NBER Papers in JEL Code G0: Financial Economics - General
| 2022 | ||
| w29955 |
Hüsnü Dalgic Xiaoming Li |
Modeling the Great Recession as a Bank Panic: Challenges |
| w29938 |
Gary Richardson |
Independent Regulators and Financial Stability: Evidence from Gubernatorial Campaigns and a Progressive Era Policy Experiment |
| w29917 |
Paul Ho Erik Loualiche |
Bubbles and the Value of Innovation |
| w29908 |
|
Estimating General Equilibrium Spillovers of Large-Scale Shocks |
| w29907 |
Vladimir Mukharlyamov |
Transferable Skills? Founders as Venture Capitalists |
| w29904 |
Matteo Crosignani Tim Eisert Sascha Steffen |
Zombie Lending: Theoretical, International and Historical Perspectives |
| w29894 |
Dhruv Singal Laura Veldkamp Venky Venkateswaran |
Valuing Financial Data |
| w29850 |
Brian Jonghwan Lee Stavros Panageas Margarita Tsoutsoura |
Cross-subsidization of Bad Credit in a Lending Crisis |
| w29849 |
Akiko Watanabe Masahiro Watanabe |
Evidence on Retrieved Context: How History Matters |
| w29827 |
Toomas Laarits Jeffrey Wurgler |
Stock Market Stimulus |
| w29813 |
Adam Szeidl |
Indirect Effects of Access to Finance |
| w29807 |
Joseph E. Stiglitz |
Collective Moral Hazard and the Interbank Market |
| w29777 |
Ryan Banerjee Matteo Crosignani Tim Eisert Renée Spigt |
Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels |
| w29774 |
Joseph P. Kaboski Mauricio Larrain Sergio L. Schmukler Mario Vera |
The Distribution of Crisis Credit: Effects on Firm Indebtedness and Aggregate Risk |
| w29748 |
David S. Scharfstein |
Racial Disparities in the Paycheck Protection Program |
| w29746 |
Murillo Campello John Graham Yueran Ma |
Corporate Flexibility in a Time of Crisis |
| w29740 |
Pei-Fang Hsieh Po-Hsuan Hsu Ross Levine |
Environmental Liabilities, Creditors, and Corporate Pollution: Evidence from the Apex Oil Ruling |
| w29723 |
Zihan Lin Markus Pelger Stijn Van Nieuwerburgh |
Machine-Learning the Skill of Mutual Fund Managers |
| w29680 |
Raghuram Rajan |
Liquidity, Liquidity Everywhere, Not a Drop to Use - Why Flooding Banks with Central Bank Reserves May Not Expand Liquidity |
| w29638 |
Wenting Song |
Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification |
| 2021 | ||
| w29606 |
Simone Lenzu Olivier Wang |
Zombie Lending and Policy Traps |
| w29604 |
Alexander MacKay Hanbin Yang |
What Drives Variation in Investor Portfolios? Evidence from Retirement Plans |
| w29560 |
Olivier Wang |
Let the Worst One Fail: A Credible Solution to the Too-Big-To-Fail Conundrum |
| w29513 |
Massimo Massa |
Is Human-Interaction-based Information Substitutable? Evidence from Lockdown |
| w29453 |
Avanidhar Subrahmanyam Sheridan Titman |
Momentum, Reversals, and Investor Clientele |
| w29397 |
Javier Bianchi |
Bank Runs, Fragility, and Credit Easing |
| w29344 |
Bryan T. Kelly Asaf Manela Dacheng Xiu |
Business News and Business Cycles |
| w29281 |
Paul Schmelzing |
Banking-Crisis Interventions, 1257-2019 |
| w29204 |
Diego J. Perez Paolo Varraso |
Are Collateral-Constraint Models Ready for Macroprudential Policy Design? |
| w29155 |
Alan M. Taylor |
Financial crises: A survey |
| w29140 |
Adam M. Guren Timothy J. McQuade |
The 2000s Housing Cycle With 2020 Hindsight: A Neo-Kindlebergerian View |
| w29076 |
Rick Di Mascio Alex Imas Lawrence Schmidt |
Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors |
| w29074 |
|
Experience Effects in Finance: Foundations, Applications, and Future Directions |
| w29035 |
Randall Morck |
Business Groups: Panics, Runs, Organ Banks and Zombie Firms |
| w29009 |
|
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks |
| w29006 |
Barry Eichengreen Cevat Giray Aksoy |
Epidemic Exposure, Fintech Adoption, and the Digital Divide |
| w28931 |
Jinfei Sheng |
Macro News and Micro News: Complements or Substitutes? |
| w28907 |
Daisoon Kim Hélène Rey |
Central Bank Policy and the Concentration of Risk: Empirical Estimates |
| w28906 |
Hélène Rey Ahmed Tahoun |
The Anatomy of Cyber Risk |
| w28895 |
Julia Le Blanc Monika Piazzesi Martin Schneider |
Learning about Housing Cost: Survey Evidence from the German House Price Boom |
| w28870 |
Kinda Cheryl Hachem Simpson Zhang |
Reallocating Liquidity to Resolve a Crisis: Evidence from the Panic of 1873 |
| w28868 |
Efraim Benmelech |
The Resilience of the U.S. Corporate Bond Market During Financial Crises |
| w28842 |
Matthieu Gomez Harrison Hong |
Sorting Out the Real Effects of Credit Supply |
| w28806 |
|
Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in the UK |
| w28781 |
Yuan Wang |
Mortgage Lenders and the Geographic Concentration of Foreclosures |
| w28777 |
Jesse Schreger |
CIP Deviations, the Dollar, and Frictions in International Capital Markets |
| w28776 |
|
Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in Australia |
| w28692 |
Tyler Muir |
Do Intermediaries Matter for Aggregate Asset Prices? |
| w28676 |
Itay Goldstein |
Optimal Deposit Insurance |
| w28580 |
Christophe Spaenjers Stijn Van Nieuwerburgh |
Real and Private-Value Assets |
| w28559 |
Robert F. Engle III Sascha Steffen |
Why Did Bank Stocks Crash During COVID-19? |
| w28550 |
Marius Guenzel Canyao Liu Ulrike Malmendier |
CEO Stress, Aging, and Death |
| w28493 |
Wei Jiang Adair Morse Manju Puri Heather Tookes Ingrid M. Werner |
What Explains Differences in Finance Research Productivity During the Pandemic? |
| w28479 |
Vrinda Mittal Michaela Pagel |
The Effect of Stock Ownership on Individual Spending and Loyalty |
| w28432 |
Bryan T. Kelly Lasse Heje Pedersen |
Is There A Replication Crisis In Finance? |
| w28426 |
|
The Macroeconomics of Financial Speculation |
| w28415 |
|
Economic Fluctuations and Pseudo-Wealth |
| w28411 |
|
Kindleberger Cycles: Method in the madness of crowds? |
| w28357 |
Erica Xuewei Jiang Gregor Matvos Tomasz Piskorski Amit Seru |
Government and Private Household Debt Relief during COVID-19 |
| 2020 | ||
| w28302 |
Michael Howell Hélène Rey |
Answering the Queen: Machine Learning and Financial Crises |
| w28284 |
Xuewen Liu Pengfei Wang |
Self-Fulfilling Risk Panics: An Expected Utility Framework |
| w28261 |
Jean-Philippe Bouchaud |
Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality |
| w28252 |
Gregor Matvos Tomasz Piskorski Amit Seru |
Why is Intermediating Houses so Difficult? Evidence from iBuyers |
| w28226 |
Bryan T. Kelly Johannes Stroebel |
Climate Finance |
| w28204 |
Ralph S. J. Koijen |
Granular Instrumental Variables |
| w28102 |
Tyler Muir |
Volatility Expectations and Returns |
| w27976 |
Utpal Bhattacharya Stacey E. Jacobsen |
Do Acquirer Announcement Returns Reflect Value Creation? |
| w27973 |
Johannes Stroebel |
Social Finance |
| w27873 |
Serdar Dinc Isil Erel |
The International Propagation of Economic Downturns Through Multinational Companies: The Real Economy Channel |
| w27859 |
Yang Zhang |
A Return Based Measure of Firm Quality |
| w27851 |
Asaf Bernstein Filippo Mezzanotti |
Crisis Innovation |
| w27833 |
Safaa Amer Manasa Gopal Theresa Kuchler JW Schneider Johannes Stroebel Nils C. Wernerfelt |
The Effects of COVID-19 on U.S. Small Businesses: Evidence from Owners, Managers, and Employees |
| w27815 |
Itay Goldstein Zeqiong Huang Rahul Vashishtha |
Liquidity Transformation and Fragility in the US Banking Sector |
| w27751 |
Sabrina T. Howell Filippo Mezzanotti Xinxin Wang Ting Xu |
Investor Tax Credits and Entrepreneurship: Evidence from U.S. States |
| w27745 |
David Hirshleifer |
Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics |
| w27735 |
Joshua Plotkin |
Moonshots, Investment Booms, and Selection Bias in the Transmission of Cultural Traits |
| w27733 |
Christoffer Koch Padma Sharma Gary Richardson |
Payments Crises and Consequences |
| w27697 |
Yuanchen Yang |
Peak China Housing |
| w27691 |
Joseph G. Haubrich |
Low Interest Rates, Policy, and the Predictive Content of the Yield Curve |
| w27690 |
Jiaheng Yu Ravi Jagannathan |
Return to Venture Capital in the Aggregate |
| w27659 |
Jack Liebersohn |
Does FinTech Substitute for Banks? Evidence from the Paycheck Protection Program |
| w27623 |
Zoe B. Cullen Edward L. Glaeser Michael Luca Christopher T. Stanton Adi Sunderam |
The Targeting and Impact of Paycheck Protection Program Loans to Small Businesses |
| w27601 |
Sascha Steffen |
The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID |
| w27559 |
Itay Goldstein Ali Hortaçsu |
Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets |
| w27551 |
M. Blair Vorsatz |
Mutual Fund Performance and Flows During the COVID-19 Crisis |
| w27472 |
Péter Kondor |
Rational Sentiments and Economic Cycles |
| w27461 |
Nitzan Tzur-Ilan |
The Determinants of Fiscal and Monetary Policies During the Covid-19 Crisis |
| w27452 |
J. Anthony Cookson Erik P. Gilje Rawley Z. Heimer |
Personal Wealth and Self-Employment |
| w27416 |
Stefan Nagel Zhaogang Song |
Treasury Inconvenience Yields during the COVID-19 Crisis |
| w27396 |
Samuel G. Hanson Andrei Shleifer Jakob Ahm Sørensen |
Predictable Financial Crises |
| w27380 |
David H. Solomon |
Reconsidering Returns |
| w27376 |
Alexandr Kopytov Lin Shen Haotian Xiang |
Bank Heterogeneity and Financial Stability |
| w27355 |
Benjamin Lester David Lindsay Shuo Liu Pierre-Olivier Weill Diego Zúñiga |
Corporate Bond Liquidity During the COVID-19 Crisis |
| w27354 |
|
The search theory of OTC markets |
| w27343 |
Carmen M. Reinhart Christoph Trebesch |
Coping with Disasters: Two Centuries of International Official Lending |
| w27308 |
Zhen Huo Karthik A. Sastry |
Imperfect Macroeconomic Expectations: Evidence and Theory |
| w27283 |
Nicola Gennaioli Rafael La Porta Andrei Shleifer |
Expectations of Fundamentals and Stock Market Puzzles |
| w27272 |
Matteo Maggiori Johannes Stroebel Stephen Utkus |
Inside the Mind of a Stock Market Crash |
| w27257 |
Lars P. Hansen Peter G. Hansen |
Robust Identification of Investor Beliefs |
| w27171 |
Michael Sockin Wei Xiong |
China's Model of Managing the Financial System |
| w27168 |
Alan Moreira Tyler Muir |
When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed's Response |
| w27160 |
David Thesmar |
Earnings Expectations in the COVID Crisis |
| w27149 |
Asuman Ozdaglar James Siderius Alireza Tahbaz-Salehi |
Systemic Credit Freezes in Financial Lending Networks |
| w27113 |
Gary B. Gorton Guillermo Ordoñez |
The Macroprudential Role of Stock Markets |
| w27106 |
Kevin Rageth René M. Stulz |
How Valuable is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis |
| w27088 |
Wenhao Li |
Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment |
| w27074 |
Felix C. Corell Joseph E. Stiglitz |
Optimal Bailouts and the Doom Loop with a Financial Network |
| w27044 |
Alp Simsek |
A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock |
| w26997 |
Laura Alfaro Andrés Fernández |
Sticky Capital Controls |
| w26985 |
Guido Lorenzoni |
Risk Sharing Externalities |
| w26975 |
Bruce Sacerdote Ranjan Sehgal Ian Van Hoek |
Relief Rally: Senators As Feckless As the Rest of Us at Stock Picking |
| w26960 |
Abhinav Gupta Sebastian Hillenbrand Theresa Kuchler Robert J. Richmond Johannes Stroebel |
International Trade and Social Connectedness |
| w26935 |
Andrew Foerster Christopher Otrok Alessandro Rebucci |
Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach |
| w26915 |
Enrique G. Mendoza |
A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature |
| w26911 |
Cameron Peng Wei A. Xiong Wei Xiong |
Taming the Bias Zoo |
| w26908 |
Emil Verner Wei Xiong |
Banking Crises without Panics |
| w26859 |
Gary Richardson |
Contagion of Fear |
| w26855 |
Matteo Maggiori Brent Neiman Jesse Schreger |
Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens |
| w26830 |
Tiziano Ropele David Sraer David Thesmar |
A Quantitative Analysis of Distortions in Managerial Forecasts |
| w26820 |
Daniel Marcel te Kaat Chang Ma Alessandro Rebucci |
Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms |
| w26710 |
Gary Richardson Patrick Van Horn |
Countercyclical Capital Buffers: A Cautionary Tale |
| w26708 |
Serhiy Kozak Shrihari Santosh |
Factor Timing |
| w26689 |
Dimitrios P. Tsomocos Alexandros P. Vardoulakis |
Optimal Bank Regulation In the Presence of Credit and Run-Risk |
| w26668 |
Steffen Meyer Michaela Pagel |
The Consumption Effects of the Disposition to Sell Winners and Hold Losers |
| w26648 |
Bryan T. Kelly Asaf Manela Dacheng Xiu |
The Structure of Economic News |
| 2019 | ||
| w26576 |
Xiaomeng Lu Jun Pan |
FinTech Platforms and Mutual Fund Distribution |
| w26575 |
Jun Pan |
The SOE Premium and Government Support in China's Credit Market |
| w26564 |
Nirupama Kulkarni |
Government Guarantees and Bank Vulnerability during a Crisis: Evidence from an Emerging Market |
| w26561 |
Adrien d'Avernas |
Financial Risk Capacity |
| w26514 |
Stijn Van Nieuwerburgh |
Valuing Private Equity Strip by Strip |
| w26499 |
Jennifer Corbett |
Using Network Method to Measure Financial Interconnection |
| w26486 |
Filippo Mezzanotti |
Financing Entrepreneurship through the Tax Code: Angel Investor Tax Credits |
| w26479 |
Björn Imbierowicz Sascha Steffen Daniel Teichmann |
Does the Lack of Financial Stability Impair the Transmission of Monetary Policy? |
| w26471 |
Guillaume Plantin |
Monetary Easing, Leveraged Payouts and Lack of Investment |
| w26435 |
Alan M. Taylor |
The Leverage Factor: Credit Cycles and Asset Returns |
| w26397 |
Huigang Chen Christopher Otrok Alessandro Rebucci Eric R. Young |
Optimal Policy for Macro-Financial Stability |
| w26369 |
David A. Sraer |
The Banking View of Bond Risk Premia |
| w26341 |
|
On Frequent Batch Auctions for Stocks |
| w26302 |
Samuel Hurtado Galo Nuño |
Financial Frictions and the Wealth Distribution |
| w26298 |
Giorgia Piacentino |
Money Runs |
| w26229 |
Ricardo Reis |
A Crash Course on the Euro Crisis |
| w26165 |
Domonkos F. Vamossy |
Predicting Consumer Default: A Deep Learning Approach |
| w26102 |
Monika Piazzesi Martin Schneider |
The Short Rate Disconnect in a Monetary Economy |
| w26074 |
Gary B. Gorton Bengt R. Holmstrom |
The Information View of Financial Crises |
| w26036 |
Dan Silverman |
Complexity and Sophistication |
| w26031 |
Gunes Kamber |
On the Global Impact of Risk-off Shocks and Policy-put Frameworks |
| w25977 |
Alp Simsek |
Prudential Monetary Policy |
| w25887 |
Semih Üslü Pierre-Olivier Weill |
A Theory of Participation in OTC and Centralized Markets |
| w25807 |
Amiyatosh Purnanandam |
Bank Risk Dynamics and Distance to Default |
| w25802 |
Giovanna D'Adda Marcel Fafchamps Simon R. Quinn Farah Said |
Implicit and Explicit Commitment in Credit and Saving Contracts: A Field Experiment |
| w25790 |
Alan M. Taylor |
After the Panic: Are Financial Crises Demand or Supply Shocks? Evidence from International Trade |
| w25777 |
Sheridan Titman |
A Dynamic Model of Characteristic-Based Return Predictability |
| w25775 |
Simon C. Rother Isabel Schnabel |
Asset Price Bubbles and Systemic Risk |
| w25769 |
Martin Lettau Sydney C. Ludvigson |
How the Wealth Was Won: Factors Shares as Market Fundamentals |
| w25768 |
David H. Romer |
Fiscal Space and the Aftermath of Financial Crises: How It Matters and Why |
| w25751 |
Richard R. Townsend |
Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets |
| w25747 |
Samuel G. Hanson Lawrence J. Jin |
Reflexivity in Credit Markets |
| w25744 |
Matteo Maggiori Johannes Stroebel Stephen Utkus |
Five Facts about Beliefs and Portfolios |
| w25668 |
Taylor D. Nadauld Christopher Palmer |
Monthly Payment Targeting and the Demand for Maturity |
| w25603 |
Jessica A. Wachter |
"Superstitious" Investors |
| w25583 |
John Geanakoplos Gregory Phelan |
Global Collateral and Capital Flows |
| w25573 |
Scott Joslin Sophie X. Ni |
Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets |
| w25567 |
David Hirshleifer David Leake Hiroaki Sakaguchi Neil Stewart |
Naïve *Buying* Diversification and Narrow Framing by Individual Investors |
| w25566 |
David Hirshleifer Johan Walden |
Visibility Bias in the Transmission of Consumption Beliefs and Undersaving |
| w25557 |
Neale Mahoney Neil Stewart Jörg Weber |
How Do Americans Repay Their Debt? The Balance-Matching Heuristic |
| w25505 |
Atif Mian Amir Sufi |
Low Interest Rates, Market Power, and Productivity Growth |
| w25481 |
Stefano Giglio Dacheng Xiu |
Taming the Factor Zoo: A Test of New Factors |
| w25459 |
Gonzalo Asis Anusha Chari Ugo Panizza |
Corporate Debt, Firm Size and Financial Fragility in Emerging Markets |
| w25452 |
Toomas Laarits Tyler Muir |
1930: First Modern Crisis |
| 2018 | ||
| w25405 |
Kris James Mitchener Angela Vossmeyer |
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression |
| w25403 |
Amit Seru |
Debt Relief and Slow Recovery: A Decade after Lehman |
| w25346 |
Alexander Klos Simon Rottke |
Overconfidence, Information Diffusion, and Mispricing Persistence |
| w25277 |
Marco Grotteria Jessica Wachter |
Foreseen Risks |
| w25213 |
|
The Big Con - Reassessing the "Great" Recession and its "Fix" |
| w25212 |
Lorenz Kueng Leslie McGranahan Brian T. Melzer |
Do Household Finances Constrain Unconventional Fiscal Policy? |
| w25201 |
David Hirshleifer |
Shared Analyst Coverage: Unifying Momentum Spillover Effects |
| w25196 |
Christian Leuz Raghuram Rajan |
Going the Extra Mile: Distant Lending and Credit Cycles |
| w25162 |
|
Behavioral Corporate Finance |
| w25090 |
Antoinette Schoar Felipe Severino |
Perception of House Price Risk and Homeownership |
| w25084 |
Christopher Malloy Quoc Nguyen |
Lazy Prices |
| w25067 |
Robert Zeithammer John W. Payne |
The Pivotal Role of Fairness: Which Consumers Like Annuities? |
| w25054 |
Nittai Bergman |
Debt, Information, and Illiquidity |
| w25040 |
Zhiguo He Kelly Shue Hao Zhou |
Leverage-Induced Fire Sales and Stock Market Crashes |
| w25034 |
B. Douglas Bernheim Fulya Ersoy Donna Harris |
Peer Advice on Financial Decisions: A case of the blind leading the blind? |
| w24998 |
Laura Salisbury Gurpal Sran |
For Richer, for Poorer: Bankers' Liability and Risk-taking in New England, 1867-1880 |
| w24984 |
Xuewen Liu Pengfei Wang |
Financial Markets, the Real Economy, and Self-fulfilling Uncertainties |
| w24973 |
Andra Ghent Valentin Haddad |
Asset Insulators |
| w24936 |
Sophia Chen |
The Spread of Deposit Insurance and the Global Rise in Bank Asset Risk since the 1970s |
| w24881 |
Michaela Pagel |
Sticking to Your Plan: The Role of Present Bias for Credit Card Paydown |
| w24866 |
Toomas Laarits Andrew Metrick |
The Run on Repo and the Fed's Response |
| w24858 |
Markus Pelger |
Factors that Fit the Time Series and Cross-Section of Stock Returns |
| w24854 |
James J. Choi David Laibson Brigitte C. Madrian |
Behavioral Household Finance |
| w24823 |
Amir Sufi |
Credit Supply and Housing Speculation |
| w24801 |
Lauren Cohen Umit Gurun Dong Lou Christopher Malloy |
IQ from IP: Simplifying Search in Portfolio Choice |
| w24751 |
Laurence J. Kotlikoff |
Banks as Potentially Crooked Secret-Keepers |
| w24737 |
Martin Oehmke |
Bank Resolution and the Structure of Global Banks |
| w24697 |
Demian Pouzo Victoria Vanasco |
Investor Experiences and Financial Market Dynamics |
| w24613 |
|
The ECB's Fiscal Policy |
| w24589 |
Manju Puri Alexander Ufier |
Deposit Inflows and Outflows in Failing Banks: The Role of Deposit Insurance |
| w24586 |
Harrison Hong Wenxi Jiang Yu-Jane Liu Juan-Juan Meng |
Effects of Credit Expansions on Stock Market Booms and Busts |
| w24571 |
Nicholas Bloom Xiaoji Lin |
The Finance Uncertainty Multiplier |
| w24549 |
Mikael Juselius Anton Korinek |
Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms |
| w24509 |
Harald Uhlig |
Mortgage-Backed Securities and the Financial Crisis of 2008: a Post Mortem |
| w24485 |
Jeremy C. Stein |
Banking, Trade, and the making of a Dominant Currency |
| w24474 |
Amine Ouazad Romain Rancière |
Financial Development, Growth, and Crisis: Is There a Trade-Off? |
| w24459 |
Charles W. Calomiris |
Mortgage Market Credit Conditions and U.S. Presidential Elections |
| w24446 |
Arvind Krishnamurthy Timothy J. McQuade |
Mortgage Design in an Equilibrium Model of the Housing Market |
| w24443 |
Arvind Krishnamurthy |
Capital Flow Management with Multiple Instruments |
| w24431 |
Elliot S.M. Oh |
Who Owned Citibank? Familiarity Bias and Business Network Influences on Stock Purchases, 1925-1929 |
| w24406 |
Robert Townsend Juan Pablo Xandri |
Financial Centrality and Liquidity Provision |
| w24362 |
Laura Veldkamp Venky Venkateswaran |
The Tail that Keeps the Riskless Rate Low |
| w24346 |
Jun Pan Jiang Wang |
Chinese Capital Market: An Empirical Overview |
| w24322 |
Amir Sufi |
Finance and Business Cycles: The Credit-Driven Household Demand Channel |
| w24293 |
Yaron Levi Ben Lourie Siew Hong Teoh |
Decision Fatigue and Heuristic Analyst Forecasts |
| w24281 |
David Hirshleifer Johan Walden |
Social Transmission Bias and Investor Behavior |
| w24262 |
Amir Kermani Kaveh Majlesi |
Stock Market Returns and Consumption |
| w24258 |
Clinton Tepper Ivo Welch |
Are Interest Rates Really Low? |
| w24250 |
Ananth Madhavan |
Exchange Traded Funds 101 For Economists |
| w24230 |
Wei Xiong |
Risks in China's Financial System |
| w24208 |
David Thesmar |
A Sufficient Statistics Approach for Aggregating Firm-Level Experiments |
| w24180 |
Kristopher Gerardi Barney Hartman-Glaser |
Are Lemons Sold First? Dynamic Signaling in the Mortgage Market |
| 2017 | ||
| w24176 |
Alp Simsek |
Should Retail Investors' Leverage Be Limited? |
| w24164 |
Lira Mota Simon Rottke Tano Santos |
The Cross-Section of Risk and Return |
| w24163 |
David Hirshleifer Lin Sun |
Short- and Long-Horizon Behavioral Factors |
| w24161 |
Neale Mahoney Neil Stewart Joerg Weber |
How Do Individuals Repay Their Debt? The Balance-Matching Heuristic |
| w24154 |
|
An Historical Perspective on the Quest for Financial Stability and the Monetary Policy Regime |
| w24098 |
Ravi Jagannathan Loriana Pelizzon Ernst Schaumburg Darya Yuferova |
Stock Price Crashes: Role of Slow-Moving Capital |
| w24096 |
|
Behavioral Inattention |
| w24091 |
Eduardo Dávila Theresa Kuchler Johannes Stroebel |
House Price Beliefs And Mortgage Leverage Choice |
| w24063 |
Ashwin Ravikumar Marco Sammon |
Environmental, Social, and Governance Criteria: Why Investors are Paying Attention |
| w24058 |
Geoffrey Tate |
Learning from Coworkers: Peer Effects on Individual Investment Decisions |
| w24045 |
Camelia M. Kuhnen Stefan Nagel |
Socioeconomic Status and Macroeconomic Expectations |
| w24031 |
Yan Bai Sandra Lizarazo |
Sovereign Risk Contagion |
| w24011 |
Timothy McQuade Richard R. Townsend |
Do Household Wealth Shocks Affect Productivity? Evidence from Innovative Workers During the Great Recession |
| w24005 |
Gauti B. Eggertsson Eggert Þórarinsson |
The Rise, the Fall, and the Resurrection of Iceland |
| w23999 |
Bilyana Bogdanova Patrick Bolton Wei Jiang Anastasia Kartasheva |
CoCo Issuance and Bank Fragility |
| w23985 |
Stefan Nagel Annette Vissing-Jorgensen |
ECB Policies Involving Government Bond Purchases: Impact and Channels |
| w23958 |
Valentin Haddad |
Information Aversion |
| w23931 |
David H. Romer |
Why Some Times Are Different: Macroeconomic Policy and the Aftermath of Financial Crises |
| w23930 |
Jean Tirole |
Shadow Banking and the Four Pillars of Traditional Financial Intermediation |
| w23886 |
Serhiy Kozak Shrihari Santosh |
Predicting Relative Returns |
| w23863 |
Nicola Gennaioli Rafael La Porta Andrei Shleifer |
Diagnostic Expectations and Stock Returns |
| w23850 |
Tyler Muir |
How Credit Cycles across a Financial Crisis |
| w23845 |
Bernard Yeung |
East Asian Financial and Economic Development |
| w23843 |
Samuel G. Hanson Jeremy C. Stein |
The Decline of Big-Bank Lending to Small Business: Dynamic Impacts on Local Credit and Labor Markets |
| w23830 |
Dasol Kim |
Negative Bubbles: What Happens After a Crash |
| w23798 |
Arna Olafsson Michaela Pagel |
FinTech Adoption Across Generations: Financial Fitness in the Information Age |
| w23794 |
|
Structural Transformation, Deep Downturns, and Government Policy |
| w23745 |
|
Leaning Against the Wind: The Role of Different Assumptions About the Costs |
| w23740 |
Giacomo De Giorgi Jaromir Nosal |
Credit Growth and the Financial Crisis: A New Narrative |
| w23625 |
Joanne Yoong Jonathan Zinman |
Quicksand or Bedrock for Behavioral Economics? Assessing Foundational Empirical Questions |
| w23614 |
Alp Simsek |
A Risk-centric Model of Demand Recessions and Speculation |
| w23586 |
|
Optimal Regulation of Financial Intermediaries |
| w23570 |
Adam Guren Brian T. Melzer |
Making the House a Home: The Stimulative Effect of Home Purchases on Consumption and Investment |
| w23546 |
Rajkamal Iyer Richard T. Thakor |
The Effect of Cash Injections: Evidence from the 1980s Farm Debt Crisis |
| w23541 |
Fabio Schiantarelli Philip E. Strahan |
Internal Capital Markets in Times of Crisis: The Benefit of Group Affiliation in Italy |
| w23536 |
Patrick McGuire David E. Weinstein |
Supply- and Demand-side Factors in Global Banking |
| w23512 |
Nittai K. Bergman |
Credit Market Freezes |
| w23502 |
Antoinette Schoar Felipe Severino |
Dynamics of Housing Debt in the Recent Boom and Great Recession |
| w23494 |
Greg Kaplan Benjamin Moll Thomas Winberry Christian Wolf |
When Inequality Matters for Macro and Macro Matters for Inequality |
| w23452 |
Alexei Tchistyi |
An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts |
| w23449 |
Charles G. Nathanson Eric Zwick |
Speculative Dynamics of Prices and Volume |
| w23440 |
Alan M. Taylor |
International Monetary Relations: Taking Finance Seriously |
| w23438 |
Sarah Rudorf Bernd Weber |
The Effect of Prior Choices on Expectations and Subsequent Portfolio Decisions |
| w23407 |
Gonzalo Asis Anusha Chari Ugo Panizza |
Lessons Unlearned? Corporate Debt in Emerging Markets |
| w23373 |
Ron Kaniel Stijn Van Nieuwerburgh Roine Vestman |
Are Mutual Fund Managers Paid For Investment Skill? |
| w23302 |
S. Viswanathan |
Financial Intermediary Capital |
| w23287 |
Björn Richter Moritz Schularick Alan M. Taylor |
Bank Capital Redux: Solvency, Liquidity, and Crisis |
| w23216 |
Carola Frydman Dimitris Papanikolaou |
Financial Frictions and Employment during the Great Depression |
| w23212 |
René M. Stulz Alvaro G. Taboada |
Are Larger Banks Valued More Highly? |
| w23191 |
Andrei Shleifer Yang You |
Bubbles for Fama |
| w23167 |
Gary B. Gorton |
Bank Health Post-Crisis |
| w23083 |
Pierre Pessarossi Boubacar Camara |
Backtesting European Stress Tests |
| w23075 |
|
Narrative Economics |
| w23057 |
Joanne Yoong Jonathan Zinman |
The Quest for Parsimony in Behavioral Economics: New Methods and Evidence on Three Fronts |
| w23040 |
Harrison Hong Jiangmin Xu |
Location Choice, Portfolio Choice |
| w23028 |
Brian T. Melzer |
Non-Cognitive Abilities and Financial Delinquency: The Role of Self-Efficacy in Avoiding Financial Distress |
| 2016 | ||
| w23009 |
Marcelo Ochoa Dana Kiku |
Climate Change and Growth Risks |
| w22954 |
|
A Behavioral New Keynesian Model |
| w22891 |
Kinda Cheryl Hachem Gary Richardson |
Relationship Lending and the Great Depression |
| w22890 |
Frank Weikai Li Jiangmin Xu |
Climate Risks and Market Efficiency |
| w22874 |
Linda Goldberg |
Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network |
| w22868 |
|
Macroprudential Policy: Promise and Challenges |
| w22837 |
|
The Theory of Credit and Macro-economic Stability |
| w22795 |
Robert B. Litterman Gernot Wagner |
Applying Asset Pricing Theory to Calibrate the Price of Climate Risk |
| w22787 |
Guillermo Ordoñez |
Fighting Crises |
| w22753 |
Matthew Neidell Soodeh Saberian |
The Effect of Air Pollution on Investor Behavior: Evidence from the S&P 500 |
| w22742 |
Jialan Wang |
Minimum Payments and Debt Paydown in Consumer Credit Cards |
| w22695 |
Wei Xiong |
Credit Expansion and Neglected Crash Risk |
| w22689 |
David Scharfstein |
The Stock Market and Bank Risk-Taking |
| w22638 |
Amir Kermani Christopher Palmer |
How Quantitative Easing Works: Evidence on the Refinancing Channel |
| w22619 |
Tyler Muir |
Mobile Collateral versus Immobile Collateral |
| w22605 |
John A. List Robert D. Metcalfe |
Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders |
| w22533 |
Yuliy Sannikov |
The I Theory of Money |
| w22529 |
Dana Kiku Marcelo Ochoa |
Price of Long-Run Temperature Shifts in Capital Markets |
| w22527 |
Ravi Bansal |
Risk Preferences and The Macro Announcement Premium |
| w22509 |
Enrique G. Mendoza |
Optimal Domestic (and External) Sovereign Default |
| w22366 |
Namho Kang Gideon Ozik Ronnie Sadka |
What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns? |
| w22360 |
Antoinette Schoar |
Do Credit Card Companies Screen for Behavioral Biases? |
| w22343 |
Yuliy Sannikov |
Macro, Money and Finance: A Continuous Time Approach |
| w22335 |
Sebnem Kalemli-Ozcan |
Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake |
| w22332 |
Amir Kermani Zhaogang Song |
The Value of Trading Relationships in Turbulent Times |
| w22266 |
Nicola Gennaioli Andrei Shleifer |
Diagnostic Expectations and Credit Cycles |
| w22264 |
Martín Uribe |
Multiple Equilibria in Open Economy Models with Collateral Constraints: Overborrowing Revisited |
| w22247 |
Francesco Franzoni Rabih Moussawi John Sedunov |
The Granular Nature of Large Institutional Investors |
| w22212 |
Jennifer La’O |
Distortions in Production Networks |
| w22209 |
Patrick Langetieg Stefan Nagel Daniel Reck Joel Slemrod Bryan Stuart |
Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock |
| w22208 |
Tyler Muir |
Volatility Managed Portfolios |
| w22161 |
Borja Larrain Clemens Sialm José Tessada |
Coordinated Noise Trading: Evidence from Pension Fund Reallocations |
| w22153 |
Chen Lin Wensi Xie |
Corporate Resilience to Banking Crises: The Roles of Trust and Trade Credit |
| w22148 |
Ralf R. Meisenzahl Rodney Ramcharan |
The Real Effects of Liquidity During the Financial Crisis: Evidence from Automobiles |
| w22146 |
Justin Birru Viktor Prokopenya |
Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading |
| w22143 |
Dasol Kim Robert J. Shiller |
Crash Beliefs From Investor Surveys |
| w22089 |
Robert Prilmeier René M. Stulz |
Why Does Fast Loan Growth Predict Poor Performance for Banks? |
| w22074 |
Gary Richardson |
Network Contagion and Interbank Amplification during the Great Depression |
| w22059 |
Christopher M. Meissner |
Fiscal and Financial Crises |
| w22053 |
Anil K. Kashyap |
Liquidity Requirements, Liquidity Choice and Financial Stability |
| w22045 |
Bryan Kelly |
Excess Volatility: Beyond Discount Rates |
| w22034 |
Massimiliano Stacchini Philip E. Strahan |
Bank Quality, Judicial Efficiency and Borrower Runs: Loan Repayment Delays in Italy |
| w22026 |
Tobias J. Moskowitz Kelly Shue |
Decision-Making under the Gambler's Fallacy: Evidence from Asylum Judges, Loan Officers, and Baseball Umpires |
| w22017 |
Arvind Krishnamurthy Konstantin Milbradt |
What Makes US Government Bonds Safe Assets? |
| w22008 |
Guillermo Ordoñez |
Good Booms, Bad Booms |
| w22006 |
Ramon Marimon |
Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies |
| w21993 |
Luis Garicano Philip Lane Marco Pagano Ricardo Reis Tano Santos David Thesmar Stijn Van Nieuwerburgh Dimitri Vayanos |
The Sovereign-Bank Diabolic Loop and ESBies |
| w21958 |
Vincent Reinhart Christoph Trebesch |
Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015 |
| w21945 |
David Hirshleifer |
Overconfident Investors, Predictable Returns, and Excessive Trading |
| w21944 |
Robin Greenwood Lawrence Jin Andrei Shleifer |
Extrapolation and Bubbles |
| w21920 |
Bryan Kelly Asaf Manela |
Intermediary Asset Pricing: New Evidence from Many Asset Classes |
| w21919 |
Konstantin Milbradt |
Dynamic Debt Maturity |
| w21902 |
|
Cost-Benefit Analysis of Leaning Against the Wind |
| w21871 |
Tao Jin |
Rare Events and Long-Run Risks |
| w21848 |
|
Behavioral Macroeconomics Via Sparse Dynamic Programming |
| 2015 | ||
| w21805 |
Christoph Trebesch |
The International Monetary Fund: 70 Years of Reinvention |
| w21804 |
Andrew Demers |
Total Returns to Single Family Rentals |
| w21803 |
Sai Ma Serena Ng |
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
| w21734 |
Akiko Terada-Hagiwara Takaaki Nomoto |
Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited |
| w21693 |
|
Bubble Investing: Learning from History |
| w21673 |
David Cesarini Erik Lindqvist Robert Östling |
Windfall Gains and Stock Market Participation |
| w21670 |
Emmanuel Farhi Pierre-Olivier Gourinchas |
Global Imbalances and Policy Wars at the Zero Lower Bound |
| w21664 |
Christoph Trebesch |
The Pitfalls of External Dependence: Greece, 1829-2015 |
| w21626 |
Tim Landvoigt Stijn Van Nieuwerburgh |
Phasing Out the GSEs |
| w21611 |
Stefano Fiorin Daniel Gottlieb Martin Kanz |
Moral Incentives in Credit Card Debt Repayment: Evidence from a Field Experiment |
| w21584 |
Dacheng Xiu |
Principal Component Analysis of High Frequency Data |
| w21581 |
Amir Sufi Emil Verner |
Household Debt and Business Cycles Worldwide |
| w21567 |
Souphala Chomsisengphet Neale Mahoney Johannes Stroebel |
Do Banks Pass Through Credit Expansions to Consumers Who Want to Borrow? |
| w21563 |
Lasse H. Pedersen |
Efficiently Inefficient Markets for Assets and Asset Management |
| w21533 |
Yu Yuan |
Mispricing Factors |
| w21486 |
Moritz Schularick Alan M. Taylor |
Leveraged Bubbles |
| w21449 |
Peter A. Lee Andrew W. Lo |
Hedge Funds: A Dynamic Industry In Transition |
| w21445 |
Thomas Mertens Tony Zhang |
Not so Disconnected: Exchange Rates and the Capital Stock |
| w21444 |
|
Towards a General Theory of Deep Downturns |
| w21421 |
Bernard Dumas |
The Dynamic Properties of Financial-Market Equilibrium with Trading Fees |
| w21409 |
Paul J. Devereux Petter Lundborg Kaveh Majlesi |
Poor Little Rich Kids? The Role of Nature versus Nurture in Wealth and Other Economic Outcomes and Behaviors |
| w21356 |
Forest Baker David T. Robinson |
Precautionary Savings, Retirement Planning and Misperceptions of Financial Literacy |
| w21350 |
|
The Antecedents and Aftermath of Financial Crises as told by Carlos F. Díaz Alejandro |
| w21341 |
|
Protecting Financial Stability in the Aftermath of World War I: The Federal Reserve Bank of Atlanta's Dissenting Policy |
| w21334 |
Monika Piazzesi Martin Schneider |
Banks' Risk Exposures |
| w21328 |
Gadi Barlevy |
Mandatory Disclosure and Financial Contagion |
| w21305 |
QingQing Chen Brian Clark Sanmay Das Andrew W. Lo Akhtar Siddique |
Risk and Risk Management in the Credit Card Industry |
| w21294 |
Xuewen Liu Pengfei Wang |
Sentiments, Financial Markets, and Macroeconomic Fluctuations |
| w21267 |
|
The Gordon Gekko Effect: The Role of Culture in the Financial Industry |
| w21261 |
Joseph Gyourko |
A New Look at the U.S. Foreclosure Crisis: Panel Data Evidence of Prime and Subprime Borrowers from 1997 to 2012 |
| w21258 |
Richard T. Thakor |
Customers and Investors: A Framework for Understanding Financial Institutions |
| w21224 |
Matthew Rabin Dimitri Vayanos |
Financial Markets where Traders Neglect the Informational Content of Prices |
| w21215 |
Inessa Liskovich |
Crime, Punishment and the Halo Effect of Corporate Social Responsibility |
| w21214 |
Andrei C. Miu |
Socioeconomic Status and Learning from Financial Information |
| w21201 |
Joseba Martinez Thomas Philippon |
Runs versus Lemons: Information Disclosure and Fiscal Capacity |
| w21108 |
Anna Paulson |
AIG in Hindsight |
| w21075 |
Yaping Wang Wei Xiong |
Social Trust and Differential Reactions of Local and Foreign Investors to Public News |
| w21056 |
|
The Great Depression and the Great Recession: A View from Financial Markets |
| w21039 |
|
Credit, Financial Stability, and the Macroeconomy |
| w21037 |
Charles G. Nathanson |
An Extrapolative Model of House Price Dynamics |
| w21026 |
Timothy J. Kehoe |
Gambling for Redemption and Self-Fulfilling Debt Crises |
| w21021 |
David H. Romer |
New Evidence on the Impact of Financial Crises in Advanced Countries |
| w21000 |
Alan B. Krueger |
A Retrospective Look at Rescuing and Restructuring General Motors and Chrysler |
| w20974 |
Áureo de Paula Vishal Singh |
Hoard Behavior and Commodity Bubbles |
| w20968 |
Dimitri Vayanos |
The Dynamics of Financially Constrained Arbitrage |
| w20963 |
Bryan T. Kelly Seth Pruitt |
Systemic Risk and the Macroeconomy: An Empirical Evaluation |
| w20956 |
Mehmet Cemalcılar Dean Karlan Jonathan Zinman |
Unshrouding Effects on Demand for a Costly Add-on: Evidence from Bank Overdrafts in Turkey |
| w20947 |
Amir Sufi |
Fraudulent Income Overstatement on Mortgage Applications during the Credit Expansion of 2002 to 2005 |
| w20931 |
Asuman Ozdaglar Alireza Tahbaz-Salehi |
Networks, Shocks, and Systemic Risk |
| w20894 |
|
Does Finance Benefit Society? |
| w20875 |
Andrei Shleifer Robert Vishny |
Neglected Risks: The Psychology of Financial Crises |
| w20860 |
Marcel Fratzscher Roland Straub |
Capital Flow Management Measures: What Are They Good For? |
| w20848 |
Antoinette Schoar Felipe Severino |
Loan Originations and Defaults in the Mortgage Crisis: The Role of the Middle Class |
| w20834 |
|
Cognitive Economics |
| 2014 | ||
| w20777 |
Samuel G. Hanson Adi Sunderam |
The Rise and Fall of Demand for Securitizations |
| w20776 |
Yoshio Nozawa Pietro Veronesi |
Option-Based Credit Spreads |
| w20771 |
Moritz HP. Schularick Alan M. Taylor |
Betting the House |
| w20762 |
Fernando Ferreira Stephen L. Ross |
Race, Ethnicity and High-Cost Mortgage Lending |
| w20746 |
Benjamin Lester Pierre-Olivier Weill |
Heterogeneity in Decentralized Asset Markets |
| w20738 |
James J. Choi David Laibson Brigitte C. Madrian |
Does Front-Loading Taxation Increase Savings? Evidence from Roth 401(k) Introductions |
| w20737 |
Eugene N. White |
Unprecedented Actions: The Federal Reserve's Response to the Global Financial Crisis in Historical Perspective |
| w20704 |
Alexandre Mas Hoai-Luu Nguyen |
Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and 'Normal' Economic Times |
| w20660 |
Eric Ghysels Ravi Jagannathan |
Momentum Trading, Return Chasing, and Predictable Crashes |
| w20651 |
Ravi Jagannathan Jianfeng Shen |
Growth Expectations, Dividend Yields, and Future Stock Returns |
| w20642 |
Feng Dong Pengfei Wang |
Adverse Selection and Self-fulfilling Business Cycles |
| w20638 |
Rui Cui Zhiguo He Konstantin Milbradt |
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle |
| w20592 |
Yan Liu Heqing Zhu |
. . . and the Cross-Section of Expected Returns |
| w20567 |
Seth Richards-Shubik |
Contagion in the European Sovereign Debt Crisis |
| w20517 |
|
Reconstructing Macroeconomic Theory to Manage Economic Policy |
| w20442 |
Tyler Muir |
Aggregate External Financing and Savings Waves |
| w20501 |
Moritz Schularick Alan M. Taylor |
The Great Mortgaging: Housing Finance, Crises, and Business Cycles |
| w20496 |
|
Household Debt: Facts, Puzzles, Theories, and Policies |
| w20490 |
Saki Bigio |
Banks, Liquidity Management and Monetary Policy |
| w20468 |
Harald Hau Patrick Kampkötter Johannes Steinbrecher |
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks |
| w20459 |
Eric Hughson Marc D. Weidenmier |
Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse |
| w20445 |
Laura Veldkamp |
Understanding Uncertainty Shocks and the Role of Black Swans |
| w20440 |
Elena Mamonova Christophe Spaenjers |
The Economics of Aesthetics and Three Centuries of Art Price Records |
| w20435 |
Jules H. van Binsbergen |
Assessing Asset Pricing Models Using Revealed Preference |
| w20416 |
Andrea L. Eisfeldt Pierre-Olivier Weill |
Entry and Exit in OTC Derivatives Markets |
| w20394 |
|
Uncertainty Outside and Inside Economic Models |
| w20360 |
|
Riding the Bubble? Chasing Returns into Illiquid Assets |
| w20347 |
Johan Sulaeman Sheridan Titman |
The Geography of Financial Misconduct |
| w20346 |
Guillermo Ordoñez Christoph Trebesch |
Political Booms, Financial Crises |
| w20335 |
Alexi Savov |
The Macroeconomics of Shadow Banking |
| w20298 |
Evgeny Yakovlev |
The Long-Run Effects of a Public Policy on Alcohol Tastes and Mortality |
| w20278 |
Edward J. Kane Luc Laeven |
Deposit Insurance Database |
| w20268 |
Li Jiang Stephen A. Spiller |
Learning Millennial-Style |
| w20209 |
Lars P. Hansen José A. Scheinkman |
Misspecified Recovery |
| w20165 |
Dimitrios P. Tsomocos Alexandros P. Vardoulakis |
How does macroprudential regulation change bank credit supply? |
| w20154 |
Matteo Maggiori Johannes Stroebel |
No-Bubble Condition: Model-free Tests in Housing Markets |
| w20152 |
Amir Sufi |
House Price Gains and U.S. Household Spending from 2002 to 2006 |
| w20110 |
Anisha Ghosh |
Asset Pricing with Countercyclical Household Consumption Risk |
| w20083 |
Angelo Riva Eugene N. White |
Floating a "Lifeboat": The Banque de France and the Crisis of 1889 |
| w20075 |
Ralph Koijen Harald Uhlig |
Financial Health Economics |
| w20027 |
Andrew Metrick Lei Xie |
The Flight from Maturity |
| w19986 |
Michael C. Jensen |
Putting integrity Into Finance: A Purely Positive Approach |
| w19984 |
Rüdiger Fahlenbrach René M. Stulz |
Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities |
| w19958 |
|
Asset Prices in a Lifecycle Economy |
| w19957 |
Hans-Joachim Voth |
Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending |
| w19945 |
Itzhak Ben-David |
Loan Prospecting and the Loss of Soft Information |
| w19931 |
Dimitri Vayanos |
Liquidity Risk and the Dynamics of Arbitrage Capital |
| w19909 |
Timothy J. Kehoe |
Is It Too Late to Bail Out the Troubled Countries in the Eurozone? |
| w19885 |
Arvind Krishnamurthy |
A Macroeconomic Framework for Quantifying Systemic Risk |
| w19834 |
Wenlan Qian |
How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation |
| w19823 |
Kenneth S. Rogoff |
Recovery from Financial Crises: Evidence from 100 Episodes |
| w19818 |
Martin Lettau Sydney C. Ludvigson |
Origins of Stock Market Fluctuations |
| w19809 |
Liping Ma Randall Morck |
Powerful Independent Directors |
| w19798 |
Harrison Hong Jeffrey Kubik Jeffrey P. Thompson |
When Real Estate is the Only Game in Town |
| w19791 |
Gong Cheng Menzie D. Chinn Noëmie Lisack |
For a Few Dollars More: Reserves and Growth in Times of Crises |
| 2013 | ||
| w19773 |
Bruce Tuckman |
Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage |
| w19707 |
Hanh Le Hyun Song Shin |
Bank Capital and Dividend Externalities |
| w19705 |
Michael Johannes Lars A. Lochstoer |
Parameter Learning in General Equilibrium: The Asset Pricing Implications |
| w19704 |
Enrique G. Mendoza |
Optimal Time-Consistent Macroprudential Policy |
| w19701 |
Simon Johnson Amir Kermani James Kwak Todd Mitton |
The Value of Connections in Turbulent Times: Evidence from the United States |
| w19671 |
Alessandro Rebucci Martín Uribe |
Are Capital Controls Prudential? An Empirical Investigation |
| w19655 |
|
Asia Chartbook: Crises, Credit and Debt, 1835-2013 |
| w19652 |
Takeshi Tashiro |
Crowding Out Redefined: The Role of Reserve Accumulation |
| w19650 |
Michael W. Brandt Maurizio Luisi |
Distilling the Macroeconomic News Flow |
| w19642 |
Wei Xiong |
The Financialization of Commodity Markets |
| w19633 |
Ilya A. Strebulaev |
Financing as a Supply Chain: The Capital Structure of Banks and Borrowers |
| w19619 |
Vyacheslav Fos |
Moral Hazard, Informed Trading, and Stock Prices |
| w19606 |
Itzhak Ben-David Vincent Yao |
Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market |
| w19594 |
Ramon Marimon Vincenzo Quadrini |
Risky Investments with Limited Commitment |
| w19570 |
Zheng Sun Lu Zheng |
Home Bias and Local Contagion: Evidence from Funds of Hedge Funds |
| w19569 |
Laura Starks Hanjiang Zhang |
Defined Contribution Pension Plans: Sticky or Discerning Money? |
| w19548 |
Yan Bai |
Linkages across Sovereign Debt Markets |
| w19541 |
Emmanuel Farhi Tomasz Strzalecki |
How Much Would You Pay to Resolve Long-Run Risk? |
| w19540 |
|
The Development of Opacity in U.S. Banking |
| w19514 |
Martin Oehmke |
Predatory Short Selling |
| w19484 |
Souphala Chomsisengphet Neale Mahoney Johannes Stroebel |
Regulating Consumer Financial Products: Evidence from Credit Cards |
| w19467 |
Xavier Freixas Leonardo Gambacorta Paolo Emilio Mistrulli |
Relationship and Transaction Lending in a Crisis |
| w19432 |
Harrison Hong Kelly Shue |
Do Managers Do Good with Other People's Money? |
| w19429 |
Dong Lou Christopher Malloy |
Playing Favorites: How Firms Prevent the Revelation of Bad News |
| w19416 |
Stefano Giglio |
Asset Pricing in the Frequency Domain: Theory and Empirics |
| w19392 |
Michael A. Kuhn Charles Sprenger |
On Measuring Time Preferences |
| w19389 |
Stefan Nagel |
Interpreting Repo Statistics in the Flow of Funds Accounts |
| w19381 |
Stavros Panageas Jianfeng Yu |
Financial Entanglement: A Theory of Incomplete Integration, Leverage, Crashes, and Contagion |
| w19375 |
Hao Jiang |
Tail Risk and Asset Prices |
| w19300 |
Victoria Ivashina Josh Lerner |
Combining Banking with Private Equity Investing |
| w19299 |
Victoria Ivashina Josh Lerner |
The Disintermediation of Financial Markets: Direct Investing in Private Equity |
| w19290 |
Harrison Hong Inessa Liskovich |
Regression Discontinuity and the Price Effects of Stock Market Indexing |
| w19246 |
Samuel Hanson |
Waves in Ship Prices and Investment |
| w19240 |
Hélène Rey |
External Adjustment, Global Imbalances and Valuation Effects |
| w19207 |
Lu Zhang |
Unemployment Crises |
| w19189 |
Robin Greenwood Lawrence Jin Andrei Shleifer |
X-CAPM: An Extrapolative Capital Asset Pricing Model |
| w19168 |
Arie Kapteyn Erzo F.P. Luttmer Olivia S. Mitchell |
Cognitive Constraints on Valuing Annuities |
| w19146 |
|
Asset Pricing Implications of Macroeconomic Interventions An Application to Climate Policy |
| w19139 |
René M. Stulz |
Why High Leverage is Optimal for Banks |
| w19132 |
Hubert Kempf |
Deposit Insurance and Orderly Liquidation without Commitment: Can we Sleep Well? |
| w19125 |
Mahir Binici Michael M. Hutchison |
Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis |
| w19103 |
Rogier J.D. Potter van Loon |
Wall Street vs. Main Street: An Evaluation of Probabilities |
| w19093 |
Claudia Buch Katheryn Russ Monika Schnitzer |
Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity |
| w19051 |
Manju Puri Jorg Rocholl |
Loan officer Incentives and the Limits of Hard Information |
| w19050 |
Manju Puri Nicholas Ryan |
Do Depositors Monitor Banks? |
| w19039 |
Sascha Steffen |
The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks |
| w19022 |
|
Sustainable Shadow Banking |
| w19018 |
Jeffrey Wurgler |
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly |
| w18968 |
Robert Engle Diane Pierret |
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights |
| w18946 |
Asli Demirgüč-Kunt Erik Feyen Ross Levine |
Financial Development in 205 Economies, 1960 to 2010 |
| w18944 |
|
Finance: Function Matters, not Size. |
| w18914 |
Kelly Shue |
No News is News: Do Markets Underreact to Nothing? |
| w18912 |
Andrea L. Eisfeldt Pierre-Olivier Weill |
The Market for OTC Derivatives |
| w18905 |
|
Bubbles, Crises, and Heterogeneous Beliefs |
| w18904 |
Sahil Raina Wei Xiong |
Wall Street and the Housing Bubble |
| w18891 |
Marco Pagano Paolo Volpin |
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent |
| w18868 |
Antoinette Schoar Felipe Severino |
House Prices, Collateral and Self-Employment |
| w18814 |
|
Capital Flows, Credit Booms, and Financial Crises in the Classical Gold Standard Era |
| w18764 |
Clemens Sialm Irina Stefanescu |
It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans |
| w18754 |
Yongheng Deng Jun Huang Randall Morck Bernard Yeung |
Incentives and Outcomes: China's Environmental Policy |
| w18737 |
Emmanuel Farhi |
A Model of the Safe Asset Mechanism (SAM): Safety Traps and Economic Policy |
| w18732 |
Guillermo Ordoñez |
The Supply and Demand for Safe Assets |
| w18727 |
Asuman Ozdaglar Alireza Tahbaz-Salehi |
Systemic Risk and Stability in Financial Networks |
| w18725 |
Ronen Feldman Shimon Kogan Matthew Richardson |
Which News Moves Stock Prices? A Textual Analysis |
| w18686 |
Andrei Shleifer |
Expectations of Returns and Expected Returns |
| w18670 |
Assaf Razin |
Three Branches of Theories of Financial Crises |
| 2012 | ||
| w18647 |
Carine Nourry Alain Venditti |
The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World |
| w18644 |
Joseph B. Doyle |
Carry Trade and Systemic Risk: Why are FX Options so Cheap? |
| w18621 |
|
Thirty Years of Prospect Theory in Economics: A Review and Assessment |
| w18611 |
Andrew Metrick |
Securitization |
| w18609 |
Efraim Benmelech Nittai Bergman Amit Seru |
Did the Community Reinvestment Act (CRA) Lead to Risky Lending? |
| w18601 |
Kent Smetters |
Narrow Framing and Life Insurance |
| w18562 |
Nicholas Barberis Colin Camerer Peter Bossaerts Antonio Rangel |
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility |
| w18560 |
Jianfeng Yu Yu Yuan |
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle |
| w18558 |
Lasse H. Pedersen |
Embedded Leverage |
| w18555 |
Ravi Jagannathan Jianfeng Shen |
Building Castles in the Air: Evidence from Industry IPO Waves |
| w18554 |
|
Empirical Cross-Sectional Asset Pricing |
| w18548 |
David Sraer |
Speculative Betas |
| w18547 |
David Sraer |
Quiet Bubbles |
| w18537 |
Augustin Landier David Thesmar |
Vulnerable Banks |
| w18528 |
David S. Scharfstein Jeremy C. Stein |
Dollar Funding and the Lending Behavior of Global Banks |
| w18513 |
Asaf Manela |
Information Acquisition in Rumor Based Bank Runs |
| w18510 |
|
LEADS on Macroeconomic Risks to and from the Household Sector |
| w18465 |
|
The "Big C": Identifying Contagion |
| w18455 |
Andrew Metrick |
Who Ran on Repo? |
| w18452 |
Vyacheslav Fos |
Do prices reveal the presence of informed trading? |
| w18451 |
Vyacheslav Fos |
Insider Trading, Stochastic Liquidity and Equilibrium Prices |
| w18450 |
Pierre Collin-Dufresne Robert S. Goldstein |
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips |
| w18427 |
Joseph R. Mason Marc Weidenmier Katherine Bobroff |
The Effects of Reconstruction Finance Corporation Assistance on Michigan's Banks' Survival in the 1930s |
| w18408 |
Konstantin Milbradt |
Endogenous Liquidity and Defaultable Bonds |
| w18398 |
Martin Oehmke |
Bubbles, Financial Crises, and Systemic Risk |
| w18397 |
|
Some Reflections on the Recent Financial Crisis |
| w18358 |
Jonathan A. Parker |
Valuation, Adverse Selection, and Market Collapses |
| w18357 |
Ivan Shaliastovich |
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets |
| w18335 |
Paolo Colla Hyun Song Shin |
Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9 |
| w18329 |
Francis E. Warnock |
Debt- and Equity-Led Capital Flow Episodes |
| w18321 |
Motohiro Yogo |
The Cost of Financial Frictions for Life Insurers |
| w18304 |
|
An Empirical Analysis of the Fed's Term Auction Facility |
| w18291 |
Karl B. Diether Christopher Malloy |
Legislating Stock Prices |
| w18274 |
José De Sousa Philippe Martin Thierry Mayer |
Time to Ship During Financial Crises |
| w18264 |
Eric Hilt Lily Y. Zhou |
Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907 |
| w18263 |
Alexander Ljungqvist |
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from Exogenous State Tax Changes |
| w18251 |
Jiang Wang |
Market Liquidity -- Theory and Empirical Evidence |
| w18241 |
Florian Ederer Bruno Ferman Noam Yuchtman |
Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment |
| w18169 |
Ravi Jagannathan Soohun Kim |
Tail Risk in Momentum Strategy Returns |
| w18141 |
Vladimir Mukharlyamov Yuhai Xuan |
The Cost of Friendship |
| w18102 |
Thomas M. Eisenbach Yuliy Sannikov |
Macroeconomics with Financial Frictions: A Survey |
| w18112 |
|
The Political Risks of Fighting Market Failures: Subversion, Populism and the Government Sponsored Enterprises |
| w18104 |
Dana Kiku Ivan Shaliastovich Amir Yaron |
Volatility, the Macroeconomy and Asset Prices |
| w18082 |
Kristopher S. Gerardi Paul S. Willen |
Why Did So Many People Make So Many Ex Post Bad Decisions? The Causes of the Foreclosure Crisis |
| w18063 |
|
Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars |
| w18057 |
|
Country Size, Currency Unions, and International Asset Returns |
| w18052 |
Marcel Fratzscher Thomas Kostka Roland Straub |
Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls |
| w18043 |
Edward J. Kane Luc Laeven |
Tracking Variation in Systemic Risk at US Banks During 1974-2013 |
| w18027 |
Rodney Ramcharan |
The Anatomy of a Credit Crisis: The Boom and Bust in Farm Land Prices in the United States in the 1920s. |
| w18024 |
Enrico Moretti Florian S. Peters |
Winning by Losing: Evidence on the Long-Run Effects of Mergers |
| w18013 |
Elena Carletti Robert Cull Jun Qian Lemma Senbet Patricio Valenzuela |
Resolving the African Financial Development Gap: Cross-Country Comparisons and a Within-Country Study of Kenya |
| w17945 |
Andrey Malenko Ilya A. Strebulaev |
Investment Busts, Reputation, and the Temptation to Blend in with the Crowd |
| w17942 |
Berk A. Sensoy |
Do Private Equity Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance |
| w17941 |
|
A Series of Unfortunate Events: Common Sequencing Patterns in Financial Crises |
| w17935 |
Wei Xiong |
Debt Financing in Asset Markets |
| w17929 |
Markus Noeth Antoinette Schoar |
The Market for Financial Advice: An Audit Study |
| w17921 |
Andrei Kirilenko Wei Xiong |
Convective Risk Flows in Commodity Futures Markets |
| w17911 |
Stephen Utkus |
Target-Date Funds in 401(k) Retirement Plans |
| w17904 |
Pavel G. Savor |
Status, Marriage, and Managers' Attitudes To Risk |
| w17868 |
Doron Nissim |
Crisis-Related Shifts in the Market Valuation of Banking Activities |
| w17854 |
Francis A. Longstaff Stephen Schaefer Ilya Strebulaev |
Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective |
| w17843 |
Emily Haisley Jennifer Kurkoski Cade Massey |
Small Cues Change Savings Choices |
| w17838 |
Nada Mora |
Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis |
| w17831 |
Amir Sufi Francesco Trebbi |
Resolving Debt Overhang: Political Constraints in the Aftermath of Financial Crises |
| w17778 |
Andrew Metrick |
Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide |
| w17771 |
Guillermo Ordonez |
Collateral Crises |
| w17768 |
Stefan Nagel Dmitry Orlov |
Sizing Up Repo |
| w17764 |
|
Is Tanzania a Success Story? A Long Term Analysis |
| 2011 | ||
| w17717 |
Amit Seru |
Resource Allocation within Firms and Financial Market Dislocation: Evidence from Diversified Conglomerates |
| w17687 |
Randall Morck Bernard Yeung |
Capitalizing China |
| w17685 |
John M. Quigley |
The Future of the Government Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market |
| w17615 |
Stijn Van Nieuwerburgh Laura Veldkamp |
Time-Varying Fund Manager Skill |
| w17574 |
Marcelo Ochoa |
Welfare Costs of Long-Run Temperature Shifts |
| w17558 |
|
A Transparency Standard for Derivatives |
| w17555 |
Annette Vissing-Jorgensen |
The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy |
| w17464 |
Pietro Veronesi |
Political Uncertainty and Risk Premia |
| w17443 |
Gary Richardson |
A Brief History of Regulations Regarding Financial Markets in the United States: 1789 to 2009 |
| w17422 |
Erik Stafford |
Crashes and Collateralized Lending |
| w17407 |
Michael M. Hutchison Yothin Jinjarak |
What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk |
| w17401 |
Nergiz Dincer |
Who Should Supervise? The Structure of Bank Supervision and the Performance of the Financial System |
| w17388 |
Sonali Hazarika Krishnamoorthy Narasimhan |
Financial Distress in the Great Depression |
| w17358 |
Sergio L. Schmukler |
On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios |
| w17328 |
José F. Ursua |
Rare Macroeconomic Disasters |
| w17323 |
|
The Recovery Theorem |
| w17321 |
Philipp Schnabl |
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds |
| w17315 |
Jennifer Huang Clemens Sialm Edward Zhong |
Complex Mortgages |
| w17281 |
|
Systemic Risk Exposures: A 10-by-10-by-10 Approach |
| w17269 |
Taylor D. Nadauld René M. Stulz |
Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches? |
| w17238 |
Jun 'QJ' Qian Philip E. Strahan |
Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities |
| w17149 |
Hanno Lustig Stijn Van Nieuwerburgh |
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees |
| w17121 |
Michael Ehrmann Marcel Fratzscher Arnaud J. Mehl |
Global Crises and Equity Market Contagion |
| w17115 |
Andrei Shleifer Robert W. Vishny |
A Model of Shadow Banking |
| w17091 |
C. Fritz Foley |
Poultry in Motion: A Study of International Trade Finance Practices |
| w17038 |
Robert Prilmeier René M. Stulz |
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis |
| w16999 |
Donghoon Lee Wilbert van der Klaauw Basit Zafar |
Household Debt and Saving During the 2007 Recession |
| w16972 |
|
Discount Rates |
| w16967 |
Jörg Rocholl Sascha Steffen |
Global retail lending in the aftermath of the US financial crisis: Distinguishing between supply and demand effects |
| w16965 |
Virgiliu Midrigan Thomas Philippon |
Household Leverage and the Recession |
| w16899 |
Olivier Jeanne |
Sovereign Default Risk and Bank Fragility in Financially Integrated Economies |
| w16898 |
Jianfeng Yu Yu Yuan |
The Short of It: Investor Sentiment and Anomalies |
| w16896 |
Irvind Gujral Nirupama Kulkarni Hyun Song Shin |
Dividends and Bank Capital in the Financial Crisis of 2007-2009 |
| w16884 |
|
Simple Variance Swaps |
| w16883 |
|
Monetary Policy as Financial-Stability Regulation |
| w16871 |
Randall Morck Jing Wu Bernard Yeung |
Monetary and Fiscal Stimuli, Ownership Structure, and China's Housing Market |
| w16808 |
Hui Chen Neng Wang |
Market Timing, Investment, and Risk Management |
| w16801 |
Sergiy Gorovyy Gregory B. van Inwegen |
Hedge Fund Leverage |
| w16787 |
Edward J. Kane Francisco Rodriguez-Fernandez |
Safety-Net Benefits Conferred on Difficult-to-Fail-and-Unwind Banks in the US and EU Before and During the Great Recession |
| w16784 |
Christopher Geissler Kyle Mangum James W. Roberts |
Speculators and Middlemen: The Strategy and Performance of Investors in the Housing Market |
| w16777 |
Lasse Heje Pedersen |
Margin-Based Asset Pricing and Deviations from the Law of One Price |
| w16766 |
Jennifer Dlugosz Victoria Ivashina |
Securitization without Adverse Selection: The Case of CLOs |
| w16755 |
|
Monetary Policy Strategy: Lessons from the Crisis |
| w16727 |
Philipp Schnabl |
Informational Rents, Macroeconomic Rents, and Efficient Bailouts |
| w16678 |
Bernard Yeung |
Economics, History, and Causation |
| 2010 | ||
| w16642 |
Robert W. Vishny |
Fire Sales in Finance and Macroeconomics |
| w16609 |
|
Over The Cliff: From the Subprime to the Global Financial Crisis |
| w16595 |
Atif R. Mian José-Luis Peydró Jesús Saurina |
Local Versus Aggregate Lending Channels: The Effects Of Securitization On Corporate Credit Supply In Spain |
| w16589 |
John S. Landon-Lane |
The Global Financial Crisis of 2007-08: Is it Unprecedented? |
| w16559 |
Inessa Love Maria Soledad Martinez Peria |
Crisis "Shock Factors" and the Cross-Section of Global Equity Returns |
| w16553 |
Hanno Lustig |
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation |
| w16534 |
Michael W. Brandt Kenneth A. Kavajecz |
What Does Equity Sector Orderflow Tell Us about the Economy? |
| w16468 |
Jun Pan Jiang Wang |
Noise as Information for Illiquidity |
| w16455 |
Michael W. Brandt Ralph S.J. Koijen |
On the Timing and Pricing of Dividends |
| w16429 |
|
Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome |
| w16399 |
Jaume Ventura |
Theoretical Notes on Bubbles and the Current Crisis |
| w16337 |
Nicolae Gârleanu Lasse Heje Pedersen |
Two Monetary Tools: Interest Rates and Haircuts |
| w16249 |
Francis E. Warnock Veronica Cacdac Warnock |
Emerging Local Currency Bond Markets |
| w16245 |
Kenneth A. Snowden |
Repairing a Mortgage Crisis: HOLC Lending and its Impact on Local Housing Markets |
| w16244 |
|
The Anatomy of a Residential Mortgage Crisis: A Look Back to the 1930s |
| w16214 |
Andrei Jirnyi Ann Sherman |
Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms |
| w16206 |
Nancy Wallace |
CMBS Subordination, Ratings Inflation, and the Crisis of 2007-2009 |
| w16200 |
Nittai K. Bergman |
Credit Traps |
| w16191 |
Massimo Massa Ayako Yasuda |
The Behavior of Intoxicated Investors: The role of institutional investors in propagating the crisis of 2007-2008 |
| w16178 |
Vijay Yerramilli |
Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies |
| w16177 |
Ana Babus Elena Carletti |
Financial Connections and Systemic Risk |
| w16176 |
Harrison Hong Jose A. Scheinkman |
Yesterday's Heroes: Compensation and Creative Risk-Taking |
| w16174 |
Kalina Manova |
Off the Cliff and Back? Credit Conditions and International Trade during the Global Financial Crisis |
| w16159 |
Cédric Tille Eric van Wincoop |
Self-Fulfilling Risk Panics |
| w16145 |
Yusufcan Masatlioglu |
Managing Markets for Toxic Assets |
| w16128 |
Pietro Veronesi |
Uncertainty about Government Policy and Stock Prices |
| w16080 |
Ali Shourideh Ariel Zetlin-Jones |
Adverse Selection, Reputation and Sudden Collapses in Secondary Loan Markets |
| w16068 |
Andrei Shleifer Robert W. Vishny |
Neglected Risks, Financial Innovation, and Financial Fragility |
| w16061 |
|
Indian Equity Markets: Measures of Fundamental Value |
| w16042 |
Andrei Shleifer |
Chasing Noise |
| w16027 |
David Hargreaves Mizuho Kida |
Global shocks, economic growth and financial crises: 120 years of New Zealand experience |
| w15988 |
Sydney C. Ludvigson Stijn Van Nieuwerburgh |
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium |
| w15974 |
Linda S. Goldberg |
Global Banks and International Shock Transmission: Evidence from the Crisis |
| w15956 |
|
An Autopsy of the U.S. Financial System |
| w15927 |
Anton Korinek |
Excessive Volatility in Capital Flows: A Pigouvian Taxation Approach |
| w15919 |
In Gu Khang Arvind Krishnamurthy |
Balance Sheet Adjustments in the 2008 Crisis |
| w15896 |
Amir Sufi |
Household Leverage and the Recession of 2007 to 2009 |
| w15861 |
Stephen G. Dimmock Jun-Koo Kang Scott Weisbenner |
How University Endowments Respond to Financial Market Shocks: Evidence and Implications |
| w15850 |
Julio Cacho-Diaz Roger J.A. Laeven |
Modeling Financial Contagion Using Mutually Exciting Jump Processes |
| w15843 |
Daniel J. Schneider Peter Tufano |
The economic crisis and medical care usage |
| w15833 |
Randall Morck Jianfeng Shen Bernard Yeung |
Information, analysts, and stock return comovement |
| w15809 |
Jochen Andritzky Andreas Jobst Sylwia Nowak Natalia Tamirisa |
Market Response to Policy Initiatives during the Global Financial Crisis |
| w15806 |
Anna Kovner Antoinette Schoar |
Stressed not Frozen: The Fed Funds Market in the Financial Crisis |
| w15787 |
|
Questions and Answers about the Financial Crisis |
| w15785 |
Vasiliki Skreta |
Optimal Interventions in Markets with Adverse Selection |
| w15759 |
Johanna Mollerstrom |
Capital Flows, Consumption Booms and Asset Bubbles: A Behavioural Alternative to the Savings Glut Hypothesis |
| w15730 |
Philipp Schnabl Gustavo Suarez |
Securitization without risk transfer |
| w15708 |
Nittai K. Bergman |
Bankruptcy and the Collateral Channel |
| w15688 |
Hanno Lustig Stijn Van Nieuwerburgh |
The Cross-Section and Time-Series of Stock and Bond Returns |
| w15653 |
Wei Xiong |
Rollover Risk and Credit Risk |
| w15636 |
|
The "Other" Imbalance and the Financial Crisis |
| w15634 |
Eugene N. White |
Danger on the Exchange: How Counterparty Risk Was Managed on the Paris Bourse in the Nineteenth Century |
| 2009 | ||
| w15591 |
Eric Ghysels Ravi Jagannathan |
Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets |
| w15575 |
M. Deniz Yavuz Bernard Yeung |
Banking System Control, Capital Allocation, and Economy Performance |
| w15573 |
|
Lessons from the Great American Real Estate Boom and Bust of the 1920s |
| w15552 |
John Graham Campbell R. Harvey |
The Real Effects of Financial Constraints: Evidence from a Financial Crisis |
| w15542 |
|
How Debt Markets have Malfunctioned in the Crisis |
| w15538 |
Philipp Schnabl |
When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 |
| w15512 |
Alan M. Taylor |
Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 |
| w15504 |
Dana Kiku Amir Yaron |
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices |
| w15482 |
Wei Xiong |
Dynamic Debt Runs |
| w15458 |
Luigi Zingales |
Paulson's Gift |
| w15414 |
Guillaume Rocheteau Pierre-Olivier Weill |
Crises and Liquidity in Over-the-Counter Markets |
| w15404 |
Mudit Kapoor Ernst Schaumburg |
Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease! |
| w15395 |
Phillip B. Levine |
The Market Crash and Mass Layoffs: How the Current Economic Crisis May Affect Retirement |
| w15384 |
|
Credit Default Swaps and the Credit Crisis |
| w15381 |
Bruce Ian Carlin Miguel Sousa Lobo |
On the Scholes Liquidation Problem |
| w15379 |
Marion Kohler Christian Upper |
Financial Crises and Economic Activity |
| w15373 |
Neng Wang |
The Economic and Policy Consequences of Catastrophes |
| w15362 |
Andrew W. Lo Robert C. Merton |
Systemic Risk and the Refinancing Ratchet Effect |
| w15356 |
Luc Laeven Ross Levine |
Financial Innovation and Endogenous Growth |
| w15334 |
Liang Peng Jacqueline Yen |
The Subprime Crisis and House Price Appreciation |
| w15333 |
William N. Goetzmann Andrey D. Ukhov |
Risk Aversion and Clientele Effects |
| w15332 |
William N. Goetzmann K. Geert Rouwenhorst |
New Evidence on the First Financial Bubble |
| w15297 |
|
When Everyone Runs for the Exit |
| w15283 |
Amir Sufi |
House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis |
| w15275 |
Ross Levine |
Finance and Inequality: Theory and Evidence |
| w15273 |
Andrew Metrick |
Haircuts |
| w15247 |
Tao Jin |
On the Size Distribution of Macroeconomic Disasters |
| w15212 |
René M. Stulz |
Bank CEO Incentives and the Credit Crisis |
| w15197 |
Raghuram G. Rajan |
Illiquidity and Interest Rate Policy |
| w15180 |
René M. Stulz |
Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation |
| w15158 |
Ali Hortacsu Jakub Kastl |
The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds |
| w15145 |
Paola Sapienza Luigi Zingales |
Moral and Social Constraints to Strategic Default on Mortgages |
| w15141 |
Assaf Razin Hui Tong |
The Impact of Credit Protection on Stock Prices in the Presence of Credit Crunches |
| w15118 |
|
Negative Nominal Interest Rates: Three ways to overcome the zero lower bound |
| w15110 |
Amartya Lahiri |
Risk Allocation, Debt Fueled Expansion and Financial Crisis |
| w15058 |
|
Bailouts, the Incentive to Manage Risk, and Financial Crises |
| w15052 |
|
The Japanese Bubble: A 'Heterogeneous' Approach |
| w15045 |
Jennifer Dlugosz |
The Credit Rating Crisis |
| w15042 |
Bernard Yeung |
Never Waste a Good Crisis: An Historical Perspective on Comparative Corporate Governance |
| w15040 |
|
Amplification Mechanisms in Liquidity Crises |
| w14952 |
Brandon Julio Woojin Kim Michael Weisbach |
Market Conditions and the Structure of Securities |
| w14944 |
Lixin Huang Qiang Kang |
The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover |
| w14929 |
Philipp Schnabl |
Efficient Recapitalization |
| w14925 |
Raghuram G. Rajan |
Fear of Fire Sales and the Credit Freeze |
| w14897 |
Catherine Schrand |
Disclosure and the Cost of Capital: Evidence from Firms' Responses to the Enron Shock |
| w14892 |
|
Wall Street's First Corporate Governance Crisis: The Panic of 1826 |
| w14889 |
Re-Jin Guo Ravi Jagannathan |
CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence |
| w14878 |
Jennifer Dlugosz |
The Alchemy of CDO Credit Ratings |
| w14871 |
Brett Myers |
Valuing Toxic Assets: An Analysis of CDO Equity |
| w14867 |
Tano Santos Jose A. Scheinkman |
Outside and Inside Liquidity |
| w14843 |
Campbell R. Harvey Christian Lundblad |
Financial Openness and Productivity |
| w14815 |
Ivan Shaliastovich |
Confidence Risk and Asset Prices |
| w14814 |
Ivan Shaliastovich |
Learning and Asset-Price Jumps |
| w14764 |
|
Groupthink: Collective Delusions in Organizations and Markets |
| w14761 |
Laura Veldkamp |
Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation |
| w14760 |
José F. Ursúa |
Stock-Market Crashes and Depressions |
| w14733 |
Jason Lee Randall Morck |
Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks |
| w14701 |
Adi Sunderam Luis M. Viceira |
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds |
| w14663 |
Jonathan A. Parker |
The Integrated Financial and Real System of National Accounts for the United States: Does It Presage the Financial Crisis? |
| w15611 |
Domenico Delli Gatti Mauro Gallegati Bruce C. Greenwald Joseph E. Stiglitz |
Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk |
| w14649 |
|
Information, Liquidity, and the (Ongoing) Panic of 2007 |
| w14646 |
Pietro Veronesi |
Learning in Financial Markets |
| w14631 |
|
The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong |
| 2008 | ||
| w14625 |
Chenghuan Sean Chu Minjung Park |
An Empirical Model of Subprime Mortgage Default From 2000 to 2007 |
| w14609 |
Pengjie Gao Ravi Jagannathan |
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds |
| w14574 |
Wei Xiong |
Delegated Asset Management, Investment Mandates, and Capital Immobility |
| w14549 |
|
Bankruptcy: Past Puzzles, Recent Reforms, and the Mortgage Crisis |
| w14517 |
Arvind Krishnamurthy |
Intermediary Asset Pricing |
| w14340 |
William A. Hamlen Jr. Yong Yin |
Asset Management, Human Capital, and the Market for Risky Assets |
| w14085 |
|
Earnings Quality and Ownership Structure: The Role of Private Equity Sponsors |
| w13763 |
Ben Marx David Rapson |
To Roth or Not? -- That is the Question |
| 2007 | ||
| w13713 |
Paola Sapienza Luigi Zingales |
Procrastination and Impatience |
| w13607 |
Robert C. Merton Zvi Bodie |
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
| w13245 |
Burton Hollifield Francisco Palomino Stanley E. Zin |
Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models |
| w13220 |
Rajnish Mehra |
Risk Based Explanations of the Equity Premium |
| w13196 |
|
Long-Run Risks and Financial Markets |
| w13108 |
Robert Dittmar Dana Kiku |
Cointegration and Consumption Risks in Asset Returns |
| w13107 |
A. Ronald Gallant George Tauchen |
Rational Pessimism, Rational Exuberance, and Asset Pricing Models |
| w12970 |
Michael W. Brandt |
Optimal Asset Allocation in Asset Liability Management |
| 2006 | ||
| w12797 |
Adlai J. Fisher |
Multifrequency Jump-Diffusions: An Equilibrium Approach |
| w12634 |
Hanno Lustig |
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? |
| w12609 |
Martin Schneider |
Equilibrium Yield Curves |
| w12542 |
|
Measuring the Macroeconomic Risks Posed by Asset Price Booms |
| w12513 |
David A. Chapman |
Linear Approximations and Tests of Conditional Pricing Models |
| w12501 |
Paola Sapienza Luigi Zingales |
The Cost of Banking Regulation |
| w12376 |
Michael W. Brandt Kenneth A. Kavajecz |
Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market |
| w12297 |
Gordon Phillips |
The Industry Life Cycle and Acquisitions and Investment: Does Firm Organization Matter? |
| w12049 |
Silvia Ardagna Francesco Trebbi |
Who Adjusts and When? On the Political Economy of Reforms |
| w12036 |
Martin Schneider Selale Tuzel |
Housing, Consumption, and Asset Pricing |
| w12026 |
|
The Dog That Did Not Bark: A Defense of Return Predictability |
| w12020 |
Nicolae Garleanu Lasse Heje Pedersen |
Valuation in Over-the-Counter Markets |
| 2005 | ||
| w11843 |
Lasse Heje Pedersen Allen M. Poteshman |
Demand-Based Option Pricing |
| w11728 |
|
Has Financial Development Made the World Riskier? |
| w11692 |
Eva Nagypal |
More on Unemployment and Vacancy Fluctuations |
| w11574 |
Thomas Philippon |
Fiscal Policy and the Term Structure of Interest Rates |
| w11457 |
|
Does Globalization of the Scientific/Engineering Workforce Threaten U.S. Economic Leadership? |
| w11400 |
Wei Xiong |
Investor Attention: Overconfidence and Category Learning |
| w11367 |
Jose Scheinkman Wei Xiong |
Asset Float and Speculative Bubbles |
| w11362 |
Jose Scheinkman Wei Xiong |
Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia |
| w11329 |
Robert J. Hendershott Bryan D. MacGregor |
Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique |
| w11307 |
Aviv Nevo |
Measuring the Implications of Sales and Consumer Inventory Behavior |
| w11294 |
Gordon Phillips |
Why Do Public Firms Issue Private and Public Securities? |
| w11276 |
Burton Hollifield Stanley E. Zin |
Taylor Rules, McCallum Rules and the Term Structure of Interest Rates |
| w11132 |
Yi-Li Chien |
The Market Price of Aggregate Risk and the Wealth Distribution |
| w11104 |
Adrien Verdelhan |
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk |
| 2004 | ||
| w11005 |
Paola Sapienza Luigi Zingales |
Cultural Biases in Economic Exchange |
| w10996 |
Pedro Santa-Clara Rossen Valkanov |
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns |
| w10979 |
Asli Demirguc-Kunt Ross Levine |
Finance, Inequality, and Poverty: Cross-Country Evidence |
| w10978 |
Alexander Dyck Luigi Zingales |
Theft and Taxes |
| w10955 |
Stijn Van Nieuwerburgh |
A Theory of Housing Collateral, Consumption Insurance and Risk Premia |
| w10937 |
Jung-Wook Kim Jason Lee Randall Morck |
Patterns of Comovement: The Role of Information Technology in the U.S. Economy |
| w10850 |
Charles M. Jones Christopher J. Mayer |
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs |
| w10816 |
Nicolae Garleanu Lasse Heje Pedersen |
Over-the-Counter Markets |
| w10814 |
Lasse Heje Pedersen |
Asset Pricing with Liquidity Risk |
| w10786 |
Stavros Panageas |
Contingent Reserves Management: An Applied Framework |
| w10766 |
|
Finance and Growth: Theory and Evidence |
| w10755 |
Lasse Heje Pedersen |
Predatory Trading |
| w10692 |
Daniel Wolfenzon Bernard Yeung |
Corporate Governance, Economic Entrenchment and Growth |
| w10689 |
Andrea Heuson Tie Su |
Weak and Semi-Strong Form Stock Return Predictability, Revisited |
| w10581 |
Pietro Veronesi |
Was There a Nasdaq Bubble in the Late 1990s? |
| w10579 |
Robert Kimmel |
Maximum Likelihood Estimation of Stochastic Volatility Models |
| w10556 |
Boyan Jovanovic |
Shakeouts and Market Crashes |
| w10547 |
Eric Swanson |
Futures Prices as Risk-adjusted Forecasts of Monetary Policy |
| w10410 |
Jason Lee Randall K. Morck |
Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks |
| w10400 |
|
The Institutions of Monetary Policy |
| w10372 |
Pedro Santa-Clara |
Dynamic Portfolio Selection by Augmenting the Asset Space |
| w10235 |
Zoran Ivkovich Paul A. Smith Scott Weisbenner |
The Geography of Stock Market Participation: The Influence of Communities and Local Firms |
| 2003 | ||
| w10132 |
Ramon Marimon Vincenzo Quadrini |
Aggregate Consequences of Limited Contract Enforceability |
| w10107 |
Stanley E. Zin |
Generalized Disappointment Aversion and Asset Prices |
| w9914 |
Michael W. Brandt |
The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market |
| w9839 |
Adlai Fisher |
Regime-Switching and the Estimation of Multifractal Processes |
| w9791 |
Jiang Wang |
How to Tell if a Money Manager Knows More? |
| w9778 |
Stavros Panageas |
Hedging Sudden Stops and Precautionary Contractions |
| w9595 |
Raghuram G. Rajan |
Banks and Markets: The Changing Character of European Finance |
| w9581 |
Suresh Radhakrishnan |
The Measurement of Firm-Specific Organization Capital |
| w9529 |
Kenneth A. Kavajecz |
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve |
| w9466 |
Ning Zhu Arturo Bris |
Efficiency and the Bear: Short Sales and Markets around the World |
| w9458 |
Amir Yaron |
Time-Consistent No-Arbitrage Models of the Term Structure |
| w9454 |
Matthew Richardson |
The cash flow, return and risk characteristics of private equity |
| w9441 |
|
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance |
| w9434 |
Stephen Ross Jiang Wang Mark Westerfield |
The Price Impact and Survival of Irrational Traders |
| 2002 | ||
| w9353 |
Jun Liu |
Debt Policy, Corporate Taxes, and Discount Rates |
| w9214 |
Charles W.R. Ward |
Valuing and Pricing Retail Leases with Renewal and Overage Options |
| w9138 |
|
Bank-Based or Market-Based Financial Systems: Which is Better? |
| w9116 |
Jonathan Ingersoll Matthew I. Spiegel Ivo Welch |
Sharpening Sharpe Ratios |
| w9082 |
Ross Levine |
Stock Markets, Banks, and Growth: Panel Evidence |
| w9050 |
Kent Smetters |
Moral Hazard in Reinsurance Markets |
| w8982 |
Ross Levine |
Industry Growth and Capital Allocation: Does Having a Market- or Bank-Based System Matter? |
| w8970 |
Hans Genberg Sushil Wadhwani |
Asset Prices in a Flexible Inflation Targeting Framework |
| w8928 |
Andrew Winton |
Financial Intermediation |
| w8923 |
Paola Sapienza Luigi Zingales |
Does Local Financial Development Matter? |
| w8746 |
Mark Grinblatt David Levine |
Information Aggregation, Security Design and Currency Swaps |
| w8745 |
Matti Keloharju |
Tax-Loss Trading and Wash Sales |
| w8744 |
Tobias J. Moskowitz |
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
| w8734 |
Bing Han |
The Disposition Effect and Momentum |
| 2001 | ||
| w8686 |
Alok Kumar |
Equity Portfolio Diversification |
| w8654 |
Fan Yang |
The Mysterious Growing Value of S&P 500 Membership |
| w8572 |
John McMillan Christopher Woodruff |
Courts and Relational Contracts |
| w8554 |
Kevin Sheppard |
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH |
| w8173 |
William N. Goetzmann |
Hedge Funds With Style |
| w8167 |
Kenneth J. Singleton |
Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure |
| w8098 |
Zhenyu Wang |
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods |
| w8066 |
|
The Risk and Return of Venture Capital |
| 2000 | ||
| w7971 |
Arvind Krishnamurthy |
International and Domestic Collateral Constraints in a Model of Emerging Market Crises |
| w7878 |
David Laibson Andrew Metrick |
Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans |
| w7835 |
Stephen A. Ross |
Rebels, Conformists, Contrarians and Momentum Traders |
| w7763 |
Campbell R. Harvey Christian Lundblad |
Emerging Equity Markets and Economic Development |
| w7683 |
Dirk Jenter Alberto Moel Peter Tufano |
Selling Company Shares to Reluctant Employees: France Telecom's Experience |
| w7488 |
Tim Bollerslev Francis X. Diebold Paul Labys |
Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
| 1999 | ||
| w7418 |
Ricardo Hausmann |
Exchange Rates and Financial Fragility |
| w7237 |
John H. Cochrane |
Explaining the Poor Performance of Consumption-Based Asset Pricing Models |
| w7214 |
Jacob Boudoukh Matthew Richardson Robert F. Whitelaw |
Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns |
| w7213 |
Matthew Richardson Richard Stanton Robert F. Whitelaw |
A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility |
| w7170 |
|
Portfolio Advice for a Multifactor World |
| w7169 |
|
New Facts in Finance |
| w7157 |
David Tat-Chee Ng Paul Sengmueller |
An International Dynamic Asset Pricing Model |
| w7009 |
Campbell R. Harvey |
Conditioning Variables and the Cross-Section of Stock Returns |
| 1998 | ||
| w6843 |
Arvind Krishnamurthy |
Emerging Market Crises: An Asset Markets Perspective |
| w6611 |
Philippe Weil |
Approximate Equilibrium Asset Prices |
| 1997 | ||
| w6312 |
Campbell R. Harvey |
Foreign Speculators and Emerging Equity Markets |
| t0209 |
Robert J. Shiller |
The Significance of the Market Portfolio |
| 1996 | ||
| w5860 |
Campbell R. Harvey |
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing |
| 1995 | ||
| w5307 |
Campbell R. Harvey |
Emerging Equity Market Volatility |
| w5080 |
John Simon |
An Empirical Examination of the Fisher Effect in Australia |
| 1994 | ||
| w4843 |
Campbell R. Harvey |
Time-Varying World Market Integration |
| w4663 |
Roger D. Huang |
The Impact of the Federal Reserve Bank's Open Market Operations |
| w4660 |
Bruno Solnik Guofu Zhou |
What Determines Expected International Asset Returns? |
| w4623 |
|
Conditional Asset Allocation in Emerging Markets |
| w4621 |
|
Predictable Risk and Returns in Emerging Markets |
| 1992 | ||
| w4036 |
David Genesove |
Testing for Price Anomalies in Real Estate Auctions |
| 1991 | ||
| w3779 |
Efraim Sadka |
International Fiscal Policy Coordination and Competition: An Exposition |
Generated on Sun Apr 24 00:00:03 2022