| 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 |
1 |
1 |
532 |
4 |
6 |
9 |
2,920 |
| "Peso problem" explanations for term structure anomalies |
0 |
0 |
1 |
28 |
0 |
1 |
2 |
146 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
2 |
26 |
0 |
0 |
6 |
158 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
76 |
1 |
4 |
15 |
322 |
| An Evaluation of Recent Evidence on Stock Market Bubbles |
0 |
0 |
2 |
268 |
1 |
2 |
7 |
707 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
1 |
500 |
4 |
9 |
13 |
2,162 |
| An Investigation of Risk and Return in Forward Foreign Exchange |
0 |
0 |
2 |
197 |
0 |
1 |
8 |
553 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
343 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
0 |
322 |
1 |
1 |
11 |
978 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement |
0 |
1 |
2 |
166 |
0 |
1 |
7 |
832 |
| Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
748 |
| Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? |
0 |
0 |
0 |
110 |
0 |
2 |
2 |
579 |
| Estimating the Risk-Return Trade-off with Overlapping Data Inference |
0 |
0 |
0 |
27 |
1 |
2 |
7 |
52 |
| Evaluating the Specification Errors of Asset Pricing Models |
0 |
0 |
0 |
358 |
0 |
0 |
2 |
937 |
| Expectations Hypotheses Tests |
0 |
2 |
4 |
335 |
0 |
2 |
13 |
1,509 |
| Financial Market Efficiency Tests |
0 |
0 |
2 |
1,822 |
0 |
1 |
15 |
4,280 |
| Foreign Currency Futures |
0 |
0 |
1 |
307 |
2 |
3 |
8 |
1,502 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
4 |
21 |
216 |
0 |
6 |
35 |
546 |
| International Stock Return Comovements |
0 |
0 |
0 |
42 |
1 |
1 |
3 |
169 |
| International Stock Return Comovements |
0 |
0 |
0 |
232 |
1 |
3 |
10 |
606 |
| International Stock Return Comovements |
0 |
0 |
0 |
191 |
1 |
2 |
8 |
600 |
| International stock return comovements |
0 |
0 |
3 |
99 |
1 |
5 |
21 |
280 |
| Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances |
0 |
0 |
1 |
34 |
0 |
0 |
2 |
40 |
| Money and the Open Economy Business Cycle: A Flexible Price Model |
0 |
0 |
1 |
132 |
2 |
2 |
34 |
1,014 |
| On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates |
0 |
0 |
0 |
182 |
2 |
2 |
8 |
829 |
| On Biases in the Measurement of Foreign Exchange Risk Premiums |
0 |
0 |
1 |
262 |
1 |
1 |
9 |
940 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
163 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
241 |
| Post-War U.S. Business Cycles: An Empirical Investigation |
11 |
26 |
96 |
2,938 |
30 |
89 |
326 |
6,952 |
| Pricing the Global Industry Portfolios |
0 |
0 |
2 |
205 |
1 |
1 |
3 |
596 |
| Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates |
0 |
0 |
0 |
67 |
0 |
0 |
6 |
271 |
| Risk, Uncertainty and Exchange Rates |
0 |
0 |
0 |
136 |
1 |
1 |
15 |
369 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
14 |
14 |
3 |
7 |
26 |
26 |
| Testable Implications of Indeterminacies in Models with Rational Expectations |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
199 |
| The Carry Trade: Risks and Drawdowns |
1 |
2 |
3 |
28 |
1 |
2 |
7 |
118 |
| The Covariation of Risk Premiums and Expected Future Spot Exchange Rates |
0 |
0 |
0 |
143 |
1 |
1 |
4 |
572 |
| The Cross-Section of Volatility and Expected Returns |
3 |
8 |
38 |
567 |
8 |
34 |
103 |
1,775 |
| The Implications of First-Order Risk Aversion for Asset Market Risk Premiums |
0 |
0 |
0 |
234 |
0 |
0 |
2 |
948 |
| The Variability of Velocity in Cash-In-Advance Models |
0 |
0 |
0 |
177 |
0 |
0 |
6 |
609 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
378 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
4 |
8 |
0 |
2 |
8 |
36 |
| U.S. International Capital Flows: Perspectives From Rational Maximizing Models |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
220 |
| Total Working Papers |
15 |
44 |
202 |
11,215 |
71 |
198 |
773 |
37,225 |
| 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 |
2 |
39 |
1 |
3 |
12 |
176 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
103 |
1 |
1 |
3 |
490 |
| An investigation of risk and return in forward foreign exchange |
0 |
0 |
3 |
69 |
0 |
1 |
21 |
284 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
237 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
0 |
152 |
0 |
1 |
4 |
520 |
| Comment on:: Time varying liquidity in foreign exchange |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
63 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement |
1 |
2 |
6 |
679 |
1 |
5 |
15 |
2,074 |
| Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? |
0 |
0 |
1 |
34 |
0 |
1 |
6 |
117 |
| Dynamic effects of government policies in an open economy |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
254 |
| Estimating the risk-return trade-off with overlapping data inference |
0 |
0 |
0 |
7 |
0 |
3 |
6 |
32 |
| Evaluating the specification errors of asset pricing models |
0 |
0 |
1 |
144 |
2 |
3 |
11 |
399 |
| Exchange Rate and Price Dynamics with Asymmetric Information |
0 |
0 |
1 |
23 |
1 |
1 |
2 |
74 |
| Foreign currency futures |
1 |
1 |
1 |
57 |
2 |
3 |
6 |
290 |
| Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis |
5 |
16 |
68 |
2,013 |
7 |
26 |
144 |
6,009 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
2 |
13 |
45 |
351 |
12 |
33 |
130 |
1,082 |
| International Stock Return Comovements |
0 |
0 |
4 |
176 |
2 |
5 |
21 |
537 |
| International asset pricing with time-varying risk premia |
0 |
0 |
0 |
69 |
0 |
0 |
2 |
149 |
| Monetary accomodation and the variability of output, prices, and exchange rates: A comment |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
71 |
| On Testing for Speculative Bubbles |
1 |
2 |
4 |
600 |
2 |
3 |
13 |
1,335 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
4 |
6 |
259 |
1 |
5 |
11 |
537 |
| On biases in the measurement of foreign exchange risk premiums |
0 |
0 |
9 |
305 |
0 |
3 |
25 |
694 |
| On the effects of macroeconomic policy in a maximizing model of a small open economy |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |
| On the monetary analysis of exchange rates: A comment |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
29 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
182 |
| Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics |
0 |
0 |
0 |
8 |
0 |
0 |
6 |
116 |
| Peso problem explanations for term structure anomalies |
0 |
2 |
2 |
169 |
1 |
6 |
14 |
674 |
| Postwar U.S. Business Cycles: An Empirical Investigation |
0 |
0 |
0 |
24 |
28 |
93 |
376 |
12,430 |
| Real aspects of exchange rate regime choice with collapsing fixed rates |
0 |
0 |
0 |
27 |
0 |
0 |
3 |
161 |
| Risk, uncertainty, and exchange rates |
0 |
0 |
1 |
83 |
0 |
3 |
14 |
313 |
| The Carry Trade: Risks and Drawdowns |
1 |
1 |
7 |
13 |
3 |
9 |
44 |
79 |
| The Cross‐Section of Volatility and Expected Returns |
1 |
7 |
54 |
603 |
9 |
33 |
202 |
2,050 |
| The Variability of Velocity in Cash-in-Advance Models |
0 |
2 |
7 |
235 |
0 |
2 |
19 |
957 |
| The covariation of risk premiums and expected future spot exchange rates |
0 |
1 |
2 |
56 |
0 |
1 |
6 |
235 |
| The dynamic adjustment path for perfectly foreseen changes in monetary policy |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
146 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
83 |
0 |
0 |
18 |
323 |
| U.S. International capital flows: Perspectives from rational maximizing models |
0 |
0 |
0 |
21 |
1 |
1 |
5 |
138 |
| Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
211 |
| Total Journal Articles |
12 |
51 |
224 |
6,677 |
74 |
246 |
1,149 |
33,499 |
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