6
H index
5
i10 index
127
Citations
University of Chicago | 6 H index 5 i10 index 127 Citations RESEARCH PRODUCTION: 4 Articles 8 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lawrence David Warren Schmidt. | Is cited by: | Cites to: |
Year | Title of citing document |
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2020 | Allocating Losses: Bail-ins, Bailouts and Bank Regulation. (2020). Keister, Todd ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:049. Full description at Econpapers || Download paper |
2021 | Shape-Enforcing Operators for Point and Interval Estimators. (2019). Kostyshak, Scott ; Chernozhukov, Victor ; Luo, YE ; Fern, Iv'An ; Chen, XI. In: Papers. RePEc:arx:papers:1809.01038. Full description at Econpapers || Download paper |
2021 | Estimating real-world probabilities: A forward-looking behavioral framework. (2020). Crisóstomo, Ricardo. In: Papers. RePEc:arx:papers:2012.09041. Full description at Econpapers || Download paper |
2021 | Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Fan, Rui ; Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2101.11568. Full description at Econpapers || Download paper |
2020 | Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868. Full description at Econpapers || Download paper |
2020 | Mispriced index option portfolios. (2020). Perrakis, Stylianos ; Czerwonko, Michal ; Constantinides, George M. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:297-330. Full description at Econpapers || Download paper |
2021 | Investor monitoring, money-likeness and stability of money market funds. (2021). Paavola, Aleksi ; Jarvenpaa, Maija. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_002. Full description at Econpapers || Download paper |
2020 | Macroprudential Liquidity Stress Test: An Application to Indonesian Banks. (2020). Nattan, Raquela Renanda ; Harun, Cicilia Anggadewi ; Taruna, Aditya Anta. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:165-187. Full description at Econpapers || Download paper |
2020 | La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es. Full description at Econpapers || Download paper |
2021 | Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales. (2021). Crisostomo, Ricardo . In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_73es. Full description at Econpapers || Download paper |
2020 | Non-alternative collective investment schemes, connectedness and systemic risk. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_71en. Full description at Econpapers || Download paper |
2021 | Estimating real word probabilities: a forward-looking behavioral framework. (2021). Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_73en. Full description at Econpapers || Download paper |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper |
2020 | Burned by leverage? Flows and fragility in bond mutual funds. (2020). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20202413. Full description at Econpapers || Download paper |
2020 | Mutual funds exits, financial crisis and Darwin. (2020). Zhang, Yue ; Zalewska, Anna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301826. Full description at Econpapers || Download paper |
2020 | Liquidity backstops and dynamic debt runs. (2020). Yue, Vivian ; Wei, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300841. Full description at Econpapers || Download paper |
2021 | Market stability with machine learning agents. (2021). Pereira, Javier ; Georges, Christophre . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302001. Full description at Econpapers || Download paper |
2020 | Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449. Full description at Econpapers || Download paper |
2021 | Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94. Full description at Econpapers || Download paper |
2021 | Pricing kernel monotonicity and term structure: Evidence from China. (2021). Guo, Shuxin ; Liu, Qiang ; Jiao, Yuhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302983. Full description at Econpapers || Download paper |
2020 | Dynamic interventions and informational linkages. (2020). Cong, Lin William ; Hu, Yunzhi ; Grenadier, Steven R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:1-15. Full description at Econpapers || Download paper |
2020 | Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099. Full description at Econpapers || Download paper |
2020 | Adverse Selection Dynamics in Privately-Produced Safe Debt Markets. (2020). Verani, Stephane ; Foley-Fisher, Nathan ; Gorton, Gary. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-88. Full description at Econpapers || Download paper |
2020 | Bubbles and the Value of Innovation. (2020). Loualiche, Erik ; Ho, Paul ; Haddad, Valentin. In: Working Paper. RePEc:fip:fedrwp:88433. Full description at Econpapers || Download paper |
2020 | Bayesian dynamic variable selection in high dimensions. (2020). Korobilis, Dimitris ; Koop, Gary. In: Working Papers. RePEc:gla:glaewp:2020_11. Full description at Econpapers || Download paper |
2020 | Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment. (2020). Yung, Julieta ; Chami, Ralph ; Rochon, Celine ; Cosimano, Thomas F. In: IMF Working Papers. RePEc:imf:imfwpa:2020/053. Full description at Econpapers || Download paper |
2020 | Forecasting Stock Returns with Large Dimensional Factor Models. (2020). Soccorsi, Stefano ; Massacci, Daniele ; Giovannelli, Alessandro. In: Working Papers. RePEc:lan:wpaper:305661169. Full description at Econpapers || Download paper |
2020 | Working Remotely and the Supply-side Impact of Covid-19. (2020). Papanikolaou, Dimitris. In: NBER Working Papers. RePEc:nbr:nberwo:27330. Full description at Econpapers || Download paper |
2020 | Rational Sentiments and Economic Cycles. (2020). Kondor, Peter ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:27472. Full description at Econpapers || Download paper |
2020 | Bayesian dynamic variable selection in high dimensions. (2020). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:100164. Full description at Econpapers || Download paper |
2020 | Credit Supply, Firms, and Earnings Inequality. (2020). Wolter, Stefanie ; Wirth, Benjamin ; Saidi, Farzad ; Moser, Christian. In: MPRA Paper. RePEc:pra:mprapa:100371. Full description at Econpapers || Download paper |
2021 | Real?time detection of regimes of predictability in the US equity premium. (2021). Leybourne, Stephen J ; Harvey, David I ; Robert, A M ; Sollis, Robert. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:45-70. Full description at Econpapers || Download paper |
2020 | An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan. (2020). Ali, Bilawal ; Mumtaz, Atif ; Shamim, Asif. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500012. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Runs on Money Market Mutual Funds In: American Economic Review. [Full Text][Citation analysis] | article | 48 |
2014 | Runs on money market mutual funds.(2014) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2011 | An Empirical Test of Pricing Kernel Monotonicity In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2016 | An Empirical Test of Pricing Kernel Monotonicity.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2017 | Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Pockets of Predictability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2014 | Runs on Money Market Funds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2012 | On the dimensionality of bounds generated by the Shapley–Folkman theorem In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Technological Innovation and Labor Income Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Investor Information Acquisition and Money Market Fund Risk Rebalancing during the 2011–2012 Eurozone Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 6 |
2015 | Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2016 | Layoff risk, the welfare cost of business cycles, and monetary policy In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 13 |
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