Jules Hans van Binsbergen : Citation Profile

Are you Jules Hans van Binsbergen?

15

H index

16

i10 index

1381

Citations

RESEARCH PRODUCTION:

17

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 76
   Journals where Jules Hans van Binsbergen has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 13 (0.93 %)

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   Permalink: http://citec.repec.org/pva668
   Updated: 2024-12-03    RAS profile: 2023-04-19    
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Relations with other researchers

Works with:

Grotteria, Marco (2)

OPP, CHRISTIAN (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jules Hans van Binsbergen.

Is cited by:

Marfe, Roberto (41)

Van Nieuwerburgh, Stijn (23)

Lopez, Pierlauro (22)

Chernov, Mikhail (19)

Weber, Michael (15)

Boyarchenko, Nina (14)

Fernandez-Villaverde, Jesus (14)

Giglio, Stefano (13)

Stambaugh, Robert (12)

Song, Dongho (11)

Pedersen, Lasse (11)

Cites to:

Campbell, John (22)

koijen, ralph (12)

Cochrane, John (11)

Ang, Andrew (10)

Epstein, Larry (10)

Zin, Stanley (9)

Hansen, Lars (8)

Piazzesi, Monika (8)

Giglio, Stefano (7)

Bekaert, Geert (7)

Shiller, Robert (7)

Main data

Where Jules Hans van Binsbergen has published?

Journals with more than one article published# docs
Journal of Finance5
Journal of Financial Economics4
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc19
Research Papers / Stanford University, Graduate School of Business3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Jules Hans van Binsbergen (2024 and 2023)

YearTitle of citing document
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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2023A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs. (2023). Khorrami, Farshad ; Krishnamurthy, Prashanth ; Fu, Hao ; Papanicolaou, Andrew. In: Papers. RePEc:arx:papers:2301.10869.

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2023Customer Momentum. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.11394.

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2024The Market-Based Probability of Stock Returns. (2023). Olkhov, Victor. In: Papers. RePEc:arx:papers:2302.07935.

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2024Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models. (2023). Tang, Yuehua ; Lopez-Lira, Alejandro. In: Papers. RePEc:arx:papers:2304.07619.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Fiscal DSGE model for Latvia. (2023). Buss, Ginters ; Gruning, Patrick. In: Baltic Journal of Economics. RePEc:bic:journl:v:23:y:2023:i:1:p:2173915.

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2024Mutual fund performance and manager assets: The negative effect of outside holdings. (2024). Lipson, Marc ; Gilbazo, Javier ; Evans, Richard. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:3-29.

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2023The effect of investor service costs on mutual fund performance. (2023). Zaynutdinova, Gulnara ; Yao, Tong ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:91-115.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2024MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, . In: Manchester School. RePEc:bla:manchs:v:78:y:2010:i:s1:p:25-52.

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2023Drivers of Flows-Performance Sensitivity in Mutual Funds. (2023). Ben-Ze, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.06.

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2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

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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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2023On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x.

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2023Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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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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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2024Downside liquidity risk premium: From the perspective of higher moment. (2024). Jin, Xiu ; Hou, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001547.

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2024Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Yadav, Vijay ; Covachev, Svetoslav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377.

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2023Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587.

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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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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023The role of human capital: Evidence from corporate innovation. (2023). Tian, Xuan ; Mao, Yifei ; Liu, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001020.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Liquidity Dry-ups in equity markets. (2023). Wang, Xiaoqiong ; Li, Chengcheng ; Kim, Donghyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000522.

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2023Bank affiliation and mutual funds’ trading strategy distinctiveness. (2023). Wang, Xiaoxiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001564.

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2023Financialization and speculators risk premia in commodity futures markets. (2023). Revoredo-Giha, Cesar ; Carter, Colin A. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002077.

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2023Investor response to Morningstars ratings, category information, and alpha in the Japanese mutual fund market. (2023). Kitamura, Tomoki ; Omori, Kozo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002740.

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2023Diversification measures: Mutual fund family case. (2023). Kaprielyan, Margarita ; Agapova, Anna. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004489.

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2024Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279.

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2024A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424.

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2023Family competition via divergence in the trading of funds. (2023). Serrano, Miguel ; Gimeno, Ruth ; Andreu, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007243.

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2023Threats to central bank independence and exchange rate volatility: High-frequency identification with Trump’s Fed tweets. (2023). Popova, Ivilina ; Liu, Yifan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000156.

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2024Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375.

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2024Investor traps: Funds launched during booms. (2024). Qin, Qirui ; Liu, Xinxin ; Xu, Quanyi. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000746.

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2024Mutual fund value creation: Insights from the residual income model. (2024). Chen, Taoqin ; Xu, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002848.

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2023Differential treatment in the bond market: Sovereign risk and mutual fund portfolios. (2023). Mallucci, Enrico ; Converse, Nathan. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001095.

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2023Optimal investment, consumption and life insurance purchase with learning about return predictability. (2023). Li, Baihui ; Peng, Xingchun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:70-95.

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2023Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates. (2023). Malloch, Hamish ; Berkman, Henk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662100337x.

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2023Scale and skills in European active management: Impact of a new regulatory context. (2023). Razafitombo, Hery ; Khim, Veasna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001553.

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2023Decreasing returns to scale and skill in hedge funds. (2023). Yao, Juan ; Satchell, Stephen ; Ling, Yun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002005.

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2023Do stock-level experienced returns influence security selection?. (2023). Mitali, Shema ; Antoniou, Constantinos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:157:y:2023:i:c:s037842662300225x.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Mutual fund performance at long horizons. (2023). Bessembinder, Hendrik ; Zhang, Feng ; Cooper, Michael J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:132-158.

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2023Barking up the wrong tree: Return-chasing in 401(k) plans. (2023). Wang, Pingle ; Tran, Anh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:69-90.

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2023Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609.

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2023Machine-learning the skill of mutual fund managers. (2023). van Nieuwerburgh, Stijn ; Pelger, Markus ; Lin, Zihan ; Kaniel, Ron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:94-138.

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2023Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642.

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2023Machine learning and fund characteristics help to select mutual funds with positive alpha. (2023). Gil-Bazo, Javier ; Demiguel, Victor ; Nogales, Francisco J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001770.

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2024Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x2400028x.

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2023What do mutual fund managers’ private portfolios tell us about their skills?. (2023). Ibert, Markus. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000523.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023News-based sentiment and the value premium. (2023). Nazemi, Abdolreza ; Fabozzi, Francesco A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657.

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2023Sparse and stable international portfolio optimization and currency risk management. (2023). Ulrych, Urban ; Burkhardt, Raphael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300150x.

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2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

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2024Does risk matter more in recessions than in expansions? Implications for monetary policy. (2024). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Andreasen, Martin M. In: Journal of Monetary Economics. RePEc:eee:moneco:v:143:y:2024:i:c:s0304393223001290.

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2024Parameter learning in production economies. (2024). Kozhan, Roman ; Babiak, Mykola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000084.

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2023Who should choose the money managers? Institutional sponsors equity manager performance. (2023). Kang, Hyoung-Goo ; Jimmy, Ji Yeol ; Jun, Sang-Gyung ; Han, Min-Yeon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000409.

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2023Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286.

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2024Overseas exposures, global events, and mutual fund performance. (2024). Zhao, Zhao ; Kong, Dongmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:848-863.

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2023Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds. (2023). Yan, Cheng ; Marco, Chi Keung ; Gozgor, Giray ; Zhang, Xuliang ; Xu, Ruihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000594.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023Debt Maturity and Commitment on Firm Policies. (2023). Saretto, Alessio ; Gamba, Andrea. In: Working Papers. RePEc:fip:feddwp:96046.

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2023Nonprofits and C Corporations: Performance Comparison. (2023). Hull, Robert Martin. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:18-:d:1035574.

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2024Assessing Energy Mutual Funds: Performance, Risks, and Managerial Skills. (2024). Nippani, Srinivas ; Malhotra, Davinder. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:20-:d:1346267.

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2024Investigating ESG Funds in China: Management Fees and Investment Performance. (2024). Li, Wei. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:38-:d:1382769.

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2023.

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2024.

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2023The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140.

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2023Analyzing Active Fund Managers’ Commitment to ESG: Evidence from the United Nations Principles for Responsible Investment. (2023). Yoon, Aaron ; Kim, Soohun. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:741-758.

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2023Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855.

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2023What’s in a Face? An Experiment on Facial Information and Loan-Approval Decision. (2023). Wang, Zeng ; Meng, Juanjuan ; Liu, Yu-Jane ; Chen, Zeyang. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2263-2283.

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

Works by Jules Hans van Binsbergen:

YearTitleTypeCited
2012On the Timing and Pricing of Dividends In: American Economic Review.
[Full Text][Citation analysis]		article187
2011On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		paper
2010On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 187		paper
2016On the Timing and Pricing of Dividends: Reply In: American Economic Review.
[Full Text][Citation analysis]		article7
2011An Empirical Model of Optimal Capital Structure In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article4
2008Optimal Decentralized Investment Management In: Journal of Finance.
[Full Text][Citation analysis]		article43
2006Optimal Decentralized Investment Management.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2010The Cost of Debt In: Journal of Finance.
[Full Text][Citation analysis]		article75
2010The Cost of Debt.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 75		paper
2016Good-Specific Habit Formation and the Cross-Section of Expected Returns In: Journal of Finance.
[Full Text][Citation analysis]		article3
2017Matching Capital and Labor In: Journal of Finance.
[Full Text][Citation analysis]		article27
2014Matching Capital and Labor.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2019Real Anomalies In: Journal of Finance.
[Full Text][Citation analysis]		article8
2017Real Anomalies.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2015The Term Structure of Returns: Facts and Theory In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper87
2017The term structure of returns: Facts and theory.(2017) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 87		article
2015The Term Structure of Returns: Facts and Theory.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 87		paper
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper200
2012The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		article
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		paper
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 200		paper
2014Collective pension schemes and individual choice* In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article9
2015Assessing Asset Pricing Models Using Revealed Preference In: Research Papers.
[Full Text][Citation analysis]		paper102
2016Assessing asset pricing models using revealed preference.(2016) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		article
2014Assessing Asset Pricing Models Using Revealed Preference.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 102		paper
2014Measuring Skill in the Mutual Fund Industry In: Research Papers.
[Full Text][Citation analysis]		paper229
2015Measuring skill in the mutual fund industry.(2015) In: Journal of Financial Economics.
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2017Regulation of Charlatans in High-Skill Professions In: Research Papers.
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2017Regulation of Charlatans in High-Skill Professions.(2017) In: NBER Working Papers.
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2013Equity yields In: Journal of Financial Economics.
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2011Equity Yields.(2011) In: NBER Working Papers.
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2007Exploring Relations Between Decision Analysis and Game Theory In: Decision Analysis.
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2007Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? In: Computational Economics.
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2014Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities In: NBER Chapters.
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2014Financial Valuation of PBGC Insurance with Market-Implied Default Probabilities.(2014) In: Tax Policy and the Economy.
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2019Risk-Free Interest Rates In: NBER Working Papers.
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2020Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility In: NBER Working Papers.
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2008Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers.
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2011A Term Structure of Growth In: 2011 Meeting Papers.
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