| 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 |
1 |
1 |
2,943 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
457 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
188 |
| An Evaluation of Recent Evidence on Stock Market Bubbles |
1 |
1 |
1 |
277 |
1 |
1 |
1 |
740 |
| An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data |
0 |
0 |
4 |
66 |
1 |
3 |
23 |
183 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
500 |
0 |
0 |
0 |
2,181 |
| 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 |
0 |
135 |
0 |
1 |
2 |
366 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
1 |
1 |
327 |
0 |
2 |
5 |
1,024 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement |
0 |
0 |
0 |
173 |
0 |
0 |
1 |
857 |
| Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
757 |
| 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 |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
72 |
| Evaluating the Specification Errors of Asset Pricing Models |
0 |
0 |
0 |
359 |
0 |
0 |
0 |
956 |
| Expectations Hypotheses Tests |
0 |
0 |
2 |
344 |
0 |
1 |
6 |
1,602 |
| Financial Market Efficiency Tests |
0 |
0 |
0 |
1,833 |
1 |
2 |
6 |
4,343 |
| Foreign Currency Futures |
0 |
0 |
4 |
311 |
0 |
1 |
9 |
1,527 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
1 |
251 |
0 |
0 |
8 |
651 |
| International Stock Return Comovements |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
239 |
| International Stock Return Comovements |
0 |
0 |
0 |
191 |
0 |
1 |
2 |
672 |
| International Stock Return Comovements |
0 |
0 |
0 |
234 |
0 |
0 |
2 |
688 |
| International stock return comovements |
0 |
0 |
1 |
106 |
0 |
1 |
3 |
324 |
| Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
58 |
| Money and the Open Economy Business Cycle: A Flexible Price Model |
0 |
0 |
0 |
134 |
0 |
1 |
1 |
1,041 |
| On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates |
0 |
0 |
0 |
186 |
0 |
0 |
0 |
851 |
| On Biases in the Measurement of Foreign Exchange Risk Premiums |
0 |
0 |
0 |
264 |
0 |
0 |
2 |
962 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
197 |
| 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 |
4 |
9 |
61 |
3,388 |
21 |
33 |
176 |
8,478 |
| Pricing the Global Industry Portfolios |
0 |
0 |
0 |
207 |
0 |
1 |
2 |
613 |
| Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates |
0 |
0 |
0 |
68 |
1 |
1 |
1 |
282 |
| Risk, Uncertainty and Exchange Rates |
0 |
0 |
2 |
148 |
1 |
1 |
3 |
421 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
74 |
| Testable Implications of Indeterminacies in Models with Rational Expectations |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
219 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
0 |
35 |
1 |
4 |
5 |
150 |
| The Covariation of Risk Premiums and Expected Future Spot Exchange Rates |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
589 |
| The Cross-Section of Volatility and Expected Returns |
0 |
1 |
4 |
609 |
0 |
4 |
17 |
1,977 |
| The Implications of First-Order Risk Aversion for Asset Market Risk Premiums |
0 |
0 |
0 |
236 |
0 |
1 |
1 |
966 |
| The Variability of Velocity in Cash-In-Advance Models |
0 |
0 |
0 |
178 |
0 |
0 |
0 |
636 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
403 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
12 |
0 |
2 |
2 |
74 |
| U.S. International Capital Flows: Perspectives From Rational Maximizing Models |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
226 |
| \"Peso problem\" explanations for term structure anomalies |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
194 |
| Total Working Papers |
5 |
12 |
82 |
11,926 |
27 |
66 |
299 |
40,616 |
| 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 |
1 |
4 |
367 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
104 |
2 |
2 |
4 |
513 |
| An investigation of risk and return in forward foreign exchange |
0 |
0 |
1 |
83 |
1 |
1 |
2 |
394 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
0 |
76 |
0 |
1 |
2 |
264 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
1 |
4 |
173 |
0 |
1 |
9 |
602 |
| Comment on:: Time varying liquidity in foreign exchange |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
67 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement |
0 |
1 |
3 |
707 |
0 |
4 |
10 |
2,192 |
| Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? |
0 |
0 |
0 |
36 |
0 |
0 |
3 |
130 |
| Dynamic effects of government policies in an open economy |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
264 |
| Estimating the risk-return trade-off with overlapping data inference |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
62 |
| Evaluating the specification errors of asset pricing models |
0 |
0 |
0 |
155 |
0 |
1 |
1 |
470 |
| Exchange Rate and Price Dynamics with Asymmetric Information |
0 |
0 |
1 |
24 |
0 |
1 |
3 |
81 |
| Expectations Hypotheses Tests |
1 |
1 |
3 |
113 |
1 |
1 |
10 |
440 |
| Foreign currency futures |
0 |
0 |
1 |
68 |
0 |
1 |
5 |
347 |
| Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis |
6 |
12 |
29 |
2,153 |
9 |
18 |
70 |
6,354 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
1 |
2 |
10 |
550 |
3 |
10 |
47 |
1,902 |
| International Stock Return Comovements |
0 |
1 |
6 |
192 |
1 |
6 |
24 |
693 |
| International asset pricing with time-varying risk premia |
0 |
0 |
0 |
76 |
0 |
0 |
3 |
167 |
| Monetary accomodation and the variability of output, prices, and exchange rates: A comment |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
73 |
| On Testing for Speculative Bubbles |
0 |
0 |
1 |
607 |
0 |
0 |
2 |
1,359 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
2 |
271 |
0 |
0 |
3 |
662 |
| On biases in the measurement of foreign exchange risk premiums |
0 |
0 |
4 |
330 |
4 |
5 |
19 |
787 |
| On the effects of macroeconomic policy in a maximizing model of a small open economy |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
40 |
| On the monetary analysis of exchange rates: A comment |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
35 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
193 |
| Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
124 |
| Peso problem explanations for term structure anomalies |
0 |
0 |
0 |
173 |
0 |
1 |
5 |
736 |
| Postwar U.S. Business Cycles: An Empirical Investigation |
0 |
0 |
0 |
24 |
16 |
38 |
247 |
14,639 |
| Real aspects of exchange rate regime choice with collapsing fixed rates |
0 |
0 |
1 |
29 |
0 |
1 |
4 |
175 |
| Risk, uncertainty, and exchange rates |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
358 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
2 |
9 |
0 |
0 |
5 |
33 |
| The Carry Trade: Risks and Drawdowns |
0 |
0 |
3 |
37 |
1 |
1 |
14 |
199 |
| The Cross‐Section of Volatility and Expected Returns |
2 |
8 |
28 |
734 |
12 |
34 |
149 |
2,803 |
| The Variability of Velocity in Cash-in-Advance Models |
1 |
1 |
1 |
246 |
1 |
2 |
3 |
1,017 |
| The covariation of risk premiums and expected future spot exchange rates |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
272 |
| The dynamic adjustment path for perfectly foreseen changes in monetary policy |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
157 |
| 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 |
0 |
3 |
220 |
| Total Journal Articles |
11 |
27 |
100 |
7,502 |
51 |
135 |
667 |
39,716 |
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