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)

32

H index

52

i10 index

4451

Citations

RESEARCH PRODUCTION:

41

Articles

131

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 211
   Journals where Stijn Van Nieuwerburgh has often published
   Relations with other researchers
   Recent citing documents: 274.    Total self citations: 69 (1.53 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva368
   Updated: 2024-01-16    RAS profile: 2023-03-10    
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Relations with other researchers


Works with:

Xiaolan, Mindy (13)

Lustig, Hanno (6)

Gupta, Arpit (5)

Elenev, Vadim (4)

Favilukis, Jack (3)

Spaenjers, Christophe (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:

Coeurdacier, Nicolas (42)

Weber, Michael (30)

De Donder, Philippe (29)

Leroux, Marie-Louise (29)

Pagano, Marco (28)

Leung, Charles (27)

Gourinchas, Pierre-Olivier (26)

Peydro, Jose-Luis (26)

Luo, Yulei (26)

bloom, nicholas (25)

Lettau, Martin (25)

Cites to:

Campbell, John (130)

Cochrane, John (41)

Lustig, Hanno (37)

KRISHNAMURTHY, ARVIND (32)

Hansen, Lars (30)

Vissing-Jorgensen, Annette (30)

Jermann, Urban (30)

Lettau, Martin (29)

Shiller, Robert (28)

Piazzesi, Monika (24)

Lucas, Robert (23)

Main data


Where Stijn Van Nieuwerburgh has published?


Journals with more than one article published# docs
Journal of Finance7
Review of Financial Studies5
Journal of Financial Economics4
Journal of Monetary Economics3
American Economic Review3
Journal of Political Economy2
Econometrica2
Review of Economic Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc51
CEPR Discussion Papers / C.E.P.R. Discussion Papers18
Research Papers / Stanford University, Graduate School of Business9
2005 Meeting Papers / Society for Economic Dynamics4
2009 Meeting Papers / Society for Economic Dynamics3
2011 Meeting Papers / Society for Economic Dynamics2
Working Papers / HAL2
IMF Working Papers / International Monetary Fund2
2017 Meeting Papers / Society for Economic Dynamics2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
2014 Meeting Papers / Society for Economic Dynamics2
Discussion Papers / Centre for Macroeconomics (CFM)2

Recent works citing Stijn Van Nieuwerburgh (2024 and 2023)


YearTitle of citing document
2023Macroeconomic Implications of Uniform Pricing. (2023). Kozlowski, Julian ; Daruich, Diego. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:3:p:64-108.

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2023.

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2023.

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2023Sustainable 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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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373.

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2023Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962.

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2023Railroad Bailouts in the Great Depression. (2022). Verdickt, Gertjan ; Moore, Lyndon. In: Papers. RePEc:arx:papers:2205.13025.

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2023Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173.

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2023Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661.

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2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2023Bloated Disclosures: Can ChatGPT Help Investors Process Financial Information?. (2023). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023Adaptive Bayesian Learning with Action and State-Dependent Signal Variance. (2023). Hou, Kaiwen. In: Papers. RePEc:arx:papers:2311.12878.

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2023The behavioral intention to adopt Proptech services in Vietnam real estate market. (2023). BACH, LE. In: Papers. RePEc:arx:papers:2312.06994.

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2023We Didn’t Start the Fire: Effects of a Natural Disaster on Consumers’ Financial Distress. (2023). Huynh, Kim ; Vallee, Genevieve ; Jacho-Chavez, David T. In: Staff Working Papers. RePEc:bca:bocawp:23-15.

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2023Persistent Debt and Business Cycles in an Economy with Production Heterogeneity. (2023). Khan, Aubhik ; Lee, So Young. In: Staff Working Papers. RePEc:bca:bocawp:23-17.

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2023The Macroeconomic Effects of Debt Relief Policies During Recessions. (2023). Lee, Soyoung. In: Staff Working Papers. RePEc:bca:bocawp:23-48.

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2023Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?. (2023). Cassella, Stefano ; Barahona, Ricardo. In: Working Papers. RePEc:bde:wpaper:2335.

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2023Fintech, investor sophistication and financial portfolio choices. (2023). Mihet, Roxana ; Gambacorta, Leonardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_763_23.

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2023Big tech credit and monetary policy transmission: micro-level evidence from China. (2023). Yu, Changhua ; Qiu, Han ; Li, Xiang ; Huang, Yiping. In: BIS Working Papers. RePEc:bis:biswps:1084.

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2023.

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2023Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799.

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2023.

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2023Housing affordability and responses during times of stress: A preliminary look during the COVID?19 pandemic. (2023). Malpezzi, Stephen. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:1:p:9-40.

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2023Support for small businesses amid COVID?19. (2023). Wang, Xuan ; Tsomocos, Dimitrios P. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:612-652.

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2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

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2023.

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2023Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market. (2023). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:389-425.

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2023.

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2023The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address. (2023). van Nieuwerburgh, Stijn. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:7-48.

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2023Who benefits the most? Risk pooling in mortgage loan insurance: Evidence from the Canadian mortgage market. (2023). Zhou, Chenggang ; Mahmoudi, Babak ; Basiri, Kiana. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:311-337.

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2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2023The capitalization of metro rail access in urban housing markets. (2023). Stephens, Heather M ; Keeler, Zachary T. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:686-720.

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2023Lenders’ pricing strategy: Do neighborhood risks matter?. (2023). Zhang, QI ; Wang, Yonglin ; He, Jia ; Deng, Yongheng ; Agarwal, Sumit. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:1011-1047.

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2023Capital Risk, Fiscal Policy, and the Distribution of Wealth. (2023). Regis, Luca ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_454.

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2023Spatial Implications of Telecommuting in the United States. (2023). Delventhal, Matthew J ; Parkhomenko, Andrii. In: Institute of Transportation Studies, Working Paper Series. RePEc:cdl:itsdav:qt97q6c2rg.

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2023Workers’ Perceptions of Earnings Growth and Employment Risk. (2023). Kosar, Gizem ; van der Klaauw, Wilbert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10300.

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2023At Home Versus in a Nursing Home: Long-Term Care Settings and Marginal Utility. (2023). Leroux, Marie-Louise ; Lee, Minjoon ; Glenzer, Franca ; de Donder, Philippe ; Achou, Bertrand. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10482.

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2023Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10492.

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2023The Economics of Attention. (2023). Wojtowicz, Zachary ; Loewenstein, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10712.

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2023Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307.

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2023At Home versus in a Nursing Home: Long-term Care Settings and Marginal Utility. (2023). Leroux, Marie-Louise ; Lee, Minjoon ; Glenzer, Franca ; de Donder, Philippe ; Achou, Bertrand. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-14.

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2023“Passive” Ecological Gentrification Triggered by the Covid-19 Pandemic. (2023). Broitman, Dani. In: Urban Planning. RePEc:cog:urbpla:v:8:y:2023:i:1:p:312-321.

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2023Loan-to-Value Shocks and Macroeconomic Stability. (2023). de Veirman, Emmanuel. In: Working Papers. RePEc:dnb:dnbwpp:763.

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2023Green bond home bias and the role of supply and sustainability preferences. (2023). Wedow, Michael ; Lambert, Claudia ; Levels, Anouk. In: Working Papers. RePEc:dnb:dnbwpp:767.

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2023Does Space Matter? The Case of the Housing Expenditure Cap. (2023). Leung, Charles ; Gong, Yifan ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1214.

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2023The safe asset potential of EU-issued bonds. (2023). Schwaab, Bernd ; Greif, William ; Bletzinger, Tilman. In: Research Bulletin. RePEc:ecb:ecbrbu:2023:0103:.

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2023Loan guarantees, bank underwriting policies and financial fragility. (2023). Marquez, Robert ; Leonello, Agnese ; Carletti, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20232782.

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2023House prices and ultra-low interest rates: exploring the non-linear nexus. (2023). Rusnak, Marek ; Lang, Jan Hannes ; Jarmulska, Barbara ; Hempell, Hannah S ; Dieckelmann, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20232789.

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2023The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828.

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2023The bright side of the doom loop: banks’ sovereign exposure and default incentives. (2023). Thaler, Dominik ; Rojas, Luis E. In: Working Paper Series. RePEc:ecb:ecbwps:20232869.

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2023Is housing price distribution across cities, scale invariant? Fractal distribution of settlements house prices as signature of self-organized complexity. (2023). D'Acci, Luca S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006677.

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2023Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869.

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2023Regional redistribution through SBA guaranteed loan programs. (2023). Lee, Munseob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001870.

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2023Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability. (2023). Zhang, Hao ; Wu, Qiang ; Ma, Hui ; Chen, Shenglan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300038x.

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2023What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline. (2023). Chirinko, Bob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000585.

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2023The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597.

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2023The global savings glut and the housing boom. (2023). Jorgensen, Peter Lihn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002664.

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2023Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676.

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2023Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x.

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2023Nonparametric tests for market timing ability using daily mutual fund returns. (2023). Peng, Liang ; Liu, Xiaohui ; Jiang, Lei ; Ding, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000416.

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2023Long-term bank lending and the transfer of aggregate risk. (2023). Zessner-Spitzenberg, Leopold ; Reiter, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300057x.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023Do information spillovers across products aggravate product market monopoly? An examination with Chinese data. (2023). Dong, Jiemiao ; Mukhopadhaya, Pundarik ; Cheng, Jiajia ; Yu, Zhuangxiong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001505.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2023Health investment and medical risk: New explanations of the portfolio puzzle. (2023). Du, You. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002547.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

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2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

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2023Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29.

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2023Immigrant intergenerational mobility: A focus on childhood environment. (2023). Bolotnyy, Valentin ; Bratu, Cristina. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002331.

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2023The long-run effects of risk: an equilibrium approach. (2023). Palma, Nuno ; Madeira, Joao ; van der Kwaak, Christiaan. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000041.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2023Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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2023Consumer savings behaviour at low and negative interest rates. (2023). Friz, Roberta ; Kenny, Geoff ; Felici, Marco. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001320.

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2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

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2023Portfolio selection with exploration of new investment assets. (2023). Strub, Moris S ; Sornette, Didier ; de Gennaro, Luca. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:773-792.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Stock return predictability and cyclical movements in valuation ratios. (2023). Chen, LI ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:36-53.

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2023Disseminating information across connected firms — Analyst site visits can help. (2023). Yin, Chengxi ; Xiao, Xinrong ; Wang, Rundong ; Cao, Zhengyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:510-531.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023Hidden Gem or Fool’s Gold: Can passive ESG ETFs outperform the benchmarks?. (2023). Zakriya, Mohammed ; Jarvinen, Jesse ; Dumitrescu, Ariadna. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300056x.

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2023A latent factor model for the Chinese stock market. (2023). Jiang, Fuwei ; Leong, Wen Jun ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000716.

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2023Health uninsurance premium and mortgage interest rates. (2023). Gill, Balbinder Singh. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001631.

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2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

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2023Institutional distance and US-based international mutual funds’ financial performance. (2023). Muoz, Fernando ; Fleta-Asin, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200589x.

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2023Learning specialists and market resilience. (2023). Contreras, Alfredo. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006924.

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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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article17
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
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article117
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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paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
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paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series.
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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: 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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This paper has nother version. Agregated cites: 117
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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article122
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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article73
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
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paper
2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance.
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article269
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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article421
2007Information Immobility and the Home Bias Puzzle.(2007) In: NBER Working Papers.
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paper
2005Information Immobility and the Home Bias Puzzle.(2005) In: 2005 Meeting Papers.
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paper
2004Information Immobility and the Home Bias Puzzle.(2004) In: Working Papers.
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paper
2011The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives In: Journal of Finance.
[Citation analysis]
article201
2014Time-Varying Fund Manager Skill In: Journal of Finance.
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article173
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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paper
2021Financial Fragility with SAM? In: Journal of Finance.
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article14
2017Financial Fragility with SAM?.(2017) In: 2017 Meeting Papers.
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2021Out?of?Town Home Buyers and City Welfare In: Journal of Finance.
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article20
2017Out-of-town Home Buyers and City Welfare.(2017) 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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article6
2019Why are REITS Currently So Expensive? In: Real Estate Economics.
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article7
2017Why Are REITS Currently So Expensive?.(2017) In: CEPR Discussion Papers.
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paper
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ In: Boston University - Department of Economics - Working Papers Series.
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paper20
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models.(2007) In: 2007 Meeting Papers.
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paper
2021Manufacturing Risk-Free Government Debt In: CESifo Working Paper Series.
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paper5
2020Manufacturing Risk-Free Government Debt.(2020) In: Research Papers.
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paper
2020Manufacturing Risk-free Government Debt.(2020) In: NBER Working Papers.
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paper
2016ESBies: Safety in the tranches In: Discussion Papers.
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paper83
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
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paper
2017ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics.
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paper
2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 83
paper
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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paper
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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2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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paper
2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 83
paper
2004Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance In: UCLA Economics Online Papers.
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paper2
2004How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) In: UCLA Economics Online Papers.
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paper0
2004Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
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paper0
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
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paper11
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
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paper0
2016Identifying the Benefits from Home Ownership: A Swedish Experiment In: CEPR Discussion Papers.
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paper16
2016Identifying the Benefits from Homeownership: A Swedish Experiment.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 16
paper
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
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paper25
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 25
paper
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 25
paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies.
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article
2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries In: CEPR Discussion Papers.
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paper84
2018A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2018) In: NBER Working Papers.
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paper
2016A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2016) In: 2016 Meeting Papers.
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paper
2021A Macroeconomic Model With Financially Constrained Producers and Intermediaries.(2021) In: Econometrica.
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article
2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
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paper107
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
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paper
2014Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers.
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paper
2020Firm Volatility in Granular Networks.(2020) In: Journal of Political Economy.
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article
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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paper22
2019Affordable Housing and City Welfare.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 22
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2018Affordable Housing and City Welfare.(2018) In: 2018 Meeting Papers.
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2019Valuing Private Equity Strip by Strip In: CEPR Discussion Papers.
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paper3
2019Valuing Private Equity Strip by Strip.(2019) In: NBER Working Papers.
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2020Can the Covid Bailouts Save the Economy? In: CEPR Discussion Papers.
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paper55
2020Can the Covid Bailouts Save the Economy?.(2020) In: NBER Working Papers.
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paper
2005Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability In: CEPR Discussion Papers.
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paper2
2012The Wealth-Consumption Ratio In: CEPR Discussion Papers.
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paper55
2008The Wealth-Consumption Ratio.(2008) In: NBER Working Papers.
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paper
2013The Wealth-Consumption Ratio.(2013) In: The Review of Asset Pricing Studies.
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article
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
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paper81
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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This paper has nother version. Agregated cites: 81
paper
2013Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance. V. V. Acharya, M. Richardson, S. van Nieuwerburgh and L. J. White. Princeton University Press, 2011, ISBN 978-0-691-150 In: Journal of Pension Economics and Finance.
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article0
2019The Government Risk Premium Puzzle In: Research Papers.
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paper3
2019Government Risk Premium Puzzle.(2019) In: 2019 Meeting Papers.
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2021Quantifying U.S. Treasury Investor Optimism In: Research Papers.
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2021What Determines the Governments Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic In: Research Papers.
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paper2
2021Financial and Total Wealth Inequality with Declining Interest Rates In: Research Papers.
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paper6
2021Financial and Total Wealth Inequality with Declining Interest Rates.(2021) In: NBER Working Papers.
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2021Bond Convenience Yields in the Eurozone Currency Union In: Research Papers.
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2022Exorbitant Privilege Gained and Lost: Fiscal Implications In: Research Papers.
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paper2
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2022Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis In: Research Papers.
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2006Stock market development and economic growth in Belgium In: Explorations in Economic History.
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2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
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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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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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2009Technological Change and the Growing Inequality in Managerial Compensation.(2009) In: NBER Working Papers.
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2022Take the Q train: Value capture of public infrastructure projects In: Journal of Urban Economics.
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2020Take the Q Train: Value Capture of Public Infrastructure Projects.(2020) In: NBER Working Papers.
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2006Learning asymmetries in real business cycles In: Journal of Monetary Economics.
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2016Phasing out the GSEs In: Journal of Monetary Economics.
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article38
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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chapter98
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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2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working 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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2015Rethinking Mortgage Design In: Liberty Street Economics.
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2021Real and Private-Value Assets In: Working Papers.
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2021Real and Private-Value Assets.(2021) In: NBER Working Papers.
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2021Real and Private-Value Assets.(2021) In: Review of Financial Studies.
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2002A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention In: IMF Working Papers.
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2007Monetary Policy in an Equilibrium Portfolio Balance Model In: IMF Working Papers.
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2005Monetary Policy in an Equilibrium Portfolio Balance Model.(2005) In: 2005 Meeting Papers.
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2013V. V. Acharya, S. van Nieuwerburgh, M. Richardson, and L. J. White (2011): Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, Princeton University Press. 176 pages, USD 2 In: Financial Markets and Portfolio Management.
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2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
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chapter75
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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2010How Much Does Household Collateral Constrain Regional Risk Sharing?.(2010) In: Review of Economic Dynamics.
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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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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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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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2008Information Acquisition and Under-Diversification.(2008) In: 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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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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2013Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, by Viral V. Acharya, Matthew Richardson, Stijn van Nieuwerburgh, and Lawrence J. White In: Eastern Economic Journal.
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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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2005The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street In: 2005 Meeting Papers.
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2005Information Acquisition and Portfolio Underdiversification 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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2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
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2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working 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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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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