Access Statistics for Stephen F. LeRoy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bubbles as Payoffs at Infinity 0 0 0 3 0 0 3 16
Bubbles as payoffs at infinity 0 0 0 136 0 0 1 573
Bublles and Charges 0 0 0 0 0 0 1 490
Causal Inference 0 1 3 108 0 1 3 45
Determining the monetary instrument: a diagrammatic exposition 0 0 0 0 0 0 0 146
Econometric Aspects of the Variance-Bound Tests: A Survey 0 0 0 0 1 1 4 361
Efficient use of current information in short-run monetary control 0 0 0 0 0 0 2 82
Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency? 1 1 3 36 1 2 12 98
Infinite Portfolios 0 0 0 5 0 0 1 27
Liquidity and Liquidation 0 0 0 8 0 0 3 114
Mortgage default and mortgage valuation 0 0 0 127 0 0 1 387
Observability, measurement error, and the optimal use of information for monetary policy 0 0 0 0 0 0 1 161
On the Arbitrage Pricing Theory 0 0 0 0 0 0 1 735
Pricing Interest-Sensitive Claims when Interest Rates Have Stationary Components 0 0 0 0 0 0 0 365
Returns on illiquid assets: are they fair games? 0 0 1 242 0 1 3 1,118
Risk aversion and stock price volatility 0 0 0 174 0 0 5 477
Stochastic bubbles in Markov economies 0 0 0 0 0 1 1 114
Subprime Mortgages 0 1 1 13 0 1 5 53
The Arbitrage Pricing Theory: A Geometric Interpretation 0 0 0 0 1 4 7 662
Total Working Papers 1 3 8 852 3 11 54 6,024


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 32 0 0 0 94
A Note on the Local Expectations Hypothesis: A Discrete-Time Exposition--Erratum 0 0 0 0 0 0 0 114
A monetarist model of inflation 0 0 2 26 0 1 3 98
Applications of the Kalman Filter in Short-Run Monetary Control 0 0 0 142 0 2 4 497
Arbitrage, martingales and bubbles 0 1 1 24 0 2 2 61
Atheoretical macroeconometrics: A critique 1 5 20 567 1 7 47 1,225
Bubbles and Charges 0 0 6 153 0 1 11 369
Bubbles and the Intertemporal Government Budget Constraint 0 1 2 32 2 3 6 91
Bubbles as payoffs at infinity (*) 0 0 0 0 0 0 1 286
Can risk aversion explain stock price volatility? 0 0 0 27 0 0 0 178
Capital market efficiency: an update 0 0 0 354 0 0 1 1,341
Contemporary macroeconomic modelling: edited by Pierre Malgrange and Pierre-Alain Muet (Blackwell, Oxford, 1984) pp. x + 319, $37.95 0 0 1 25 0 1 2 93
Convex payoffs: implications for risk-taking and financial reform 0 0 1 32 0 0 6 292
Deposit insurance and the coexistence of commercial and shadow banks 0 0 0 8 0 1 5 53
Determining the Monetary Instrument: A Diagrammatic Exposition 0 0 0 9 0 0 0 57
Econometric Aspects of the Variance-Bounds Tests: A Survey 0 0 0 105 0 0 1 276
Econometric Policy Evaluation: Note 0 0 0 91 0 2 3 365
Efficiency and the Variability of Asset Prices 0 0 0 33 0 0 0 94
Efficient Capital Markets and Martingales 2 2 6 982 3 3 14 2,317
Efficient Capital Markets: Comment 0 0 4 82 0 0 12 236
Entry and equilibrium under adjustment costs 0 0 0 7 0 0 0 28
Equilibrium valuation of illiquid assets 0 0 3 268 0 1 6 647
Examining the sources of excess return predictability: Stochastic volatility or market inefficiency? 0 1 1 1 1 2 5 5
Expectations Models of Asset Prices: A Survey of Theory 0 0 2 24 0 0 2 66
Expected utility: a defense 0 1 5 34 0 1 11 97
IMPLEMENTATION NEUTRALITY AND TREATMENT EVALUATION 0 0 0 0 0 0 1 7
IMPLEMENTATION-NEUTRAL CAUSATION 0 0 1 4 0 0 2 16
Identification and Estimation of Money Demand 0 1 3 254 0 1 8 695
Implementation-Neutral Causation in Structural Models 0 0 1 1 0 0 3 6
Infinite Portfolio Strategies 0 0 0 1 0 0 0 14
Is the “invisible hand” still relevant? 0 0 0 65 1 3 6 458
Keynes's theory of investment 0 0 3 28 0 0 6 83
Knight on Risk and Uncertainty 1 2 9 601 3 11 36 1,973
Liquidity and Liquidation 0 0 1 25 0 0 3 150
Liquidity and fire sales 0 0 1 38 1 1 4 124
Mortgage Valuation under Optimal Prepayment 0 1 1 188 1 2 4 786
Mutual deposit insurance 0 0 0 23 0 0 1 148
Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks 0 0 0 16 0 0 1 79
Nominal Prices and Interest Rates in General Equilibrium: Money Shocks 0 0 0 21 0 0 3 71
On the Arbitrage Pricing Theory 0 0 0 0 0 2 11 727
Paradise lost and regained: Transportation innovation, income, and residential location 0 2 9 228 0 3 25 685
Positivity and bubbles in overlapping generations models 0 0 0 11 0 2 2 35
Review of Peter Bossaerts, The Paradox of Asset Pricing 1 1 1 49 1 1 2 208
Risk Aversion and the Dispersion of Asset Prices 1 1 2 50 1 1 4 150
Risk Aversion and the Martingale Property of Stock Prices 1 3 20 410 1 7 40 888
Risk aversion, investor information and stock market volatility 0 0 1 14 1 2 6 74
Risk-aversion and the term structure of real interest rates 0 0 1 19 0 0 3 43
Risk-aversion and the term structure of real interest rates correction 0 0 0 14 0 0 0 32
Risky mortgages and mortgage default premiums 0 0 0 20 0 0 1 98
Size and power in tests of return predictability 0 0 0 0 0 0 2 2
Stock Market Optimality: Comment 0 0 0 7 0 0 2 57
Stock Price Volatility: Tests Based on the Geometric Random Walk 0 0 3 131 0 0 8 351
Stock price volatility: an inequality test based on the geometric random walk 0 0 0 0 0 0 0 132
The Present-Value Relation: Tests Based on Implied Variance Bounds 0 2 23 1,143 3 11 81 2,999
Underwater mortgages 0 0 0 11 2 3 6 74
Urban land rent and the incidence of property taxes 0 0 0 33 0 1 1 87
What Will Take the Con Out of Econometrics? A Reply Identification andEstimation of Money Demand 0 0 1 31 0 0 1 151
Total Journal Articles 7 24 135 6,494 22 78 415 20,383


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Principles of Financial Economics 0 0 0 0 1 1 8 90
Principles of Financial Economics 0 0 0 0 1 3 7 72
Total Books 0 0 0 0 2 4 15 162


Statistics updated 2022-11-05