Working Paper |
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Abstract Views |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention |
0 |
0 |
0 |
74 |
0 |
1 |
3 |
223 |
A Macroeconomic Model with Financially Constrained Producers and Intermediaries |
0 |
0 |
2 |
18 |
1 |
2 |
11 |
51 |
A Macroeconomic Model with Financially Constrained Producers and Intermediaries |
1 |
2 |
6 |
34 |
3 |
8 |
18 |
55 |
A Macroeconomic Model with Financially Constrained Producers and Intermediaries |
0 |
0 |
5 |
48 |
4 |
7 |
25 |
100 |
A Theory of Housing Collateral, Consumption Insurance and Risk Premia |
0 |
0 |
1 |
208 |
0 |
0 |
6 |
535 |
Affordable Housing and City Welfare |
0 |
0 |
6 |
23 |
1 |
5 |
27 |
46 |
Affordable Housing and City Welfare |
1 |
2 |
3 |
28 |
2 |
3 |
18 |
44 |
Affordable Housing and City Welfare |
1 |
2 |
10 |
67 |
2 |
8 |
59 |
200 |
Are Mutual Fund Managers Paid For Investment Skill? |
0 |
0 |
0 |
27 |
0 |
5 |
19 |
43 |
Are Mutual Fund Managers Paid For Investment Skill? |
0 |
0 |
0 |
36 |
0 |
3 |
19 |
62 |
Are Mutual Fund Managers Paid For Investment Skill? |
0 |
0 |
0 |
23 |
0 |
1 |
10 |
40 |
Can Housing Collateral Explain Long-Run Swings in Asset Returns? |
0 |
0 |
0 |
89 |
0 |
0 |
2 |
323 |
Can the Covid Bailouts Save the Economy? |
0 |
0 |
14 |
14 |
3 |
12 |
50 |
50 |
Can the Covid Bailouts Save the Economy? |
0 |
0 |
4 |
4 |
1 |
4 |
23 |
23 |
ESBies - Safety in the tranches |
0 |
0 |
0 |
7 |
2 |
6 |
21 |
63 |
ESBies: Safety in the Tranches |
1 |
1 |
2 |
57 |
3 |
4 |
24 |
196 |
ESBies: Safety in the Tranches |
0 |
0 |
1 |
24 |
3 |
7 |
25 |
141 |
ESBies: Safety in the tranches |
0 |
1 |
2 |
8 |
2 |
7 |
27 |
118 |
ESBies: Safety in the tranches |
0 |
0 |
0 |
3 |
1 |
2 |
13 |
43 |
ESBies: Safety in the tranches |
0 |
0 |
0 |
25 |
3 |
6 |
23 |
104 |
ESBies: safety in the tranches |
0 |
0 |
1 |
9 |
1 |
5 |
22 |
48 |
ESBies: safety in the tranches |
0 |
3 |
6 |
19 |
1 |
5 |
25 |
64 |
Financial Fragility with SAM? |
0 |
0 |
4 |
51 |
4 |
7 |
15 |
60 |
Financing the War on Cancer |
0 |
0 |
0 |
7 |
2 |
3 |
8 |
21 |
Financing the War on Cancer |
0 |
0 |
0 |
9 |
0 |
0 |
4 |
27 |
Firm Volatility in Granual Networks |
2 |
3 |
5 |
62 |
4 |
9 |
19 |
71 |
Firm Volatility in Granular Networks |
1 |
3 |
6 |
55 |
4 |
13 |
30 |
156 |
Firm Volatility in Granular Networks |
2 |
2 |
2 |
131 |
5 |
10 |
34 |
265 |
Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
18 |
1 |
1 |
6 |
151 |
Foreign Ownership of U.S. Safe Assets: Good or Bad? |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
58 |
Government Risk Premium Puzzle |
1 |
13 |
45 |
81 |
7 |
53 |
148 |
267 |
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice |
0 |
0 |
0 |
30 |
0 |
1 |
7 |
157 |
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice |
0 |
0 |
0 |
95 |
1 |
1 |
14 |
135 |
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
88 |
Housing Collateral and Consumption Insurance Across US Regions |
0 |
0 |
0 |
2 |
2 |
2 |
7 |
317 |
Housing Collateral, Consumption Insurance and Risk Premia |
0 |
0 |
1 |
233 |
2 |
4 |
7 |
803 |
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective |
0 |
0 |
1 |
84 |
1 |
2 |
20 |
360 |
Housing, Finance and the Macroeconomy |
0 |
0 |
4 |
171 |
3 |
5 |
28 |
316 |
How Much Does Household Collateral Constrain Regional Risk Sharing? |
0 |
0 |
0 |
117 |
1 |
2 |
9 |
426 |
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
21 |
Identifying the Benefits from Home Ownership: A Swedish Experiment |
0 |
0 |
7 |
55 |
1 |
2 |
22 |
98 |
Identifying the Benefits from Home Ownership: A Swedish Experiment |
0 |
0 |
2 |
30 |
1 |
4 |
16 |
58 |
Information Acquisition and Portfolio Underdiversification |
0 |
0 |
2 |
129 |
1 |
2 |
9 |
360 |
Information Acquisition and Under-Diversification |
0 |
0 |
0 |
116 |
1 |
2 |
11 |
557 |
Information Acquisition and Under-Diversification |
0 |
0 |
0 |
5 |
1 |
1 |
9 |
36 |
Information Immobility and the Home Bias Puzzle |
0 |
0 |
1 |
73 |
2 |
3 |
17 |
328 |
Information Immobility and the Home Bias Puzzle |
0 |
0 |
0 |
61 |
0 |
0 |
5 |
317 |
Information Immobility and the Home Bias Puzzle |
0 |
0 |
4 |
93 |
0 |
4 |
15 |
343 |
International Capital Flows and House Prices: Theory and Evidence |
0 |
0 |
1 |
120 |
3 |
3 |
13 |
353 |
Manufacturing Risk-free Government Debt |
0 |
4 |
6 |
6 |
5 |
18 |
26 |
26 |
Monetary Policy in an Equilibrium Portfolio Balance Model |
0 |
0 |
3 |
151 |
1 |
1 |
5 |
466 |
Monetary Policy in an Equilibrium Portfolio Balance Model |
0 |
0 |
0 |
97 |
0 |
0 |
7 |
286 |
Mortgage Timing |
0 |
1 |
1 |
59 |
0 |
3 |
16 |
287 |
Optimal Health and Longevity Insurance |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
79 |
Out-of-town Home Buyers and City Welfare |
0 |
0 |
7 |
43 |
3 |
7 |
40 |
121 |
Out-of-town Home Buyers and City Welfare |
0 |
1 |
3 |
36 |
0 |
1 |
9 |
37 |
Phasing Out the GSEs |
0 |
0 |
3 |
37 |
1 |
6 |
18 |
66 |
Phasing out the GSEs |
0 |
0 |
2 |
30 |
4 |
6 |
21 |
78 |
Predictability of Returns and Cash Flows |
0 |
0 |
4 |
79 |
0 |
4 |
26 |
340 |
Rational Attention Allocation Over the Business Cycle |
0 |
0 |
0 |
71 |
0 |
1 |
10 |
274 |
Recessions are a Time to Shine: A theory of attention allocation over the business cycle |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
51 |
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 |
Rethinking Mortgage Design |
0 |
0 |
15 |
15 |
0 |
0 |
29 |
29 |
Take the Q Train: Value Capture of Public Infrastructure Projects |
1 |
1 |
15 |
15 |
6 |
12 |
50 |
50 |
Technological Change and the Growing Inequality in Managerial Compensation |
0 |
1 |
1 |
64 |
1 |
4 |
8 |
235 |
The Bond Risk Premium and the Cross-Section of Equity Returns |
0 |
0 |
0 |
13 |
0 |
0 |
6 |
85 |
The Common Factor in Idiosyncratic Volatility |
1 |
1 |
2 |
54 |
1 |
3 |
12 |
140 |
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications |
0 |
1 |
2 |
74 |
1 |
3 |
15 |
196 |
The Cross-Section and Time Series of Stock and Bond Returns |
0 |
0 |
0 |
5 |
1 |
1 |
5 |
22 |
The Cross-Section and Time-Series of Stock and Bond Returns |
0 |
0 |
1 |
120 |
0 |
2 |
12 |
460 |
The Cross-Section and Time-Series of Stock and Bond Returns |
0 |
0 |
1 |
63 |
0 |
0 |
6 |
243 |
The Government Risk Premium Puzzle |
0 |
1 |
3 |
12 |
1 |
6 |
12 |
14 |
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives |
0 |
0 |
1 |
116 |
1 |
6 |
22 |
521 |
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
1 |
6 |
158 |
2 |
5 |
30 |
549 |
The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
187 |
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street |
0 |
0 |
1 |
123 |
1 |
3 |
12 |
647 |
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street |
0 |
0 |
0 |
33 |
0 |
0 |
4 |
110 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
1 |
126 |
6 |
13 |
50 |
380 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
15 |
2 |
4 |
14 |
69 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
28 |
0 |
3 |
21 |
118 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
1 |
23 |
0 |
4 |
24 |
98 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
3 |
5 |
97 |
1 |
6 |
26 |
293 |
The Sovereign-Bank Diabolic Loop and ESBies |
0 |
0 |
0 |
33 |
0 |
2 |
14 |
69 |
The Sovereign-Bank Diabolic Loop and Esbies |
0 |
0 |
0 |
0 |
2 |
4 |
17 |
27 |
The Sovereign-Bank Diabolic Loop and Esbies |
0 |
0 |
0 |
39 |
2 |
3 |
17 |
149 |
The U.S. Public Debt Valuation Puzzle |
2 |
2 |
25 |
25 |
10 |
14 |
49 |
49 |
The Wealth-Consumption Ratio |
0 |
0 |
0 |
31 |
0 |
0 |
6 |
105 |
The Wealth-Consumption Ratio |
0 |
0 |
0 |
86 |
2 |
5 |
15 |
535 |
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models |
0 |
0 |
0 |
7 |
1 |
3 |
5 |
68 |
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ |
0 |
0 |
0 |
99 |
1 |
1 |
6 |
287 |
The sovereign-bank diabolic loop and ESBies |
0 |
0 |
1 |
3 |
1 |
3 |
14 |
36 |
The sovereign-bank diabolic loop and ESBies |
0 |
0 |
1 |
30 |
0 |
5 |
17 |
69 |
Time-Varying Fund Manager Skill |
0 |
0 |
0 |
30 |
0 |
3 |
17 |
150 |
Time-Varying Fund Manager Skill |
0 |
0 |
1 |
36 |
0 |
3 |
17 |
193 |
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
1 |
1 |
1 |
14 |
3 |
5 |
10 |
95 |
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
0 |
1 |
1 |
46 |
2 |
4 |
15 |
145 |
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
0 |
0 |
0 |
68 |
3 |
5 |
15 |
230 |
Valuing Private Equity Strip by Strip |
0 |
0 |
8 |
32 |
4 |
7 |
21 |
33 |
Valuing Private Equity Strip by Strip |
0 |
0 |
6 |
6 |
0 |
2 |
13 |
13 |
Why Are REITS Currently So Expensive? |
0 |
0 |
0 |
11 |
0 |
2 |
7 |
32 |
Why Has House Price Dispersion Gone Up? |
0 |
0 |
1 |
105 |
3 |
6 |
15 |
396 |
Total Working Papers |
15 |
51 |
278 |
5,466 |
157 |
445 |
1,855 |
18,958 |