Stijn Van Nieuwerburgh : Citation Profile


Are you Stijn Van Nieuwerburgh?

Columbia University (80% share)
National Bureau of Economic Research (NBER) (10% share)
Centre for Economic Policy Research (CEPR) (10% share)

25

H index

40

i10 index

2349

Citations

RESEARCH PRODUCTION:

28

Articles

99

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 138
   Journals where Stijn Van Nieuwerburgh has often published
   Relations with other researchers
   Recent citing documents: 604.    Total self citations: 36 (1.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva368
   Updated: 2020-05-23    RAS profile: 2020-05-04    
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Relations with other researchers


Works with:

Vayanos, Dimitri (20)

Reis, Ricardo (20)

Pagano, Marco (20)

Brunnermeier, Markus (20)

thesmar, david (11)

Lane, Philip (11)

Garicano, Luis (11)

Langfield, Sam (9)

Vestman, Roine (6)

Elenev, Vadim (5)

Herskovic, Bernard (3)

Kaniel, Ron (3)

Kacperczyk, Marcin (2)

Veldkamp, Laura (2)

Lustig, Hanno (2)

Gupta, Arpit (2)

von Lilienfeld-Toal, Ulf (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stijn Van Nieuwerburgh.

Is cited by:

Weber, Michael (25)

Coeurdacier, Nicolas (24)

Luo, Yulei (22)

Veldkamp, Laura (20)

Sousa, Ricardo (19)

Davis, Morris (16)

Campbell, John (15)

Mondria, Jordi (15)

Schoenle, Raphael (14)

Pasten, Ernesto (13)

Nitschka, Thomas (13)

Cites to:

Campbell, John (73)

Cochrane, John (20)

Lustig, Hanno (19)

Michaelides, Alexander (15)

Shiller, Robert (15)

Hansen, Lars (15)

Jermann, Urban (14)

Vissing-Jorgensen, Annette (14)

Prescott, Edward (14)

Piazzesi, Monika (13)

Gabaix, Xavier (13)

Main data


Where Stijn Van Nieuwerburgh has published?


Journals with more than one article published# docs
Journal of Finance4
Journal of Monetary Economics3
Review of Financial Studies3
American Economic Review3
Journal of Financial Economics3
Review of Economic Studies2

Working Papers Series with more than one paper published# docs
2005 Meeting Papers / Society for Economic Dynamics4
2009 Meeting Papers / Society for Economic Dynamics3
2011 Meeting Papers / Society for Economic Dynamics2
IMF Working Papers / International Monetary Fund2
Research Papers / Stanford University, Graduate School of Business2
2014 Meeting Papers / Society for Economic Dynamics2
Discussion Papers / Centre for Macroeconomics (CFM)2
2017 Meeting Papers / Society for Economic Dynamics2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2

Recent works citing Stijn Van Nieuwerburgh (2020 and 2019)


YearTitle of citing document
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/007.

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2018Proposition 13: An Equilibrium Analysis. (2018). Tuzel, Elale ; Matoba, Kyle ; Mrohorolu, Aye. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:24-51.

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2018The Role of Annuitized Wealth in Post-retirement Behavior. (2018). Stolyarov, Dmitriy ; Silverman, Dan ; Laitner, John . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:3:p:71-117.

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2020Leverage and Deepening Business-Cycle Skewness. (2020). Ravn, Søren Hove ; Petrella, Ivan ; Santoro, Emiliano ; Jensen, Henrik. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:1:p:245-81.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/006.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/007.

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2019Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model. (2019). Giri, Federico ; Gallegati, Mauro ; Catullo, Ermanno. In: Working Papers. RePEc:anc:wpaper:434.

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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). Zariphopoulou, Thaleia ; Lacker, Daniel . In: Papers. RePEc:arx:papers:1703.07685.

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2018On a gap between rational annuitization price for producer and price for customer. (2018). Dokuchaev, Nikolai. In: Papers. RePEc:arx:papers:1809.08960.

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2018A six-factor asset pricing model. (2018). Shijin, Santhakumar ; Roy, Rahul. In: Papers. RePEc:arx:papers:1810.07790.

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2019Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053.

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2019Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2019Large Volatility Matrix Prediction with High-Frequency Data. (2019). Song, Xinyu. In: Papers. RePEc:arx:papers:1907.01196.

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2019Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2020Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:2001.07790.

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2017The Performance Persistence of Winner Fund Managers - Evidence from the Timing and Stock Picking Ability. (2017). Fu, Ying-Fen ; Liu, Hai-Ching . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:611-622.

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2019Investors` attention and American depository receipts pricing: evidence from Indian stocks. (2019). Babu, Sarath A. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2019:p:381-386.

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2019Loan Insurance, Market Liquidity, and Lending Standards. (2019). Ahnert, Toni ; Kuncl, Martin. In: Staff Working Papers. RePEc:bca:bocawp:19-47.

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2018Chained financial frictions and credit cycles. (2018). Santoro, Emiliano ; Petrella, Ivan ; Lubello, Federico. In: BCL working papers. RePEc:bcl:bclwop:bclwp116.

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2019Risky bank guarantees. (2019). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Mikinen, Taneli . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1232_19.

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2019Measuring the cost of U.S. housing policy. (2019). Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2019-08.

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2018Public Savings and the Effectiveness of Sterilized Foreign Exchange Intervention. (2018). Medellín, Juan ; Medellin-Martinez, Juan Camilo. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:117-136.

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2020The Bright Side of the Doom Loop: Banks Exposure and Default Incentives. (2020). Thaler, Dominik ; Rojas, Luis. In: Working Papers. RePEc:bge:wpaper:1143.

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2019Investor Experiences and International Capital Flows. (2019). Malmendier, Ulrike ; Vanasco, Victoria ; Pouzo, Demien. In: Working Papers. RePEc:bge:wpaper:1163.

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2019Identification of Sign-Dependency of Impulse Responses. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1907.

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2018Mortgage Market Design: Lessons from the Great Recession. (2018). Seru, Amit ; Piskorski, Tomasz. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2018:i:2018-01:p:429-513.

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2018Mortgage Market Design: Lessons from the Great Recession. (2018). Piskorski, Tomasz ; Seru, Amit. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2019:i:2018-01:p:429-513.

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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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2018Structural changes in banking after the crisis. (2018). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:60.

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2017Is the price right? Swing pricing and investor redemptions. (2017). Lewrick, Ulf ; Schanz, Jochen. In: BIS Working Papers. RePEc:bis:biswps:664.

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2019Policy Uncertainty and Bank Mortgage Credit. (2019). Yook, Youngsuk ; Kara, Gazi I. In: BIS Working Papers. RePEc:bis:biswps:820.

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2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2018Financial risk exposure of returns to education: Panel evidence from Korea*. (2018). Lee, Jaeram ; Ihm, Jungjoon . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:83-97.

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2018Financialization and Economic Development: A Debate on the Social Efficiency of Modern Finance. (2018). Storm, Servaas. In: Development and Change. RePEc:bla:devchg:v:49:y:2018:i:2:p:302-329.

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2018MEASURING AND MODELING INTERGENERATIONAL LINKS IN RELATION TO LONG‐TERM CARE. (2018). Caplin, Andrew ; McGarry, Kathleen ; Luo, MI. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:100-113.

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2018Market†based estimates of implicit government guarantees in European financial institutions. (2018). Zhao, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:79-112.

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2018Growth options and firm valuation. (2018). Kraft, Holger ; Weiss, Farina ; Schwartz, Eduardo . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:209-238.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2017Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market. (2017). Leite, Paulo ; Armada, Manuel Rocha. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:163-170.

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2017Assessing the inequality of lifetime healthcare expenditures: a nearest neighbour resampling approach. (2017). Wong, Albert ; Ferreira, Jose Antonio ; Polder, Johan ; Boshuizen, Hendriek . In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:1:p:141-160.

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2017Life Insurance Demand Under Health Shock Risk. (2017). Hambel, Christoph ; Steffensen, Mogens ; Schendel, Lorenz S ; Kraft, Holger. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1171-1202.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Zhu, Wei ; Golden, Linda L ; Brockett, Patrick L ; Ai, Jing ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:319-343.

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2017Information Frictions in Uncertain Regulatory Environments: Evidence from U.S. Commercial Banks. (2017). Veuger, Stan ; Wilson, Kristin . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:205-233.

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2019News-driven inflation expectations and information rigidities. (2019). Thorsrud, Leif ; Larsen, Vegard ; Zhulanova, Julia. In: Working Papers. RePEc:bny:wpaper:0075.

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2018Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market. (2018). Wang, Peng ; Virk, Nader ; Korkeamaki, Timo. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_019.

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2018Price rigidities and the granular origins of aggregate fluctuations. (2018). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_003.

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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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2019Domestic banks as lightning rods? Home bias and information during Eurozone crisis. (2019). Saka, Orkun. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_003.

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2018Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris. In: Working Papers. RePEc:bog:wpaper:250.

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2019Boom-Bust Cycles of Learning, Investment and Disagreement. (2019). Zohar, Osnat. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.06.

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2018Forecasting in the presence of in and out of sample breaks. (2018). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-014.

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2019Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003.

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2019Asset Market Equilibrium under Rational Inattention. (2019). Miao, Jianjun ; Su, Dongling. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-009.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Pettenuzzo, Davide ; Fisher, Jared D ; Carvalho, Carlos. In: Working Papers. RePEc:brd:wpaper:123.

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2018Debt Seniority and Sovereign Debt Crises. (2018). Corsetti, Giancarlo ; Ari, Anil ; Dedola, L. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1831.

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2018Production Networks: A Primer. (2018). Tahbaz-Salehi, Alireza ; Carvalho, Vasco. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1856.

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2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Dunne, Peter ; Cronin, David. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18.

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2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18.

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2020Monetary Policy and Wealth Effects. (2020). Caramp, Nicolas ; Silva, Dejanir H. In: Working Papers. RePEc:cda:wpaper:337.

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2019Over the Top: Why an Annual Wealth Tax for Canada is Unnecessary. (2019). Pestieau, Pierre ; Boadway, Robin. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:546.

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2017The Paradox of the Joneses: Superstar Houses and Mortgage Frenzy in Suburban America. (2017). Bellet, Clement . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1462.

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2018Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk. (2018). Sutoris, Ivan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp620.

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2017Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection. (2017). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; DeDonder, Philippe ; Boyer, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6698.

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2018Capital Flows in the Euro Area and TARGET2 Balances. (2018). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6877.

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2018Out of Sync Subnational Housing Markets and Macroprudential Policies. (2018). Funke, Michael ; Wende, Adrian ; Mihaylovski, Petar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6887.

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2018Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, M ; Cesa-Bianchi, Ambrogio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6910.

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2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

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2018The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy. (2018). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7376.

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2018Optimal Amount of Attention to Capital Income Risk and Heterogeneous Precautionary Saving Behavior. (2018). Yin, Penghui. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7413.

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2019What went wrong?: The Puerto Rican debt crisis, the Treasury Put, and the failure of market discipline. (2019). Chirinko, Bob ; Henderson, Shaina ; Chiu, Ryan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7558.

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2019Distributional effects of surging housing costs under Schwabes Law. (2019). Larin, Benjamin ; Grossmann, Volker ; Steger, Thomas ; Lofflad, Hans Torben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7684.

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2019Creating a Euro Area Safe Asset without Mutualizing Risk (Much). (2019). Zettelmeyer, Jeromin ; Leandro, Alvaro. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7766.

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2019Domestic Banks as Lightning Rods? Home Bias and Information during the Eurozone Crisis. (2019). Saka, Orkun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7939.

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2019Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959.

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2019Long Term Care Insurance with State-Dependent Preferences. (2019). Leroux, Marie-Louise ; de Donder, Philippe ; DeDonder, Philippe . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8017.

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2020Optimal Redistributive Wealth Taxation When Wealth Is More Than Just Capital. (2020). Edenhofer, Ottmar ; Franks, Max. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8093.

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2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

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2020Time Variation in Lifecycle Consumption and Income. (2020). Aksoy, Yunus ; Basso, Henrique S ; st Aubyn, Carolyn. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8162.

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2020Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8178.

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2020Indebted Demand. (2020). Sufi, Amir ; Straub, Ludwig ; Mian, Atif. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8210.

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2019The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs. (2019). Heinemann, Friedrich ; DESTAIS, Christophe ; Eidam, Frederik. In: EconPol Policy Reports. RePEc:ces:econpr:_11.

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2019House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo. (2019). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki . In: CARF F-Series. RePEc:cfi:fseres:cf461.

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2019A Global Safe Asset for and from Emerging Market Economies. (2019). Huang, Lunyang ; Brunnermeier, Markus K. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v26c05pp111-167.

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2019The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy. (2019). Weber, Michael ; Schoenle, Raphael ; Pasten, Ernesto. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:842.

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2019S&P 500 under Dynamic Gordon Model. (2019). Sagner, Andres ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:851.

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2019Prudential Policies and Bailouts - A Delicate Interaction. (2019). Pasten, Ernesto. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:853.

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2019International Business Cycles: Information Matters. (2019). Sopraseuth, Thepthida ; Perego, Erica ; Iliopulos, Eleni. In: Working Papers. RePEc:cii:cepidt:2019-03.

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2019The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs. (2019). Heinemann, Friedrich ; DESTAIS, Christophe ; Eidam, Frederik. In: CEPII Policy Brief. RePEc:cii:cepipb:2019-25.

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2017Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection. (2017). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-17.

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2018A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle. (2018). Michaud, Pierre-Carl ; Leroux, Marie-Louise ; Fluet, Claude ; De Donder, Philippe ; Boyer, M. Martin ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-13.

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2020Long Term Care Insurance with State-Dependent Preferences. (2020). De Donder, Philippe ; Leroux, Marie-Louise ; DeDonder, Philippe . In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-05.

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2017Why is investorsmutual fund market allocation far from the optimum?. (2017). Losada, Ramiro ; Laborda, Ricardo. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_65en.

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2019The Less I Know The Better? A Model of Rational Attention and Experimentation. (2019). Chaves, Juan-Camilo. In: Documentos CEDE. RePEc:col:000089:017606.

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2018Public Savings and the Effectiveness of Sterilized Foreign Exchange Intervention. (2018). Medellín, Juan ; Medellin-Martinez, Juan Camilo. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016939.

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2017Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225.

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2018Government Debt and the Returns to Innovation. (2018). Croce, Mariano Massimiliano ; Schmid, Lukas ; Raymond, Steve ; Nguyen, Thien Tung . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12617.

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

Works by Stijn Van Nieuwerburgh:


YearTitleTypeCited
2010Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review.
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article12
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEP Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
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2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series.
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2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
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paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
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paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
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paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
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paper
2016Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees In: American Economic Review.
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article61
2012Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2012) In: CEPR Discussion Papers.
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paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: NBER Working Papers.
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paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: 2011 Meeting Papers.
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paper
2011Predictability of Returns and Cash Flows In: Annual Review of Financial Economics.
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article36
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
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2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance.
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article196
2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective.(2003) In: NBER Working Papers.
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paper
2009Information Immobility and the Home Bias Puzzle In: Journal of Finance.
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article239
2007Information Immobility and the Home Bias Puzzle.(2007) In: NBER Working Papers.
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2005Information Immobility and the Home Bias Puzzle.(2005) In: 2005 Meeting Papers.
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2004Information Immobility and the Home Bias Puzzle.(2004) In: Working Papers.
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2011The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives In: Journal of Finance.
[Citation analysis]
article111
2014Time-Varying Fund Manager Skill In: Journal of Finance.
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article93
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
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paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
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2019Why are REITS Currently So Expensive? In: Real Estate Economics.
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article0
2017Why Are REITS Currently So Expensive?.(2017) In: CEPR Discussion Papers.
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2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper16
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models.(2007) In: 2007 Meeting Papers.
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2016ESBies: Safety in the tranches In: Discussion Papers.
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paper42
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
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2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
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2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
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paper
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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2017ESBies: safety in the tranches.(2017) In: Economic Policy.
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2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
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paper
2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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2016Identifying the Benefits from Home Ownership: A Swedish Experiment In: CEPR Discussion Papers.
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paper10
2016Identifying the Benefits from Home Ownership: A Swedish Experiment.(2016) In: NBER Working Papers.
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2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
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paper9
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies.
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2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries In: CEPR Discussion Papers.
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paper22
2018A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2018) In: NBER Working Papers.
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2016A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2016) In: 2016 Meeting Papers.
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2017Out-of-town Home Buyers and City Welfare In: CEPR Discussion Papers.
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2017Out-of-town Home Buyers and City Welfare.(2017) In: 2017 Meeting Papers.
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2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
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paper48
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
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2014Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers.
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2018Financing the War on Cancer In: CEPR Discussion Papers.
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paper0
2018Financing the War on Cancer.(2018) In: NBER Working Papers.
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2019Affordable Housing and City Welfare In: CEPR Discussion Papers.
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paper2
2019Affordable Housing and City Welfare.(2019) In: NBER Working Papers.
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2018Affordable Housing and City Welfare.(2018) In: 2018 Meeting Papers.
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2005Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability In: CEPR Discussion Papers.
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paper0
2012The Wealth-Consumption Ratio In: CEPR Discussion Papers.
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paper35
2008The Wealth-Consumption Ratio.(2008) In: NBER Working Papers.
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paper
2013The Wealth-Consumption Ratio.(2013) In: Review of Asset Pricing Studies.
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2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
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paper43
2017The Cross-Section and Time Series of Stock and Bond Returns.(2017) In: Research Papers.
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2017The cross-section and time series of stock and bond returns.(2017) In: Journal of Monetary Economics.
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article
2010The Cross-Section and Time-Series of Stock and Bond Returns.(2010) In: NBER Working Papers.
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2019The Government Risk Premium Puzzle In: Research Papers.
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paper1
2019Government Risk Premium Puzzle.(2019) In: 2019 Meeting Papers.
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2006Stock market development and economic growth in Belgium In: Explorations in Economic History.
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article28
2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
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article76
2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers.
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2009Mortgage timing In: Journal of Financial Economics.
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article64
2007Mortgage Timing.(2007) In: NBER Working Papers.
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2011Technological change and the growing inequality in managerial compensation In: Journal of Financial Economics.
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article22
2009Technological Change and the Growing Inequality in Managerial Compensation.(2009) In: NBER Working Papers.
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2006Learning asymmetries in real business cycles In: Journal of Monetary Economics.
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article153
2016Phasing out the GSEs In: Journal of Monetary Economics.
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article22
2015Phasing Out the GSEs.(2015) In: NBER Working Papers.
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2015Phasing out the GSEs.(2015) In: 2015 Meeting Papers.
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2015Housing, Finance, and the Macroeconomy In: Handbook of Regional and Urban Economics.
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chapter26
2014Housing, Finance and the Macroeconomy.(2014) In: NBER Working Papers.
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2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Staff Report.
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2015Rethinking Mortgage Design In: Liberty Street Economics.
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2002A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention In: IMF Working Papers.
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paper0
2007Monetary Policy in an Equilibrium Portfolio Balance Model In: IMF Working Papers.
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paper4
2005Monetary Policy in an Equilibrium Portfolio Balance Model.(2005) In: 2005 Meeting Papers.
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2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
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chapter55
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
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2014Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters.
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2004How Much Does Household Collateral Constrain Regional Risk Sharing? In: NBER Working Papers.
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paper47
2010How Much Does Household Collateral Constrain Regional Risk Sharing?.(2010) In: Review of Economic Dynamics.
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2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia In: NBER Working Papers.
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paper11
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street In: NBER Working Papers.
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paper59
2008The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street.(2008) In: Review of Financial Studies.
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2006Reconciling the Return Predictability Evidence In: NBER Working Papers.
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2008Reconciling the Return Predictability Evidence.(2008) In: Review of Financial Studies.
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2006Reconciling the Return Predictability Evidence.(2006) In: 2006 Meeting Papers.
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2006Why Has House Price Dispersion Gone Up? In: NBER Working Papers.
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paper115
2010Why Has House Price Dispersion Gone Up?.(2010) In: Review of Economic Studies.
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2006Can Housing Collateral Explain Long-Run Swings in Asset Returns? In: NBER Working Papers.
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2007The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives In: NBER Working Papers.
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2008Information Acquisition and Under-Diversification In: NBER Working Papers.
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2010Information Acquisition and Under-Diversification.(2010) In: Review of Economic Studies.
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2008Information Acquisition and Under-Diversification.(2008) In: Working Papers.
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2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
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2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
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2010The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium.(2010) In: 2010 Meeting Papers.
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2017The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium.(2017) In: Journal of Political Economy.
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2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: NBER Working Papers.
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2009Optimal Health and Longevity Insurance.(2009) In: 2009 Meeting Papers.
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2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
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2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
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2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
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2019Valuing Private Equity Strip by Strip In: NBER Working Papers.
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2019The U.S. Public Debt Valuation Puzzle In: NBER Working Papers.
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2020Take the Q Train: Value Capture of Public Infrastructure Projects In: NBER Working Papers.
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2011Feeding the Beast In: Introductory Chapters.
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2011Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance In: Economics Books.
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2012The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy In: EconomicDynamics Newsletter.
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2004Housing Collateral and Consumption Insurance Across US Regions In: 2004 Meeting Papers.
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paper9
2005The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street In: 2005 Meeting Papers.
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2008IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation In: 2008 Meeting Papers.
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2009The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers.
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2009Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers.
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2014The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers.
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2017Financial Fragility with SAM? In: 2017 Meeting Papers.
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2006Inside Information and the Own Company Stock Puzzle In: Journal of the European Economic Association.
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2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
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2002Housing Collateral, Consumption Insurance and Risk Premia In: Macroeconomics.
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