| 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 |
1 |
3 |
19 |
2,963 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
76 |
1 |
5 |
24 |
481 |
| Aggregate Idiosyncratic Volatility |
0 |
0 |
0 |
31 |
0 |
0 |
9 |
198 |
| An Evaluation of Recent Evidence on Stock Market Bubbles |
0 |
0 |
0 |
277 |
0 |
0 |
12 |
752 |
| An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data |
0 |
1 |
2 |
69 |
3 |
7 |
38 |
224 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
500 |
0 |
0 |
12 |
2,193 |
| An Investigation of Risk and Return in Forward Foreign Exchange |
0 |
0 |
0 |
200 |
0 |
1 |
17 |
597 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
0 |
136 |
0 |
0 |
9 |
376 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
1 |
328 |
0 |
1 |
14 |
1,040 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Interference and Measurement |
0 |
0 |
0 |
173 |
0 |
1 |
6 |
863 |
| Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics? |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
768 |
| Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics? |
0 |
0 |
1 |
112 |
0 |
0 |
16 |
607 |
| Estimating the Risk-Return Trade-off with Overlapping Data Inference |
0 |
0 |
1 |
29 |
0 |
1 |
21 |
93 |
| Evaluating the Specification Errors of Asset Pricing Models |
0 |
0 |
0 |
359 |
0 |
1 |
16 |
972 |
| Expectations Hypotheses Tests |
0 |
0 |
0 |
344 |
0 |
0 |
14 |
1,617 |
| Financial Market Efficiency Tests |
0 |
1 |
3 |
1,836 |
1 |
5 |
26 |
4,369 |
| Foreign Currency Futures |
0 |
0 |
0 |
311 |
0 |
0 |
9 |
1,536 |
| High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence |
0 |
0 |
1 |
252 |
0 |
2 |
51 |
703 |
| International Stock Return Comovements |
0 |
0 |
0 |
191 |
0 |
1 |
10 |
683 |
| International Stock Return Comovements |
0 |
0 |
0 |
42 |
1 |
1 |
18 |
259 |
| International Stock Return Comovements |
0 |
0 |
0 |
234 |
1 |
2 |
7 |
696 |
| International stock return comovements |
0 |
0 |
2 |
108 |
0 |
2 |
14 |
339 |
| Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances |
0 |
0 |
0 |
36 |
0 |
2 |
13 |
71 |
| Money and the Open Economy Business Cycle: A Flexible Price Model |
0 |
0 |
0 |
134 |
0 |
0 |
14 |
1,055 |
| On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates |
0 |
0 |
0 |
186 |
0 |
2 |
9 |
860 |
| On Biases in the Measurement of Foreign Exchange Risk Premiums |
0 |
0 |
0 |
264 |
0 |
3 |
20 |
982 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
24 |
223 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
41 |
0 |
1 |
12 |
268 |
| Post-War U.S. Business Cycles: An Empirical Investigation |
0 |
2 |
18 |
3,419 |
1 |
15 |
119 |
8,641 |
| Pricing the Global Industry Portfolios |
0 |
0 |
0 |
207 |
0 |
0 |
15 |
628 |
| Real Aspects of Exchange Rate Regime Choice with Collapsing Fixed Rates |
0 |
0 |
0 |
68 |
0 |
1 |
9 |
292 |
| Risk, Uncertainty and Exchange Rates |
0 |
0 |
0 |
148 |
0 |
2 |
12 |
433 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
1 |
20 |
0 |
2 |
32 |
108 |
| Testable Implications of Indeterminacies in Models with Rational Expectations |
0 |
0 |
0 |
28 |
0 |
0 |
14 |
234 |
| The Carry Trade: Risks and Drawdowns |
0 |
1 |
1 |
37 |
0 |
7 |
27 |
190 |
| The Covariation of Risk Premiums and Expected Future Spot Exchange Rates |
0 |
0 |
0 |
145 |
0 |
2 |
12 |
601 |
| The Cross-Section of Volatility and Expected Returns |
0 |
1 |
5 |
615 |
2 |
7 |
81 |
2,063 |
| The Implications of First-Order Risk Aversion for Asset Market Risk Premiums |
0 |
0 |
0 |
236 |
0 |
1 |
14 |
980 |
| The Variability of Velocity in Cash-In-Advance Models |
0 |
0 |
0 |
178 |
0 |
1 |
11 |
648 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
12 |
0 |
0 |
6 |
82 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
23 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
418 |
| U.S. International Capital Flows: Perspectives From Rational Maximizing Models |
0 |
0 |
0 |
34 |
0 |
0 |
16 |
242 |
| \"Peso problem\" explanations for term structure anomalies |
0 |
0 |
0 |
29 |
0 |
2 |
8 |
203 |
| Total Working Papers |
0 |
6 |
36 |
11,979 |
11 |
84 |
869 |
41,574 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Aggregate Idiosyncratic Volatility |
0 |
1 |
1 |
47 |
1 |
3 |
40 |
407 |
| An International Dynamic Asset Pricing Model |
0 |
0 |
0 |
104 |
0 |
2 |
8 |
522 |
| An investigation of risk and return in forward foreign exchange |
0 |
0 |
0 |
83 |
0 |
0 |
21 |
417 |
| Asset Price Volatility, Bubbles, and Process Switching |
0 |
0 |
0 |
76 |
0 |
0 |
10 |
274 |
| Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets |
0 |
0 |
0 |
173 |
0 |
1 |
16 |
619 |
| Comment on:: Time varying liquidity in foreign exchange |
0 |
0 |
0 |
20 |
0 |
1 |
7 |
75 |
| Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement |
0 |
0 |
2 |
711 |
0 |
4 |
26 |
2,222 |
| Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? |
0 |
0 |
0 |
36 |
0 |
0 |
12 |
142 |
| Dynamic effects of government policies in an open economy |
0 |
0 |
0 |
44 |
0 |
0 |
9 |
274 |
| Estimating the risk-return trade-off with overlapping data inference |
0 |
0 |
1 |
10 |
0 |
2 |
20 |
82 |
| Evaluating the specification errors of asset pricing models |
0 |
0 |
0 |
155 |
1 |
2 |
17 |
487 |
| Exchange Rate and Price Dynamics with Asymmetric Information |
0 |
0 |
0 |
24 |
0 |
1 |
6 |
88 |
| Expectations Hypotheses Tests |
0 |
0 |
0 |
113 |
0 |
1 |
14 |
456 |
| Foreign currency futures |
0 |
0 |
1 |
69 |
0 |
0 |
10 |
359 |
| Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis |
1 |
3 |
8 |
2,166 |
2 |
14 |
66 |
6,435 |
| High idiosyncratic volatility and low returns: International and further U.S. evidence |
2 |
4 |
7 |
559 |
6 |
17 |
100 |
2,010 |
| International Stock Return Comovements |
1 |
1 |
5 |
197 |
1 |
11 |
43 |
737 |
| International asset pricing with time-varying risk premia |
0 |
0 |
0 |
76 |
0 |
0 |
11 |
178 |
| Monetary accomodation and the variability of output, prices, and exchange rates: A comment |
0 |
0 |
0 |
6 |
1 |
1 |
10 |
83 |
| On Testing for Speculative Bubbles |
0 |
0 |
0 |
607 |
0 |
0 |
9 |
1,368 |
| On biases in tests of the expectations hypothesis of the term structure of interest rates |
0 |
0 |
1 |
273 |
0 |
0 |
9 |
672 |
| On biases in the measurement of foreign exchange risk premiums |
0 |
1 |
4 |
334 |
0 |
2 |
20 |
808 |
| On the effects of macroeconomic policy in a maximizing model of a small open economy |
0 |
0 |
0 |
5 |
0 |
0 |
6 |
46 |
| On the monetary analysis of exchange rates: A comment |
0 |
0 |
0 |
10 |
0 |
0 |
7 |
42 |
| Optimal Price and Inventory Adjustment in an Open-Economy Model of the Business Cycle |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
201 |
| Perfect Foresight, Financial Policies, and Exchange-Rate Dynamics |
0 |
0 |
0 |
10 |
0 |
2 |
10 |
135 |
| Peso problem explanations for term structure anomalies |
0 |
0 |
0 |
173 |
2 |
3 |
38 |
776 |
| Postwar U.S. Business Cycles: An Empirical Investigation |
0 |
0 |
0 |
24 |
12 |
55 |
228 |
14,919 |
| Real aspects of exchange rate regime choice with collapsing fixed rates |
0 |
0 |
0 |
29 |
0 |
0 |
10 |
187 |
| Risk, uncertainty, and exchange rates |
0 |
0 |
0 |
88 |
2 |
2 |
12 |
371 |
| Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications |
0 |
0 |
0 |
10 |
0 |
0 |
7 |
41 |
| The Carry Trade: Risks and Drawdowns |
0 |
1 |
1 |
38 |
1 |
4 |
18 |
221 |
| The Cross‐Section of Volatility and Expected Returns |
1 |
6 |
40 |
783 |
34 |
102 |
353 |
3,195 |
| The Variability of Velocity in Cash-in-Advance Models |
0 |
0 |
0 |
246 |
2 |
2 |
22 |
1,042 |
| The covariation of risk premiums and expected future spot exchange rates |
0 |
0 |
0 |
62 |
1 |
1 |
7 |
280 |
| The dynamic adjustment path for perfectly foreseen changes in monetary policy |
0 |
0 |
0 |
20 |
0 |
0 |
8 |
165 |
| The implications of first-order risk aversion for asset market risk premiums |
0 |
0 |
0 |
87 |
0 |
0 |
7 |
385 |
| U.S. International capital flows: Perspectives from rational maximizing models |
0 |
0 |
0 |
21 |
0 |
1 |
16 |
163 |
| Volatility in the Foreign Exchange and Stock Markets: Is It Excessive? |
0 |
0 |
0 |
78 |
1 |
1 |
11 |
231 |
| Total Journal Articles |
5 |
17 |
71 |
7,593 |
67 |
235 |
1,247 |
41,115 |
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