Stefano Giglio : Citation Profile

Are you Stefano Giglio?

Yale University

20

H index

26

i10 index

2227

Citations

RESEARCH PRODUCTION:

21

Articles

61

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 123
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 497.    Total self citations: 18 (0.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi162
   Updated: 2024-11-04    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Stroebel, Johannes (20)

Maggiori, Matteo (12)

Dew-Becker, Ian (7)

Xiu, Dacheng (6)

Engle, Robert (4)

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

Is cited by:

Baruník, Jozef (21)

GUPTA, RANGAN (19)

Eisenbach, Thomas (15)

Chernov, Mikhail (13)

Stroebel, Johannes (13)

Weber, Michael (13)

Popov, Alexander (12)

Schmalz, Martin (12)

Andries, Marianne (12)

Shleifer, Andrei (11)

Boyarchenko, Nina (11)

Cites to:

Campbell, John (49)

Barro, Robert (21)

Cochrane, John (15)

Shiller, Robert (14)

Shleifer, Andrei (13)

Diebold, Francis (13)

Bollerslev, Tim (13)

Epstein, Larry (12)

Hansen, Lars (12)

Wu, Liuren (11)

Shanken, Jay (10)

Main data

Where Stefano Giglio has published?

Journals with more than one article published# docs
The Review of Financial Studies5
Journal of Financial Economics4
American Economic Review2
The Quarterly Journal of Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc29
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
CESifo Working Paper Series / CESifo5
Scholarly Articles / Harvard University Department of Economics2
Working Paper / Harvard University OpenScholar2

Recent works citing Stefano Giglio (2024 and 2023)

YearTitle of citing document
2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2024Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2024Most claimed statistical findings in cross-sectional return predictability are likely true. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2023Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2023Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163.

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2023Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2303.13406.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349.

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2023Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply. (2023). Ouazad, Amine ; Kahn, Matthew. In: Papers. RePEc:arx:papers:2305.07179.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2307.07689.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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

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2023Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473.

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2023Developers Leverage, Capital Market Financing, and Fire Sale Externalities Evidence from the Thai Condominium Market. (2023). Saengchote, Kanis. In: Papers. RePEc:arx:papers:2312.05013.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779.

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2024Towards a representative social cost of carbon. (2024). Tol, Richard ; Wang, Fangzhi ; Dong, Jinchi. In: Papers. RePEc:arx:papers:2404.04989.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Tsyvinski, Aleh ; Liu, Yukun ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2404.08129.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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2024Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590.

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2023The amplification effects of adverse selection in mortgage credit suply. (2023). Garcia, Salomon. In: Working Papers. RePEc:bde:wpaper:2316.

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2023Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23.

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2023Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1243.

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2023Dealer capacity and US Treasury market functionality. (2023). Van Tassel, Peter ; Fleming, Michael ; Shachar, OR ; Nelson, Claire ; Keane, Frank ; Duffie, Darrell. In: BIS Working Papers. RePEc:bis:biswps:1138.

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2023Climate change disclosure and the information environment in the initial public offering market. (2023). Peng, Zihang ; Khoo, Eunice S ; Chen, Jerry W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:907-952.

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2023Asbestos Contamination: Governance and Financial Reporting Issues in the Public, Private and Not?for?profit Sectors. (2021). Soderstrom, Naomi ; Potter, Brad ; McGregor, Warren ; Stevenson, Kevin. In: Australian Accounting Review. RePEc:bla:ausact:v:31:y:2021:i:4:p:307-320.

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2023Socially responsible investments: A retrospective review and future research agenda. (2023). Haldar, Arunima ; Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4841-4860.

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2024.

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2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

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2024The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2023Retail Investor Trading Intentions: New Evidence from Australia. (2023). Lim, Guay C ; Zeng, QI ; Tsiaplias, Sarantis. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:327:p:512-535.

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2023Climate change and corporate cash holdings: Global evidence. (2023). Rao, Ramesh P ; Aram, Mohsen ; Masum, Abdullahal ; Javadi, Siamak. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:253-295.

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2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

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2024.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023The trend premium around the world: Evidence from the stock market. (2023). Zhang, Cheng ; Liu, Pengfei ; Lin, Hai. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:317-358.

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2023Understanding Systematic Risk: A High‐Frequency Approach. (2020). Pelger, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2179-2220.

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2023Fire?Sale Spillovers and Systemic Risk. (2021). Eisenbach, Thomas ; Duarte, Fernando. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1251-1294.

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2024Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023Local Experiences, Search, and Spillovers in the Housing Market. (2023). Jarnecic, Elvis ; Giacoletti, Marco ; Gargano, Antonio. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:1015-1053.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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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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2024.

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2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

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2023Model Comparison with Transaction Costs. (2023). Velikov, Mihail ; Novymarx, Robert ; Detzel, Andrew. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1743-1775.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190.

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2023.

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2023Externalities of residential property flipping. (2023). Zhu, Bing ; Yavas, Abdullah ; Li, Lingxiao. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:233-271.

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2023Cash to spend: IPO wealth and house prices. (2023). Yoshida, Jiro ; Thibodeau, Mark ; Hartmanglaser, Barney. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:68-102.

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2023Tracing the source of liquidity for distressed housing markets. (2023). Xiao, Serena Wenjing ; Ganduri, Rohan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:408-440.

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2023The burgeoning role of iBuyers in the housing market. (2023). Yang, Liuming ; Seiler, Michael J. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:721-753.

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2023Epidemic outbreak and foreign direct investment fluctuation. (2023). Zhao, Jing ; Li, Yuankun ; Yu, Zhen. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:4:p:1051-1081.

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2023The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2023Expected, unexpected, good and bad aggregate uncertainty. (2023). Uribe, Jorge ; Chuliá, Helena ; Helena, Chulia. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:265-284:n:7.

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2024After the Storm: How Emergency Liquidity Helps Small Businesses Following Natural Disasters. (2024). Rendell, Lea ; Howell, Sabrina T ; Collier, Benjamin. In: Working Papers. RePEc:cen:wpaper:24-20.

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2023The erosion of homeownership and minority wealth. (2023). Soliman, Adam ; Billings, Stephen B. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1967.

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2023Quantifying the Impact of Red Tape on Investment: A Survey Data Approach. (2023). Zheng, Geoffery ; Pellegrino, Bruno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10447.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

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2023Pass-Through of Cost-Push Shocks. (2023). Menkhoff, Manuel ; Godl-Hanisch, Isabel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10520.

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2023Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720.

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

Works by Stefano Giglio:

YearTitleTypeCited
2011Forced Sales and House Prices In: American Economic Review.
[Full Text][Citation analysis]		article443
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 443		paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 443		paper
2021Five Facts about Beliefs and Portfolios In: American Economic Review.
[Full Text][Citation analysis]		article105
2019Five facts about beliefs and portfolios.(2019) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 105		paper
2019Five Facts About Beliefs and Portfolios.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 105		paper
2019Five Facts about Beliefs and Portfolios.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 105		paper
2021Climate Finance In: Annual Review of Financial Economics.
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2020Climate Finance.(2020) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2020Climate Finance.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2020Climate Finance.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2020Inside the Mind of a Stock Market Crash In: Papers.
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2020Inside the Mind of a Stock Market Crash.(2020) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 23		paper
2020Inside the Mind of a Stock Market Crash.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 23		paper
2020Inside the Mind of a Stock Market Crash.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2020Taming the Factor Zoo: A Test of New Factors In: Journal of Finance.
[Full Text][Citation analysis]		article160
2020Taming the Factor Zoo: A Test of New Factors.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 160		paper
2019Taming the Factor Zoo: A Test of New Factors.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper98
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2021Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2021) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		article
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: Working Paper.
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This paper has nother version. Agregated cites: 98		paper
2019Hedging climate change news In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper221
2019Hedging Climate Change News.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 221		paper
2019Hedging Climate Change News.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 221		paper
2020Hedging Climate Change News.(2020) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 221		article
2011Intangible Capital, Relative Asset Shortages and Bubbles In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper22
2012Intangible capital, relative asset shortages and bubbles.(2012) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 22		article
2011Intangible Capital, Relative Asset Shortages and Bubbles.(2011) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper151
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 151		article
2018An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 151		paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 151		paper
2020Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2021Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics.
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2019Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers.
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2014Very Long-Run Discount Rates.(2014) In: NBER Working Papers.
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2014Very Long Run Discount Rates.(2014) In: 2014 Meeting Papers.
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2011Credit default swap spreads and systemic financial risk In: Proceedings.
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2016Credit default swap spreads and systemic financial risk.(2016) In: ESRB Working Paper Series.
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2013Hard Times In: Scholarly Articles.
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2010Hard Times.(2010) In: NBER Working Papers.
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[Citation analysis]		chapter19
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[Full Text][Citation analysis]		paper93
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: The Review of Financial Studies.
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2018Excess Volatility: Beyond Discount Rates.(2018) In: The Quarterly Journal of Economics.
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2020Uncertainty Shocks as Second-Moment News Shocks.(2020) In: The Review of Economic Studies.
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[Full Text][Citation analysis]		article39
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