37
H index
54
i10 index
11336
Citations
Stanford University (82% share) | 37 H index 54 i10 index 11336 Citations RESEARCH PRODUCTION: 51 Articles 69 Papers 1 Books 8 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 34 years (1988 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pco57 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John H. Cochrane. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | EFFECTS OF INDEX ADDITIONS ON STOCK PRICE INFORMATIVENESS. (2023). Gavrilova, Daria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:gavrilovad. Full description at Econpapers || Download paper | |
2023 | Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234. Full description at Econpapers || Download paper | |
2023 | Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259. Full description at Econpapers || Download paper | |
2023 | Consumption smoothing in the working-class households of interwar Japan. (2019). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737. Full description at Econpapers || Download paper | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2023 | Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121. Full description at Econpapers || Download paper | |
2023 | Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2023 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2023 | Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207. Full description at Econpapers || Download paper | |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
2023 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2023 | Portfolio Optimization Rules beyond the Mean-Variance Approach. (2023). Markov, Vladimir. In: Papers. RePEc:arx:papers:2305.08530. Full description at Econpapers || Download paper | |
2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208. Full description at Econpapers || Download paper | |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
2023 | Kernel-Based Stochastic Learning of Large-Scale Semiparametric Monotone Index Models with an Application to Aging and Household Risk Preference. (2023). Yao, Qingsong. In: Papers. RePEc:arx:papers:2309.06693. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty. (2023). Huang, Joseph ; Hansen, Lars Peter ; Brock, William ; Barnett, Michael. In: Papers. RePEc:arx:papers:2310.13200. Full description at Econpapers || Download paper | |
2023 | High-Throughput Asset Pricing. (2023). Dim, Chukwuma ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2311.10685. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2023 | The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3. Full description at Econpapers || Download paper | |
2023 | Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249. Full description at Econpapers || Download paper | |
2023 | Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404. Full description at Econpapers || Download paper | |
2023 | Timing the factor zoo via deep learning: Evidence from China. (2023). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505. Full description at Econpapers || Download paper | |
2023 | Exponential growth bias in the prediction of COVID?19 spread and economic expectation. (2023). Banerjee, Ritwik ; Majumdar, Priyama. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:653-689. Full description at Econpapers || Download paper | |
2023 | Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198. Full description at Econpapers || Download paper | |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412. Full description at Econpapers || Download paper | |
2023 | Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271. Full description at Econpapers || Download paper | |
2023 | How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208. Full description at Econpapers || Download paper | |
2023 | International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245. Full description at Econpapers || Download paper | |
2023 | Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486. Full description at Econpapers || Download paper | |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543. Full description at Econpapers || Download paper | |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper | |
2023 | Visibility Bias in the Transmission of Consumption Beliefs and Undersaving. (2023). Hirshleifer, David ; Walden, Johan ; Han, Bing. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1647-1704. Full description at Econpapers || Download paper | |
2023 | Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215. Full description at Econpapers || Download paper | |
2023 | The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Controlling chaos in New Keynesian macroeconomics. (2023). Ghosh, Taniya ; Barnett, William ; Paolo, Mattana ; Giovanni, Bella ; Taniya, Ghosh ; Beatrice, Venturi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:219-236:n:3. Full description at Econpapers || Download paper | |
2023 | Risk sharing tests and covariate shocks. (2023). Ligon, Ethan. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt2zr503fq. Full description at Econpapers || Download paper | |
2023 | We Are All in the Same Boat: Cross-Border Spillovers of Climate Shocks through International Trade and Supply Chain. (2023). Wang, Yulin ; Li, Haishi ; Feng, Alan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10402. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451. Full description at Econpapers || Download paper | |
2023 | The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area. (2023). Afonso, Antonio ; Ionta, Serena ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10558. Full description at Econpapers || Download paper | |
2023 | The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15. Full description at Econpapers || Download paper | |
2023 | Poor and Wealthy Hand-to-mouth Households in Belgium. (2023). Minne, Geoffrey ; Cherchye, Laurens ; de Sola, Maite ; Kovaleva, Mariia ; de Rock, Bram ; Demuynck, Thomas ; Vermeulen, Frederic. In: Working Papers ECARES. RePEc:eca:wpaper:2013/356756. Full description at Econpapers || Download paper | |
2023 | Innovation, industry equilibrium, and discount rates. (2023). Zucchi, Francesca ; Bustamante, Maria Cecilia. In: Working Paper Series. RePEc:ecb:ecbwps:20232835. Full description at Econpapers || Download paper | |
2023 | Gambling to preserve price (and fiscal) stability. (2023). Makowiak, Bartosz ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20232844. Full description at Econpapers || Download paper | |
2023 | Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851. Full description at Econpapers || Download paper | |
2023 | Monetary/fiscal policy regimes in post-war Europe. (2023). Jacquinot, Pascal ; Bouabdallah, Othman ; Patella, Valeria. In: Working Paper Series. RePEc:ecb:ecbwps:20232871. Full description at Econpapers || Download paper | |
2023 | US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876. Full description at Econpapers || Download paper | |
2023 | Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Xu, Nancy R ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232879. Full description at Econpapers || Download paper | |
2023 | Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881. Full description at Econpapers || Download paper | |
2023 | DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301. Full description at Econpapers || Download paper | |
2023 | FDI commitments increase when uncertainty is resolved: Evidence from Asia. (2023). Naknoi, Kanda ; Hornstein, Abigail S. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000490. Full description at Econpapers || Download paper | |
2023 | Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743. Full description at Econpapers || Download paper | |
2023 | Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676. Full description at Econpapers || Download paper | |
2023 | Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428. Full description at Econpapers || Download paper | |
2023 | Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738. Full description at Econpapers || Download paper | |
2023 | Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:599-616. Full description at Econpapers || Download paper | |
2023 | Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281. Full description at Econpapers || Download paper | |
2023 | Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254. Full description at Econpapers || Download paper | |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper | |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. Full description at Econpapers || Download paper | |
2023 | Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587. Full description at Econpapers || Download paper | |
2023 | Factor-based portfolio optimization. (2023). Cho, Wonho ; Auh, Jun Kyung. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001623. Full description at Econpapers || Download paper | |
2023 | Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42. Full description at Econpapers || Download paper | |
2023 | Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598. Full description at Econpapers || Download paper | |
2023 | A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938. Full description at Econpapers || Download paper | |
2023 | Monetary–fiscal crosswinds in the European Monetary Union. (2023). Ricco, Giovanni ; Tarbe, Matthieu ; Reichlin, Lucrezia. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002082. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715. Full description at Econpapers || Download paper | |
2023 | Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Ingber, Joshua S ; Rouanet, Louis ; Cutsinger, Bryan P. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001393. Full description at Econpapers || Download paper | |
2023 | Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850. Full description at Econpapers || Download paper | |
2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper | |
2023 | Energy firms in emerging markets: Systemic risk and diversification opportunities. (2023). Uribe, Jorge ; Chuliá, Helena ; Muoz-Mendoza, Jorge A ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584. Full description at Econpapers || Download paper | |
2023 | Capital mobility and the long-run return–risk trade-offs of industry portfolios. (2023). Yao, Tong ; Xu, Xin ; Chen, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:123-143. Full description at Econpapers || Download paper | |
2023 | Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226. Full description at Econpapers || Download paper | |
2023 | Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12. Full description at Econpapers || Download paper | |
2023 | Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices. (2023). Zhao, Zhao ; de Nard, Gianluca. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:23-35. Full description at Econpapers || Download paper | |
2023 | Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340. Full description at Econpapers || Download paper | |
2023 | Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152. Full description at Econpapers || Download paper | |
2023 | Technology spillover, corporate investment, and stock returns. (2023). Wang, Yanzhi ; Hsu, Yen-Ju. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:238-250. Full description at Econpapers || Download paper | |
2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper | |
2023 | Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper | |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper | |
2023 | Fat tails in private equity fund returns: The smooth double Pareto distribution. (2023). Lahr, Henry. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004215. Full description at Econpapers || Download paper | |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper | |
2023 | Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388. Full description at Econpapers || Download paper | |
2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper | |
2023 | Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667. Full description at Econpapers || Download paper | |
2023 | Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320. Full description at Econpapers || Download paper | |
2023 | Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010. Full description at Econpapers || Download paper | |
2023 | Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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1989 | The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. In: American Economic Review. [Full Text][Citation analysis] | article | 130 |
1988 | The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
2002 | The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review. [Full Text][Citation analysis] | article | 309 |
2002 | The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 309 | paper | |
2005 | Bond Risk Premia In: American Economic Review. [Full Text][Citation analysis] | article | 637 |
2002 | Bond Risk Premia.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 637 | paper | |
2013 | Finance: Function Matters, Not Size In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 32 |
2013 | Finance: Function Matters, not Size..(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
1989 | The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 52 |
2011 | HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs. [Citation analysis] | article | 27 |
2010 | The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 124 |
2010 | The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books. [Citation analysis] This paper has nother version. Agregated cites: 124 | 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 | 6 |
1991 | Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance. [Full Text][Citation analysis] | article | 447 |
2000 | Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 138 |
2000 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | paper | |
1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | paper | |
2011 | Presidential Address: Discount Rates In: Journal of Finance. [Citation analysis] | article | 625 |
2014 | A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance. [Full Text][Citation analysis] | article | 24 |
2013 | A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 14 |
2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2004 | Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 19 |
2008 | Two Trees.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2000 | The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 302 |
2005 | The risk and return of venture capital.(2005) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 302 | article | |
2001 | The Risk and Return of Venture Capital.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 302 | paper | |
2003 | Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 87 |
1997 | Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
1998 | Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2001 | Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica. [Citation analysis] | article | 277 |
1998 | Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | paper | |
1998 | Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | paper | |
1994 | Shocks In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 6 |
1994 | Shocks.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1988 | Multivariate estimates of the permanent components of GNP and stock prices In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 37 |
1991 | A critique of the application of unit root tests In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 165 |
2014 | Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 77 |
2014 | Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
1991 | The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? In: European Economic Review. [Full Text][Citation analysis] | article | 6 |
2011 | Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review. [Full Text][Citation analysis] | article | 177 |
2010 | Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 177 | paper | |
1991 | Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 91 |
1991 | Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
1998 | What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 130 |
1995 | What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | paper | |
2005 | Money as stock In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 127 |
2006 | International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 163 |
2009 | Can learnability save new-Keynesian models? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 43 |
2009 | Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
1999 | New facts in finance In: Economic Perspectives. [Full Text][Citation analysis] | article | 197 |
1999 | New Facts in Finance.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
1999 | New Facts in Finance.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | paper | |
1999 | Portfolio advice of a multifactor world In: Economic Perspectives. [Full Text][Citation analysis] | article | 72 |
1999 | Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
1999 | Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2020 | Strategic Review and Beyond: Rethinking Monetary Policy and Independence In: Review. [Full Text][Citation analysis] | article | 1 |
2007 | Commentary on \\Macroeconomic implications of changes in the term premium\\ In: Review. [Full Text][Citation analysis] | article | 4 |
1994 | By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers. [Citation analysis] | paper | 2579 |
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 nother version. Agregated cites: 2579 | 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 nother version. Agregated cites: 2579 | paper | |
1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2579 | article | |
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 nother version. Agregated cites: 2579 | paper | |
1990 | Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 1 |
1991 | Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 3 |
1991 | Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2015 | Conclusions and Solutions In: Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2012 | Restoring Sound Economic Policy - Three Views In: Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Toward a Run-free Financial System In: Book Chapters. [Full Text][Citation analysis] | chapter | 19 |
2015 | A New Structure for U.S. Federal Debt In: Economics Working Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | The Habit Habit In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
1992 | Asset Pricing Explorations for Macroeconomics In: NBER Chapters. [Full Text][Citation analysis] | chapter | 221 |
1992 | Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 221 | paper | |
1999 | A Frictionless View of US Inflation In: NBER Chapters. [Full Text][Citation analysis] | chapter | 135 |
1998 | A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
1998 | A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2017 | Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters. [Citation analysis] | chapter | 33 |
2009 | Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Two Trees: Asset Price Dynamics Induced by Market Clearing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2005 | Financial Markets and the Real Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 101 |
2005 | Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | article | |
2006 | The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 462 |
2008 | The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 462 | article | |
2007 | Determinacy and Identification with Taylor Rules In: NBER Working Papers. [Full Text][Citation analysis] | paper | 337 |
2007 | Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 337 | paper | |
2011 | Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 337 | article | |
2011 | Discount Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 36 |
2012 | Continuous-Time Linear Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2013 | The New-Keynesian Liquidity Trap In: NBER Working Papers. [Full Text][Citation analysis] | paper | 31 |
2016 | Macro-Finance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Macro-Finance.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2016 | Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | The Fiscal Roots of Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | The fiscal root of inflation.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2019 | The Value of Government Debt In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
1988 | A Test of Consumption Insurance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Rethinking Production Under Uncertainty In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2022 | A fiscal theory of monetary policy with partially repaid long-term debt.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
1988 | Production Based Asset Pricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 39 |
2021 | Portfolios for Long-Term Investors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Fiscal Histories In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Expectations and the Neutrality of Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1989 | Explaining the Variance of Price Dividend Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 166 |
1992 | Explaining the Variance of Price-Dividend Ratios..(1992) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | article | |
1989 | Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1990 | Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
1992 | A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
1996 | Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 204 |
2000 | Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | article | |
1998 | Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 204 | paper | |
2000 | Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers. [Full Text][Citation analysis] | paper | 43 |
2001 | A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2002 | Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
1994 | Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 327 |
2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2006 | Prediction and impulse responses in linear systems (in Russian) In: Quantile. [Full Text][Citation analysis] | article | 0 |
2009 | Decomposing the Yield Curve In: 2009 Meeting Papers. [Citation analysis] | paper | 35 |
2014 | Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies. [Full Text][Citation analysis] | article | 19 |
2015 | The Fragile Benefits of Endowment Destruction In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1995 | Time-Consistent Health Insurance. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 109 |
1996 | A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 399 |
2001 | Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
1988 | How Big Is the Random Walk in GNP? In: Journal of Political Economy. [Full Text][Citation analysis] | article | 655 |
1991 | A Simple Test of Consumption Insurance. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 609 |
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