Stefano Giglio : Citation Profile


Are you Stefano Giglio?

University of Chicago

10

H index

10

i10 index

383

Citations

RESEARCH PRODUCTION:

8

Articles

31

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 34
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 6 (1.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi162
   Updated: 2017-10-14    RAS profile: 2017-07-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Maggiori, Matteo (11)

Stroebel, Johannes (11)

Dew-Becker, Ian (6)

Campbell, John (3)

Pruitt, Seth (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Giglio.

Is cited by:

Amromin, Gene (10)

Agarwal, Sumit (9)

Ben-David, Itzhak (9)

Lucas, Andre (7)

yao, vincent (7)

Guiso, Luigi (6)

Eisenbach, Thomas (6)

Campbell, John (6)

Seru, Amit (6)

Shleifer, Andrei (6)

Gollier, Christian (6)

Cites to:

Campbell, John (33)

Diebold, Francis (10)

Bai, Jushan (9)

Epstein, Larry (8)

Shanken, Jay (7)

Shiller, Robert (7)

Cochrane, John (7)

Hansen, Lars (6)

Robotti, Cesare (6)

Barro, Robert (6)

Ng, Serena (6)

Main data


Where Stefano Giglio has published?


Journals with more than one article published# docs
Review of Financial Studies2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics2
Working Paper / Harvard University OpenScholar2

Recent works citing Stefano Giglio (2017 and 2016)


YearTitle of citing document
2016Long-Run Risk Is the Worst-Case Scenario. (2016). Dew-Becker, Ian ; Bidder, Rhys. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:9:p:2494-2527.

Full description at Econpapers || Download paper

2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

Full description at Econpapers || Download paper

2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Baruník, Jozef ; Krehlik, Tomas . In: Papers. RePEc:arx:papers:1603.07020.

Full description at Econpapers || Download paper

2017Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

Full description at Econpapers || Download paper

2017How to Make Land Titling more Rational. (2017). Arruada, Benito . In: Working Papers. RePEc:bge:wpaper:983.

Full description at Econpapers || Download paper

2016Financial 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

2016Intertemporal discrete choice. (2016). Pennesi, Daniele. In: Working Papers. RePEc:bol:bodewp:wp1061.

Full description at Econpapers || Download paper

2017Carbon taxes and climate commitment with non-constant time preference. (2017). Iverson, Terrence ; Karp, Larry . In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt3hw6s14v.

Full description at Econpapers || Download paper

2017Bankruptcy Spillovers. (2017). Iverson, Benjamin ; Giroud, Xavier ; Colonnelli, Emanuele ; Bernstein, Shai . In: Working Papers. RePEc:cen:wpaper:17-16.

Full description at Econpapers || Download paper

2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401.

Full description at Econpapers || Download paper

2016Monetary Policy and Mispricing in Stock Markets. (2016). Bernoth, Kerstin ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1605.

Full description at Econpapers || Download paper

2016The information in systemic risk rankings. (2016). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan ; Nucera, Federico . In: Working Paper Series. RePEc:ecb:ecbwps:20161875.

Full description at Econpapers || Download paper

2016Durable consumption and asset returns: Cointegration analysis. (2016). Ren, Yu ; Chen, Guojin ; Hong, Zhiwu . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:231-244.

Full description at Econpapers || Download paper

2016Measuring systemic risk using vine-copula. (2016). Pourkhanali, Armin ; Fard, Farzad Alavi ; Tafakori, Laleh ; Kim, Jong-Min . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:63-74.

Full description at Econpapers || Download paper

2017Asset prices and economic fluctuations: The implications of stochastic volatility. (2017). Chen, Junping ; Zhu, Xiaoneng ; Xiong, Xiong . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:128-140.

Full description at Econpapers || Download paper

2016A tale of two option markets: Pricing kernels and volatility risk. (2016). SONG, ZHAOGANG ; Xiu, Dacheng . In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:176-196.

Full description at Econpapers || Download paper

2016Capital asset pricing model: A time-varying volatility approach. (2016). Ho, Kun ; Kim, Taejin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:268-281.

Full description at Econpapers || Download paper

2016The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373.

Full description at Econpapers || Download paper

2016The information in systemic risk rankings. (2016). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan ; Nucera, Federico . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:461-475.

Full description at Econpapers || Download paper

2017Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

Full description at Econpapers || Download paper

2017I can hear my neighbors fracking: The effect of natural gas production on housing values in Tarrant County, TX. (2017). Hawley, Zackary ; Balthrop, Andrew T. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:351-362.

Full description at Econpapers || Download paper

2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Baruník, Jozef ; Barunik, Jozef ; Kehlik, Toma . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:208-218.

Full description at Econpapers || Download paper

2017Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

Full description at Econpapers || Download paper

2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Keung, Marco Chi ; Yarovaya, Larisa ; Wang, Shixuan ; Vigne, Samuel A. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

Full description at Econpapers || Download paper

2016Long-term perspective on the stock market matters in asset pricing. (2016). Park, Heungju ; Sohn, Bumjean . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:162-170.

Full description at Econpapers || Download paper

2016Financial fragility of euro area households. (2016). Żochowski, Dawid ; Ampudia Fraile, Miguel ; van Vlokhoven, Has . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:250-262.

Full description at Econpapers || Download paper

2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

Full description at Econpapers || Download paper

2016Fire-sale FDI or business as usual?. (2016). Mukherjee, Rahul ; Alquist, Ron ; Tesar, Linda . In: Journal of International Economics. RePEc:eee:inecon:v:98:y:2016:i:c:p:93-113.

Full description at Econpapers || Download paper

2016Estimating the risk-return trade-off with overlapping data inference. (2016). Hodrick, Robert ; Hedegaard, Esben . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:135-145.

Full description at Econpapers || Download paper

2016Some defaults are deeper than others: Understanding long-term mortgage arrears. (2016). McCann, Fergal ; Kelly, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:15-27.

Full description at Econpapers || Download paper

2016Cash flow news, discount rate news, and momentum. (2016). Sonaer, Gokhan ; Kumar, Raman ; Kayacetin, Nuri Volkan ; Celiker, Umut . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:240-254.

Full description at Econpapers || Download paper

2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

Full description at Econpapers || Download paper

2016A cost-benefit analysis of judicial foreclosure delay and a preliminary look at new mortgage servicing rules. (2016). Cordell, Larry ; Lambie-Hanson, Lauren . In: Journal of Economics and Business. RePEc:eee:jebusi:v:84:y:2016:i:c:p:30-49.

Full description at Econpapers || Download paper

2016Local financial capacity and asset values: Evidence from bank failures. (2016). Ramcharan, Rodney ; Rajan, Raghuram. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:229-251.

Full description at Econpapers || Download paper

2016Does variance risk have two prices? Evidence from the equity and option markets. (2016). Malkhozov, Aytek . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:79-92.

Full description at Econpapers || Download paper

2016Anxiety in the face of risk. (2016). Eisenbach, Thomas ; Schmalz, Martin C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:414-426.

Full description at Econpapers || Download paper

2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

Full description at Econpapers || Download paper

2017Uncovering expected returns: Information in analyst coverage proxies. (2017). Charles, ; So, Eric C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:331-348.

Full description at Econpapers || Download paper

2017Explaining the negative returns to volatility claims: An equilibrium approach. (2017). Eraker, Bjorn ; Wu, Yue . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:72-98.

Full description at Econpapers || Download paper

2017Contagion effects in strategic mortgage defaults. (2017). Ramirez, Carlos ; Stahel, Christof W ; Hanouna, Paul ; Goodstein, Ryan . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:50-60.

Full description at Econpapers || Download paper

2016Have distressed neighborhoods recovered? Evidence from the neighborhood stabilization program. (2016). Schuetz, Jenny ; Spader, Jonathan ; Cortes, Alvaro . In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:30-48.

Full description at Econpapers || Download paper

2016Forced sales and their impact on real estate prices. (2016). Wilhelmsson, Mats ; Donner, Herman ; Song, Han-Suck . In: Journal of Housing Economics. RePEc:eee:jhouse:v:34:y:2016:i:c:p:60-68.

Full description at Econpapers || Download paper

2017Housing equity dynamics and home improvements. (2017). Bian, Xun . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:29-41.

Full description at Econpapers || Download paper

2017Rockets: The housing market effects of a credible terrorist threat. (2017). Zussman, Asaf ; Elster, Yael . In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:136-147.

Full description at Econpapers || Download paper

2016Robust bubbles with mild penalties for default. (2016). Bidian, Florin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:65:y:2016:i:c:p:141-153.

Full description at Econpapers || Download paper

2016Phasing out the GSEs. (2016). Van Nieuwerburgh, Stijn ; Elenev, Vadim ; Landvoigt, Tim . In: Journal of Monetary Economics. RePEc:eee:moneco:v:81:y:2016:i:c:p:111-132.

Full description at Econpapers || Download paper

2016Evaluation of long-dated assets: The role of parameter uncertainty. (2016). Gollier, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:66-83.

Full description at Econpapers || Download paper

2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng . In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

Full description at Econpapers || Download paper

2017Value of the distant future: Model-independent results. (2017). Katz, Yuri A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:269-276.

Full description at Econpapers || Download paper

2016Investor sentiment and aggregate volatility pricing. (2016). Labidi, Chiraz ; Yaakoubi, Soumaya . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:53-63.

Full description at Econpapers || Download paper

2017The impact of missed payments and foreclosures on credit scores. (2017). Demyanyk, Yuliya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:108-119.

Full description at Econpapers || Download paper

2016Household-specific housing capital gains and consumption: Evidence from Canadian microdata. (2016). bhatia, kul ; Mitchell, Chris . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:56:y:2016:i:c:p:19-33.

Full description at Econpapers || Download paper

2016Property tax delinquency and its spillover effects on nearby properties. (2016). Hawley, Zackary ; Alm, James ; Miller, Joshua J ; Lee, Jin Man . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:58:y:2016:i:c:p:71-77.

Full description at Econpapers || Download paper

2017Measuring foreclosure impact mitigation: Evidence from the Neighborhood Stabilization Program in Chicago. (2017). Bak, Xian F. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:63:y:2017:i:c:p:38-56.

Full description at Econpapers || Download paper

2017Is the light rail “Tide” lifting property values? Evidence from Hampton Roads, VA. (2017). Wagner, Gary A ; Martin, Julia ; Komarek, Timothy . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:25-37.

Full description at Econpapers || Download paper

2016Cash flow sensitivities during normal and crisis times: Evidence from shipping. (2016). Meier, Iwan ; Drobetz, Wolfgang . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:90:y:2016:i:c:p:26-49.

Full description at Econpapers || Download paper

2016Did life insurers benefit from TARP or regulatory forbearance during the financial crisis of 2008–2009?. (2016). Barnes, Michelle. In: Working Papers. RePEc:fip:fedbwp:16-24.

Full description at Econpapers || Download paper

2017Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne. In: Staff Reports. RePEc:fip:fednsr:703.

Full description at Econpapers || Download paper

2016Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David. In: Staff Reports. RePEc:fip:fednsr:774.

Full description at Econpapers || Download paper

2016Monetary Incentives and Mortgage Renegotiation Outcomes. (2016). Neelakantan, Urvi ; Lazaryan, Nika . In: Economic Quarterly. RePEc:fip:fedreq:00044.

Full description at Econpapers || Download paper

2016Local House Price Dynamics: New Indices and Stylized Facts. (2016). Larson, William ; Doerner, William ; Bogin, Alexander. In: Staff Working Papers. RePEc:hfa:wpaper:16-01.

Full description at Econpapers || Download paper

2017The Daily Microstructure of the Housing Market. (2017). Larson, William ; Chinloy, Peter . In: Staff Working Papers. RePEc:hfa:wpaper:17-01.

Full description at Econpapers || Download paper

2017The effect of land lease on house prices. (2017). van Vuuren, Aico ; Gautier, Pieter. In: Working Papers in Economics. RePEc:hhs:gunwpe:0686.

Full description at Econpapers || Download paper

2016How Inheritance Affects the Real Estate Market in an Aging Economy: Evidence from Transaction and Registry Data. (2016). Mizuta, Takeshi ; Uesugi, Iichiro ; Shimizu, Chihiro . In: RCESR Discussion Paper Series. RePEc:hit:rcesrs:dp16-3.

Full description at Econpapers || Download paper

2016How Inheritance Affects the Real Estate Market in an Aging Economy : Evidence from Transaction and Registry Data. (2016). Uesugi, Iichiro ; Shimizu, Chihiro ; Mizuta, Takeshi . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:62.

Full description at Econpapers || Download paper

2016Asset Bubbles, Endogenous Growth, and Financial Frictions. (2016). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:63.

Full description at Econpapers || Download paper

2016Time Varying Quantile Lasso. (2016). Härdle, Wolfgang ; Wang, Weining ; Hardle, Wolfgang Karl ; Zbonakova, Lenka . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-047.

Full description at Econpapers || Download paper

2016Temperature and Growth: A Panel Analysis of the United States. (2016). Phan, Toan ; Hoffmann, Bridget ; Colacito, Riccardo . In: IDB Publications (Working Papers). RePEc:idb:brikps:94298.

Full description at Econpapers || Download paper

2017Valuation of natural capital under uncertain substitutability. (2017). Gollier, Christian. In: IDEI Working Papers. RePEc:ide:wpaper:31744.

Full description at Econpapers || Download paper

2017Asymmetric Causality and Asymmetric Cointegration between Income and House Prices in the United States of America. (2017). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam . In: International Real Estate Review. RePEc:ire:issued:v:20:n:02:2017:p:127-165.

Full description at Econpapers || Download paper

2016How Do Households Discount over Centuries? Evidence from Singapores Private Housing Market. (2016). Salvo, Alberto ; Liu, Haoming ; Fesselmeyer, Eric. In: IZA Discussion Papers. RePEc:iza:izadps:dp9862.

Full description at Econpapers || Download paper

2016The Pricing Effects of Open Space Amenities. (2016). Fan, Qin ; Yang, Xiaoming ; Hansz, Andrew J. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:52:y:2016:i:3:d:10.1007_s11146-015-9508-1.

Full description at Econpapers || Download paper

2016The Impact of REO Sales on Neighborhoods and Their Residents. (2016). Ihlanfeldt, Keith ; Mayock, Tom . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:53:y:2016:i:3:d:10.1007_s11146-014-9465-0.

Full description at Econpapers || Download paper

2016The Role of Foreclosures in Determining Housing Capital Expenditures. (2016). Li, Lingxiao . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:53:y:2016:i:3:d:10.1007_s11146-015-9505-4.

Full description at Econpapers || Download paper

2017Foreclosure, REO, and Market Sales in Residential Real Estate. (2017). Wu, Zhonghua ; Hardin, William ; Chinloy, Peter . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:2:d:10.1007_s11146-015-9544-x.

Full description at Econpapers || Download paper

2016Population ageing and inflation with endogenous money creation. (2016). Fedotenkov, Igor. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:23.

Full description at Econpapers || Download paper

2016Labour Shares, Fertility and Longevity in an OLG model. (2016). Fedotenkov, Igor. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:28.

Full description at Econpapers || Download paper

2016Emissions trading systems with cap adjustments. (2016). Taschini, Luca ; Groom, Ben ; Drupp, Moritz ; Freeman, Mark . In: GRI Working Papers. RePEc:lsg:lsgwps:wp195.

Full description at Econpapers || Download paper

2016Who Wants Affordable Housing in their Backyard? An Equilibrium Analysis of Low Income Property Development. (2016). Diamond, Rebecca ; McQuade, Timothy . In: NBER Working Papers. RePEc:nbr:nberwo:22204.

Full description at Econpapers || Download paper

2016Climate Risks and Market Efficiency. (2016). Hong, Harrison ; Li, Frank Weikai ; Xu, Jiangmin . In: NBER Working Papers. RePEc:nbr:nberwo:22890.

Full description at Econpapers || Download paper

2017Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market. (2017). Nathanson, Charles G ; Zwick, Eric . In: NBER Working Papers. RePEc:nbr:nberwo:23030.

Full description at Econpapers || Download paper

2017Bankruptcy Spillovers. (2017). Iverson, Benjamin ; Colonnelli, Emanuele ; Bernstein, Shai ; Giroud, Xavier . In: NBER Working Papers. RePEc:nbr:nberwo:23162.

Full description at Econpapers || Download paper

2017Asset Pricing in the Quest for the New El Dorado. (2017). Andrei, Daniel ; Carlin, Bruce I. In: NBER Working Papers. RePEc:nbr:nberwo:23455.

Full description at Econpapers || Download paper

2017Investment-Horizon Spillovers. (2017). Chinco, Alexander M ; Ye, Mao . In: NBER Working Papers. RePEc:nbr:nberwo:23650.

Full description at Econpapers || Download paper

2017Negative Bubbles: What Happens After a Crash. (2017). Goetzmann, William ; Kim, Dasol . In: NBER Working Papers. RePEc:nbr:nberwo:23830.

Full description at Econpapers || Download paper

2017How Safe are Central Counterparties in Derivatives Markets?. (2017). Young, Peyton H ; Paddrik, Mark . In: Economics Series Working Papers. RePEc:oxf:wpaper:826.

Full description at Econpapers || Download paper

2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134.

Full description at Econpapers || Download paper

2016Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher . In: MPRA Paper. RePEc:pra:mprapa:75367.

Full description at Econpapers || Download paper

2017Capital Misallocation and Secular Stagnation. (2017). Caggese, Andrea ; Perez-Orive, Ander . In: 2017 Meeting Papers. RePEc:red:sed017:382.

Full description at Econpapers || Download paper

2016The recovery rate for retail and commercial customers in Germany: a look at collateral and its adjusted market values. (2016). Ingermann, Peter-Hendrik ; Belorgey, Christian ; Hesse, Frederik ; Pfingsten, Andreas . In: Business Research. RePEc:spr:busres:v:9:y:2016:i:2:d:10.1007_s40685-016-0028-5.

Full description at Econpapers || Download paper

2017Neighborhood price externalities of foreclosure rehabilitation: an examination of the Neighborhood Stabilization Program. (2017). Zhang, Lei ; Leonard, Tammy ; Jha, Nikhil. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:3:d:10.1007_s00181-016-1194-1.

Full description at Econpapers || Download paper

2016Transforming lives: the impact of compulsory schooling on hope and happiness. (2016). Dursun, Bahadir ; Cesur, Resul . In: Journal of Population Economics. RePEc:spr:jopoec:v:29:y:2016:i:3:d:10.1007_s00148-016-0592-1.

Full description at Econpapers || Download paper

2017SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737.

Full description at Econpapers || Download paper

2017Market Reading of Central Bankers Words. A High-Frequency Evidence.. (2017). Horvath, Roman ; Gertler, Pavel. In: Working and Discussion Papers. RePEc:svk:wpaper:1043.

Full description at Econpapers || Download paper

2016Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160074.

Full description at Econpapers || Download paper

2017Valuation of natural capital under uncertain substitutability. (2017). Gollier, Christian. In: TSE Working Papers. RePEc:tse:wpaper:31743.

Full description at Econpapers || Download paper

2016Property Tax Delinquency and its Spillover Effects on Nearby Properties. (2016). Hawley, Zackary ; Alm, James ; Miller, Joshua J ; Lee, Jin Man . In: Working Papers. RePEc:tul:wpaper:1623.

Full description at Econpapers || Download paper

2017How to make land titling more rational. (2017). Arruada, Benito . In: Economics Working Papers. RePEc:upf:upfgen:1575.

Full description at Econpapers || Download paper

2016Liquidity Constraints, Wealth Transfers and Home Ownership. (2016). Brown, Martin ; Blickle, Kristian . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:18.

Full description at Econpapers || Download paper

2017Measuring the spatial effect of multiple sites. (2017). Sadayuki, Taisuke . In: RIEEM Discussion Paper Series. RePEc:was:dpaper:1703.

Full description at Econpapers || Download paper

2016Do Slot Machines Cause Bankruptcy? A Regulatory Natural Experiment with Exogenous Changes to Slot Locations. (2016). Scholnick, Barry ; Byun, Hyungsuk . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa16p607.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Stefano Giglio:


YearTitleTypeCited
2011Forced Sales and House Prices In: American Economic Review.
[Full Text][Citation analysis]
article193
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 193
paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 193
paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper8
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2011Intangible Capital, Relative Asset Shortages and Bubbles In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper12
2012Intangible capital, relative asset shortages and bubbles.(2012) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2011Intangible Capital, Relative Asset Shortages and Bubbles.(2011) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper38
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014Very Long-Run Discount Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper14
2014Very long-run discount rates.(2014) In: Globalization and Monetary Policy Institute Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014Very Long-Run Discount Rates.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014Very Long Run Discount Rates.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article26
2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2017The price of variance risk In: Journal of Financial Economics.
[Full Text][Citation analysis]
article3
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Credit default swap spreads and systemic financial risk In: Proceedings.
[Citation analysis]
paper25
2016Credit default swap spreads and systemic financial risk.(2016) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2013Hard Times In: Scholarly Articles.
[Full Text][Citation analysis]
paper13
2010Hard Times.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2013No News is News: Do Markets Underreact to Nothing? In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2013Asset Pricing in the Frequency Domain: Theory and Empirics In: NBER Working Papers.
[Full Text][Citation analysis]
paper12
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2014No-Bubble Condition: Model-free Tests in Housing Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
No-Bubble Condition: Model-Free Tests in Housing Markets.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016No‐Bubble Condition: Model‐Free Tests in Housing Markets.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2016Excess Volatility: Beyond Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2017Inference on Risk Premia in the Presence of Omitted Factors In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2015Editors Choice Very Long-Run Discount Rates In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article13
2014Editors Choice No News Is News: Do Markets Underreact to Nothing? In: Review of Financial Studies.
[Full Text][Citation analysis]
article3
2016Contractionary Volatility or Volatile Contractions? In: 2016 Meeting Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2 2017. Contact: CitEc Team