| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition |
0 |
0 |
0 |
34 |
0 |
4 |
5 |
101 |
| A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
121 |
| A monetarist model of inflation |
0 |
0 |
1 |
27 |
0 |
3 |
5 |
106 |
| Applications of the Kalman Filter in Short-Run Monetary Control |
0 |
0 |
3 |
146 |
1 |
3 |
7 |
506 |
| Arbitrage, martingales and bubbles |
1 |
1 |
1 |
26 |
2 |
2 |
4 |
68 |
| Atheoretical macroeconometrics: A critique |
0 |
0 |
2 |
595 |
2 |
5 |
22 |
1,319 |
| Bubbles and Charges |
0 |
1 |
1 |
158 |
0 |
4 |
7 |
380 |
| Bubbles and the Intertemporal Government Budget Constraint |
0 |
1 |
2 |
36 |
0 |
7 |
13 |
124 |
| Bubbles as payoffs at infinity (*) |
0 |
0 |
0 |
0 |
0 |
6 |
10 |
297 |
| Can risk aversion explain stock price volatility? |
0 |
0 |
0 |
27 |
1 |
1 |
3 |
185 |
| Capital market efficiency: an update |
0 |
0 |
1 |
357 |
0 |
4 |
6 |
1,351 |
| Contemporary macroeconomic modelling: edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
96 |
| Convex payoffs: implications for risk-taking and financial reform |
0 |
0 |
0 |
33 |
1 |
5 |
8 |
310 |
| Deposit insurance and the coexistence of commercial and shadow banks |
0 |
0 |
0 |
12 |
0 |
2 |
2 |
69 |
| Determining the Monetary Instrument: A Diagrammatic Exposition |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
58 |
| Econometric Aspects of the Variance-Bounds Tests: A Survey |
0 |
0 |
2 |
108 |
0 |
2 |
6 |
285 |
| Econometric Policy Evaluation: Note |
0 |
0 |
0 |
93 |
2 |
7 |
12 |
383 |
| Efficiency and the Variability of Asset Prices |
0 |
0 |
0 |
33 |
0 |
3 |
8 |
102 |
| Efficient Capital Markets and Martingales |
0 |
1 |
5 |
996 |
1 |
8 |
22 |
2,360 |
| Efficient Capital Markets: Comment |
0 |
1 |
3 |
89 |
2 |
6 |
11 |
259 |
| Entry and equilibrium under adjustment costs |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
28 |
| Equilibrium valuation of illiquid assets |
0 |
0 |
1 |
269 |
1 |
6 |
12 |
660 |
| Examining the sources of excess return predictability: Stochastic volatility or market inefficiency? |
0 |
0 |
0 |
3 |
5 |
8 |
13 |
55 |
| Expectations Models of Asset Prices: A Survey of Theory |
0 |
0 |
1 |
26 |
1 |
8 |
18 |
85 |
| Expected utility: a defense |
0 |
0 |
0 |
38 |
0 |
4 |
5 |
113 |
| IMPLEMENTATION NEUTRALITY AND TREATMENT EVALUATION |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
14 |
| IMPLEMENTATION-NEUTRAL CAUSATION |
0 |
0 |
0 |
4 |
0 |
6 |
7 |
23 |
| Identification and Estimation of Money Demand |
0 |
0 |
0 |
256 |
1 |
4 |
10 |
717 |
| Implementation-Neutral Causation in Structural Models |
0 |
0 |
0 |
1 |
3 |
10 |
13 |
20 |
| Infinite Portfolio Strategies |
0 |
0 |
0 |
1 |
0 |
5 |
5 |
21 |
| Is the “invisible hand” still relevant? |
0 |
0 |
0 |
69 |
1 |
4 |
6 |
481 |
| Keynes's theory of investment |
0 |
0 |
2 |
37 |
0 |
6 |
13 |
109 |
| Knight on Risk and Uncertainty |
2 |
6 |
10 |
647 |
5 |
21 |
42 |
2,113 |
| Liquidity and Liquidation |
0 |
0 |
0 |
25 |
0 |
4 |
4 |
161 |
| Liquidity and fire sales |
0 |
0 |
0 |
39 |
0 |
5 |
6 |
133 |
| Mortgage Valuation under Optimal Prepayment |
0 |
0 |
0 |
189 |
2 |
6 |
6 |
799 |
| Mutual deposit insurance |
0 |
0 |
0 |
23 |
0 |
5 |
6 |
156 |
| Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks |
0 |
0 |
0 |
17 |
0 |
5 |
8 |
88 |
| Nominal Prices and Interest Rates in General Equilibrium: Money Shocks |
0 |
0 |
0 |
21 |
1 |
2 |
6 |
79 |
| On the Arbitrage Pricing Theory |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
746 |
| Paradise lost and regained: Transportation innovation, income, and residential location |
2 |
4 |
13 |
265 |
4 |
11 |
29 |
762 |
| Positivity and bubbles in overlapping generations models |
0 |
1 |
1 |
15 |
0 |
3 |
5 |
47 |
| Review of Peter Bossaerts, The Paradox of Asset Pricing |
0 |
0 |
0 |
50 |
0 |
2 |
2 |
216 |
| Risk Aversion and the Dispersion of Asset Prices |
0 |
0 |
1 |
51 |
2 |
3 |
4 |
156 |
| Risk Aversion and the Martingale Property of Stock Prices |
0 |
2 |
4 |
426 |
1 |
4 |
13 |
945 |
| Risk aversion, investor information and stock market volatility |
0 |
1 |
1 |
16 |
1 |
10 |
14 |
97 |
| Risk-aversion and the term structure of real interest rates |
0 |
0 |
0 |
20 |
1 |
2 |
6 |
50 |
| Risk-aversion and the term structure of real interest rates correction |
0 |
0 |
0 |
14 |
0 |
5 |
5 |
38 |
| Risky mortgages and mortgage default premiums |
0 |
0 |
0 |
20 |
0 |
3 |
4 |
103 |
| Size and power in tests of return predictability |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
11 |
| Stock Market Optimality: Comment |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
60 |
| Stock Price Volatility: Tests Based on the Geometric Random Walk |
0 |
0 |
0 |
135 |
1 |
2 |
7 |
364 |
| The Present-Value Relation: Tests Based on Implied Variance Bounds |
1 |
4 |
13 |
1,182 |
2 |
12 |
30 |
3,149 |
| Underwater mortgages |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
84 |
| Urban land rent and the incidence of property taxes |
0 |
0 |
0 |
33 |
0 |
3 |
5 |
96 |
| What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
156 |
| Total Journal Articles |
6 |
23 |
68 |
6,755 |
47 |
258 |
486 |
21,415 |
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