| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A primer on the economics and time series econometrics of wealth effects: a comment |
0 |
0 |
0 |
255 |
0 |
0 |
8 |
846 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
0 |
0 |
3 |
282 |
2 |
6 |
24 |
992 |
| Consumption, aggregate wealth and expected stock returns |
0 |
0 |
0 |
465 |
4 |
11 |
34 |
1,502 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
1 |
1 |
1 |
373 |
3 |
10 |
21 |
1,223 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
1 |
1 |
1 |
905 |
2 |
3 |
9 |
2,537 |
| Euler Equation Errors |
0 |
0 |
0 |
62 |
0 |
0 |
9 |
273 |
| Euler Equation Errors |
0 |
0 |
0 |
44 |
0 |
2 |
17 |
197 |
| Euler Equation Errors |
0 |
0 |
0 |
110 |
0 |
1 |
4 |
492 |
| Euler Equation Errors |
0 |
0 |
0 |
48 |
0 |
1 |
8 |
176 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
3 |
197 |
0 |
3 |
17 |
845 |
| Expected Returns and Expected Dividend Growth |
0 |
0 |
1 |
212 |
0 |
1 |
14 |
1,048 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
0 |
0 |
4 |
1,115 |
2 |
3 |
24 |
3,174 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
0 |
0 |
0 |
80 |
0 |
0 |
7 |
422 |
| Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? |
0 |
0 |
2 |
180 |
0 |
0 |
10 |
641 |
| Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model |
0 |
0 |
2 |
174 |
1 |
1 |
6 |
386 |
| Investor Information, Long-Run Risk, and the Term Structure of Equity |
0 |
0 |
1 |
139 |
1 |
2 |
8 |
632 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
443 |
| Measuring and Modelling Variation in the Risk-Return Trade-off |
0 |
0 |
12 |
268 |
3 |
3 |
23 |
871 |
| Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models |
0 |
1 |
3 |
284 |
0 |
3 |
15 |
963 |
| Preferences, Consumption Smoothing, and Risk Premia |
0 |
0 |
1 |
190 |
0 |
1 |
13 |
808 |
| Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability |
0 |
0 |
0 |
93 |
0 |
1 |
6 |
310 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
1 |
136 |
1 |
1 |
14 |
449 |
| Reconciling the Return Predictability Evidence |
0 |
0 |
0 |
71 |
2 |
4 |
21 |
240 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
0 |
2 |
4 |
965 |
4 |
15 |
38 |
3,008 |
| Robustness of Adaptive Expectations as an Equilibrium Selection Device |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
286 |
| Robustness of Adaptive Expections as an Equilibrium Selection Device |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
178 |
| Shocks and Crashes |
0 |
0 |
1 |
70 |
2 |
2 |
6 |
154 |
| Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
180 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
0 |
271 |
3 |
6 |
16 |
762 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
1 |
1 |
103 |
1 |
5 |
15 |
341 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
0 |
0 |
1 |
89 |
1 |
4 |
12 |
350 |
| The Term Structures of Equity and Interest Rates |
0 |
0 |
2 |
202 |
1 |
2 |
20 |
421 |
| Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment |
0 |
0 |
0 |
123 |
1 |
1 |
9 |
527 |
| Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption |
0 |
0 |
3 |
190 |
0 |
2 |
8 |
635 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
0 |
1 |
5 |
437 |
2 |
7 |
27 |
1,229 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
1 |
163 |
4 |
11 |
29 |
578 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
0 |
1 |
0 |
3 |
16 |
199 |
| Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium |
0 |
0 |
0 |
78 |
0 |
1 |
16 |
358 |
| Total Working Papers |
2 |
7 |
53 |
8,480 |
40 |
117 |
535 |
28,676 |
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