9 |
50 |
2,418 |
| Household Finance |
0 |
0 |
4 |
87 |
4 |
9 |
25 |
513 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
275 |
0 |
1 |
2 |
934 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
494 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
26 |
2 |
2 |
5 |
226 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
1 |
2 |
411 |
1 |
1 |
2 |
1,248 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
645 |
0 |
1 |
2 |
1,972 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
1 |
1 |
130 |
1 |
1 |
3 |
560 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
113 |
0 |
1 |
4 |
461 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
371 |
0 |
0 |
3 |
1,082 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
406 |
0 |
1 |
3 |
1,041 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
1 |
1 |
1 |
222 |
1 |
2 |
4 |
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 |
1 |
3 |
87 |
0 |
4 |
21 |
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 |
1 |
8 |
1,160 |
| Idiosyncratic Equity Risk Two Decades Later |
1 |
2 |
4 |
27 |
1 |
4 |
10 |
48 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
0 |
0 |
2 |
699 |
| In Search of Distress Risk |
1 |
1 |
5 |
83 |
2 |
3 |
13 |
406 |
| In Search of Distress Risk |
1 |
1 |
1 |
223 |
2 |
3 |
5 |
817 |
| In search of distress risk |
0 |
0 |
1 |
265 |
0 |
1 |
7 |
959 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
1 |
25 |
0 |
2 |
6 |
142 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
161 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
2 |
165 |
0 |
1 |
11 |
605 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
2 |
18 |
0 |
0 |
8 |
216 |
| Inflation Illusion and Stock Prices |
0 |
0 |
2 |
48 |
0 |
3 |
10 |
195 |
| Inflation Illusion and Stock Prices |
1 |
2 |
3 |
672 |
1 |
5 |
10 |
1,713 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
0 |
1 |
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 |
1 |
1 |
8 |
142 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
1 |
1 |
3 |
2,012 |
2 |
2 |
11 |
10,856 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
2,074 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
1 |
1 |
1,497 |
1 |
2 |
8 |
3,077 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
1 |
1 |
119 |
0 |
2 |
2 |
309 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
336 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
150 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
53 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
77 |
| International Comparative Household Finance |
0 |
0 |
2 |
140 |
1 |
2 |
9 |
402 |
| International Comparative Household Finance |
0 |
0 |
1 |
59 |
0 |
3 |
4 |
240 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
70 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
0 |
0 |
0 |
604 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
1 |
2 |
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 |
1 |
310 |
0 |
0 |
1 |
1,096 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
2 |
3 |
68 |
0 |
3 |
7 |
325 |
| Investing Retirement Wealth: A Life-Cycle Model |
0 |
1 |
3 |
520 |
0 |
3 |
9 |
1,690 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
0 |
540 |
0 |
2 |
4 |
1,820 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
1 |
13 |
0 |
0 |
4 |
89 |
| Is Consumption Too Smooth? |
0 |
0 |
0 |
169 |
0 |
0 |
0 |
422 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
1 |
162 |
0 |
1 |
4 |
454 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
1 |
49 |
0 |
2 |
4 |
149 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
89 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
3 |
322 |
2 |
6 |
19 |
1,413 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
296 |
| 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 |
4 |
461 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
0 |
1 |
104 |
3 |
7 |
12 |
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 |
2 |
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 |
1 |
1 |
273 |
| Mortgage Market Design |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
151 |
| Mortgage Market Design |
0 |
0 |
1 |
64 |
1 |
2 |
3 |
242 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
0 |
794 |
0 |
2 |
6 |
2,052 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
1 |
4 |
126 |
0 |
5 |
21 |
410 |
| 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 |
0 |
2 |
23 |
1,847 |
| Permanent Income, Current Income, and Consumption |
0 |
2 |
3 |
104 |
0 |
2 |
8 |
370 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
507 |
0 |
0 |
5 |
2,063 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
164 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
0 |
3 |
7 |
1,653 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
1 |
5 |
2,908 |
0 |
1 |
12 |
6,181 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
1 |
1 |
5 |
317 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
1 |
1 |
1 |
30 |
1 |
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 |
3 |
6 |
551 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
130 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
1 |
1 |
16 |
190 |
1 |
8 |
56 |
540 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
0 |
0 |
4 |
126 |
1 |
1 |
11 |
505 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
0 |
276 |
0 |
1 |
12 |
817 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
2 |
615 |
0 |
0 |
11 |
1,417 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
1 |
57 |
0 |
4 |
7 |
198 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
51 |
0 |
1 |
1 |
185 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
0 |
1 |
15 |
1 |
1 |
5 |
152 |
| Rethinking Mortgage Design |
1 |
1 |
1 |
20 |
2 |
2 |
3 |
52 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
1 |
4 |
9 |
1,228 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
0 |
5 |
15 |
2,312 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
1 |
813 |
0 |
1 |
6 |
2,438 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
2 |
90 |
2 |
5 |
16 |
323 |
| Some Lessons from the Yield Curve |
0 |
0 |
1 |
23 |
0 |
3 |
5 |
108 |
| Some Lessons from the Yield Curve |
0 |
0 |
1 |
2,278 |
0 |
1 |
4 |
5,988 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
1,259 |
| 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 |
1 |
1 |
3 |
34 |
1 |
2 |
7 |
113 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
0 |
1 |
4 |
2,439 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
1 |
710 |
0 |
1 |
3 |
1,581 |
| Stock Prices, Earnings and Expected Dividends |
0 |
1 |
2 |
2,074 |
0 |
3 |
23 |
5,998 |
| Stock Prices, Earnings and Expected Dividends |
1 |
2 |
15 |
926 |
3 |
9 |
76 |
3,319 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
2 |
6 |
140 |
0 |
4 |
19 |
597 |
| Stock Returns and the Term Structure |
0 |
0 |
1 |
99 |
0 |
2 |
8 |
404 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
0 |
2 |
6 |
1,778 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
1 |
2 |
600 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
0 |
0 |
0 |
1,634 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
21 |
0 |
1 |
3 |
121 |
| Structuring Mortgages for Macroeconomic Stability |
1 |
2 |
3 |
33 |
1 |
2 |
6 |
72 |
| Sustainability in a Risky World |
0 |
0 |
2 |
4 |
1 |
2 |
4 |
27 |
| Sustainability in a Risky World |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
70 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
42 |
| The Cross-Section of Household Preferences |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
14 |
| The Cross-Section of Household Preferences |
1 |
1 |
1 |
13 |
2 |
4 |
9 |
66 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
1 |
323 |
0 |
0 |
2 |
1,246 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
0 |
4 |
1,828 |
0 |
1 |
12 |
6,570 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
1 |
4 |
626 |
2 |
4 |
31 |
1,667 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
185 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
1 |
2 |
6 |
926 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
1 |
1 |
1 |
2 |
2 |
5 |
7 |
10 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
2 |
4 |
4 |
37 |
3 |
9 |
12 |
179 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
1 |
1 |
2 |
711 |
| 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 |
0 |
103 |
0 |
0 |
1 |
568 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
1 |
1 |
63 |
0 |
1 |
3 |
332 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
75 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
282 |
0 |
1 |
2 |
849 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
1 |
554 |
0 |
1 |
13 |
1,283 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
1 |
1,002 |
1 |
2 |
15 |
3,103 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
0 |
82 |
0 |
2 |
6 |
416 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
596 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
6 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
3 |
418 |
0 |
0 |
3 |
980 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
317 |
0 |
0 |
6 |
687 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
82 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
0 |
3 |
4 |
1,597 |
| Understanding Risk and Return |
0 |
0 |
2 |
44 |
0 |
0 |
5 |
235 |
| Understanding Risk and Return |
0 |
0 |
0 |
1,303 |
1 |
3 |
7 |
4,062 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
1 |
3 |
10 |
1,067 |
5 |
9 |
35 |
3,418 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
1 |
4 |
1,483 |
1 |
6 |
21 |
3,950 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
0 |
2 |
6 |
97 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
3 |
5 |
79 |
0 |
39 |
46 |
207 |
| What Drives Booms and Busts in Value? |
0 |
0 |
1 |
22 |
1 |
2 |
12 |
31 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
0 |
2 |
4 |
1,470 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
1 |
1 |
2 |
804 |
1 |
2 |
7 |
2,067 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
2 |
8 |
82 |
0 |
5 |
15 |
343 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
1 |
2 |
2 |
182 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
2 |
2 |
2 |
431 |
2 |
3 |
10 |
1,253 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
67 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
33 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
0 |
0 |
6 |
2,375 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
1 |
33 |
0 |
1 |
3 |
158 |
| Who Should Buy Long-Term Bonds? |
1 |
1 |
2 |
491 |
1 |
3 |
17 |
2,675 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
136 |
1 |
4 |
13 |
1,200 |
| Why Is Consumption So Smooth? |
1 |
1 |
1 |
69 |
2 |
2 |
5 |
240 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
0 |
0 |
2 |
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 |
0 |
0 |
5 |
77 |
4 |
6 |
21 |
326 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
4 |
5 |
10 |
1,024 |
7 |
12 |
43 |
2,811 |
| Total Working Papers |
36 |
88 |
328 |
73,992 |
130 |
522 |
1,894 |
250,612 |
| 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 |
1 |
1 |
4 |
309 |
| A Model of Mortgage Default |
1 |
5 |
7 |
47 |
7 |
16 |
40 |
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 |
0 |
2 |
7 |
718 |
| A Variance Decomposition for Stock Returns |
1 |
3 |
16 |
2,181 |
4 |
10 |
35 |
5,970 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
0 |
1 |
3 |
112 |
0 |
2 |
6 |
345 |
| A multivariate model of strategic asset allocation |
0 |
1 |
3 |
803 |
1 |
3 |
12 |
2,043 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
118 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
164 |
| An intertemporal CAPM with stochastic volatility |
0 |
0 |
0 |
55 |
0 |
0 |
5 |
295 |
| Are Output Fluctuations Transitory? |
1 |
1 |
5 |
368 |
1 |
4 |
13 |
1,148 |
| Asset Pricing at the Millennium |
1 |
2 |
7 |
238 |
2 |
6 |
21 |
701 |
| Bad Beta, Good Beta |
0 |
0 |
4 |
1,159 |
2 |
6 |
32 |
3,191 |
| Bond and Stock Returns in a Simple Exchange Model |
1 |
1 |
4 |
175 |
2 |
3 |
9 |
614 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
0 |
1 |
263 |
0 |
2 |
6 |
1,216 |
| Cointegration and Tests of Present Value Models |
3 |
7 |
29 |
2,148 |
5 |
17 |
85 |
6,233 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
128 |
| Consumer Financial Protection |
0 |
0 |
3 |
106 |
1 |
2 |
13 |
450 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
1 |
2 |
5 |
800 |
1 |
4 |
16 |
1,734 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
86 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
3 |
610 |
0 |
1 |
10 |
1,593 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
3 |
7 |
463 |
0 |
9 |
29 |
1,703 |
| Editors' introduction |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
80 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
1 |
1 |
3 |
1,429 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
626 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
0 |
2 |
60 |
2 |
3 |
19 |
246 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
9 |
370 |
1 |
4 |
26 |
1,378 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
0 |
246 |
1 |
2 |
8 |
846 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
3 |
3 |
14 |
199 |
4 |
7 |
39 |
851 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
50 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
13 |
879 |
2 |
15 |
66 |
2,402 |
| Forced Sales and House Prices |
0 |
0 |
2 |
142 |
2 |
4 |
11 |
741 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
1 |
1 |
2 |
637 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
5 |
185 |
2 |
5 |
20 |
856 |
| Global Currency Hedging |
0 |
0 |
2 |
155 |
0 |
0 |
7 |
623 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
2 |
3 |
103 |
2 |
5 |
16 |
530 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
1 |
3 |
9 |
327 |
| Hard Times |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
82 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
4 |
291 |
2 |
4 |
18 |
1,167 |
| Household Finance |
3 |
11 |
34 |
495 |
14 |
41 |
164 |
2,388 |
| Household Risk Management and Optimal Mortgage Choice |
1 |
3 |
9 |
562 |
4 |
11 |
29 |
2,069 |
| How do house prices affect consumption? Evidence from micro data |
3 |
6 |
29 |
1,289 |
8 |
21 |
105 |
3,799 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
1 |
5 |
7 |
3 |
8 |
16 |
26 |
| In Search of Distress Risk |
3 |
3 |
17 |
384 |
6 |
10 |
59 |
1,353 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
1 |
7 |
46 |
0 |
2 |
19 |
196 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
1 |
2 |
11 |
1,107 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
2 |
7 |
10 |
1,565 |
2 |
8 |
23 |
2,607 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
276 |
| International Comparative Household Finance |
0 |
0 |
2 |
48 |
1 |
2 |
14 |
347 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
118 |
0 |
0 |
2 |
379 |
| Interpreting cointegrated models |
1 |
2 |
3 |
147 |
1 |
2 |
10 |
474 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
1 |
10 |
1,411 |
1 |
5 |
26 |
3,052 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
1 |
178 |
0 |
3 |
10 |
406 |
| Macroeconomic Drivers of Bond and Equity Risks |
2 |
5 |
15 |
40 |
10 |
18 |
52 |
235 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
45 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
3 |
212 |
0 |
3 |
12 |
741 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
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* |
1 |
1 |
2 |
59 |
1 |
5 |
11 |
381 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
0 |
2 |
10 |
400 |
0 |
5 |
29 |
1,201 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
5 |
11 |
50 |
2,138 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
1 |
214 |
0 |
1 |
3 |
666 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
0 |
3 |
14 |
0 |
2 |
7 |
54 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
3 |
108 |
0 |
0 |
5 |
408 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
3 |
13 |
74 |
404 |
7 |
30 |
195 |
1,318 |
| 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 |
1 |
93 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
1 |
78 |
0 |
3 |
11 |
474 |
| Smart Money, Noise Trading and Stock Price Behaviour |
1 |
2 |
8 |
835 |
2 |
8 |
33 |
2,092 |
| 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 |
0 |
1 |
9 |
200 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
3 |
10 |
0 |
1 |
5 |
57 |
| Stock returns and the term structure |
0 |
0 |
7 |
606 |
2 |
4 |
21 |
1,530 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
2 |
4 |
187 |
0 |
3 |
9 |
658 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
4 |
14 |
0 |
0 |
10 |
52 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
7 |
13 |
68 |
579 |
27 |
40 |
170 |
1,597 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
20 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
11 |
1,840 |
1 |
4 |
43 |
5,301 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
1 |
24 |
0 |
0 |
4 |
210 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
137 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
2 |
7 |
11 |
152 |
5 |
13 |
32 |
620 |
| The New Palgrave Dictionary of Money and Finance |
1 |
2 |
5 |
1,396 |
1 |
5 |
14 |
4,267 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
0 |
192 |
1 |
2 |
4 |
795 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
1 |
1 |
2 |
2 |
4 |
4 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
1 |
3 |
134 |
0 |
1 |
6 |
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 |
0 |
4 |
684 |
0 |
3 |
18 |
1,323 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
1 |
40 |
0 |
0 |
2 |
190 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
2 |
1,684 |
3 |
5 |
21 |
5,571 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
27 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
0 |
2 |
4 |
287 |
| Understanding Inflation-Indexed Bond Markets |
0 |
1 |
4 |
112 |
1 |
2 |
8 |
469 |
| Understanding Risk and Return |
1 |
1 |
8 |
1,450 |
3 |
4 |
30 |
4,436 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
0 |
0 |
7 |
281 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
2 |
4 |
0 |
1 |
5 |
18 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
1 |
1 |
13 |
0 |
4 |
6 |
45 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
1 |
6 |
771 |
0 |
6 |
18 |
1,820 |
| 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 |
1 |
8 |
1 |
1 |
9 |
38 |
| Who Should Buy Long-Term Bonds? |
0 |
4 |
7 |
589 |
3 |
9 |
28 |
2,041 |
| Why is Consumption So Smooth? |
1 |
2 |
5 |
623 |
1 |
3 |
16 |
1,490 |
| Why long horizons? A study of power against persistent alternatives |
1 |
2 |
2 |
123 |
2 |
3 |
4 |
345 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
2 |
4 |
20 |
2,084 |
5 |
9 |
53 |
4,988 |
| Total Journal Articles |
48 |
133 |
590 |
37,477 |
173 |
479 |
2,085 |
116,593 |
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