Stefano Giglio : Citation Profile


Are you Stefano Giglio?

Yale University

13

H index

16

i10 index

718

Citations

RESEARCH PRODUCTION:

11

Articles

41

Papers

RESEARCH ACTIVITY:

   13 years (2006 - 2019). See details.
   Cites by year: 55
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 207.    Total self citations: 10 (1.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi162
   Updated: 2019-11-10    RAS profile: 2019-08-17    
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Relations with other researchers


Works with:

Maggiori, Matteo (14)

Stroebel, Johannes (11)

Dew-Becker, Ian (6)

Berger, David (2)

Campbell, John (2)

Pruitt, Seth (2)

Engle, Robert (2)

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

Is cited by:

Eisenbach, Thomas (13)

Schmalz, Martin (11)

Gollier, Christian (11)

Andries, Marianne (10)

Ben-David, Itzhak (10)

Chernov, Mikhail (10)

Amromin, Gene (10)

Pinchbeck, Edward (9)

Agarwal, Sumit (9)

Shleifer, Andrei (8)

yao, vincent (8)

Cites to:

Campbell, John (33)

Diebold, Francis (10)

Bai, Jushan (9)

Epstein, Larry (9)

Shiller, Robert (8)

Robotti, Cesare (7)

Cochrane, John (7)

Rogoff, Kenneth (7)

Dew-Becker, Ian (7)

Reinhart, Carmen (7)

Shanken, Jay (7)

Main data


Where Stefano Giglio has published?


Journals with more than one article published# docs
Journal of Financial Economics3
Review of Financial Studies2
The Quarterly Journal of Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich3
Scholarly Articles / Harvard University Department of Economics2
Working Paper / Harvard University OpenScholar2

Recent works citing Stefano Giglio (2019 and 2018)


YearTitle of citing document
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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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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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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2018A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576.

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2019Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015.

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2019Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478.

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2018Measures of mortgage default risk and local house price dynamics . (2018). Wang, Xiangdong ; Yan, Cheng ; Damianov, Damian. In: ERES. RePEc:arz:wpaper:eres2018_163.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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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, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

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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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2019New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin . In: Discussion Papers. RePEc:bir:birmec:19-05.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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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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2018The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine. In: Working Paper. RePEc:bno:worpap:2018_02.

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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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2018Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_016.

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2018Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1826.

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2019Uncertainty, Attention Allocation and Monetary Policy Asymmetry. (2019). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1905.

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2019Tracking Uncertainty through the Relative Sentiment Shift Series. (2019). Lee, Seohyun ; Nyman, Rickard. In: Working Papers. RePEc:bok:wpaper:1912.

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2019Firm-Level Political Risk: Measurement and Effects. (2019). Hassan, Tarek ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan. In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. RePEc:bos:iedwpr:dp-325.

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2018Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). 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). Giroud, Xavier ; Colonnelli, Emanuele ; Bernstein, Shai ; Iverson, Benjamin. In: Working Papers. RePEc:cen:wpaper:17-16.

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2018History Dependence in the Housing Market. (2018). Tenreyro, Silvana ; Bracke, Philippe. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1568.

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2018How do Households Value the Future? Evidence from Property Taxes. (2018). Pinchbeck, Edward. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1571.

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

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2019Who cares? Future sea-level-rise and house prices. (2019). Noy, Ilan ; Rehm, Michael ; Nguyen, Cuong ; Filippova, Olga. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7595.

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2019The dynamics of households stock market beliefs. (2019). von Gaudecker, Hans-Martin ; Wogrolly, Axel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7602.

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2019Yield Curve and Financial Uncertainty: Evidence Based on US Data. (2019). Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7697.

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2019Exposure to Daily Price Changes and Inflation Expectations. (2019). Weber, Michael ; Ospina, Juan ; Malmendier, Ulrike M ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7798.

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2018The Lost Capital Asset Pricing Model. (2018). Andrei, Daniel ; Wilson, Mungo ; Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12607.

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2018Market Discipline and Systemic Risk. (2018). Morrison, Alan ; Walther, Ansgar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12689.

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2018Behavioral Inattention. (2018). Gabaix, Xavier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13268.

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2018Conditional dynamics and the multi-horizon risk-return trade-off. (2018). Chernov, Mikhail ; Lundeby, Stig ; Lochstoer, Lars . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13365.

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2019Peer Effects in Product Adoption. (2019). Wong, Arlene ; Strobel, Johannes ; Kuchler, Theresa ; Johnston, Drew ; Bailey, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13731.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019Models for expected returns with statistical factors. (2019). Cueto, J M ; Chavez, Aurea Grane ; Fernandez, Ignacio Cascos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28776.

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2018How do Households Value the Future? Evidence from Property Taxes. (2018). Koster, H. R. A., ; Pinchbeck, E. In: Working Papers. RePEc:cty:dpaper:(18/06.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

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2019Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Lang, Jan Hannes ; Ruzicka, Josef ; Fahr, Stephan ; Izzo, Cosimo. In: Occasional Paper Series. RePEc:ecb:ecbops:2019219.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Fell, John ; Detken, Carsten ; Cabral, Ines ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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2019Financial integration in Europe through the lens of composite indicators. (2019). Zaharia, Sonia ; Kremer, Manfred ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20192319.

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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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2019Intangible capital and the rise in wage and hours volatility. (2019). Mitra, Shalini. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:70-85.

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2018Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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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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2019Tail risk under price limits. (2019). Park, Kinam ; Kee, Hyukdo ; Oh, Sekyung. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:113-123.

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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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2019Climate risks and market efficiency. (2019). Hong, Harrison ; Xu, Jiangmin ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

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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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2019Long horizon predictability: An asset allocation perspective. (2019). Poncet, Patrice ; Lioui, Abraham. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:961-975.

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2018Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:140-161.

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2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

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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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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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2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20.

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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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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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2018What drives corporate CDS spreads? A comparison across US, UK and EU firms. (2018). Pereira, John ; Nurullah, Mohamed ; Sorwar, Ghulam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:188-200.

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2019Systemic risk and competition revisited. (2019). Silva-Buston, Consuelo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:188-205.

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2018Effects of government bailouts on mortgage modification. (2018). Agarwal, Sumit ; Zhang, Yunqi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:54-70.

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2019Fama-French, CAPM, and implied cost of equity. (2019). Obrien, Thomas J ; Mishra, Dev R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:101:y:2019:i:c:p:73-85.

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2019Systemic financial risk and macroeconomic activity in China. (2019). Qian, Zongxin ; Gan, Jingyun ; Liu, Junyi ; He, Qing. In: Journal of Economics and Business. RePEc:eee:jebusi:v:102:y:2019:i:c:p:57-63.

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2018Wildfire risk, salience & housing demand. (2018). McCoy, Shawn J ; Walsh, Randall P. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:91:y:2018:i:c:p:203-228.

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2019Valuation of natural capital under uncertain substitutability. (2019). Gollier, Christian. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:94:y:2019:i:c:p:54-66.

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2018Pricing long-lived securities in dynamic endowment economies. (2018). Tsai, Jerry ; Wachter, Jessica A. In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:848-878.

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2019Directed attention and nonparametric learning. (2019). Nathanson, Charles G ; Dew-Becker, Ian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:461-496.

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

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2018The effect of mortgage securitization on foreclosure and modification. (2018). Kruger, Samuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:586-607.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2019Bubbles for Fama. (2019). Greenwood, Robin ; You, Yang ; Shleifer, Andrei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:20-43.

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2019Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. (2019). Leippold, Markus ; Gourier, Elise ; Bardgett, Chris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:593-618.

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2019An anatomy of the market return. (2019). Schneider, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:325-350.

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2019Gold, platinum, and expected stock returns. (2019). Kilic, Mete ; Huang, Darien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:50-75.

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2019In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249.

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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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2018Why do some banks contribute more to global systemic risk?. (2018). Bostandzic, Denefa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:17-40.

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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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2018Measurement error in residential property valuation: An application of forecast combination. (2018). GLENNON, DENNIS ; Mayock, Tom ; Kiefer, Hua. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:1-29.

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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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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

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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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2018Anomalies and market (dis)integration. (2018). Choi, Jae Won ; Kim, Yong Jun. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:16-34.

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2019Time-varying business volatility and the price setting of firms. (2019). Grimme, Christian ; Born, Benjamin ; Bachmann, Ruediger ; Elstner, Steffen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:101:y:2019:i:c:p:82-99.

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YearTitleTypeCited
2011Forced Sales and House Prices In: American Economic Review.
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article272
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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2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
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2019Five facts about beliefs and portfolios In: CESifo Working Paper Series.
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2011Intangible Capital, Relative Asset Shortages and Bubbles In: Levine's Working Paper Archive.
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2012Intangible capital, relative asset shortages and bubbles.(2012) In: Journal of Monetary Economics.
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2011Intangible Capital, Relative Asset Shortages and Bubbles.(2011) In: IMF Working Papers.
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2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
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2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CEPR Discussion Papers.
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paper16
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: NBER Working Papers.
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paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: Working Paper.
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2019Five Facts About Beliefs and Portfolios In: CEPR Discussion Papers.
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paper4
2019Five Facts About Beliefs and Portfolios.(2019) In: NBER Working Papers.
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2019Hedging Climate Change News In: CEPR Discussion Papers.
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2019Hedging Climate Change News.(2019) In: NBER Working Papers.
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2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
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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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2014Very Long-Run Discount Rates In: CEPR Discussion Papers.
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paper20
2014Very long-run discount rates.(2014) In: Globalization Institute Working Papers.
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2014Very Long-Run Discount Rates.(2014) In: NBER Working Papers.
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2014Very Long Run Discount Rates.(2014) In: 2014 Meeting Papers.
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2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
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2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
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2017The price of variance risk In: Journal of Financial Economics.
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article32
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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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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2013Hard Times In: Scholarly Articles.
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paper18
2010Hard Times.(2010) In: NBER Working Papers.
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2013Hard Times.(2013) In: Review of Asset Pricing Studies.
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2013No News is News: Do Markets Underreact to Nothing? In: NBER Working Papers.
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2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
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2014No-Bubble Condition: Model-free Tests in Housing Markets In: NBER Working Papers.
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paper22
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2016No‐Bubble Condition: Model‐Free Tests in Housing Markets.(2016) In: Econometrica.
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2016Excess Volatility: Beyond Discount Rates In: NBER Working Papers.
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paper3
2018Excess Volatility: Beyond Discount Rates.(2018) In: The Quarterly Journal of Economics.
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2017Inference on Risk Premia in the Presence of Omitted Factors In: NBER Working Papers.
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2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
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paper11
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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2019Taming the Factor Zoo: A Test of New Factors In: NBER Working Papers.
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2019Hedging Macroeconomic and Financial Uncertainty and Volatility 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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2014Editors Choice No News Is News: Do Markets Underreact to Nothing? In: Review of Financial Studies.
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article10
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