| 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 |
5 |
8 |
10 |
2,952 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
76 |
9 |
11 |
11 |
468 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
31 |
1 |
7 |
9 |
197 |
| An Evaluation of Recent Evidence on Stock Market Bubbles |
0 |
0 |
1 |
277 |
3 |
6 |
8 |
747 |
| An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data |
0 |
0 |
1 |
67 |
9 |
17 |
28 |
208 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
500 |
1 |
6 |
7 |
2,188 |
| An Investigation of Risk and Return in Forward Foreign Exchange |
0 |
0 |
0 |
200 |
6 |
10 |
10 |
590 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
1 |
136 |
2 |
5 |
7 |
372 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
1 |
2 |
328 |
1 |
3 |
10 |
1,032 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement |
0 |
0 |
0 |
173 |
2 |
3 |
3 |
860 |
| Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? |
0 |
0 |
0 |
0 |
2 |
7 |
9 |
766 |
| Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? |
0 |
1 |
1 |
112 |
7 |
10 |
10 |
601 |
| Estimating the Risk-Return Trade-off with Overlapping Data Inference |
0 |
0 |
1 |
29 |
7 |
9 |
11 |
82 |
| Evaluating the Specification Errors of Asset Pricing Models |
0 |
0 |
0 |
359 |
3 |
7 |
11 |
967 |
| Expectations Hypotheses Tests |
0 |
0 |
0 |
344 |
1 |
5 |
10 |
1,611 |
| Financial Market Efficiency Tests |
0 |
1 |
1 |
1,834 |
6 |
12 |
14 |
4,355 |
| Foreign Currency Futures |
0 |
0 |
0 |
311 |
2 |
5 |
7 |
1,533 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
1 |
1 |
1 |
252 |
11 |
23 |
34 |
685 |
| International Stock Return Comovements |
0 |
0 |
0 |
234 |
2 |
5 |
6 |
694 |
| International Stock Return Comovements |
0 |
0 |
0 |
42 |
3 |
9 |
13 |
252 |
| International Stock Return Comovements |
0 |
0 |
0 |
191 |
3 |
5 |
8 |
679 |
| International stock return comovements |
0 |
0 |
1 |
107 |
3 |
7 |
10 |
333 |
| Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances |
0 |
0 |
0 |
36 |
4 |
5 |
6 |
63 |
| Money and the Open Economy Business Cycle: A Flexible Price Model |
0 |
0 |
0 |
134 |
5 |
8 |
11 |
1,051 |
| On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates |
0 |
0 |
0 |
186 |
2 |
3 |
6 |
857 |
| On Biases in the Measurement of Foreign Exchange Risk Premiums |
0 |
0 |
0 |
264 |
4 |
9 |
10 |
972 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
0 |
0 |
10 |
10 |
14 |
211 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
41 |
5 |
7 |
7 |
263 |
| Post-War U.S. Business Cycles: An Empirical Investigation |
1 |
4 |
35 |
3,414 |
12 |
40 |
148 |
8,593 |
| Pricing the Global Industry Portfolios |
0 |
0 |
0 |
207 |
3 |
11 |
13 |
625 |
| Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates |
0 |
0 |
0 |
68 |
3 |
4 |
7 |
288 |
| Risk, Uncertainty and Exchange Rates |
0 |
0 |
0 |
148 |
4 |
8 |
10 |
430 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
0 |
19 |
5 |
10 |
16 |
90 |
| Testable Implications of Indeterminacies in Models with Rational Expectations |
0 |
0 |
0 |
28 |
6 |
10 |
12 |
231 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
1 |
36 |
4 |
8 |
28 |
174 |
| The Covariation of Risk Premiums and Expected Future Spot Exchange Rates |
0 |
0 |
0 |
145 |
1 |
2 |
7 |
596 |
| The Cross-Section of Volatility and Expected Returns |
1 |
1 |
4 |
612 |
12 |
20 |
37 |
2,010 |
| The Implications of First-Order Risk Aversion for Asset Market Risk Premiums |
0 |
0 |
0 |
236 |
3 |
5 |
10 |
975 |
| The Variability of Velocity in Cash-In-Advance Models |
0 |
0 |
0 |
178 |
3 |
7 |
9 |
645 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
3 |
9 |
12 |
19 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
6 |
8 |
11 |
413 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
12 |
3 |
3 |
10 |
82 |
| U.S. International Capital Flows: Perspectives From Rational Maximizing Models |
0 |
0 |
0 |
34 |
5 |
7 |
8 |
234 |
| \"Peso problem\" explanations for term structure anomalies |
0 |
0 |
0 |
29 |
1 |
4 |
5 |
199 |
| Total Working Papers |
3 |
9 |
50 |
11,964 |
193 |
378 |
643 |
41,193 |
| 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 |
12 |
34 |
35 |
401 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
104 |
0 |
3 |
6 |
517 |
| An investigation of risk and return in forward foreign exchange |
0 |
0 |
0 |
83 |
9 |
12 |
16 |
409 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
0 |
76 |
4 |
7 |
9 |
272 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
1 |
173 |
5 |
8 |
11 |
612 |
| Comment on:: Time varying liquidity in foreign exchange |
0 |
0 |
0 |
20 |
4 |
5 |
6 |
73 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement |
0 |
0 |
4 |
710 |
3 |
7 |
18 |
2,206 |
| Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? |
0 |
0 |
0 |
36 |
2 |
2 |
2 |
132 |
| Dynamic effects of government policies in an open economy |
0 |
0 |
0 |
44 |
0 |
2 |
6 |
270 |
| Estimating the risk-return trade-off with overlapping data inference |
0 |
0 |
1 |
10 |
4 |
9 |
12 |
73 |
| Evaluating the specification errors of asset pricing models |
0 |
0 |
0 |
155 |
6 |
8 |
12 |
481 |
| Exchange Rate and Price Dynamics with Asymmetric Information |
0 |
0 |
0 |
24 |
5 |
5 |
7 |
87 |
| Expectations Hypotheses Tests |
0 |
0 |
1 |
113 |
7 |
9 |
15 |
454 |
| Foreign currency futures |
0 |
0 |
0 |
68 |
1 |
4 |
8 |
354 |
| Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis |
0 |
3 |
21 |
2,162 |
4 |
27 |
70 |
6,406 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
0 |
0 |
5 |
553 |
21 |
37 |
60 |
1,952 |
| International Stock Return Comovements |
0 |
2 |
4 |
195 |
5 |
19 |
31 |
718 |
| International asset pricing with time-varying risk premia |
0 |
0 |
0 |
76 |
6 |
6 |
7 |
174 |
| Monetary accomodation and the variability of output, prices, and exchange rates: A comment |
0 |
0 |
0 |
6 |
1 |
2 |
4 |
76 |
| On Testing for Speculative Bubbles |
0 |
0 |
0 |
607 |
3 |
5 |
7 |
1,366 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
2 |
273 |
6 |
7 |
10 |
672 |
| On biases in the measurement of foreign exchange risk premiums |
1 |
2 |
3 |
333 |
7 |
11 |
18 |
800 |
| On the effects of macroeconomic policy in a maximizing model of a small open economy |
0 |
0 |
0 |
5 |
2 |
4 |
7 |
46 |
| On the monetary analysis of exchange rates: A comment |
0 |
0 |
0 |
10 |
2 |
4 |
5 |
40 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
26 |
2 |
2 |
9 |
201 |
| Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics |
0 |
0 |
0 |
10 |
3 |
5 |
6 |
130 |
| Peso problem explanations for term structure anomalies |
0 |
0 |
0 |
173 |
14 |
17 |
21 |
756 |
| Postwar U.S. Business Cycles: An Empirical Investigation |
0 |
0 |
0 |
24 |
12 |
60 |
210 |
14,811 |
| Real aspects of exchange rate regime choice with collapsing fixed rates |
0 |
0 |
0 |
29 |
5 |
5 |
11 |
185 |
| Risk, uncertainty, and exchange rates |
0 |
0 |
0 |
88 |
4 |
5 |
8 |
366 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
1 |
10 |
2 |
3 |
6 |
39 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
0 |
37 |
3 |
7 |
14 |
212 |
| The Cross‐Section of Volatility and Expected Returns |
4 |
9 |
33 |
759 |
21 |
96 |
213 |
2,982 |
| The Variability of Velocity in Cash-in-Advance Models |
0 |
0 |
1 |
246 |
7 |
11 |
19 |
1,034 |
| The covariation of risk premiums and expected future spot exchange rates |
0 |
0 |
0 |
62 |
1 |
3 |
5 |
277 |
| The dynamic adjustment path for perfectly foreseen changes in monetary policy |
0 |
0 |
0 |
20 |
4 |
4 |
6 |
162 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
87 |
1 |
3 |
3 |
381 |
| U.S. International capital flows: Perspectives from rational maximizing models |
0 |
0 |
0 |
21 |
3 |
5 |
5 |
152 |
| Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? |
0 |
0 |
0 |
78 |
4 |
5 |
6 |
226 |
| Total Journal Articles |
5 |
16 |
77 |
7,552 |
205 |
468 |
924 |
40,505 |
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