Stefano Giglio : Citation Profile


Are you Stefano Giglio?

University of Chicago

11

H index

13

i10 index

514

Citations

RESEARCH PRODUCTION:

8

Articles

31

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 46
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 7 (1.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi162
   Updated: 2018-09-15    RAS profile: 2017-07-02    
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Relations with other researchers


Works with:

Maggiori, Matteo (11)

Stroebel, Johannes (11)

Dew-Becker, Ian (6)

Polk, Christopher (2)

Campbell, John (2)

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)

Eisenbach, Thomas (10)

Schmalz, Martin (10)

Agarwal, Sumit (9)

Ben-David, Itzhak (9)

Andries, Marianne (9)

Lucas, Andre (7)

Shleifer, Andrei (7)

yao, vincent (7)

Boyarchenko, Nina (6)

Campbell, John (6)

Cites to:

Campbell, John (33)

Diebold, Francis (10)

Bai, Jushan (9)

Epstein, Larry (8)

Shiller, Robert (7)

Cochrane, John (7)

Shanken, Jay (7)

West, Kenneth (6)

Barro, Robert (6)

Ng, Serena (6)

Polk, Christopher (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
Working Paper / Harvard University OpenScholar2
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Stefano Giglio (2018 and 2017)


YearTitle of citing document
2017Variance swap payoffs, risk premia and extreme market conditions. (2017). Stentoft, Lars ; Violante, Francesco . In: CREATES Research Papers. RePEc:aah:create:2017-21.

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2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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

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

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2018Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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

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2018How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong . In: BCL working papers. RePEc:bcl:bclwop:bclwp118.

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2018Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gaston . In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

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2017Systemic risk and systemic importance measures during the crisis. (2017). Zaghini, Andrea ; Masciantonio, Sergio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1153_17.

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

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2017Distressed Sales in OTC Markets. (2017). Selcuk, Cemil. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:3:p:357-393.

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2017Special issue on housing and financial stability: An introduction. (2017). Leung, Charles. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:273-275.

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2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng ; Shi, Shuping. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292.

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2017House price to income ratio and fundamentals: Evidence on long-horizon forecastability. (2017). Chen, Nan-Kuang ; Cheng, Han-Liang . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:293-311.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2017Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, Georgios. In: Working Papers. RePEc:bog:wpaper:240.

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2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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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.

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

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2018The Rate of Return on Everything, 1870-2015. (2018). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6899.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017How expensive should CO2 be? Fuel for the debate on optimal climate policy. (2017). Poelhekke, Steven. In: DNB Working Papers. RePEc:dnb:dnbwpp:579.

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2018Asset specificity and firm value: Evidence from mergers. (2018). Ho, Joon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:375-412.

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2018Fire-sale acquisitions and intra-industry contagion. (2018). Oh, Seungjoon. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:265-293.

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2018Financing, fire sales, and the stockholder wealth effects of asset divestiture announcements. (2018). Finlay, William ; McColgan, Patrick ; Marshall, Andrew. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:323-348.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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2017Temperature shocks and welfare costs. (2017). Schlag, Christian ; Donadelli, Michael ; Riedel, M ; Juppner, M. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:331-355.

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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.

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2018Population growth and the wage skill premium. (2018). Sequeira, Tiago ; Afonso, Oscar ; Neves, Pedro Cunha. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:435-449.

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2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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2017Wind Power and Externalities. (2017). Zerrahn, Alexander. In: Ecological Economics. RePEc:eee:ecolec:v:141:y:2017:i:c:p:245-260.

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2018Do People Care About Future Generations? Derived Preferences from Happiness Data. (2018). Sarracino, Francesco ; Bartolini, Stefano. In: Ecological Economics. RePEc:eee:ecolec:v:143:y:2018:i:c:p:253-275.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Resolution of policy uncertainty and sudden declines in volatility. (2018). Amengual, Dante ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:297-315.

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2018Liquidity tail risk and credit default swap spreads. (2018). Irresberger, Felix ; Gabrysch, Sandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1137-1153.

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2018Predicting loss severities for residential mortgage loans: A three-step selection approach. (2018). Scheule, Harald ; Rosch, Daniel ; Do, Hung Xuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:246-259.

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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.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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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.

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

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2018Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade. (2018). Zhang, Dayong ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:33-41.

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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.

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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.

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2018Do co-jumps impact correlations in currency markets?. (2018). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:97-119.

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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.

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2017The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:1-22.

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2018Syndication, interconnectedness, and systemic risk. (2018). Cai, Jian ; Steffen, Sascha ; Saunders, Anthony ; Eidam, Frederik. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:105-120.

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2018Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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2018Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47.

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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.

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2017Absorptive capacity, technology spillovers, and the cross-section of stock returns. (2017). Oh, Jong-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:146-164.

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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.

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

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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.

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2017Fire sale discount: Evidence from the sale of minority equity stakes. (2017). Dinc, Serdar ; Liao, Rose ; Erel, Isil. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:475-490.

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2017An extrapolative model of house price dynamics. (2017). Glaeser, Edward L ; Nathanson, Charles G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:147-170.

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2018Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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2018Extrapolation and bubbles. (2018). Shleifer, Andrei ; Barberis, Nicholas ; Jin, Lawrence ; Greenwood, Robin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:203-227.

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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.

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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.

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2017Direct and spillover effects of forced sales on house prices: Evidence from the Netherlands. (2017). Overvest, Bastiaan ; Mocking, Remco . In: Journal of Housing Economics. RePEc:eee:jhouse:v:38:y:2017:i:c:p:50-61.

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2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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2018Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

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2017Does quality matter in local consumption amenities? An empirical investigation with Yelp. (2017). Kuang, Chun. In: Journal of Urban Economics. RePEc:eee:juecon:v:100:y:2017:i:c:p:1-18.

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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.

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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.

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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.

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2018Measuring management practices. (2018). Delis, Manthos ; Tsionas, Mike G. In: International Journal of Production Economics. RePEc:eee:proeco:v:199:y:2018:i:c:p:65-77.

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2018Be careful what you calibrate for: Social discounting in general equilibrium. (2018). Barrage, Lint. In: Journal of Public Economics. RePEc:eee:pubeco:v:160:y:2018:i:c:p:33-49.

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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.

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

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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.

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2017The net benefit of demolishing dilapidated housing: The case of Detroit. (2017). Skidmore, Mark ; Paredes, Dusan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:16-27.

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2018Land values, property rights, and home ownership: Implications for property taxation in Peru. (2018). Sawyer, W. Charles ; Miranda, Juan Jose ; Hawley, Zackary. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:38-47.

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2018Measuring the spatial effect of multiple sites: An application to housing rent and public transportation in Tokyo, Japan. (2018). Sadayuki, Taisuke. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:155-173.

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2018The housing crisis, foreclosures, and local tax revenues. (2018). Alm, James ; Leguizamon, Sebastian J. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:300-311.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017Do Liquidated Damages Clauses Affect Strategic Mortgage Default Morality? A Test of the Disjunctive Thesis. (2017). Seiler, Michael J. In: Framed Field Experiments. RePEc:feb:framed:00627.

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2017Financial variables and macroeconomic forecast errors. (2017). Olivei, Giovanni ; Barnes, Michelle. In: Working Papers. RePEc:fip:fedbwp:17-17.

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2017Capital Misallocation and Secular Stagnation. (2017). Caggese, Andrea ; Perez, Ander. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-09.

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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.

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2018Changing risk-return profiles. (2018). Hundtofte, C. ; Giannone, Domenico ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:850.

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2018Temperature and Growth: A Panel Analysis of the United States. (2018). Phan, Toan ; Hoffman, Bridget ; Colacito, Riccardo. In: Working Paper. RePEc:fip:fedrwp:18-09.

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2018Regressive Welfare Effects of Housing Bubbles. (2018). Phan, Toan ; Graczyk, Andrew. In: Working Paper. RePEc:fip:fedrwp:18-10.

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2018Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households. (2018). Poitras, Geoffrey ; Zanotti, Giovanna . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:42-:d:158481.

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2017Can Differences Deceive? The Case of “Foreclosure Externalities. (2017). Yezer, Anthony ; Liu, Yishen. In: Working Papers. RePEc:gwi:wpaper:2017-29.

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2017The Term Structure of Systematic and Idiosyncratic Risk. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-618.

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

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2018House Price Markups and Mortgage Defaults. (2018). Larson, William ; Doerner, William ; Carrillo, Paul. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:18-02.

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

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2017Determinants of a Foreclosure Discount. (2017). Donner, Herman . In: Working Paper Series. RePEc:hhs:kthrec:2017_002.

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

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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.

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2018Asymmetric Causality between Unemployment Rate and House Prices in each State of the U.S.. (2018). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam . In: International Real Estate Review. RePEc:ire:issued:v:21:n:01:2018:p:71-92.

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2018Après nous le déluge? Perceived distance of climate change impacts and pro-environmental behaviour. (2018). Volland, Benjamin. In: IRENE Working Papers. RePEc:irn:wpaper:18-05.

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2018Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

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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.

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2018Impact of Investors in Distressed Housing Markets. (2018). Allen, Marcus T ; Yavas, Abdullah ; Rutherford, Ronald . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-017-9609-0.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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

Works by Stefano Giglio:


YearTitleTypeCited
2011Forced Sales and House Prices In: American Economic Review.
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article228
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 228
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2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
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paper11
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 11
paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: Working Paper.
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This paper has another version. Agregated cites: 11
paper
2011Intangible Capital, Relative Asset Shortages and Bubbles In: Levine's Working Paper Archive.
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paper14
2012Intangible capital, relative asset shortages and bubbles.(2012) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 14
article
2011Intangible Capital, Relative Asset Shortages and Bubbles.(2011) In: IMF Working Papers.
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This paper has another version. Agregated cites: 14
paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
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paper45
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
paper
2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
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paper10
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers.
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paper4
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2014Very Long-Run Discount Rates In: CEPR Discussion Papers.
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paper16
2014Very long-run discount rates.(2014) In: Globalization and Monetary Policy Institute Working Paper.
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paper
2014Very Long-Run Discount Rates.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2014Very Long Run Discount Rates.(2014) In: 2014 Meeting Papers.
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paper
2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
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article42
2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42
paper
2017The price of variance risk In: Journal of Financial Economics.
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article29
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 29
paper
2011Credit default swap spreads and systemic financial risk In: Proceedings.
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2016Credit default swap spreads and systemic financial risk.(2016) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 29
paper
2013Hard Times In: Scholarly Articles.
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paper18
2010Hard Times.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2013No News is News: Do Markets Underreact to Nothing? In: NBER Working Papers.
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paper1
2013Asset Pricing in the Frequency Domain: Theory and Empirics In: NBER Working Papers.
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paper19
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 19
article
2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 19
paper
2014No-Bubble Condition: Model-free Tests in Housing Markets In: NBER Working Papers.
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paper17
No-Bubble Condition: Model-Free Tests in Housing Markets.() In: Working Paper.
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This paper has another version. Agregated cites: 17
paper
2016No‐Bubble Condition: Model‐Free Tests in Housing Markets.(2016) In: Econometrica.
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This paper has another version. Agregated cites: 17
article
2016Excess Volatility: Beyond Discount Rates In: NBER Working Papers.
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2017Inference on Risk Premia in the Presence of Omitted Factors In: NBER Working Papers.
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2015Editors Choice Very Long-Run Discount Rates In: The Quarterly Journal of Economics.
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article20
2014Editors Choice No News Is News: Do Markets Underreact to Nothing? In: Review of Financial Studies.
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article6
2016Contractionary Volatility or Volatile Contractions? In: 2016 Meeting Papers.
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