| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Peso Problem" Explanations for Term Structure Anomalies |
0 |
0 |
0 |
534 |
0 |
0 |
2 |
2,944 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
457 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
1 |
31 |
0 |
1 |
3 |
190 |
| An Evaluation of Recent Evidence on Stock Market Bubbles |
0 |
0 |
1 |
277 |
1 |
1 |
2 |
741 |
| An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data |
0 |
0 |
4 |
67 |
1 |
5 |
17 |
191 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
500 |
0 |
1 |
1 |
2,182 |
| An Investigation of Risk and Return in Forward Foreign Exchange |
0 |
0 |
0 |
200 |
0 |
0 |
6 |
580 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
1 |
136 |
0 |
0 |
2 |
367 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
1 |
327 |
3 |
3 |
8 |
1,029 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement |
0 |
0 |
0 |
173 |
0 |
0 |
0 |
857 |
| Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
759 |
| Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
591 |
| Estimating the Risk-Return Trade-off with Overlapping Data Inference |
1 |
1 |
1 |
29 |
1 |
1 |
2 |
73 |
| Evaluating the Specification Errors of Asset Pricing Models |
0 |
0 |
0 |
359 |
3 |
4 |
4 |
960 |
| Expectations Hypotheses Tests |
0 |
0 |
0 |
344 |
2 |
3 |
7 |
1,606 |
| Financial Market Efficiency Tests |
0 |
0 |
0 |
1,833 |
0 |
0 |
3 |
4,343 |
| Foreign Currency Futures |
0 |
0 |
4 |
311 |
1 |
1 |
10 |
1,528 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
1 |
251 |
8 |
10 |
15 |
662 |
| International Stock Return Comovements |
0 |
0 |
0 |
191 |
0 |
1 |
4 |
674 |
| International Stock Return Comovements |
0 |
0 |
0 |
42 |
1 |
2 |
5 |
243 |
| International Stock Return Comovements |
0 |
0 |
0 |
234 |
0 |
0 |
2 |
689 |
| International stock return comovements |
0 |
1 |
1 |
107 |
0 |
1 |
3 |
326 |
| Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
58 |
| Money and the Open Economy Business Cycle: A Flexible Price Model |
0 |
0 |
0 |
134 |
2 |
2 |
3 |
1,043 |
| On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates |
0 |
0 |
0 |
186 |
2 |
3 |
3 |
854 |
| On Biases in the Measurement of Foreign Exchange Risk Premiums |
0 |
0 |
0 |
264 |
1 |
1 |
2 |
963 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
201 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
256 |
| Post-War U.S. Business Cycles: An Empirical Investigation |
3 |
9 |
41 |
3,410 |
13 |
31 |
147 |
8,553 |
| Pricing the Global Industry Portfolios |
0 |
0 |
0 |
207 |
1 |
1 |
3 |
614 |
| Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates |
0 |
0 |
0 |
68 |
1 |
1 |
3 |
284 |
| Risk, Uncertainty and Exchange Rates |
0 |
0 |
0 |
148 |
1 |
1 |
2 |
422 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
0 |
19 |
3 |
4 |
7 |
80 |
| Testable Implications of Indeterminacies in Models with Rational Expectations |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
221 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
36 |
1 |
3 |
20 |
166 |
| The Covariation of Risk Premiums and Expected Future Spot Exchange Rates |
0 |
0 |
0 |
145 |
1 |
5 |
5 |
594 |
| The Cross-Section of Volatility and Expected Returns |
1 |
1 |
6 |
611 |
4 |
8 |
24 |
1,990 |
| The Implications of First-Order Risk Aversion for Asset Market Risk Premiums |
0 |
0 |
0 |
236 |
3 |
4 |
5 |
970 |
| The Variability of Velocity in Cash-In-Advance Models |
0 |
0 |
0 |
178 |
0 |
1 |
2 |
638 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
12 |
3 |
3 |
7 |
79 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
10 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
405 |
| U.S. International Capital Flows: Perspectives From Rational Maximizing Models |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
227 |
| \"Peso problem\" explanations for term structure anomalies |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
195 |
| Total Working Papers |
5 |
12 |
63 |
11,955 |
64 |
110 |
349 |
40,815 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
367 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
104 |
0 |
0 |
4 |
514 |
| An investigation of risk and return in forward foreign exchange |
0 |
0 |
0 |
83 |
0 |
1 |
4 |
397 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
0 |
76 |
1 |
1 |
2 |
265 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
3 |
173 |
0 |
1 |
8 |
604 |
| Comment on:: Time varying liquidity in foreign exchange |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
68 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement |
0 |
1 |
6 |
710 |
0 |
3 |
14 |
2,199 |
| Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
130 |
| Dynamic effects of government policies in an open economy |
0 |
0 |
0 |
44 |
2 |
3 |
4 |
268 |
| Estimating the risk-return trade-off with overlapping data inference |
1 |
1 |
1 |
10 |
1 |
2 |
3 |
64 |
| Evaluating the specification errors of asset pricing models |
0 |
0 |
0 |
155 |
2 |
3 |
4 |
473 |
| Exchange Rate and Price Dynamics with Asymmetric Information |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
82 |
| Expectations Hypotheses Tests |
0 |
0 |
1 |
113 |
2 |
3 |
8 |
445 |
| Foreign currency futures |
0 |
0 |
1 |
68 |
0 |
1 |
7 |
350 |
| Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis |
1 |
1 |
29 |
2,159 |
7 |
10 |
69 |
6,379 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
1 |
1 |
8 |
553 |
3 |
5 |
31 |
1,915 |
| International Stock Return Comovements |
0 |
1 |
2 |
193 |
3 |
5 |
14 |
699 |
| International asset pricing with time-varying risk premia |
0 |
0 |
0 |
76 |
1 |
1 |
1 |
168 |
| Monetary accomodation and the variability of output, prices, and exchange rates: A comment |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
74 |
| On Testing for Speculative Bubbles |
0 |
0 |
0 |
607 |
2 |
2 |
2 |
1,361 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
1 |
1 |
4 |
273 |
2 |
2 |
5 |
665 |
| On biases in the measurement of foreign exchange risk premiums |
1 |
1 |
5 |
331 |
1 |
1 |
14 |
789 |
| On the effects of macroeconomic policy in a maximizing model of a small open economy |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
42 |
| On the monetary analysis of exchange rates: A comment |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
36 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
26 |
1 |
1 |
7 |
199 |
| Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
125 |
| Peso problem explanations for term structure anomalies |
0 |
0 |
0 |
173 |
1 |
1 |
5 |
739 |
| Postwar U.S. Business Cycles: An Empirical Investigation |
0 |
0 |
0 |
24 |
24 |
60 |
225 |
14,751 |
| Real aspects of exchange rate regime choice with collapsing fixed rates |
0 |
0 |
0 |
29 |
1 |
3 |
8 |
180 |
| Risk, uncertainty, and exchange rates |
0 |
0 |
0 |
88 |
1 |
2 |
3 |
361 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
2 |
10 |
0 |
2 |
4 |
36 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
0 |
37 |
2 |
2 |
10 |
205 |
| The Cross‐Section of Volatility and Expected Returns |
4 |
7 |
33 |
750 |
23 |
44 |
155 |
2,886 |
| The Variability of Velocity in Cash-in-Advance Models |
0 |
0 |
1 |
246 |
2 |
3 |
9 |
1,023 |
| The covariation of risk premiums and expected future spot exchange rates |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
274 |
| The dynamic adjustment path for perfectly foreseen changes in monetary policy |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
158 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
378 |
| U.S. International capital flows: Perspectives from rational maximizing models |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
147 |
| Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? |
0 |
0 |
0 |
78 |
0 |
1 |
4 |
221 |
| Total Journal Articles |
9 |
14 |
96 |
7,536 |
86 |
169 |
644 |
40,037 |
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