Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables |
0 |
0 |
4 |
751 |
1 |
1 |
15 |
2,191 |
Accounting for the Growth and Financial Returns of Firms |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
172 |
An Econometric Model of the Yield Curve with Macroeconomic Jump Effects |
0 |
0 |
1 |
604 |
1 |
3 |
10 |
1,955 |
Banks' Risk Exposures |
0 |
0 |
1 |
128 |
1 |
1 |
7 |
355 |
Bond Risk Premia |
0 |
0 |
0 |
1,163 |
1 |
6 |
14 |
3,226 |
Bond positions, expectations, and the yield curve |
0 |
0 |
1 |
240 |
0 |
0 |
1 |
800 |
Corporate Earnings and the Equity Premium |
0 |
0 |
0 |
213 |
0 |
1 |
2 |
748 |
Equilibrium Yield Curves |
0 |
1 |
2 |
338 |
0 |
2 |
11 |
1,377 |
Expectations and Asset Prices with Heterogeneous Households |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
185 |
Futures Prices as Risk-adjusted Forecasts of Monetary Policy |
0 |
0 |
0 |
155 |
0 |
1 |
4 |
588 |
Futures prices as risk-adjusted forecasts of monetary policy |
1 |
1 |
3 |
147 |
1 |
2 |
7 |
580 |
Household Climate Finance: Theory and Survey Data on Safe and Risky Green Assets |
0 |
0 |
2 |
2 |
0 |
2 |
12 |
12 |
Housing Market Expectations |
0 |
0 |
0 |
24 |
1 |
3 |
8 |
40 |
Housing and Macroeconomics |
1 |
1 |
4 |
142 |
4 |
6 |
20 |
473 |
Housing v. Financial Wealth: a Cross-Country Comparison |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
440 |
Housing, Consumption and Asset Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
645 |
Housing, Consumption, and Asset Pricing |
0 |
0 |
1 |
313 |
0 |
2 |
5 |
915 |
Inflation Illusion, Credit, and Asset Pricing |
0 |
0 |
0 |
180 |
0 |
0 |
2 |
557 |
Inflation and the Price of Real Assets |
0 |
0 |
1 |
35 |
0 |
2 |
11 |
93 |
Inflation and the price of real assets |
0 |
0 |
1 |
175 |
0 |
0 |
7 |
561 |
Learning about Housing Cost: Survey Evidence from the German House Price Boom |
0 |
0 |
2 |
23 |
1 |
2 |
12 |
104 |
Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
206 |
0 |
1 |
1 |
493 |
Modeling Bond Yields in Finance and Macroeconomics |
0 |
0 |
0 |
371 |
1 |
2 |
3 |
957 |
Modeling bond yields in finance and macroeconomics |
0 |
1 |
5 |
258 |
0 |
1 |
5 |
628 |
Momentum traders in the housing market: survey evidence and a search model |
0 |
0 |
0 |
69 |
0 |
1 |
3 |
309 |
Momentum traders in the housing market: survey evidence and a search model |
0 |
0 |
2 |
169 |
1 |
1 |
7 |
540 |
No-Arbitrage Taylor Rules |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
450 |
Segmented Housing Search |
0 |
0 |
1 |
72 |
0 |
0 |
5 |
171 |
The Fed and Interest Rates: A High-Frequency Identification |
0 |
0 |
1 |
396 |
0 |
2 |
10 |
1,339 |
The Housing Market(s) of San Diego |
1 |
1 |
1 |
31 |
1 |
4 |
7 |
258 |
The Short Rate Disconnect in a Monetary Economy |
0 |
0 |
0 |
27 |
0 |
2 |
6 |
65 |
Trend and cycle in bond premia |
0 |
0 |
1 |
120 |
0 |
1 |
12 |
388 |
What Does the Yield Curve Tell us about GDP Growth? |
0 |
0 |
1 |
456 |
0 |
0 |
4 |
1,717 |
Total Working Papers |
3 |
5 |
35 |
6,946 |
14 |
49 |
216 |
23,332 |