| 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 |
3 |
3 |
14 |
326 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
12 |
2 |
3 |
10 |
136 |
| A Model of Mortgage Default |
1 |
1 |
3 |
6 |
8 |
11 |
21 |
33 |
| A Model of Mortgage Default |
0 |
0 |
0 |
174 |
2 |
5 |
27 |
413 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
55 |
5 |
6 |
12 |
199 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
1,550 |
5 |
10 |
27 |
4,442 |
| A Multivariate Model of Strategic Asset Allocation |
0 |
0 |
0 |
418 |
1 |
2 |
18 |
1,306 |
| A Scorecard for Indexed Government Data |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
790 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
249 |
0 |
2 |
7 |
808 |
| A Scorecard for Indexed Government Debt |
0 |
0 |
0 |
474 |
1 |
3 |
14 |
2,159 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
248 |
0 |
2 |
30 |
750 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
1 |
18 |
1 |
1 |
15 |
161 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
3 |
122 |
8 |
10 |
29 |
483 |
| A Variance Decomposition for Stock Returns |
0 |
0 |
4 |
1,829 |
11 |
25 |
48 |
4,938 |
| A model of mortgage default |
0 |
0 |
0 |
97 |
3 |
8 |
35 |
384 |
| AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
378 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
123 |
1 |
4 |
8 |
390 |
| An Intertemporal CAPM with Stochastic Volatility |
0 |
0 |
0 |
70 |
2 |
4 |
13 |
145 |
| An Intertemporal CAPM with stochastic volatility |
0 |
0 |
0 |
13 |
1 |
3 |
13 |
157 |
| Are Output Fluctuations Transitory? |
0 |
0 |
0 |
26 |
9 |
17 |
30 |
265 |
| Are Output Fluctuations Transitory? |
0 |
0 |
1 |
343 |
9 |
11 |
22 |
933 |
| Asset Prices, Consumption, and the Business Cycle |
0 |
1 |
2 |
2,188 |
3 |
7 |
35 |
3,819 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
31 |
6 |
7 |
21 |
176 |
| Asset Pricing at the Millennium |
1 |
1 |
1 |
716 |
7 |
12 |
22 |
1,741 |
| Asset Pricing at the Millennium |
0 |
0 |
0 |
568 |
0 |
4 |
20 |
1,275 |
| Bad Beta, Good Beta |
0 |
0 |
2 |
334 |
1 |
3 |
15 |
1,064 |
| Bad Beta, Good Beta |
0 |
0 |
1 |
817 |
3 |
7 |
26 |
2,133 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
33 |
0 |
3 |
12 |
305 |
| Bad Beta, Good Beta |
0 |
0 |
0 |
120 |
0 |
2 |
15 |
510 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
202 |
0 |
1 |
9 |
711 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
6 |
0 |
2 |
8 |
87 |
| Bond-Stock Comovements |
1 |
1 |
28 |
28 |
5 |
13 |
37 |
37 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
1 |
1 |
661 |
12 |
21 |
46 |
1,854 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
2 |
1,986 |
8 |
16 |
41 |
5,315 |
| By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
0 |
0 |
1 |
148 |
8 |
9 |
26 |
715 |
| By force of habit: a consumption-based explanation of aggregate stock market behavior |
0 |
0 |
0 |
2 |
6 |
9 |
33 |
1,269 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
5 |
11 |
21 |
781 |
| Caught On Tape: Institutional Order Flow and Stock Returns |
0 |
0 |
0 |
170 |
1 |
3 |
9 |
782 |
| Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
157 |
9 |
12 |
62 |
768 |
| Caught On Tape: Predicting Institutional Ownership With Order Flow |
0 |
1 |
2 |
353 |
6 |
12 |
22 |
1,473 |
| Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements |
0 |
0 |
0 |
42 |
1 |
2 |
16 |
260 |
| Caught on Tape: Predicting Institutional Ownership With Order Flow |
0 |
0 |
0 |
174 |
3 |
13 |
22 |
954 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
2 |
130 |
9 |
12 |
40 |
579 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
606 |
9 |
11 |
21 |
1,577 |
| Cointegration and Tests of Present Value Models |
0 |
0 |
0 |
858 |
8 |
9 |
22 |
2,326 |
| Consumer Financial Protection |
0 |
0 |
0 |
17 |
1 |
2 |
7 |
216 |
| Consumption and Portfolio Decisions When Expected Returns Are Time Varying |
0 |
0 |
0 |
4 |
11 |
13 |
23 |
1,777 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
34 |
17 |
18 |
32 |
196 |
| Consumption and Portfolio Decisions When Expected Returns are Time Varying |
0 |
0 |
0 |
554 |
10 |
11 |
21 |
1,333 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
800 |
| Consumption and the Stock Market: Interpreting International Experience |
0 |
0 |
0 |
462 |
2 |
2 |
12 |
1,511 |
| Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence |
1 |
3 |
18 |
2,073 |
14 |
27 |
151 |
5,041 |
| Consumption-Based Asset Pricing |
1 |
1 |
10 |
866 |
3 |
7 |
20 |
1,609 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
1 |
15 |
1 |
3 |
12 |
34 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
0 |
4 |
1 |
2 |
6 |
28 |
| Debt and Deficits: Fiscal Analysis with Stationary Ratios |
0 |
0 |
2 |
21 |
2 |
7 |
16 |
45 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
907 |
0 |
2 |
14 |
2,589 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
0 |
0 |
0 |
373 |
0 |
2 |
8 |
1,291 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
33 |
5 |
5 |
15 |
168 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
1 |
12 |
7 |
10 |
24 |
119 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
3 |
337 |
10 |
10 |
24 |
837 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
2 |
3 |
10 |
66 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
2 |
4 |
20 |
124 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
67 |
6 |
11 |
31 |
503 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
4 |
5 |
13 |
104 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
8 |
16 |
24 |
271 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
141 |
5 |
8 |
22 |
531 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
191 |
10 |
12 |
39 |
681 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
1 |
7 |
118 |
243 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
8 |
9 |
25 |
515 |
| Economic Budgeting for Endowment-Dependent Universities |
0 |
0 |
1 |
5 |
1 |
3 |
21 |
41 |
| Efficient Tests of Stock Return Predictability |
0 |
1 |
1 |
1,090 |
12 |
24 |
40 |
2,527 |
| Efficient Tests of Stock Return Predictability |
0 |
0 |
0 |
307 |
10 |
13 |
25 |
935 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
61 |
3 |
4 |
17 |
253 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
215 |
0 |
1 |
11 |
859 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
1 |
135 |
0 |
3 |
9 |
475 |
| Elasticities of Substitution in Real Business Cycle Models with Home Production |
0 |
0 |
0 |
23 |
3 |
3 |
7 |
235 |
| Elasticities of substitution in real business cycle models with home production |
0 |
0 |
1 |
123 |
0 |
1 |
20 |
549 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
1 |
810 |
3 |
7 |
15 |
2,337 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
0 |
321 |
5 |
9 |
22 |
1,272 |
| Equity Volatility and Corporate Bond Yields |
0 |
1 |
1 |
65 |
3 |
6 |
14 |
271 |
| Estimating the Equity Premium |
0 |
0 |
0 |
18 |
0 |
1 |
4 |
89 |
| Estimating the Equity Premium |
0 |
0 |
0 |
306 |
2 |
2 |
12 |
581 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
776 |
2 |
7 |
20 |
2,433 |
| Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
0 |
0 |
1 |
52 |
1 |
2 |
13 |
386 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
4 |
9 |
19 |
85 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
72 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
1 |
3 |
15 |
587 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
29 |
0 |
0 |
12 |
209 |
| Forced Sales and House Prices |
0 |
0 |
0 |
46 |
9 |
17 |
109 |
406 |
| Forced Sales and House Prices |
0 |
0 |
0 |
184 |
9 |
11 |
21 |
751 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
2 |
300 |
1 |
2 |
12 |
899 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
5 |
2 |
3 |
11 |
77 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
155 |
2 |
2 |
6 |
498 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
944 |
4 |
6 |
14 |
3,552 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
10 |
1 |
3 |
11 |
124 |
| Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience |
0 |
0 |
0 |
48 |
1 |
5 |
13 |
223 |
| Global Currency Hedging |
0 |
0 |
1 |
20 |
6 |
11 |
23 |
166 |
| Global Currency Hedging |
0 |
1 |
4 |
321 |
7 |
14 |
26 |
1,084 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
1 |
3 |
233 |
1 |
9 |
30 |
915 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
235 |
1 |
3 |
7 |
806 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
0 |
28 |
2 |
7 |
12 |
160 |
| Hard Times |
0 |
0 |
0 |
78 |
4 |
6 |
16 |
381 |
| Hard Times |
0 |
0 |
0 |
23 |
2 |
2 |
12 |
173 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
0 |
43 |
9 |
13 |
20 |
424 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
1 |
1,122 |
17 |
23 |
52 |
3,274 |
| Household Finance |
1 |
1 |
6 |
93 |
10 |
20 |
53 |
566 |
| Household Finance |
1 |
5 |
9 |
515 |
18 |
48 |
103 |
2,521 |
| Household Finance in Retrospect and Prospect |
0 |
2 |
5 |
5 |
3 |
11 |
18 |
18 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
412 |
1 |
7 |
20 |
1,268 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
1 |
276 |
5 |
13 |
25 |
959 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
0 |
5 |
8 |
14 |
508 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
2 |
647 |
5 |
11 |
46 |
2,018 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
130 |
7 |
10 |
24 |
584 |
| Household Risk Management and Optimal Mortgage Choice |
0 |
0 |
0 |
26 |
3 |
10 |
35 |
261 |
| Household Saving and Permanent Income in Canada and the United Kingdom |
0 |
0 |
0 |
113 |
0 |
0 |
2 |
463 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
1 |
407 |
2 |
3 |
10 |
1,051 |
| How Do House Prices Affect Consumption? Evidence From Micro Data |
0 |
0 |
0 |
371 |
2 |
7 |
16 |
1,098 |
| How Do House Prices Affect Consumption? Evidence From Micro F. Data |
0 |
0 |
0 |
222 |
2 |
7 |
15 |
869 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
0 |
0 |
1 |
3 |
7 |
12 |
515 |
| How Do House Prices Affect Consumption? Evidence from Micro Data |
0 |
1 |
2 |
89 |
2 |
5 |
21 |
390 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
38 |
2 |
2 |
13 |
168 |
| How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market |
0 |
0 |
0 |
4 |
0 |
2 |
10 |
173 |
| How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market |
0 |
0 |
0 |
25 |
2 |
6 |
10 |
165 |
| How do house prices affect consumption? Evidence from micro data |
0 |
0 |
0 |
2 |
0 |
3 |
51 |
1,211 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
2 |
3 |
30 |
7 |
15 |
29 |
77 |
| In Searach of Distress Risk |
0 |
0 |
0 |
141 |
8 |
11 |
27 |
726 |
| In Search of Distress Risk |
0 |
1 |
2 |
225 |
5 |
15 |
37 |
854 |
| In Search of Distress Risk |
1 |
2 |
11 |
94 |
11 |
24 |
54 |
460 |
| In search of distress risk |
0 |
0 |
1 |
266 |
11 |
25 |
61 |
1,020 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
2 |
27 |
2 |
6 |
24 |
166 |
| Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market |
1 |
2 |
3 |
22 |
2 |
4 |
14 |
175 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
4 |
22 |
0 |
4 |
19 |
235 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
0 |
0 |
165 |
6 |
12 |
29 |
634 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
672 |
2 |
9 |
18 |
1,731 |
| Inflation Illusion and Stock Prices |
0 |
0 |
1 |
49 |
2 |
2 |
6 |
201 |
| Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices |
0 |
0 |
0 |
0 |
2 |
5 |
10 |
417 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
1 |
2 |
2,014 |
3 |
6 |
16 |
10,872 |
| Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices |
0 |
0 |
0 |
32 |
2 |
3 |
7 |
149 |
| Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices |
0 |
0 |
0 |
0 |
5 |
6 |
10 |
2,084 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
1,497 |
1 |
2 |
8 |
3,085 |
| Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model |
0 |
0 |
0 |
119 |
2 |
3 |
101 |
410 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
6 |
1 |
2 |
4 |
57 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
103 |
0 |
2 |
9 |
345 |
| Intergenerational Risksharing and Equilibrium Asset Prices |
0 |
0 |
0 |
127 |
0 |
1 |
10 |
160 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
0 |
3 |
2 |
4 |
12 |
89 |
| International Comparative Household Finance |
0 |
0 |
0 |
140 |
3 |
4 |
14 |
416 |
| International Comparative Household Finance |
0 |
0 |
0 |
59 |
2 |
6 |
16 |
256 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
15 |
7 |
12 |
20 |
90 |
| International Evidence on the Persistence of Economic Fluctuations |
0 |
0 |
0 |
252 |
7 |
11 |
17 |
621 |
| International Experiences with Securities Transaction Taxes |
0 |
0 |
0 |
340 |
0 |
1 |
8 |
1,101 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
331 |
0 |
1 |
4 |
827 |
| Interpreting Cointegrated Models |
0 |
0 |
0 |
14 |
2 |
2 |
9 |
96 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
1 |
69 |
11 |
12 |
17 |
342 |
| Intertemporal Asset Pricing Without Consumption Data |
0 |
0 |
0 |
310 |
6 |
8 |
17 |
1,113 |
| Investing Retirement Wealth: A Life-Cycle Model |
2 |
2 |
3 |
523 |
14 |
24 |
51 |
1,741 |
| Investing Retirement Wealth? A Life-Cycle Model |
0 |
0 |
1 |
541 |
2 |
5 |
12 |
1,832 |
| Investing and Spending: The Twin Challenges of University Endowment Management |
0 |
0 |
0 |
13 |
1 |
1 |
7 |
96 |
| Is Consumption Too Smooth? |
0 |
0 |
1 |
170 |
2 |
6 |
14 |
436 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
1 |
1 |
163 |
4 |
12 |
27 |
481 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
0 |
0 |
49 |
5 |
9 |
34 |
183 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
103 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
5 |
327 |
1 |
7 |
24 |
1,437 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
59 |
1 |
4 |
11 |
307 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
6 |
1 |
2 |
3 |
43 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
116 |
0 |
2 |
11 |
306 |
| Models of the term structure of interest rates |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
464 |
| Monetary Policy Drivers of Bond and Equity Risks |
0 |
1 |
3 |
107 |
3 |
6 |
17 |
284 |
| Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
5 |
2 |
2 |
8 |
65 |
| Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week |
0 |
0 |
0 |
39 |
0 |
3 |
5 |
278 |
| Mortgage Market Design |
0 |
0 |
1 |
15 |
2 |
3 |
15 |
166 |
| Mortgage Market Design |
0 |
1 |
3 |
67 |
3 |
9 |
28 |
270 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
0 |
1 |
795 |
16 |
23 |
45 |
2,097 |
| No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns |
0 |
2 |
3 |
129 |
12 |
21 |
36 |
446 |
| PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
349 |
| Permanent Income, Current Income, and Consumption |
0 |
1 |
7 |
111 |
7 |
16 |
40 |
410 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
1 |
842 |
7 |
14 |
30 |
1,877 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
507 |
4 |
4 |
19 |
2,082 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
15 |
1 |
4 |
15 |
179 |
| Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
10 |
14 |
40 |
1,693 |
| Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
1 |
1 |
1 |
2,909 |
13 |
18 |
40 |
6,221 |
| Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
36 |
9 |
11 |
23 |
340 |
| Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield |
0 |
0 |
1 |
31 |
7 |
9 |
23 |
109 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
31 |
0 |
4 |
12 |
142 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
186 |
3 |
5 |
20 |
571 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
2 |
10 |
15 |
205 |
10 |
25 |
56 |
596 |
| Predicting Financial Distress and the Performance of Distressed Stocks |
1 |
2 |
7 |
133 |
6 |
8 |
39 |
544 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
1 |
2 |
278 |
4 |
19 |
42 |
859 |
| Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? |
0 |
0 |
1 |
616 |
7 |
11 |
21 |
1,438 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
51 |
3 |
6 |
16 |
201 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
0 |
0 |
57 |
2 |
10 |
27 |
225 |
| Restoring rational choice: The challenge of consumer financial regulation |
0 |
1 |
2 |
17 |
1 |
6 |
22 |
174 |
| Rethinking Mortgage Design |
0 |
1 |
3 |
23 |
5 |
8 |
16 |
68 |
| SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR |
0 |
0 |
0 |
1 |
5 |
8 |
22 |
1,250 |
| STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS |
0 |
0 |
0 |
3 |
9 |
14 |
30 |
2,342 |
| Smart Money, Noise Trading and Stock Price Behavior |
0 |
0 |
1 |
814 |
7 |
15 |
35 |
2,473 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
1 |
91 |
1 |
7 |
29 |
352 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
23 |
1 |
2 |
8 |
116 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
6 |
1 |
1 |
9 |
1,268 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
2,278 |
3 |
8 |
20 |
6,008 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
0 |
0 |
32 |
2 |
5 |
13 |
250 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
710 |
4 |
5 |
16 |
1,597 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
243 |
2 |
5 |
16 |
2,455 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
34 |
0 |
1 |
8 |
121 |
| Stock Prices, Earnings and Expected Dividends |
0 |
0 |
0 |
2,074 |
8 |
19 |
57 |
6,055 |
| Stock Prices, Earnings and Expected Dividends |
4 |
8 |
15 |
941 |
16 |
51 |
97 |
3,416 |
| Stock Prices, Earnings, and Expected Dividends |
0 |
1 |
3 |
143 |
8 |
14 |
30 |
627 |
| Stock Returns and the Term Structure |
0 |
0 |
0 |
860 |
14 |
26 |
53 |
1,831 |
| Stock Returns and the Term Structure |
0 |
0 |
1 |
100 |
6 |
9 |
19 |
423 |
| Strategic Asset Allocation in a Continuous Time VAR Model |
0 |
0 |
0 |
202 |
0 |
1 |
5 |
605 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
1 |
22 |
0 |
0 |
9 |
130 |
| Strategic Asset Allocation in a Continuous-Time VAR Model |
0 |
0 |
0 |
629 |
9 |
9 |
19 |
1,653 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
0 |
33 |
2 |
3 |
10 |
82 |
| Sustainability in a Risky World |
0 |
0 |
0 |
4 |
1 |
2 |
16 |
43 |
| Sustainability in a Risky World |
0 |
0 |
0 |
20 |
1 |
1 |
14 |
84 |
| Sustainability in a risky world |
0 |
0 |
5 |
5 |
0 |
2 |
13 |
13 |
| Sustainability in a risky world |
0 |
0 |
0 |
0 |
3 |
3 |
13 |
16 |
| The Changing Role of Nominal Government Bonds in Asset Allocation |
1 |
1 |
1 |
7 |
1 |
3 |
7 |
49 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
3 |
2 |
8 |
20 |
34 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
14 |
2 |
7 |
15 |
81 |
| The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study |
0 |
0 |
0 |
323 |
0 |
0 |
8 |
1,254 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
1 |
2 |
5 |
631 |
12 |
21 |
45 |
1,712 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
0 |
1 |
7 |
1,835 |
5 |
12 |
42 |
6,612 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
200 |
3 |
6 |
17 |
943 |
| The Dollar and Real Interest Rates |
0 |
0 |
0 |
16 |
0 |
2 |
8 |
193 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
0 |
2 |
5 |
10 |
23 |
33 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
0 |
293 |
4 |
9 |
24 |
735 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
0 |
1 |
38 |
3 |
8 |
23 |
202 |
| The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies |
0 |
0 |
0 |
100 |
2 |
2 |
6 |
426 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
63 |
0 |
0 |
15 |
347 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
8 |
4 |
5 |
17 |
92 |
| The Term Structure of Euromarket Interest Rates: An Empirical Investigation |
0 |
0 |
0 |
103 |
2 |
4 |
12 |
580 |
| The Term Structure of the Risk-Return Tradeoff |
0 |
0 |
0 |
282 |
1 |
4 |
12 |
861 |
| The Term Structure of the Risk-Return Tradeoff |
2 |
3 |
4 |
558 |
2 |
6 |
21 |
1,304 |
| The Term Structure of the Risk–Return Trade-Off |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
7 |
| Trading Volume and Serial Correlation in Stock Returns |
1 |
1 |
2 |
1,004 |
13 |
21 |
53 |
3,156 |
| Trading Volume and Serial Correlation in Stock Returns |
0 |
0 |
2 |
84 |
16 |
17 |
29 |
445 |
| U.S. corporate leverage: developments in 1987 and 1988 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
602 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
1 |
3 |
6 |
10 |
16 |
| Understanding Inflation-Indexed Bond Markets |
1 |
2 |
2 |
319 |
6 |
15 |
28 |
715 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
418 |
0 |
4 |
18 |
998 |
| Understanding Inflation-Indexed Bond Markets |
0 |
0 |
0 |
10 |
3 |
10 |
23 |
105 |
| Understanding Risk and Return |
0 |
0 |
1 |
1,304 |
12 |
12 |
21 |
4,083 |
| Understanding Risk and Return |
0 |
1 |
1 |
45 |
11 |
14 |
22 |
257 |
| Understanding Risk and Return |
0 |
0 |
0 |
9 |
18 |
49 |
111 |
1,708 |
| Valuation Ratios and the Long-Run Stock Market Outlook: An Update |
0 |
1 |
5 |
1,072 |
9 |
22 |
58 |
3,476 |
| Valuation Ratios and the Long-run Stock Market Outlook: An Update |
0 |
1 |
2 |
1,485 |
4 |
10 |
32 |
3,982 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages |
0 |
0 |
0 |
22 |
0 |
2 |
9 |
106 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
2 |
81 |
1 |
3 |
13 |
220 |
| What Drives Booms and Busts in Value? |
0 |
0 |
6 |
28 |
4 |
6 |
33 |
64 |
| What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns |
0 |
0 |
0 |
6 |
5 |
5 |
14 |
1,484 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
1 |
2 |
806 |
10 |
15 |
42 |
2,109 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
0 |
0 |
0 |
82 |
3 |
6 |
28 |
371 |
| Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
12 |
0 |
0 |
9 |
191 |
| Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk |
0 |
0 |
0 |
431 |
1 |
3 |
20 |
1,273 |
| Who Owns What? A Factor Model for Direct Stock Holding |
0 |
0 |
0 |
22 |
2 |
3 |
8 |
75 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
8 |
1 |
1 |
14 |
47 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
33 |
3 |
4 |
11 |
169 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
0 |
652 |
1 |
5 |
11 |
2,386 |
| Who Should Buy Long-Term Bonds? |
0 |
1 |
1 |
492 |
5 |
8 |
40 |
2,715 |
| Who Should Buy Long-Term Bonds? |
0 |
3 |
3 |
139 |
6 |
13 |
31 |
1,231 |
| Why Is Consumption So Smooth? |
0 |
0 |
1 |
70 |
4 |
8 |
18 |
258 |
| Why Long Horizons: A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
174 |
3 |
5 |
21 |
878 |
| Why Long Horizons? A Study of Power Against Persistent Alternatives |
0 |
0 |
0 |
17 |
4 |
5 |
13 |
134 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
0 |
0 |
4 |
1,028 |
18 |
21 |
42 |
2,853 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
2 |
5 |
14 |
91 |
13 |
18 |
44 |
370 |
| Total Working Papers |
27 |
88 |
326 |
74,318 |
1,129 |
2,134 |
6,116 |
256,728 |
| 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 |
0 |
203 |
0 |
2 |
7 |
520 |
| A Defense of Traditional Hypotheses about the Term Structure of Interest Rates |
0 |
0 |
0 |
86 |
1 |
2 |
12 |
321 |
| A Model of Mortgage Default |
0 |
0 |
0 |
47 |
6 |
10 |
18 |
246 |
| A Note on Johansen's Cointegration Procedure When Trends Are Present |
0 |
0 |
0 |
0 |
4 |
4 |
12 |
2,590 |
| A Simple Account of the Behavior of Long-Term Interest Rates |
0 |
0 |
0 |
177 |
1 |
2 |
8 |
726 |
| A Variance Decomposition for Stock Returns |
0 |
1 |
3 |
2,184 |
8 |
22 |
77 |
6,047 |
| A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem |
1 |
3 |
6 |
118 |
2 |
6 |
17 |
362 |
| A multivariate model of strategic asset allocation |
0 |
2 |
2 |
805 |
6 |
24 |
85 |
2,128 |
| Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner |
0 |
0 |
0 |
28 |
3 |
3 |
4 |
122 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
4 |
11 |
175 |
| An intertemporal CAPM with stochastic volatility |
0 |
0 |
3 |
58 |
6 |
10 |
28 |
323 |
| Are Output Fluctuations Transitory? |
0 |
1 |
2 |
370 |
7 |
11 |
30 |
1,178 |
| Asset Pricing at the Millennium |
1 |
1 |
6 |
244 |
4 |
6 |
26 |
727 |
| Bad Beta, Good Beta |
0 |
0 |
6 |
1,165 |
4 |
9 |
62 |
3,253 |
| Bond and Stock Returns in a Simple Exchange Model |
0 |
0 |
0 |
175 |
0 |
1 |
14 |
628 |
| Caught on tape: Institutional trading, stock returns, and earnings announcements |
0 |
1 |
2 |
265 |
4 |
9 |
30 |
1,246 |
| Cointegration and Tests of Present Value Models |
1 |
3 |
16 |
2,164 |
13 |
26 |
120 |
6,353 |
| Comment on Low Inflation: The Behavior of Financial Markets and Institutions |
0 |
0 |
0 |
0 |
3 |
3 |
7 |
135 |
| Consumer Financial Protection |
0 |
3 |
8 |
114 |
6 |
11 |
40 |
490 |
| Consumption and Portfolio Decisions when Expected Returns are Time Varying |
0 |
4 |
4 |
804 |
2 |
8 |
29 |
1,763 |
| Do the Rich Get Richer in the Stock Market? Evidence from India |
0 |
0 |
0 |
23 |
2 |
5 |
12 |
98 |
| Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis |
0 |
0 |
2 |
612 |
5 |
6 |
22 |
1,615 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
2 |
3 |
5 |
468 |
13 |
22 |
47 |
1,750 |
| Editors' introduction |
0 |
0 |
0 |
7 |
3 |
3 |
3 |
83 |
| Efficient tests of stock return predictability |
0 |
0 |
0 |
563 |
10 |
12 |
37 |
1,466 |
| Elasticities of Substitution in Real Business Cycle Models with Home Protection |
0 |
0 |
0 |
0 |
2 |
4 |
11 |
637 |
| Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller |
0 |
2 |
6 |
66 |
5 |
15 |
31 |
277 |
| Equity Volatility and Corporate Bond Yields |
0 |
0 |
3 |
373 |
6 |
22 |
58 |
1,436 |
| Explaining the Poor Performance of Consumption‐based Asset Pricing Models |
0 |
0 |
1 |
247 |
3 |
8 |
20 |
866 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
2 |
4 |
8 |
207 |
4 |
14 |
51 |
902 |
| Finance theory and the term structure a comment |
0 |
0 |
0 |
2 |
2 |
2 |
5 |
55 |
| Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior |
1 |
1 |
5 |
884 |
12 |
33 |
102 |
2,504 |
| Forced Sales and House Prices |
0 |
0 |
0 |
142 |
14 |
15 |
28 |
769 |
| Foreign Currency for Long-Term Investors |
0 |
0 |
0 |
140 |
5 |
6 |
13 |
650 |
| Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
3 |
8 |
37 |
893 |
| Global Currency Hedging |
0 |
3 |
5 |
160 |
3 |
9 |
22 |
645 |
| Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns |
0 |
0 |
1 |
104 |
2 |
3 |
14 |
544 |
| Growth or glamour? fundamentals and systemic risk in stock returns |
0 |
0 |
0 |
38 |
2 |
7 |
11 |
338 |
| Hard Times |
0 |
0 |
0 |
5 |
0 |
3 |
9 |
91 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
1 |
1 |
2 |
293 |
8 |
21 |
59 |
1,226 |
| Household Finance |
6 |
12 |
32 |
527 |
36 |
73 |
190 |
2,578 |
| Household Risk Management and Optimal Mortgage Choice |
2 |
4 |
9 |
571 |
7 |
12 |
41 |
2,110 |
| How do house prices affect consumption? Evidence from micro data |
0 |
1 |
14 |
1,303 |
4 |
17 |
83 |
3,882 |
| Idiosyncratic Equity Risk Two Decades Later |
0 |
1 |
4 |
11 |
4 |
6 |
28 |
54 |
| In Search of Distress Risk |
7 |
27 |
51 |
435 |
23 |
96 |
217 |
1,570 |
| Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
0 |
3 |
6 |
52 |
7 |
18 |
35 |
231 |
| Inflation Illusion and Stock Prices |
0 |
0 |
0 |
341 |
3 |
6 |
20 |
1,127 |
| Inspecting the mechanism: An analytical approach to the stochastic growth model |
0 |
0 |
3 |
1,568 |
2 |
2 |
19 |
2,626 |
| Intergenerational risksharing and equilibrium asset prices |
0 |
0 |
1 |
75 |
3 |
4 |
19 |
295 |
| International Comparative Household Finance |
1 |
1 |
4 |
52 |
3 |
10 |
33 |
380 |
| International evidence on the persistence of economic fluctuations |
0 |
0 |
0 |
118 |
6 |
9 |
20 |
399 |
| Interpreting cointegrated models |
0 |
0 |
0 |
147 |
3 |
5 |
17 |
491 |
| Intertemporal Asset Pricing without Consumption Data |
0 |
0 |
1 |
1,412 |
6 |
25 |
49 |
3,101 |
| Is There a Corporate Debt Crisis? |
0 |
0 |
0 |
178 |
1 |
5 |
17 |
423 |
| Macroeconomic Drivers of Bond and Equity Risks |
0 |
2 |
7 |
47 |
9 |
19 |
64 |
299 |
| Macroeconomic lessons from Britain: A review essay |
0 |
0 |
0 |
7 |
2 |
4 |
5 |
50 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
214 |
5 |
8 |
25 |
766 |
| Measuring the Persistence of Expected Returns |
0 |
0 |
0 |
133 |
0 |
2 |
11 |
422 |
| Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week |
0 |
0 |
0 |
72 |
3 |
3 |
12 |
445 |
| Mortgage Market Design* |
3 |
3 |
6 |
65 |
9 |
19 |
38 |
419 |
| No news is good news *1: An asymmetric model of changing volatility in stock returns |
0 |
2 |
3 |
403 |
14 |
24 |
48 |
1,249 |
| Permanent Income, Current Income, and Consumption |
0 |
0 |
0 |
0 |
10 |
18 |
67 |
2,205 |
| Permanent and Transitory Components in Macroeconomic Fluctuations |
0 |
0 |
0 |
214 |
1 |
5 |
19 |
685 |
| Portfolio choice with sustainable spending: A model of reaching for yield |
0 |
0 |
1 |
15 |
1 |
3 |
17 |
71 |
| Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration |
0 |
0 |
0 |
108 |
2 |
6 |
16 |
424 |
| Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? |
4 |
7 |
32 |
436 |
13 |
27 |
132 |
1,450 |
| Predicting asset prices |
0 |
0 |
0 |
3 |
4 |
6 |
15 |
24 |
| Racines unitaires en macroéconomie: le cas multidimensionnel |
0 |
0 |
1 |
5 |
2 |
2 |
13 |
42 |
| Remarks: some thoughts on systemic risk |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
100 |
| Restoring Rational Choice: The Challenge of Consumer Financial Regulation |
0 |
2 |
2 |
80 |
3 |
7 |
31 |
505 |
| Smart Money, Noise Trading and Stock Price Behaviour |
0 |
0 |
2 |
837 |
4 |
5 |
38 |
2,130 |
| Some Lessons from the Yield Curve |
0 |
0 |
0 |
925 |
0 |
2 |
17 |
2,373 |
| Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market |
0 |
2 |
4 |
37 |
2 |
9 |
30 |
230 |
| Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor |
0 |
0 |
0 |
10 |
1 |
1 |
7 |
64 |
| Stock returns and the term structure |
0 |
0 |
2 |
608 |
9 |
15 |
43 |
1,573 |
| Strategic asset allocation in a continuous-time VAR model |
0 |
0 |
0 |
187 |
3 |
5 |
12 |
670 |
| Structuring Mortgages for Macroeconomic Stability |
0 |
0 |
0 |
14 |
0 |
3 |
19 |
71 |
| Sustainability in a Risky World |
0 |
0 |
6 |
6 |
4 |
5 |
33 |
33 |
| THE ECONOMETRICS OF FINANCIAL MARKETS |
21 |
57 |
109 |
688 |
52 |
129 |
272 |
1,869 |
| The Changing Role of Nominal Government Bonds in Asset Allocation&ast |
0 |
0 |
1 |
3 |
1 |
2 |
4 |
24 |
| The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors |
2 |
5 |
13 |
1,853 |
8 |
20 |
64 |
5,365 |
| The Fragile Benefits of Endowment Destruction |
0 |
0 |
0 |
24 |
3 |
4 |
12 |
222 |
| The Impact of Regulation on Mortgage Risk: Evidence from India |
0 |
0 |
1 |
26 |
0 |
0 |
13 |
150 |
| The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment |
0 |
2 |
6 |
158 |
5 |
15 |
32 |
652 |
| The New Palgrave Dictionary of Money and Finance |
0 |
0 |
6 |
1,402 |
1 |
2 |
18 |
4,285 |
| The Squam Lake Report: Fixing the Financial System |
1 |
2 |
4 |
196 |
4 |
8 |
28 |
823 |
| The Term Structure of the Risk–Return Trade-Off |
1 |
1 |
3 |
4 |
4 |
6 |
26 |
30 |
| The dividend ratio model and small sample bias: A Monte Carlo study |
0 |
0 |
0 |
134 |
1 |
3 |
13 |
399 |
| The dollar and real interest rates |
0 |
0 |
1 |
61 |
2 |
3 |
10 |
378 |
| The response of consumption to income: A cross-country investigation |
2 |
3 |
7 |
691 |
4 |
18 |
51 |
1,374 |
| The term structure of euromarket interest rates: An empirical investigation |
0 |
0 |
0 |
40 |
2 |
2 |
11 |
201 |
| Trading Volume and Serial Correlation in Stock Returns |
1 |
1 |
1 |
1,685 |
6 |
10 |
27 |
5,598 |
| Two Puzzles of Asset Pricing and Their Implications for Investors |
0 |
0 |
0 |
12 |
2 |
2 |
13 |
40 |
| U.S. Corporate Leverage: Developments in 1987 and 1988 |
0 |
0 |
0 |
119 |
3 |
4 |
16 |
303 |
| Understanding Inflation-Indexed Bond Markets |
1 |
1 |
1 |
113 |
7 |
10 |
30 |
499 |
| Understanding Risk and Return |
0 |
1 |
3 |
1,453 |
8 |
19 |
38 |
4,474 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
102 |
2 |
4 |
17 |
298 |
| Viewpoint: Estimating the equity premium |
0 |
0 |
0 |
4 |
2 |
8 |
19 |
37 |
| What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages |
0 |
0 |
0 |
13 |
2 |
4 |
12 |
57 |
| What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns |
1 |
1 |
6 |
777 |
11 |
14 |
39 |
1,859 |
| Where Do Betas Come From? Asset Price Dynamics and the |
0 |
0 |
1 |
155 |
0 |
1 |
8 |
518 |
| Who Owns What? A Factor Model for Direct Stockholding |
0 |
0 |
1 |
9 |
2 |
5 |
24 |
62 |
| Who Should Buy Long-Term Bonds? |
0 |
0 |
4 |
593 |
2 |
4 |
36 |
2,077 |
| Why is Consumption So Smooth? |
0 |
0 |
1 |
624 |
3 |
8 |
27 |
1,517 |
| Why long horizons? A study of power against persistent alternatives |
0 |
0 |
0 |
123 |
2 |
2 |
26 |
371 |
| Yield Spreads and Interest Rate Movements: A Bird's Eye View |
3 |
5 |
21 |
2,105 |
12 |
24 |
91 |
5,079 |
| Total Journal Articles |
65 |
179 |
479 |
37,956 |
544 |
1,209 |
3,713 |
120,306 |
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