57
H index
99
i10 index
17639
Citations
John Y. Campbell : Citation Profile
Harvard University (75% share) | RESEARCH PRODUCTION: 94 Articles 239 Papers 5 Books 12 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1983 - 2016). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell. | Is cited by:
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Main data
Where John Y. Campbell has published?
Recent works citing John Y. Campbell (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2016 | The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?. (2016). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2016-11. Full description at Econpapers || Download paper | |
| 2016 | Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Andreasen, Martin M ; Jorgensen, Kasper . In: CREATES Research Papers. RePEc:aah:create:2016-16. Full description at Econpapers || Download paper | |
| 2016 | Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26. Full description at Econpapers || Download paper | |
| 2016 | Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2016). Collin-Dufresne, Pierre ; Lochstoer, Lars A ; Johannes, Michael . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:3:p:664-98. Full description at Econpapers || Download paper | |
| 2016 | A Lost Generation? Education Decisions and Employment Outcomes during the US Housing Boom-Bust Cycle of the 2000s. (2016). Popov, Alexander ; Laeven, Luc. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:5:p:630-35. Full description at Econpapers || Download paper | |
| 2016 | Interest Rates and Equity Extraction during the Housing Boom. (2016). Keys, Benjamin ; Bhutta, Neil . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:7:p:1742-74. Full description at Econpapers || Download paper | |
| 2016 | Bailouts, Time Inconsistency, and Optimal Regulation: A Macroeconomic View. (2016). Kehoe, Patrick ; Chari, V V. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:9:p:2458-93. Full description at Econpapers || Download paper | |
| 2017 | High Discounts and High Unemployment. (2017). Hall, Robert E. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:305-30. Full description at Econpapers || Download paper | |
| 2017 | Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Sergeyev, Dmitriy ; Nakamura, Emi ; Steinsson, Jon . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39. Full description at Econpapers || Download paper | |
| 2017 | Inflation Expectations, Learning, and Supermarket Prices: Evidence from Survey Experiments. (2017). Perez-Truglia, Ricardo ; Cruces, Guillermo ; Cavallo, Alberto . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:1-35. Full description at Econpapers || Download paper | |
| 2017 | Zipfs Law, Paretos Law, and the Evolution of Top Incomes in the United States. (2017). Nirei, Makoto ; Aoki, Shuhei . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:36-71. Full description at Econpapers || Download paper | |
| 2016 | Asset Pricing with Idiosyncratic Shocks. (2016). Srisuksai, Pithak ; Vanitcharearntham, Vimut . In: Applied Economics Journal. RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58. Full description at Econpapers || Download paper | |
| 2016 | SMALL SAMPLE PROPERTIES OF PANEL COINTEGRATION TESTS IN THE PRESENCE OF STRUCTURAL CHANGE. (2016). Marinov, Georgi . In: Journal of Social and Economic Statistics. RePEc:aes:jsesro:v:5:y:2016:i:1:p:35-41. Full description at Econpapers || Download paper | |
| 2016 | The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76. Full description at Econpapers || Download paper | |
| 2016 | Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223. Full description at Econpapers || Download paper | |
| 2016 | Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716. Full description at Econpapers || Download paper | |
| 2017 | Forecasting Cash Rent Values. (2017). Benavidez, Justin ; Hardin, Erin . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252771. Full description at Econpapers || Download paper | |
| 2016 | LARGE ESTIMATES OF THE ELASTICITY OF INTERTEMPORAL SUBSTITUTION: IS IT THE AGGREGATE RETURN SERIES OR THE INSTRUMENT LIST?. (2016). Paz, Lourenco ; Reis, Fabio Augusto . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:030. Full description at Econpapers || Download paper | |
| 2016 | Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments. (2016). Yu, Xiang . In: Papers. RePEc:arx:papers:1408.1382. Full description at Econpapers || Download paper | |
| 2016 | An expansion in the model space in the context of utility maximization. (2016). Gordan v{Z}itkovi'c, ; Mostovyi, Oleksii ; Larsen, Kasper . In: Papers. RePEc:arx:papers:1410.0946. Full description at Econpapers || Download paper | |
| 2016 | Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883. Full description at Econpapers || Download paper | |
| 2016 | Convex duality for stochastic differential utility. (2016). Matoussi, Anis ; Xing, Hao . In: Papers. RePEc:arx:papers:1601.03562. Full description at Econpapers || Download paper | |
| 2016 | Should employers pay their employees better? An asset pricing approach. (2016). Aboura, Sofiane ; Valeyre, Sebastien ; Bonnin, Francois ; Liu, Qian ; Grebenkov, Denis . In: Papers. RePEc:arx:papers:1602.00931. Full description at Econpapers || Download paper | |
| 2016 | Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2017 | David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. (2017). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1603.00984. Full description at Econpapers || Download paper | |
| 2016 | Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Aubin, Christian ; Goyeau, Daniel . In: Papers. RePEc:arx:papers:1603.01231. Full description at Econpapers || Download paper | |
| 2016 | Contagion and Stability in Financial Networks. (2016). Mousavi, Seyyed Mostafa ; Tucker, Alistair ; Mackay, Robert . In: Papers. RePEc:arx:papers:1603.04099. Full description at Econpapers || Download paper | |
| 2016 | Robust Optimization of Credit Portfolios. (2016). Bo, Lijun ; Capponi, Agostino . In: Papers. RePEc:arx:papers:1603.08169. Full description at Econpapers || Download paper | |
| 2016 | Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872. Full description at Econpapers || Download paper | |
| 2016 | Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima . In: Papers. RePEc:arx:papers:1605.00230. Full description at Econpapers || Download paper | |
| 2016 | Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors. (2016). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1605.02418. Full description at Econpapers || Download paper | |
| 2016 | Securities Lending Strategies, Valuation of Term Loans using Option Theory. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1609.01274. Full description at Econpapers || Download paper | |
| 2016 | A Simple Model of Credit Expansion. (2016). Smirnov, Alexander . In: Papers. RePEc:arx:papers:1609.05055. Full description at Econpapers || Download paper | |
| 2016 | The microstructural foundations of leverage effect and rough volatility. (2016). Euch, EL ; Mathieu, Rosenbaum ; Masaaki, Fukasawa . In: Papers. RePEc:arx:papers:1609.05177. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2016 | Predictability Hidden by Anomalous Observations. (2016). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo . In: Papers. RePEc:arx:papers:1612.05072. Full description at Econpapers || Download paper | |
| 2016 | A Theory of Experience Effects. (2016). Malmendier, Ulrike ; Vanasco, Vicotria ; Pouzo, Demian . In: Papers. RePEc:arx:papers:1612.09553. Full description at Econpapers || Download paper | |
| 2017 | Media Network and Return Predictability. (2017). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715. Full description at Econpapers || Download paper | |
| 2017 | A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors. (2017). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1703.06603. Full description at Econpapers || Download paper | |
| 2017 | Investing for the Long Run. (2017). Leisen, Dietmar ; Platen, Eckhard . In: Papers. RePEc:arx:papers:1705.03929. Full description at Econpapers || Download paper | |
| 2017 | Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Wang, Hai Zhen ; Sattayatham, Pairote ; Chatpatanasiri, Ratthachat . In: Papers. RePEc:arx:papers:1706.02985. Full description at Econpapers || Download paper | |
| 2017 | Heterogeneous Preferences, Constraints, and the Cyclicality of Leverage. (2017). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877. Full description at Econpapers || Download paper | |
| 2017 | Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832. Full description at Econpapers || Download paper | |
| 2017 | Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing. (2017). Sak, R J. In: Papers. RePEc:arx:papers:1709.03226. Full description at Econpapers || Download paper | |
| 2017 | On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636. Full description at Econpapers || Download paper | |
| 2016 | Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis. (2016). Guidolin, Massimo ; Vasile, Fabiola ; Pedio, Manuela ; Pra, Giulia Dal . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1637. Full description at Econpapers || Download paper | |
| 2017 | Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). Richter, Michael. In: Review of Economics & Finance. RePEc:bap:journl:170102. Full description at Econpapers || Download paper | |
| 2017 | Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria. (2017). Nickerson, David ; Jones, Robert . In: Review of Economics & Finance. RePEc:bap:journl:170302. Full description at Econpapers || Download paper | |
| 2016 | Asset Encumbrance, Bank Funding and Financial Fragility. (2016). Ahnert, Toni ; Chapman, James ; Gai, Prasanna ; Anand, Kartik . In: Staff Working Papers. RePEc:bca:bocawp:16-16. Full description at Econpapers || Download paper | |
| 2016 | The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies. (2016). Pasricha, Gurnain ; Bauer, Gregory ; Terajima, Yaz ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-38. Full description at Econpapers || Download paper | |
| 2017 | Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10. Full description at Econpapers || Download paper | |
| 2017 | Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20. Full description at Econpapers || Download paper | |
| 2017 | Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim ; Welte, Angelika . In: Staff Working Papers. RePEc:bca:bocawp:17-8. Full description at Econpapers || Download paper | |
| 2016 | Financial Conditions Indicators for Brazil. (2016). Gaglianone, Wagner ; Areosa, Waldyr. In: Working Papers Series. RePEc:bcb:wpaper:435. Full description at Econpapers || Download paper | |
| 2016 | Loan-To-Value Policy and Housing Loans: effects on constrained borrowers. (2016). Barroso, João ; Gonzalez, Rodrigo Barbone ; Ribeiro, Joo Barata ; Godoy, Douglas Kiarelly . In: Working Papers Series. RePEc:bcb:wpaper:445. Full description at Econpapers || Download paper | |
| 2016 | A Joint Model of Nominal and Real Yield Curves. (2016). Kubudi, Daniela ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:452. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto . In: Working Papers. RePEc:bde:wpaper:1717. Full description at Econpapers || Download paper | |
| 2017 | Informal loans, liquidity constraints and local credit supply: evidence from Italy. (2017). Ciani, Emanuele ; Benvenuti, Michele ; Casolaro, Luca . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1099_17. Full description at Econpapers || Download paper | |
| 2017 | A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17. Full description at Econpapers || Download paper | |
| 2017 | Medium and long term implications of financial integration without financial development. (2017). Corneli, Flavia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1120_17. Full description at Econpapers || Download paper | |
| 2016 | Break-Even-Inflations Decomposition in Mexico. (2016). Elizondo, Rocio ; Maria, Aguilar-Argaez Ana ; Jessica, Roldan-Pea ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2016-22. Full description at Econpapers || Download paper | |
| 2017 | The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian . In: Borradores de Economia. RePEc:bdr:borrec:992. Full description at Econpapers || Download paper | |
| 2016 | CONSUMPTION-BASED MACROECONOMIC MODELS OF ASSET PRICING THEORY. (2016). Orevi, Marija . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:211:p:7-28. Full description at Econpapers || Download paper | |
| 2016 | Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: Working Papers. RePEc:bfi:wpaper:2016-26. Full description at Econpapers || Download paper | |
| 2017 | Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali . In: Working Papers. RePEc:bfi:wpaper:2017-07. Full description at Econpapers || Download paper | |
| 2016 | Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène. In: Working papers. RePEc:bfr:banfra:614. Full description at Econpapers || Download paper | |
| 2017 | How to Make Land Titling more Rational. (2017). Arruada, Benito . In: Working Papers. RePEc:bge:wpaper:983. Full description at Econpapers || Download paper | |
| 2017 | Household credit, growth and inequality in Malaysia: does the type of credit matter?. (2017). Soh, Jiaming ; Chuah, Kue-Peng ; Chong, Amanda . In: BIS Papers chapters. RePEc:bis:bisbpc:91-06. Full description at Econpapers || Download paper | |
| 2017 | Comments on Household credit, growth and inequality in Malaysia: does the type of credit matter?. (2017). Deng, Yongheng . In: BIS Papers chapters. RePEc:bis:bisbpc:91-07. Full description at Econpapers || Download paper | |
| 2017 | On the determinants of firms’ financial surpluses and deficits. (2017). Cesaroni, Tatiana ; Infante, Luigi ; de Bonis, Riccardo . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-34. Full description at Econpapers || Download paper | |
| 2017 | Consumption-led expansions. (2017). Kohlscheen, Emanuel ; Kharroubi, Enisse . In: BIS Quarterly Review. RePEc:bis:bisqtr:1703e. Full description at Econpapers || Download paper | |
| 2016 | Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran . In: BIS Working Papers. RePEc:bis:biswps:562. Full description at Econpapers || Download paper | |
| 2016 | A Closed-form Solution of a Two-sector Endogenous Growth Model with Habit Formation. (2016). Viaşu, Ioana ; Chilarescu, Constantin. In: Australian Economic Papers. RePEc:bla:ausecp:v:55:y:2016:i:2:p:112-127. Full description at Econpapers || Download paper | |
| 2016 | Anticipated consumption and its impact on capital accumulation and growth: “Forward-looking” versus “backward-looking” consumption reference. (2016). Turnovsky, Stephen J ; Monteiro, Goncalo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:12:y:2016:i:3:p:203-232. Full description at Econpapers || Download paper | |
| 2016 | The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294. Full description at Econpapers || Download paper | |
| 2016 | Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2016). Song, Dongho. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:915. Full description at Econpapers || Download paper | |
| 2016 | Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis. (2016). Young, Garry ; McLeay, Michael ; Harimohan, Rashmi . In: Bank of England working papers. RePEc:boe:boeewp:0590. Full description at Econpapers || Download paper | |
| 2016 | Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608. Full description at Econpapers || Download paper | |
| 2016 | The macroeconomic shock with the highest price of risk. (2016). Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0616. Full description at Econpapers || Download paper | |
| 2016 | Adaptive learning and labour market dynamics. (2016). di Pace, Frederico ; Zhang, Shoujian ; Mitra, Kaushik . In: Bank of England working papers. RePEc:boe:boeewp:0633. Full description at Econpapers || Download paper | |
| 2017 | Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Latsi, Georgia ; Benetton, Matteo . In: Bank of England working papers. RePEc:boe:boeewp:0639. Full description at Econpapers || Download paper | |
| 2017 | The effect of house prices on household borrowing: a new approach. (2017). Ilzetzki, Ethan ; Huber, Kilian ; Cloyne, James ; Kleven, Henrik . In: Bank of England working papers. RePEc:boe:boeewp:0650. Full description at Econpapers || Download paper | |
| 2017 | Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660. Full description at Econpapers || Download paper | |
| 2017 | Bank capital and risk-taking: evidence from misconduct provisions. (2017). Tracey, Belinda ; Sowerbutts, Rhiannon ; Schnittker, Christian . In: Bank of England working papers. RePEc:boe:boeewp:0671. Full description at Econpapers || Download paper | |
| 2016 | Leverage dynamics and the burden of debt. (2016). Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_003. Full description at Econpapers || Download paper | |
| 2016 | Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_027. Full description at Econpapers || Download paper | |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
| 2017 | Savvy parent, savvy child? Intergenerational correlations in returns to financial wealth. (2017). Knüpfer, Samuli ; Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_025. Full description at Econpapers || Download paper | |
| 2016 | Household Portfolios in a Secular Stagnation World: Evidence from Japan. (2016). Nikolov, Kalin ; Michaelides, Alexander ; Aoki, Kosuke . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e04. Full description at Econpapers || Download paper | |
| 2017 | Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Ito, Yuichiro ; Fujiwara, Shigeaki ; Takizuka, Yasutaka . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e06. Full description at Econpapers || Download paper | |
| 2016 | Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61. Full description at Econpapers || Download paper | |
| 2017 | Home hours in the United States and Europe. (2017). Lei, Fang ; Cara, McDaniel . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:27:n:1. Full description at Econpapers || Download paper | |
| 2017 | The Euler equation around the world. (2017). Stracca, Livio ; Livio, Stracca . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:2:p:9:n:1. Full description at Econpapers || Download paper | |
| 2016 | Testing cointegration in quantile regressions with an application to the term structure of interest rates. (2016). Nina, Kuriyama . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:107-121:n:2. Full description at Econpapers || Download paper | |
| 2016 | Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r. Full description at Econpapers || Download paper | |
| 2016 | Option-Implied Equity Premium Predictions via Entropic TiltinG. (2016). Pettenuzzo, Davide ; Metaxoglou, Konstantinos ; Smith, Aaron . In: Working Papers. RePEc:brd:wpaper:99r. Full description at Econpapers || Download paper | |
| 2016 | The Cross-Section of Expected Stock Returns in Brazil. (2016). de Oliveira, Ricardo Dias ; Varga, Gyorgy . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:2:p:151-187. Full description at Econpapers || Download paper | |
| 2017 | Are Covered Bonds Different from Asset Securitization Bonds?. (2017). Pinto, Joo M ; Correia, Mafalda C. In: Working Papers de Gestão (Management Working Papers). RePEc:cap:mpaper:012017. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
John Y. Campbell has edited the books:
| Year | Title | Type | Cited |
|---|
Works by John Y. Campbell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Forced Sales and House Prices In: American Economic Review. [Full Text][Citation analysis] | article | 189 |
| 2011 | Forced Sales and House Prices.(2011) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
| 2009 | Forced Sales and House Prices.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
| 2016 | Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1984 | A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 35 |
| 1984 | A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 1983 | A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review. [Full Text][Citation analysis] | article | 85 |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
| 1990 | Measuring the Persistence of Expected Returns. In: American Economic Review. [Full Text][Citation analysis] | article | 16 |
| 1990 | Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1990 | Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1993 | Intertemporal Asset Pricing without Consumption Data. In: American Economic Review. [Full Text][Citation analysis] | article | 282 |
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| 1992 | Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 282 | paper | |
| 2001 | Who Should Buy Long-Term Bonds? In: American Economic Review. [Full Text][Citation analysis] | article | 114 |
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| 2004 | Inflation Illusion and Stock Prices In: American Economic Review. [Full Text][Citation analysis] | article | 76 |
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| 2004 | Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2004 | Bad Beta, Good Beta In: American Economic Review. [Full Text][Citation analysis] | article | 175 |
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| 2009 | Measuring the Financial Sophistication of Households In: American Economic Review. [Full Text][Citation analysis] | article | 73 |
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| 2009 | Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
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| 1995 | Some Lessons from the Yield Curve In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 164 |
| 1995 | Some Lessons from the Yield Curve.(1995) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
| 1995 | Some Lessons from the Yield Curve.(1995) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
| 1995 | Some Lessons from the Yield Curve.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 164 | paper | |
| 2016 | International Comparative Household Finance In: Annual Review of Economics. [Full Text][Citation analysis] | article | 1 |
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| 1990 | Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 292 |
| 1990 | Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 292 | paper | |
| 1987 | Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 292 | paper | |
| 1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 225 |
| 1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | paper | |
| 1988 | Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 45 |
| 1990 | U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 7 |
| 1990 | U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 26 |
| 2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2010 | The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 71 |
| 2010 | The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books. [Citation analysis] This paper has another version. Agregated cites: 71 | book | |
| 2013 | Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 3 |
| 1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 30 |
| 1986 | A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 1984 | A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 1988 | Stock Prices, Earnings, and Expected Dividends. In: Journal of Finance. [Full Text][Citation analysis] | article | 532 |
| 1988 | Stock Prices, Earnings and Expected Dividends.(1988) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 532 | paper | |
| 1988 | STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 532 | paper | |
| 1988 | Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 532 | paper | |
| 1988 | Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 532 | paper | |
| 1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 177 |
| 1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
| 1989 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
| 1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 292 |
| 1991 | What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] This paper has another version. Agregated cites: 292 | paper | |
| 1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 292 | paper | |
| 1991 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 292 | paper | |
| 2000 | Asset Pricing at the Millennium In: Journal of Finance. [Full Text][Citation analysis] | article | 198 |
| 2000 | Asset Pricing at the Millennium.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 198 | paper | |
| 2000 | Asset Pricing at the Millennium.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 198 | paper | |
| 2000 | Asset Pricing at the Millennium.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 198 | paper | |
| 2000 | Explaining the Poor Performance of Consumption-based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 89 |
| 2000 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 594 |
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| 2000 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 594 | paper | |
| 2003 | Equity Volatility and Corporate Bond Yields In: Journal of Finance. [Full Text][Citation analysis] | article | 275 |
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| 2003 | Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 275 | paper | |
| 2002 | Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 275 | paper | |
| 2006 | Household Finance In: Journal of Finance. [Full Text][Citation analysis] | article | 417 |
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| 2006 | Household Finance.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 417 | paper | |
| 2008 | In Search of Distress Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 263 |
| 2005 | In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 263 | paper | |
| 2008 | In Search of Distress Risk.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 263 | paper | |
| 2006 | In Search of Distress Risk.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 263 | paper | |
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| 2010 | Global Currency Hedging In: Journal of Finance. [Full Text][Citation analysis] | article | 52 |
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| 2007 | Global Currency Hedging.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2015 | A Model of Mortgage Default In: Journal of Finance. [Full Text][Citation analysis] | article | 27 |
| 2011 | A Model of Mortgage Default.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
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| 2014 | Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Viewpoint: Estimating the equity premium In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 36 |
| 2014 | What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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| 2015 | An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
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| 2015 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2014 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2014) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2015 | Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1998 | Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 1999 | Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2001 | A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 145 |
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| 2003 | A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
| 2001 | A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
| 2002 | Foreign Currency for Long-Term Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
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| 2003 | Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2002 | Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2003 | Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| 2004 | Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
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| 2005 | The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
| 2005 | The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2007 | Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2009 | Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
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| 2012 | How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
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| 1998 | THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 11 |
| 2004 | AN INTERVIEW WITH ROBERT J. SHILLER In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 1996 | A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
| 1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | chapter | |
| 1996 | A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2001 | Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 107 |
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| 1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 1987 | The term structure of euromarket interest rates : An empirical investigation.(1987) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 1987 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 1986 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 1986 | Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 892 |
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| 1986 | Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 892 | paper | |
| 1987 | Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 892 | article | |
| 1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 689 |
| 1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 689 | paper | |
| 1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 689 | article | |
| 2006 | Down or out: assessing the welfare costs of household investment mistakes In: Les Cahiers de Recherche. [Full Text][Citation analysis] | paper | 220 |
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| 2006 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 220 | paper | |
| 2007 | Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 220 | paper | |
| 2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 220 | paper | |
| 2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 220 | paper | |
| 2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 220 | paper | |
| 2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 220 | paper | |
| 2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 220 | article | |
| 1991 | A Variance Decomposition for Stock Returns. In: Economic Journal. [Full Text][Citation analysis] | article | 438 |
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| 1990 | A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 438 | paper | |
| 2010 | The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 1987 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 250 |
| 1986 | Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 250 | paper | |
| 2004 | Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 196 |
| 2004 | Household Risk Management and Optimal Mortgage Choice.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 2003 | Household Risk Management and Optimal Mortgage Choice.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | article | |
| 2002 | Household Risk Management and Optimal Mortgage Choice.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 1987 | The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 57 |
| 1987 | The Dollar and Real Interest Rates.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 1987 | The Dollar and Real Interest Rates.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 1989 | Finance theory and the term structure a comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
| 1988 | Interpreting cointegrated models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 63 |
| 1988 | Interpreting Cointegrated Models.(1988) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 1988 | Interpreting Cointegrated Models.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 1997 | A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
| 1989 | The dividend ratio model and small sample bias : A Monte Carlo study In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 1988 | The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1990 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1991 | The response of consumption to income : A cross-country investigation In: European Economic Review. [Full Text][Citation analysis] | article | 186 |
| 1991 | Aggregate investment, the stock market and the Q model: Robust results for six OECD countries : by G. Sensenbrenner In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Why long horizons? A study of power against persistent alternatives In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 41 |
| 2001 | Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1993 | Why Long Horizons: A Study of Power Against Persistent Alternatives.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2003 | Consumption-based asset pricing In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 182 |
| 2002 | Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 1987 | Stock returns and the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 599 |
| 1987 | Stock Returns and the Term Structure.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 599 | paper | |
| 1985 | Stock Returns and the Term Structure.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 599 | paper | |
| 1992 | No news is good news *1: An asymmetric model of changing volatility in stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 504 |
| 1992 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 504 | paper | |
| 1991 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 504 | paper | |
| 2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 274 |
| 2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 274 | paper | |
| 2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 274 | paper | |
| 2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 274 | paper | |
| 1999 | Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 142 |
| 1998 | Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 1987 | Macroeconomic lessons from Britain : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 1989 | International evidence on the persistence of economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 84 |
| 1989 | International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 1988 | International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 1994 | Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 185 |
| 1994 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1994) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 185 | paper | |
| 1992 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 185 | paper | |
| 2007 | How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 272 |
| 2004 | How Do House Prices Affect Consumption? Evidence From Micro F. Data.(2004) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2007 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2004 | How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2004 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 272 | paper | |
| 2007 | Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 9 |
| 2007 | Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2006 | Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1995 | Remarks: some thoughts on systemic risk In: Proceedings. [Citation analysis] | article | 0 |
| 2005 | Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings. [Full Text][Citation analysis] | article | 55 |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 1997 | Elasticities of substitution in real business cycle models with home production In: Research Paper. [Full Text][Citation analysis] | paper | 41 |
| 2000 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2001 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2001 | Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 1998 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1994 | Models of the term structure of interest rates In: Working Papers. [Citation analysis] | paper | 4 |
| 1994 | By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers. [Citation analysis] | paper | 1273 |
| 1999 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1273 | paper | |
| 1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1273 | paper | |
| 1994 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1273 | paper | |
| 1995 | Understanding Risk and Return In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 514 |
| 1996 | Understanding Risk and Return.(1996) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 514 | paper | |
| 1993 | Understanding Risk and Return.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 514 | paper | |
| 1996 | Understanding Risk and Return..(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 514 | article | |
| 1995 | Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 1 |
| 1996 | A Scorecard for Indexed Government Data In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 17 |
| 1996 | Consumption and the Stock Market: Interpreting International Experience In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 28 |
| 1996 | Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 1998 | Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 275 |
| 1999 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 275 | paper | |
| 1996 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 275 | paper | |
| 1999 | Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 275 | article | |
| 2000 | Investing Retirement Wealth? A Life-Cycle Model In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 87 |
| 2001 | Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | chapter | |
| 1999 | Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2000 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2004 | Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2005 | Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 1988 | PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 7 |
| 1990 | AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 2 |
| 1988 | SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 136 |
| 1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
| 1988 | Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
| 1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | article | |
| 1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 733 |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 733 | paper | |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 733 | chapter | |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 733 | paper | |
| 2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 108 |
| 2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | article | |
| 2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2009 | Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Monetary Policy Drivers of Bond and Equity Risks In: Harvard Business School Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Monetary Policy Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2014 | Monetary Policy Drivers of Bond and Equity Risks.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2009 | The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Hard Times In: Scholarly Articles. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Hard Times.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 247 |
| 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | article | |
| 1986 | Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles. [Full Text][Citation analysis] | paper | 74 |
| 1984 | Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 1986 | Bond and Stock Returns in a Simple Exchange Model.(1986) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | article | |
| 1987 | Are Output Fluctuations Transitory? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 293 |
| 1986 | Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 293 | paper | |
| 1987 | Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 293 | article | |
| 1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 360 |
| 1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 360 | paper | |
| 1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 360 | article | |
| 1997 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices In: Scholarly Articles. [Full Text][Citation analysis] | paper | 76 |
| 1996 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2008 | Estimating the Equity Premium In: Scholarly Articles. [Full Text][Citation analysis] | paper | 17 |
| 2007 | Estimating the Equity Premium.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 1987 | Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week In: Scholarly Articles. [Full Text][Citation analysis] | paper | 45 |
| 1987 | Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week..(1987) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 1986 | Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles. [Full Text][Citation analysis] | paper | 493 |
| 1989 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 493 | paper | |
| 1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 493 | article | |
| 1989 | Why Is Consumption So Smooth? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 221 |
| 1989 | Why is Consumption So Smooth?.(1989) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 221 | article | |
| 1993 | Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles. [Full Text][Citation analysis] | paper | 34 |
| 1993 | Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2012 | Mortgage Market Design In: Scholarly Articles. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Mortgage Market Design.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2013 | Mortgage Market Design*.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
| 2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 10 |
| 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles. [Full Text][Citation analysis] | paper | 85 |
| 2009 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
| 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2012) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
| 2000 | Comment on Low Inflation: The Behavior of Financial Markets and Institutions. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 0 |
| 2001 | Risk Aspects of Investment-Based Social Security Reform In: NBER Books. [Citation analysis] | book | 33 |
| 2008 | Asset Prices and Monetary Policy In: NBER Books. [Citation analysis] | book | 12 |
| 1990 | Econometric Methods and Financial Time Series In: NBER Books. [Citation analysis] | book | 0 |
| 2001 | Introduction to Risk Aspects of Investment-Based Social Security Reform In: NBER Chapters. [Full Text][Citation analysis] | chapter | 12 |
| 1989 | Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters. [Full Text][Citation analysis] | chapter | 593 |
| 1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 593 | paper | |
| 2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Introduction to Asset Prices and Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 4 |
| 1994 | International Experiences with Securities Transaction Taxes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 27 |
| 1993 | International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 1993 | The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
| 2009 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2008 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1987 | Is Consumption Too Smooth? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1987 | Household Saving and Permanent Income in Canada and the United Kingdom In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1993 | Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies. [Full Text][Citation analysis] | article | 13 |
| 2002 | Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue. [Citation analysis] | book | 339 |
| 2009 | The Changing Role of Nominal Government Bonds in Asset Allocation* In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 1 |
| 2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 8 |
| 2003 | Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist. [Full Text][Citation analysis] | article | 0 |
| 1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 24 |
| 1998 | Book reviews In: Journal of Development Studies. [Full Text][Citation analysis] | article | 0 |
| 2001 | A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2015 | The Fragile Benefits of Endowment Destruction In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior In: Journal of Political Economy. [Full Text][Citation analysis] | article | 406 |
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