| 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 |
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 |
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