2011
|
|
w17719 |
Philip Bond
Alex Edmans
Itay Goldstein
|
The Real Effects of Financial Markets |
|
w17691 |
Nicolas Coeurdacier
Hélène Rey
|
Home Bias in Open Economy Financial Macroeconomics |
|
w17686 |
Eric van Wincoop
|
International Contagion Through Leveraged Financial Institutions |
|
w17653 |
Stefan Nagel
|
Evaporating Liquidity |
|
w17652 |
Emiliano Pagnotta
Thomas Philippon
|
Competing on Speed |
|
w17622 |
Fatih Guvenen
|
Macroeconomics With Heterogeneity: A Practical Guide |
|
w17615 |
Marcin Kacperczyk
Stijn Van Nieuwerburgh
Laura Veldkamp
|
Time-Varying Fund Manager Skill |
|
w17613 |
Robert Novy-Marx
|
Logical Implications of GASBâs Methodology for Valuing Pension Liabilities |
|
w17592 |
Yacine Ait-Sahalia
Jianqing Fan
Yingying Li
|
The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency |
|
w17586 |
Giorgia Palladini
Richard Portes
|
Sovereign CDS and Bond Pricing Dynamics in the Euro-area |
|
w17582 |
Alex Edmans
Itay Goldstein
Wei Jiang
|
Feedback Effects and the Limits to Arbitrage |
|
w17575 |
Ravi Bansal
Marcelo Ochoa
|
Temperature, Aggregate Risk, and Expected Returns |
|
w17574 |
Ravi Bansal
Marcelo Ochoa
|
Welfare Costs of Long-Run Temperature Shifts |
|
w17568 |
Wonho Wilson Choi
Andrew Metrick
Ayako Yasuda
|
A Model of Private Equity Fund Compensation |
|
w17566 |
Fernando E. Alvarez
Francesco Lippi
|
Persistent Liquidity Effects and Long Run Money Demand |
|
w17564 |
Ian Martin
|
The Forward Premium Puzzle in a Two-Country World |
|
w17563 |
Ian Martin
|
The Lucas Orchard |
|
w17561 |
Andrew Ang
Dennis Kristensen
|
Testing Conditional Factor Models |
|
w17560 |
Nicolas Coeurdacier
Pierre-Olivier Gourinchas
|
When Bonds Matter: Home Bias in Goods and Assets |
|
w17558 |
Viral V. Acharya
|
A Transparency Standard for Derivatives |
|
w17555 |
Arvind Krishnamurthy
Annette Vissing-Jorgensen
|
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
|
w17548 |
Elias Albagli
Christian Hellwig
Aleh Tsyvinski
|
A Theory of Asset Pricing Based on Heterogeneous Information |
|
w17537 |
Karsten Jeske
Dirk Krueger
Kurt Mitman
|
Housing and the Macroeconomy: The Role of Bailout Guarantees for Government Sponsored Enterprises |
|
w17522 |
Kristian Rydqvist
Joshua Spizman
Ilya A. Strebulaev
|
Government Policy and Ownership of Financial Assets |
|
w17516 |
John Y. Campbell
João F. Cocco
|
A Model of Mortgage Default |
|
w17506 |
Alp Simsek
|
Speculation and Risk Sharing with New Financial Assets |
|
w17500 |
Yiting Li
Guillaume Rocheteau
Pierre-Olivier Weill
|
Liquidity and the Threat of Fraudulent Assets |
|
w17491 |
Diane Del Guercio
Jonathan Reuter
|
Mutual Fund Performance and the Incentive to Invest in Active Management |
|
w17490 |
Francis X. Diebold
Kamil Yilmaz
|
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
|
w17484 |
Ravi Jagannathan
Srikant Marakani
|
Long Run Risks & Price/Dividend Ratio Factors |
|
w17454 |
Tobias Adrian
Markus K. Brunnermeier
|
CoVaR |
|
w17464 |
Lubos Pastor
Pietro Veronesi
|
Political Uncertainty and Risk Premia |
|
w17428 |
David T. Robinson
Berk A. Sensoy
|
Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity |
|
w17424 |
Yuriy Gorodnichenko
Anna Mikusheva
Serena Ng
|
Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
|
w17422 |
Jakub W. Jurek
Erik Stafford
|
Crashes and Collateralized Lending |
|
w17421 |
S. Boragan Aruoba
Francis X. Diebold
Jeremy Nalewaik
Frank Schorfheide
Dongho Song
|
Improving GDP Measurement: A Forecast Combination Perspective |
|
w17416 |
Jules H. van Binsbergen
Wouter Hueskes
Ralph Koijen
Evert B. Vrugt
|
Equity Yields |
|
w17353 |
Pierre-Olivier Gourinchas
Hélène Rey
Kai Truempler
|
The Financial Crisis and The Geography of Wealth Transfers |
|
w17334 |
Jessica A. Wachter
Missaka Warusawitharana
|
What is the Chance that the Equity Premium Varies over Time? Evidence from Predictive Regressions |
|
w17330 |
Elias Albagli
Christian Hellwig
Aleh Tsyvinski
|
Information Aggregation, Investment, and Managerial Incentives |
|
w17328 |
Robert J. Barro
José F. Ursua
|
Rare Macroeconomic Disasters |
|
w17325 |
Ralph Koijen
Stijn Van Nieuwerburgh
Motohiro Yogo
|
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice |
|
w17323 |
Stephen A. Ross
|
The Recovery Theorem |
|
w17321 |
Marcin Kacperczyk
Philipp Schnabl
|
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds |
|
w17315 |
Gene Amromin
Jennifer Huang
Clemens Sialm
Edward Zhong
|
Complex Mortgages |
|
w17301 |
Andreas Fuster
Benjamin Hebert
David Laibson
|
Natural Expectations, Macroeconomic Dynamics, and Asset Pricing |
|
w17298 |
Christopher Avery
Judith A. Chevalier
Richard J. Zeckhauser
|
The "CAPS" Prediction System and Stock Market Returns |
|
w17296 |
Darrell Duffie
Bruno Strulovici
|
Capital Mobility and Asset Pricing |
|
w17295 |
Darrell Duffie
Semyon Malamud
Gustavo Manso
|
Information Percolation in Segmented Markets |
|
w17292 |
Clemens Sialm
T. Mandy Tham
|
Spillover Effects in Mutual Fund Companies |
|
w17285 |
Xiaoji Lin
Lu Zhang
|
Covariances versus Characteristics in General Equilibrium |
|
w17281 |
Darrell Duffie
|
Systemic Risk Exposures: A 10-by-10-by-10 Approach |
|
w17280 |
Darrell Duffie
Yeneng Sun
|
The Exact Law of Large Numbers for Independent Random Matching |
|
w17278 |
Craig Burnside
|
Carry Trades and Risk |
|
w17277 |
François Gourio
Michael Siemer
Adrien Verdelhan
|
International Risk Cycles |
|
w17261 |
Karen K. Lewis
|
Global Asset Pricing |
|
w17224 |
Klaus Adam
Pei Kuang
Albert Marcet
|
House Price Booms and the Current Account |
|
w17219 |
David Backus
Mikhail Chernov
Stanley E. Zin
|
Sources of Entropy in Representative Agent Models |
|
w17199 |
Ngoc-Khanh Tran
Richard J. Zeckhauser
|
The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous |
|
w17197 |
Robin Greenwood
Samuel G. Hanson
|
Issuer Quality and the Credit Cycle |
|
w17182 |
Andrew Ang
Allan Timmermann
|
Regime Changes and Financial Markets |
|
w17169 |
Chongyang Chen
Zhonglan Dai
Douglas Shackelford
Harold Zhang
|
Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital? |
|
w17152 |
Torben G. Andersen
Dobrislav Dobrev
Ernst Schaumburg
|
A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation |
|
w17150 |
Ãscar JordÃ
Alan M. Taylor
|
Performance Evaluation of Zero Net-Investment Strategies |
|
w17149 |
Bryan T. Kelly
Hanno Lustig
Stijn Van Nieuwerburgh
|
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
|
w17136 |
Viral V. Acharya
Itamar Drechsler
Philipp Schnabl
|
A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk |
|
w17133 |
Gianluca Benigno
Pierpaolo Benigno
Salvatore Nisticò
|
Risk, Monetary Policy and the Exchange Rate |
|
w17130 |
Xiaohong Chen
Jack Favilukis
Sydney C. Ludvigson
|
An Estimation of Economic Models with Recursive Preferences |
|
w17122 |
Yael V. Hochberg
Joshua D. Rauh
|
Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments |
|
w17121 |
Geert Bekaert
Michael Ehrmann
Marcel Fratzscher
Arnaud J. Mehl
|
Global Crises and Equity Market Contagion |
|
w17116 |
Charles Engel
|
The Real Exchange Rate, Real Interest Rates, and the Risk Premium |
|
w17115 |
Nicola Gennaioli
Andrei Shleifer
Robert W. Vishny
|
A Model of Shadow Banking |
|
w17090 |
Lieven Baele
Geert Bekaert
Seonghoon Cho
Koen Inghelbrecht
Antonio Moreno
|
Macroeconomic Regimes |
|
w17064 |
Harold L. Cole
Felix Kubler
|
Recursive Contracts, Lotteries and Weakly Concave Pareto Sets |
|
w17027 |
Tarek A. Hassan
Thomas M. Mertens
|
The Social Cost of Near-Rational Investment |
|
w17026 |
Francois Gourio
|
Credit Risk and Disaster Risk |
|
w17025 |
Jialun Li
Kent Smetters
|
Optimal Portfolio Choice with Wage-Indexed Social Security |
|
w17021 |
Simon Gilchrist
Egon Zakrajšek
|
Credit Spreads and Business Cycle Fluctuations |
|
w17007 |
Robert J. Shiller
Rafal M. Wojakowski
M. Shahid Ebrahim
Mark B. Shackleton
|
Continuous Workout Mortgages |
|
w17000 |
Viral V. Acharya
Alberto Bisin
|
Counterparty Risk Externality: Centralized Versus Over-the-counter Markets |
|
w16996 |
Martin Lettau
Sydney C. Ludvigson
|
Shocks and Crashes |
|
w16995 |
Viral V. Acharya
Sergei A. Davydenko
Ilya A. Strebulaev
|
Cash Holdings and Credit Risk |
|
w16982 |
Andrew Ang
Francis A. Longstaff
|
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe |
|
w16976 |
G. William Schwert
|
Stock Volatility During the Recent Financial Crisis |
|
w16972 |
John H. Cochrane
|
Discount Rates |
|
w16965 |
Thomas Philippon
Virgiliu Midrigan
|
Household Leverage and the Recession |
|
w16956 |
James D. Hamilton
Jing Cynthia Wu
|
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment |
|
w16952 |
Arindrajit Dube
Ethan Kaplan
Suresh Naidu
|
Coups, Corporations, and Classified Information |
|
w16950 |
Anthony W. Lynch
Oliver Randall
|
Why Surplus Consumption in the Habit Model May be Less Persistent than You Think |
|
w16949 |
Erik Snowberg
Justin Wolfers
Eric Zitzewitz
|
How Prediction Markets Can Save Event Studies |
|
w16942 |
Craig Burnside
Martin S. Eichenbaum
Sergio Rebelo
|
Carry Trade and Momentum in Currency Markets |
|
w16941 |
Isil Erel
Brandon Julio
Woojin Kim
Michael S. Weisbach
|
Macroeconomic Conditions and Capital Raising |
|
w16931 |
James D. Hamilton
Jing Cynthia Wu
|
Testable Implications of Affine Term Structure Models |
|
w16911 |
Xavier Gabaix
|
A Sparsity-Based Model of Bounded Rationality |
|
w16906 |
Hui Chen
Scott Joslin
|
Generalized Transform Analysis of Affine Processes and Applications in Finance |
|
w16903 |
Carolin E. Pflueger
Luis M. Viceira
|
Inflation-Indexed Bonds and the Expectations Hypothesis |
|
w16898 |
Robert F. Stambaugh
Jianfeng Yu
Yu Yuan
|
The Short of It: Investor Sentiment and Anomalies |
|
w16892 |
Carolin E. Pflueger
Luis M. Viceira
|
An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds |
|
w16884 |
Ian Martin
|
Simple Variance Swaps |
|
w16875 |
Viral V. Acharya
Lars A. Lochstoer
Tarun Ramadorai
|
Limits to Arbitrage and Hedging: Evidence from Commodity Markets |
|
w16868 |
John Beshears
James J. Choi
David Laibson
Brigitte C. Madrian
|
Can Psychological Aggregation Manipulations Affect Portfolio Risk-Taking? Evidence from a Framed Field Experiment |
|
w16843 |
Chong Wang
Neng Wang
Jinqiang Yang
|
Dynamics of Entrepreneurship under Incomplete Markets |
|
w16842 |
Yingcong Lan
Neng Wang
Jinqiang Yang
|
The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation |
|
w16810 |
Sydney C. Ludvigson
|
Advances in Consumption-Based Asset Pricing: Empirical Tests |
|
w16808 |
Patrick Bolton
Hui Chen
Neng Wang
|
Market Timing, Investment, and Risk Management |
|
w16801 |
Andrew Ang
Sergiy Gorovyy
Gregory B. van Inwegen
|
Hedge Fund Leverage |
|
w16788 |
Qingyuan Du
Shang-Jin Wei
|
Sex Ratios and Exchange Rates |
|
w16777 |
Nicolae Gârleanu
Lasse Heje Pedersen
|
Margin-Based Asset Pricing and Deviations from the Law of One Price |
|
w16774 |
Ellen R. McGrattan
|
Transition to FDI Openness: Reconciling Theory and Evidence |
|
w16770 |
Ravi Jagannathan
Iwan Meier
Vefa Tarhan
|
The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data |
|
w16764 |
Alexander David
Pietro Veronesi
|
Investor and Central Bank Uncertainty and Fear Measures Embedded in Index Options |
|
w16726 |
Bernard Dumas
Karen K. Lewis
Emilio Osambela
|
Differences of Opinion and International Equity Markets |
|
w16747 |
Laura Xiaolei Liu
Lu Zhang
|
A Model of Momentum |
|
w16737 |
Hans B. Christensen
Luzi Hail
Christian Leuz
|
Capital-Market Effects of Securities Regulation: Hysteresis, Implementation, and Enforcement |
|
w16734 |
Craig Burnside
Martin Eichenbaum
Sergio Rebelo
|
Understanding Booms and Busts in Housing Markets |
|
w16716 |
Jeffrey LaFrance
Rulon Pope
Jesse Tack
|
Risk Response in Agriculture |
|
w16712 |
Harrison Hong
Motohiro Yogo
|
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices? |
|
w16696 |
Pierre-André Chiappori
Krislert Samphantharak
Sam Schulhofer-Wohl
Robert M. Townsend
|
Heterogeneity and Risk Sharing in Village Economies |
