34
H index
59
i10 index
5174
Citations
Centre for Economic Policy Research (CEPR) (10% share) | 34 H index 59 i10 index 5174 Citations RESEARCH PRODUCTION: 54 Articles 138 Papers 1 Books 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stijn Van Nieuwerburgh. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Information Acquisition and Individual Investors’ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698. Full description at Econpapers || Download paper | |
| 2024 | Information Acquisition and Individual Investors€™ Trading Behavior. (2024). Li, Yaling ; Luo, Ronghua ; Shen, Kailing. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2024-698. Full description at Econpapers || Download paper | |
| 2025 | The Decline of Too Big to Fail. (2025). Duffie, Darrell ; Zhu, Yichao ; Berndt, Antje. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:945-74. Full description at Econpapers || Download paper | |
| 2025 | The Role of People versus Places in Individual Carbon Emissions. (2025). Lyubich, Eva. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:5:p:1439-84. Full description at Econpapers || Download paper | |
| 2024 | Army of Mortgagors: Long-Run Evidence on Credit Externalities and the Housing Market. (2024). Kuhn, Moritz ; Herbst, Tobias ; Saidi, Farzad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:293. Full description at Econpapers || Download paper | |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:334. Full description at Econpapers || Download paper | |
| 2025 | Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:353. Full description at Econpapers || Download paper | |
| 2025 | Reconstructing firm-level input-output networks from partial information. (2025). Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2023-05. Full description at Econpapers || Download paper | |
| 2025 | Firm-level production networks: what do we (really) know?. (2025). Lafond, François ; Hoefer, Mads ; Borsos, Andrs ; Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-14. Full description at Econpapers || Download paper | |
| 2025 | Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds. (2025). Williams, Tomas ; Schmukler, Sergio ; Pandolfi, Lorenzo ; Villegas-Bauer, German ; Moretti, Matias. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:192. Full description at Econpapers || Download paper | |
| 2024 | Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper | |
| 2025 | Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
| 2025 | Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2025). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048. Full description at Econpapers || Download paper | |
| 2025 | Online 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. Full description at Econpapers || Download paper | |
| 2025 | Bloated Disclosures: Can ChatGPT Help Investors Process Information?. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224. Full description at Econpapers || Download paper | |
| 2025 | SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578. Full description at Econpapers || Download paper | |
| 2024 | The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284. Full description at Econpapers || Download paper | |
| 2025 | The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653. Full description at Econpapers || Download paper | |
| 2025 | Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497. Full description at Econpapers || Download paper | |
| 2025 | Digital Platform Consolidation and Offline Expansion: Strategic Convergence and Market Welfare in Chinas Second-hand Real Estate Market. (2025). Zhang, Xuyuan ; Deng, Guoying. In: Papers. RePEc:arx:papers:2409.04326. Full description at Econpapers || Download paper | |
| 2024 | Transportation Technology and Gentrification: Evidence from the entry of Ridesharing Services. (2024). Alok, Shashwat ; Morais, Bernardo ; Mani, Deepa ; Correia, Sergio ; Agarwal, Sumit. In: Papers. RePEc:arx:papers:2409.15462. Full description at Econpapers || Download paper | |
| 2025 | Estimating Spillovers from Sampled Connections. (2024). Marray, Kieran. In: Papers. RePEc:arx:papers:2410.17154. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Investment-Driven Insurance Pricing and Optimal Regulation. (2025). Pang, Shunzhi ; Liang, Zongxia ; Chen, Bingzheng. In: Papers. RePEc:arx:papers:2410.18432. Full description at Econpapers || Download paper | |
| 2024 | Emergent poverty traps and inequality at multiple levels impedes social mobility. (2024). Roy, Debraj ; Dupont, Charles. In: Papers. RePEc:arx:papers:2412.17822. Full description at Econpapers || Download paper | |
| 2025 | (Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers. (2025). Pham, Ngoc-Sang. In: Papers. RePEc:arx:papers:2501.12700. Full description at Econpapers || Download paper | |
| 2025 | A Framework to Monitor the Effects of External Shocks on Housing Markets. (2025). Waltl, Sofie ; Omerovic, Sanela ; Hahn, Anja. In: Papers. RePEc:arx:papers:2502.03012. Full description at Econpapers || Download paper | |
| 2025 | Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112. Full description at Econpapers || Download paper | |
| 2025 | A new equilibrium: COVID-19 lockdowns and WFH persistence. (2025). Yu, Lizi ; Morris, Todd ; Ketter, Laura. In: Papers. RePEc:arx:papers:2506.16671. Full description at Econpapers || Download paper | |
| 2025 | Time-Varying Factor-Augmented Models for Volatility Forecasting. (2025). Chen, Elynn ; Mo, Junyi ; Li, Jiayu ; Zhang, Duo. In: Papers. RePEc:arx:papers:2508.01880. Full description at Econpapers || Download paper | |
| 2025 | Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986. Full description at Econpapers || Download paper | |
| 2025 | The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571. Full description at Econpapers || Download paper | |
| 2025 | PEARL: Private Equity Accessibility Reimagined with Liquidity. (2025). Setrouk, E ; Jacquot, T ; Guez, B ; Ohana, JJ ; Benhamou, E. In: Papers. RePEc:arx:papers:2510.23183. Full description at Econpapers || Download paper | |
| 2025 | Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds. (2025). Ohana, JJ ; Benhamou, E ; Guez, B ; Setrouk, E ; Jacquot, T. In: Papers. RePEc:arx:papers:2510.23201. Full description at Econpapers || Download paper | |
| 2025 | Learning to Manage Investment Portfolios beyond Simple Utility Functions. (2025). Farmer, Doyne J ; Calinescu, Anisoara ; Mahfouz, Mahmoud ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2510.26165. Full description at Econpapers || Download paper | |
| 2024 | Regional Variation in German Real Estate Prices: Socio-Economic and Pandemic Influences. (2024). Wedemeier, Jan ; Lagemann, Andreas ; Ehlert, Andree. In: Bremen Papers on Economics & Innovation. RePEc:atv:wpaper:2402. Full description at Econpapers || Download paper | |
| 2024 | Saving after retirement and preferences for residual Wealth. (2024). Holm, Martin ; Pugh, Thomas M ; Fella, Guilio. In: Working Papers. RePEc:bbq:wpaper:0008. Full description at Econpapers || Download paper | |
| 2024 | Down-payment requirements: Implications for portfolio choice and consumption. (2024). Karlman, Markus ; Balke, Kasper Kragh ; Kinnerud, Karin. In: Working Papers. RePEc:bbq:wpaper:0010. Full description at Econpapers || Download paper | |
| 2024 | Winners and Losers from Property Taxation. (2024). Karlman, Markus ; Balke, Kasper Kragh ; Kinnerud, Karin. In: Working Papers. RePEc:bbq:wpaper:0011. Full description at Econpapers || Download paper | |
| 2024 | The housing channel of intergenerational wealth persistence. (2024). Natvik, Gisle ; Juelsrud, Ragnar Enger ; Brandsaas, Eirik Eylands ; Aastveit, Knut Are ; Wold, Ella Getz. In: Working Papers. RePEc:bbq:wpaper:0013. Full description at Econpapers || Download paper | |
| 2024 | Saving after Retirement and Preferences for Residual Wealth. (2024). Pugh, Thomas Michael ; Holm, Martin ; Fella, Giulio. In: Staff Working Papers. RePEc:bca:bocawp:24-21. Full description at Econpapers || Download paper | |
| 2024 | The (Mis)Allocation of Corporate News. (2024). Macaulay, Alistair ; Guo, Xing ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:24-47. Full description at Econpapers || Download paper | |
| 2024 | Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612. Full description at Econpapers || Download paper | |
| 2024 | A Review of COVID-19 Impacts on Global Residential Property Prices and Key Trends: UK, China, Malaysia, Singapore and United States. (2024). Khai-Shuen, Pang ; Kim-Wing, Alan Chong ; Chin-Tiong, Cheng ; Woei-Chyi, Chai ; Dr, SR. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:12:p:2038-2059. Full description at Econpapers || Download paper | |
| 2025 | Evaluating Policy Lapse Behavior on Life Insurance Policyholders in Digos City. (2025). Zoe, Dorothy ; Baoilan, Aizelle S ; Jane, Laica ; May, Francine ; Maye, Gracel ; Nina, Clariz ; Flores, Apple Joy ; Bernadette, Nicole ; Grace, Hillary ; Klovis, Jimkyl ; Aquino, Michael P. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-4:p:4092-4111. Full description at Econpapers || Download paper | |
| 2024 | Public Transportation and Consumer Prices: Chain Stores, Street Vendors and Mom and Pop Stores. (2024). Espinoza, Angel. In: Working Papers. RePEc:bdm:wpaper:2024-02. Full description at Econpapers || Download paper | |
| 2024 | Housing Price Gradients in Mexico City During the COVID-19 Pandemic. (2024). Pérez Pérez, Jorge ; Hernndez, Karla Neri ; Mayorga, Diego ; Prez, Jorge Prez. In: Working Papers. RePEc:bdm:wpaper:2024-18. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058. Full description at Econpapers || Download paper | |
| 2024 | Doubling Down: The Synergy of CCyB Release and Monetary Policy Easing. (2024). Jude, Cristina ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:961. Full description at Econpapers || Download paper | |
| 2025 | Online Real Estate Agencies and their Impact on the Housing Market. (2025). Yilmaz, Okan ; Talavera, Oleksandr ; Hill, Robert ; Gedikli, Cigdem. In: Discussion Papers. RePEc:bir:birmec:25-01. Full description at Econpapers || Download paper | |
| 2025 | Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions. (2025). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:25-02. Full description at Econpapers || Download paper | |
| 2024 | The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: BIS Working Papers. RePEc:bis:biswps:1191. Full description at Econpapers || Download paper | |
| 2024 | House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212. Full description at Econpapers || Download paper | |
| 2024 | The impact of organisation capital on inventory efficiency. (2024). Li, Tongxia ; Lu, Chun ; Xu, Lei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3751-3779. Full description at Econpapers || Download paper | |
| 2024 | Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China. (2024). Li, Zhibing ; Liu, Xiaoyu ; Wu, Chonglin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:175-225. Full description at Econpapers || Download paper | |
| 2024 | Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Chen, Yuzi ; Kang, Junkoo ; Kim, Jinmo ; Brick, Ivan E. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97. Full description at Econpapers || Download paper | |
| 2024 | Aggregate uncertainty, information acquisition, and analyst stock recommendations. (2024). Welagedara, Venura ; Singh, Harminder. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:604-640. Full description at Econpapers || Download paper | |
| 2024 | The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503. Full description at Econpapers || Download paper | |
| 2024 | Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902. Full description at Econpapers || Download paper | |
| 2024 | A Horizon‐Based Decomposition of Mutual Fund Value Added Using Transactions. (2024). Han, Jungsuk ; Xing, Ran ; Ruan, Hongxun ; van Binsbergen, Jules. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1831-1882. Full description at Econpapers || Download paper | |
| 2024 | Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338. Full description at Econpapers || Download paper | |
| 2024 | Spending Less after (Seemingly) Bad News. (2024). Levi, Yaron ; Garmaise, Mark J ; Lustig, Hanno. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2429-2471. Full description at Econpapers || Download paper | |
| 2024 | Mortgage Lock‐In, Mobility, and Labor Reallocation. (2024). Liu, LU ; Fonseca, Julia. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3729-3772. Full description at Econpapers || Download paper | |
| 2024 | Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196. Full description at Econpapers || Download paper | |
| 2024 | Connecting Cross‐Border Market Participants: The Intermediary Role of International Analysts in Global Capital Markets. (2024). Jeong, Youngchul ; Yu, Jisun ; Ryu, Wonsang. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2535-2569. Full description at Econpapers || Download paper | |
| 2024 | Working from home, commuting time, and intracity house‐price gradients. (2024). Long, Dede ; Kim, Jinwon. In: Journal of Regional Science. RePEc:bla:jregsc:v:64:y:2024:i:3:p:866-895. Full description at Econpapers || Download paper | |
| 2024 | What Drives House Prices in Europe?. (2024). Mistretta, Alessandro ; Ciocchetta, Federica ; Guglielminetti, Elisa. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1089-1121. Full description at Econpapers || Download paper | |
| 2024 | Amazon is coming to town: Sequential information revelation in the housing market. (2024). Yoshida, Jiro ; Wilkoff, Sean ; Chen, Yifan. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:277-323. Full description at Econpapers || Download paper | |
| 2024 | Credit supply shocks, home purchase volume, and borrowing behavior. (2024). Liu, Haoyang ; Conklin, James N ; Zhang, Calvin. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:486-513. Full description at Econpapers || Download paper | |
| 2024 | Climate risk in mortgage markets: Evidence from Hurricanes Harvey and Irma. (2024). wachter, susan ; Tsouderou, Athena ; Gete, Pedro. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:660-686. Full description at Econpapers || Download paper | |
| 2024 | Climate change and commercial real estate: Evidence from Hurricane Sandy. (2024). Ynder, Erkan ; Steiner, Eva ; Eichholtz, Piet ; Addoum, Jawad M. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:687-713. Full description at Econpapers || Download paper | |
| 2024 | Valuing public transit: The L‐train shutdown. (2024). Brolinson, Becka. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:794-842. Full description at Econpapers || Download paper | |
| 2024 | Investment incentives of rent controls and gentrification: Evidence from German micro data. (2024). Dinger, Valeriya ; Baye, Vera. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:843-884. Full description at Econpapers || Download paper | |
| 2024 | Neighborhoods in the 21st century: What do we know, and what do we still have to learn?: AREUEA Presidential Address. (2024). Ellen, Ingrid Gould. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:4:p:997-1019. Full description at Econpapers || Download paper | |
| 2024 | Do the Retired Elderly in Europe Decumulate Their Wealth? The Importance of Bequest Motives, Precautionary Saving, Public Pensions, and Homeownership. (2024). Ventura, Luigi ; Horioka, Charles. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:187-212. Full description at Econpapers || Download paper | |
| 2025 | Sub-Gaussian Estimation of the Scatter Matrix in Ultra-High Dimensional Elliptical Factor Models with 2 + eth Moment. (2025). Zheng, Xinghua ; Ding, YI. In: Working Papers. RePEc:boa:wpaper:202529. Full description at Econpapers || Download paper | |
| 2025 | Tails of Cross-Sectional Return Distributions at High Frequencies. (2025). Todorov, Viktor ; Ding, YI ; Andersen, Torben G. In: Working Papers. RePEc:boa:wpaper:202530. Full description at Econpapers || Download paper | |
| 2024 | The unequal distribution of credit: Is there any role for monetary policy?. (2024). Ligonnière, Samuel ; Ouerk, Salima. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:08. Full description at Econpapers || Download paper | |
| 2025 | Insurers monitor shocks to collateral: micro evidence from mortgage‑backed securities. (2025). Saidi, Farzad ; Netto, Felipe ; Guin, Benjamin ; Fetzer, Thiemo. In: Bank of England working papers. RePEc:boe:boeewp:1119. Full description at Econpapers || Download paper | |
| 2025 | The positive neutral countercyclical capital buffer. (2025). Smets, Frank ; Muoz, Manuel A. In: Bank of England working papers. RePEc:boe:boeewp:1128. Full description at Econpapers || Download paper | |
| 2024 | Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544. Full description at Econpapers || Download paper | |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_590. Full description at Econpapers || Download paper | |
| 2025 | May Tax Evasion Help Control Public Debt?. (2025). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_623. Full description at Econpapers || Download paper | |
| 2025 | Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_642. Full description at Econpapers || Download paper | |
| 2025 | The Impact of COVID-19 on Real Estate Markets in Germany. (2025). Eyayaw, Beze ; Patrick, Thiel. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:2:p:93-129:n:1002. Full description at Econpapers || Download paper | |
| 2024 | The financial resilience of Irish CRE borrowers. (2024). McGeever, Niall ; Mahony, Michael ; Lambert, Derek. In: Financial Stability Notes. RePEc:cbi:fsnote:4/fs/24. Full description at Econpapers || Download paper | |
| 2024 | HOW THE RESURGENCE OF SCHOOL QUALITY SHAPES HOME PRICING DECISIONS POST-COVID-19: EVIDENCE FROM NORTH GEORGIA. (2024). Ngamsiriudom, Waros ; Menon, Mohan ; Devkota, Mitra. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2024:v:3:p:5-15. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713. Full description at Econpapers || Download paper | |
| 2025 | Leveraged Payouts: How Using New Debt to Pay Returns in Private Equity Affects Firms, Employees, Creditors, and Investors. (2025). Howell, Sabrina T ; Gupta, Abhinav ; Bhardwaj, Abhishek. In: Working Papers. RePEc:cen:wpaper:25-12. Full description at Econpapers || Download paper | |
| 2025 | The social spillovers of homeownership: evidence from institutional investors. (2025). Billings, Stephen B ; Soliman, Adam. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2123. Full description at Econpapers || Download paper | |
| 2024 | Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909. Full description at Econpapers || Download paper | |
| 2024 | Macroprudential Capital Regulation and Fiscal Balances in the Euro Area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10968. Full description at Econpapers || Download paper | |
| 2024 | Unpacking Economic Uncertainty — Measuring the Firm, Sector and Aggregate Components. (2024). Treibich, Tania ; Piccillo, Giulia ; Mohades, Siavash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10974. Full description at Econpapers || Download paper | |
| 2024 | Work-from-Home and Cities: An Elementary Spatial Model. (2024). Brueckner, Jan K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11121. Full description at Econpapers || Download paper | |
| 2024 | Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11235. Full description at Econpapers || Download paper | |
| 2024 | Exorbitant Privilege: A Safe-Asset View. (2024). Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11279. Full description at Econpapers || Download paper | |
| 2024 | Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-Backed Securities. (2024). Netto, Felipe ; Fetzer, Thiemo ; Saidi, Farzad ; Guin, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11324. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels. (2024). Caporale, Guglielmo Maria ; Menla-Ali, Faek. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11337. Full description at Econpapers || Download paper | |
| 2024 | Volatile Temperatures and Their Effects on Equity Returns and Firm Performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11438. Full description at Econpapers || Download paper | |
| 2024 | Interest Rate Risk in Banking. (2024). Nagel, Stefan ; Krishnamurthy, Arvind ; Demarzo, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11581. Full description at Econpapers || Download paper | |
| 2025 | Gifts That Bind. (2025). Özcan, Berkay ; Costa-Font, Joan ; Angelini, Viola ; Ozcan, Berkay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11695. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
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| 2010 | Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review. [Full Text][Citation analysis] | article | 17 |
| 2016 | The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review. [Full Text][Citation analysis] | article | 136 |
| 2016 | The sovereign-bank diabolic loop and ESBies.(2016) In: CEP Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2016 | The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2016 | The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2016 | The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2016 | The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
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| 2016 | Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees In: American Economic Review. [Full Text][Citation analysis] | article | 139 |
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| 2011 | Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
| 2011 | Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
| 2023 | Identifying the Benefits from Homeownership: A Swedish Experiment In: American Economic Review. [Full Text][Citation analysis] | article | 32 |
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| 2016 | Identifying the Benefits from Homeownership: A Swedish Experiment.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2023 | Fiscal Capacity: An Asset Pricing Perspective In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 3 |
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| 2022 | Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 1 |
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| 2005 | Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance. [Full Text][Citation analysis] | article | 284 |
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| 2023 | The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address In: Real Estate Economics. [Full Text][Citation analysis] | article | 14 |
| 2007 | The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 20 |
| 2007 | The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
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| 2021 | Manufacturing Risk-Free Government Debt In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2020 | Manufacturing Risk-Free Government Debt.(2020) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
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| 2016 | ESBies: Safety in the tranches In: Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
| 2016 | ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
| 2017 | ESBies: safety in the tranches.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
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| 2017 | ESBies: safety in the tranches.(2017) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
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| 2004 | Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance In: UCLA Economics Online Papers. [Full Text][Citation analysis] | paper | 2 |
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| 2004 | Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The 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. [Full Text][Citation analysis] | paper | 11 |
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| 2014 | Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2020 | Firm Volatility in Granular Networks.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | article | |
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| 2013 | Guaranteed 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 978-0-691-15078-9, 222 pages. In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 1 |
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| 2008 | Information Acquisition and Under-Diversification.(2008) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 250 | paper | |
| 2009 | Rational Attention Allocation Over the Business Cycle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
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| 2019 | The U.S. Public Debt Valuation Puzzle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
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| 2021 | Can Monetary Policy Create Fiscal Capacity? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2021 | What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didnt Bark In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Work From Home and the Office Real Estate Apocalypse In: NBER Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2022 | The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2023 | Understanding Rationality and Disagreement in House Price Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Converting Brown Offices to Green Apartments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Rent Guarantee Insurance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Dynamic Urban Economics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The Austerity Threshold In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Combining Life and Health Insurance* In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | New Methods for the Cross-Section of Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 14 |
| 2013 | Guaranteed 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. [Full Text][Citation analysis] | article | 0 |
| 2011 | Feeding the Beast In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance In: Economics Books. [Citation analysis] | book | 74 |
| 2012 | The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy In: EconomicDynamics Newsletter. [Full Text][Citation analysis] | article | 2 |
| 2004 | Housing Collateral and Consumption Insurance Across US Regions In: 2004 Meeting Papers. [Citation analysis] | paper | 11 |
| 2005 | The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street In: 2005 Meeting Papers. [Full Text][Citation analysis] | paper | 21 |
| 2005 | Information Acquisition and Portfolio Underdiversification In: 2005 Meeting Papers. [Full Text][Citation analysis] | paper | 19 |
| 2008 | IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Optimal Health and Longevity Insurance In: 2009 Meeting Papers. [Citation analysis] | paper | 8 |
| 2011 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
| 2014 | The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 19 |
| 2006 | Inside Information and the Own Company Stock Puzzle In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 8 |
| 2016 | A Rational Theory of Mutual Funds Attention Allocation In: Econometrica. [Full Text][Citation analysis] | article | 80 |
| 2009 | Mortgage Origination and Securitization in the Financial Crisis In: Financial Markets, Institutions & Instruments. [Full Text][Citation analysis] | article | 0 |
| 2009 | What to Do About the Government Sponsored Enterprises In: Financial Markets, Institutions & Instruments. [Full Text][Citation analysis] | article | 0 |
| 2002 | Housing Collateral, Consumption Insurance and Risk Premia In: Macroeconomics. [Full Text][Citation analysis] | paper | 25 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team