Stijn Van Nieuwerburgh : Citation Profile


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

34

H index

59

i10 index

5183

Citations

RESEARCH PRODUCTION:

55

Articles

139

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   24 years (2002 - 2026). See details.
   Cites by year: 215
   Journals where Stijn Van Nieuwerburgh has often published
   Relations with other researchers
   Recent citing documents: 366.    Total self citations: 74 (1.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva368
   Updated: 2026-02-21    RAS profile: 2026-02-14    
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Relations with other researchers


Works with:

Xiaolan, Mindy (11)

Lustig, Hanno (5)

Elenev, Vadim (4)

Gupta, Arpit (3)

Spaenjers, Christophe (2)

Pelger, Markus (2)

Favilukis, Jack (2)

Kaniel, Ron (2)

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

Is cited by:

Coeurdacier, Nicolas (54)

Gourinchas, Pierre-Olivier (31)

Ramadorai, Tarun (31)

Leroux, Marie-Louise (30)

Weber, Michael (30)

De Donder, Philippe (29)

bloom, nicholas (29)

Leung, Charles (28)

Pagano, Marco (28)

Peydro, Jose-Luis (27)

Luo, Yulei (26)

Cites to:

Campbell, John (133)

Cochrane, John (43)

Lustig, Hanno (36)

KRISHNAMURTHY, ARVIND (33)

Lettau, Martin (31)

Jermann, Urban (30)

Vissing-Jorgensen, Annette (30)

Hansen, Lars (30)

Shiller, Robert (28)

bloom, nicholas (24)

Piazzesi, Monika (24)

Main data


Where Stijn Van Nieuwerburgh has published?


Journals with more than one article published# docs
Journal of Finance8
Journal of Financial Economics7
The Review of Financial Studies5
American Economic Review4
Journal of Monetary Economics3
The Review of Economic Studies3
Econometrica3
Annual Review of Financial Economics2
Journal of Political Economy2
Financial Markets, Institutions & Instruments2
Economic Policy2
Real Estate Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc57
CEPR Discussion Papers / C.E.P.R. Discussion Papers18
Research Papers / Stanford University, Graduate School of Business9
2005 Meeting Papers / Society for Economic Dynamics4
2009 Meeting Papers / Society for Economic Dynamics3
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
HEC Research Papers Series / HEC Paris2
Working Papers / HAL2
IMF Working Papers / International Monetary Fund2
2014 Meeting Papers / Society for Economic Dynamics2
2011 Meeting Papers / Society for Economic Dynamics2
2017 Meeting Papers / Society for Economic Dynamics2
Discussion Papers / Centre for Macroeconomics (CFM)2

Recent works citing Stijn Van Nieuwerburgh (2026 and 2025)


YearTitle of citing document
2025Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model. (2025). Chortane, Sana Gaied ; Woo, Kai-Yin ; Khan, Naveed ; Zada, Hassan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:4:p:1-37.

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2025The 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.

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2025The 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.

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2024Insurers 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.

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2025Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:353.

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2025Reconstructing firm-level input-output networks from partial information. (2025). Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2023-05.

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2025Firm-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.

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2025Inelastic 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.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2025). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048.

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2025Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2025Bloated Disclosures: Can ChatGPT Help Investors Process Information?. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

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2025SpotV2Net: 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.

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2025The 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.

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2025Predicting 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.

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2025Digital 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.

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2025Estimating Spillovers from Sampled Connections. (2024). Marray, Kieran. In: Papers. RePEc:arx:papers:2410.17154.

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2025Dynamic Investment-Driven Insurance Pricing and Optimal Regulation. (2025). Pang, Shunzhi ; Liang, Zongxia ; Chen, Bingzheng. In: Papers. RePEc:arx:papers:2410.18432.

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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.

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2025A 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.

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2026Quasi 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.

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2025A new equilibrium: COVID-19 lockdowns and WFH persistence. (2025). Yu, Lizi ; Morris, Todd ; Ketter, Laura. In: Papers. RePEc:arx:papers:2506.16671.

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2025Time-Varying Factor-Augmented Models for Volatility Forecasting. (2025). Chen, Elynn ; Mo, Junyi ; Li, Jiayu ; Zhang, Duo. In: Papers. RePEc:arx:papers:2508.01880.

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2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

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2025The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571.

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2025PEARL: Private Equity Accessibility Reimagined with Liquidity. (2025). Setrouk, E ; Jacquot, T ; Guez, B ; Ohana, JJ ; Benhamou, E. In: Papers. RePEc:arx:papers:2510.23183.

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2025Building 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.

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2025Learning 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.

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2024Saving after retirement and preferences for residual Wealth. (2024). Holm, Martin ; Pugh, Thomas M ; Fella, Guilio. In: Working Papers. RePEc:bbq:wpaper:0008.

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2024Winners and Losers from Property Taxation. (2024). Karlman, Markus ; Balke, Kasper Kragh ; Kinnerud, Karin. In: Working Papers. RePEc:bbq:wpaper:0011.

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2024The 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.

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2024Saving after Retirement and Preferences for Residual Wealth. (2024). Pugh, Thomas Michael ; Holm, Martin ; Fella, Giulio. In: Staff Working Papers. RePEc:bca:bocawp:24-21.

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2024Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612.

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2025Evaluating 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.

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2025Monetary 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.

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2026Mutual Fund Performance: A Review of the Literature. (2026). Puopolo, Giovanni Walter. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:1-13:id:3412.

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2025Online 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.

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2025Foreign 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.

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2024Investor 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.

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2024Does 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.

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2024Aggregate 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.

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2024The 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.

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2024A 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.

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2024Modeling 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.

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2024Spending 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.

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2024Equity 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.

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2024Connecting 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.

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2024Neighborhoods 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.

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2024Do 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.

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2025Sub-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.

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2025Tails of Cross-Sectional Return Distributions at High Frequencies. (2025). Todorov, Viktor ; Ding, YI ; Andersen, Torben G. In: Working Papers. RePEc:boa:wpaper:202530.

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2024The 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.

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2025Insurers 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.

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2025The positive neutral countercyclical capital buffer. (2025). Smets, Frank ; Muoz, Manuel A. In: Bank of England working papers. RePEc:boe:boeewp:1128.

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2025May 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.

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2025Assortative 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.

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2026Spatial Distribution of Housing Liquidity. (2026). Zdrzalek, Jonas ; Toth, Mark ; Amaral, Francisco. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_727.

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2025The 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.

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2025Leveraged 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.

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2025The social spillovers of homeownership: evidence from institutional investors. (2025). Billings, Stephen B ; Soliman, Adam. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2123.

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2024Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909.

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2024Macroprudential 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.

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2024Echoes 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.

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2024Geopolitical 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.

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2024Interest Rate Risk in Banking. (2024). Nagel, Stefan ; Krishnamurthy, Arvind ; Demarzo, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11581.

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2025Gifts That Bind. (2025). Özcan, Berkay ; Costa-Font, Joan ; Angelini, Viola ; Ozcan, Berkay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11695.

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2025Local Policy Misperceptions and Investment: Experimental Evidence from Firm Decision Makers. (2025). Rostam-Afschar, Davud ; Heil, Philipp ; Buhlmann, Florian ; Blesse, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11855.

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2025Changes in the Hedonic Valuation of Amenities and Characteristics in Post-pandemic Residential Property Markets. (2025). Xu, Shiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11996.

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2025Does Remote Work Reinforce Gender Gaps in (Un)Paid Labor?. (2025). Alipour, Jean-Victor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12052.

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2025Work-from-Home and Wage Convergence Across Cities: An Exploration. (2025). Agrawal, David ; Brueckner, Jan K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12150.

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2025Loan Screening under Symmetrically Imperfect Information. (2025). Ueda, Kenichi ; Gao, Yun. In: CARF F-Series. RePEc:cfi:fseres:cf614.

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2025The Cross Border Effects of Bank Capital Regulation in General Equilibrium. (2025). san Milln, Maximiliano. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1046.

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2025R&D Investment and Financial Stability. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021327.

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2024All that glitters? Golden visas and real estate. (2024). Strohmaier, Kristina ; Dos, Joao Pereira. In: Working Papers. RePEc:dbp:wpaper:023.

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2024The “doom loop” and default incentives. (2024). Thaler, Dominik ; Rojas, Luis E. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0126:.

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2024Public guarantees, private banks’ incentives, and corporate outcomes: evidence from the COVID-19 crisis. (2024). Peydro, Jose-Luis ; Laeven, Luc ; Jimenez, Gabriel ; Martinez-Miera, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242913.

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2024Loan guarantee and portfolio greening: evidence from European credit registers. (2024). Reghezza, Alessio ; Perdichizzi, Salvatore ; Miquel-Flores, Ixart ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20242916.

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2025Housing wealth across countries: the role of expectations, institutions and preferences. (2025). Slacalek, Jiri ; le Blanc, Julia ; White, Matthew N. In: Working Paper Series. RePEc:ecb:ecbwps:20253021.

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2025Falling interest rates and credit reallocation: lessons from general equilibrium. (2025). Martin, Alberto ; Asriyan, Vladimir ; Vanasco, Victoria ; van der Ghote, Alejandro ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20253070.

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2025Asset prices, wealth inequality, and welfare: safe assets as a solution. (2025). Hui, Xitong. In: Working Paper Series. RePEc:ecb:ecbwps:20253162.

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2024Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Xie, Yuxin ; Lu, Xiaomeng ; Tang, Ruohua ; Pantelous, Athanasios A. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2025Trade policy uncertainty and market diversification by risk-averse firms. (2025). Zhu, Ting ; Wang, Zhihao ; Chen, Zhiyuan ; Gu, Kejian ; Tang, Ying. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000586.

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2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

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2024Unveiling investors substitution behavior: Stock trading decisions in response to housing market dynamics. (2024). Lu, Yiqing ; Zhu, Ning ; Zhao, Bin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s092911992400052x.

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2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

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2025Zombie lending due to the fear of fire sales. (2025). Roy, Saurabh ; Kulkarni, Nirupama ; Kishore, Kaushalendra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001937.

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2025Carbon home bias of European investors. (2025). Boermans, Martijn ; Galema, Rients. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000161.

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2025Corporate shutdowns in the time of Covid-19. (2025). Meschke, Felix ; Joseph, Kissan ; Bindal, Shradha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000343.

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2025Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market. (2025). Srivastava, Pranjal ; Saurav, Sumit ; Mishra, Abinash. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001002.

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2025Granular information and sectoral movements. (2025). Jiang, Hao ; Li, Sophia Zhengzi ; Yuan, Peixuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002100.

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2025The stochastic implications of autonomous creation and destruction. (2025). Huffman, Gregory W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002148.

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2025Optimal N-state endogenous Markov-switching model for currency liquidity timing. (2025). Wang, Luqi ; Urga, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925001034.

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2024Measuring the effects of borrower-based policies on new housing loans. (2024). Kukk, Merike ; Levenko, Natalia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:666-684.

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2024The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.

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2025Measuring the monetary services of US treasury securities. (2025). Keinsley, Andrew. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003043.

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2025Subjective income risk and precautionary saving. (2025). Tirelli, Mario ; Castaldo, Stefano. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003225.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2025Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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2024Top–down and bottom–up information acquisition: Application to financial markets. (2024). Heinke, Steve. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001009.

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

Works by Stijn Van Nieuwerburgh:


YearTitleTypeCited
2010Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review.
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article17
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
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article135
2016The sovereign-bank diabolic loop and ESBies.(2016) In: CEP Discussion Papers.
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paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
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This paper has nother version. Agregated cites: 135
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 135
paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 135
paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 135
paper
2016The sovereign-bank diabolic loop and ESBies.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 135
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
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This paper has nother version. Agregated cites: 135
paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 135
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 135
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
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This paper has nother version. Agregated cites: 135
paper
2016Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees In: American Economic Review.
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article140
2012Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 140
paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 140
paper
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 140
paper
2023Identifying the Benefits from Homeownership: A Swedish Experiment In: American Economic Review.
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article32
2016Identifying the Benefits from Home Ownership: A Swedish Experiment.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 32
paper
2016Identifying the Benefits from Homeownership: A Swedish Experiment.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 32
paper
2023Fiscal Capacity: An Asset Pricing Perspective In: Annual Review of Financial Economics.
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article3
2011Predictability of Returns and Cash Flows In: Annual Review of Financial Economics.
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article86
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 86
paper
2025An Alpha in Affordable Housing? In: ERES.
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paper0
2025An Alpha in Affordable Housing?.(2025) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2022Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis In: Brookings Papers on Economic Activity.
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article1
2022Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis.(2022) In: Research Papers.
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This paper has nother version. Agregated cites: 1
paper
2022Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance.
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article285
2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 285
paper
2009Information Immobility and the Home Bias Puzzle In: Journal of Finance.
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article494
2007Information Immobility and the Home Bias Puzzle.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 494
paper
2005Information Immobility and the Home Bias Puzzle.(2005) In: 2005 Meeting Papers.
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paper
2004Information Immobility and the Home Bias Puzzle.(2004) In: Working Papers.
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paper
2011The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives In: Journal of Finance.
[Citation analysis]
article216
2014Time-Varying Fund Manager Skill In: Journal of Finance.
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article198
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 198
paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 198
paper
2021Financial Fragility with SAM? In: Journal of Finance.
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article17
2017Financial Fragility with SAM?.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 17
paper
2021Out‐of‐Town Home Buyers and City Welfare In: Journal of Finance.
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article26
2017Out-of-town Home Buyers and City Welfare.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 26
paper
2017Out-of-town Home Buyers and City Welfare.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 26
paper
2021Valuing Private Equity Investments Strip by Strip In: Journal of Finance.
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article16
2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark In: Journal of Finance.
[Full Text][Citation analysis]
article1
2019Why are REITS Currently So Expensive? In: Real Estate Economics.
[Full Text][Citation analysis]
article13
2017Why Are REITS Currently So Expensive?.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 13
paper
2023The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address In: Real Estate Economics.
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article14
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper20
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models.(2007) In: 2007 Meeting Papers.
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This paper has nother version. Agregated cites: 20
paper
2013Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them** In: The Economists' Voice.
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article1
2021Manufacturing Risk-Free Government Debt In: CESifo Working Paper Series.
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paper7
2020Manufacturing Risk-Free Government Debt.(2020) In: Research Papers.
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This paper has nother version. Agregated cites: 7
paper
2026Manufacturing risk-free government debt.(2026) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 7
article
2020Manufacturing Risk-free Government Debt.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2016ESBies: Safety in the tranches In: Discussion Papers.
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paper89
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
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This paper has nother version. Agregated cites: 89
paper
2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 89
paper
2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 89
paper
2017ESBies: 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
2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89
paper
2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 89
paper
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 89
paper
2017ESBies: safety in the tranches.(2017) In: Economic Policy.
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This paper has nother version. Agregated cites: 89
article
2004Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance In: UCLA Economics Online Papers.
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paper2
2004How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) In: UCLA Economics Online Papers.
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paper0
2004Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
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paper0
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
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paper11
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
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paper0
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
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paper33
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 33
paper
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33
paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 33
article
2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries In: CEPR Discussion Papers.
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paper114
2018A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 114
paper
2016A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2016) In: 2016 Meeting Papers.
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This paper has nother version. Agregated cites: 114
paper
2021A Macroeconomic Model With Financially Constrained Producers and Intermediaries.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114
article
2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
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paper135
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 135
paper
2014Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers.
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This paper has nother version. Agregated cites: 135
paper
2020Firm Volatility in Granular Networks.(2020) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 135
article
2018Financing the War on Cancer In: CEPR Discussion Papers.
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paper0
2018Financing the War on Cancer.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2019Affordable Housing and City Welfare In: CEPR Discussion Papers.
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paper38
2019Affordable Housing and City Welfare.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 38
paper
2023Affordable Housing and City Welfare.(2023) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 38
article
2018Affordable Housing and City Welfare.(2018) In: 2018 Meeting Papers.
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This paper has nother version. Agregated cites: 38
paper
2019Valuing Private Equity Strip by Strip In: CEPR Discussion Papers.
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paper3
2019Valuing Private Equity Strip by Strip.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2020Can the Covid Bailouts Save the Economy? In: CEPR Discussion Papers.
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paper63
2020Can the Covid Bailouts Save the Economy?.(2020) In: NBER Working Papers.
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paper
2022Can the covid bailouts save the economy?.(2022) In: Economic Policy.
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This paper has nother version. Agregated cites: 63
article
2005Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability In: CEPR Discussion Papers.
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paper2
2012The Wealth-Consumption Ratio In: CEPR Discussion Papers.
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paper58
2008The Wealth-Consumption Ratio.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 58
paper
2013The Wealth-Consumption Ratio.(2013) In: The Review of Asset Pricing Studies.
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This paper has nother version. Agregated cites: 58
article
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
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paper91
2017The Cross-Section and Time Series of Stock and Bond Returns.(2017) In: Research Papers.
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paper
2017The cross-section and time series of stock and bond returns.(2017) In: Journal of Monetary Economics.
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article
2010The Cross-Section and Time-Series of Stock and Bond Returns.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 91
paper
2013Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance. V. V. Acharya, M. Richardson, S. van Nieuwerburgh and L. J. White. Princeton University Press, 2011, ISBN 978-0-691-15078-9, 222 pages. In: Journal of Pension Economics and Finance.
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article1
2021Real and Private-Value Assets In: HEC Research Papers Series.
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paper7
2021Real and Private-Value Assets.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2021Real and Private-Value Assets.(2021) In: NBER Working Papers.
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paper
2021Real and Private-Value Assets.(2021) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 7
article
2019The Government Risk Premium Puzzle In: Research Papers.
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paper3
2019Government Risk Premium Puzzle.(2019) In: 2019 Meeting Papers.
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This paper has nother version. Agregated cites: 3
paper
2021Quantifying U.S. Treasury Investor Optimism In: Research Papers.
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paper0
2021What Determines the Governments Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic In: Research Papers.
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paper5
2021Financial and Total Wealth Inequality with Declining Interest Rates In: Research Papers.
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paper16
2021Financial and Total Wealth Inequality with Declining Interest Rates.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 16
paper
2021Bond Convenience Yields in the Eurozone Currency Union In: Research Papers.
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paper7
2025Bond Convenience Yields in the Eurozone Currency Union.(2025) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2022Exorbitant Privilege Gained and Lost: Fiscal Implications In: Research Papers.
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paper6
2022Exorbitant Privilege Gained and Lost: Fiscal Implications.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2006Stock market development and economic growth in Belgium In: Explorations in Economic History.
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article63
2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
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article172
2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 172
paper
2022Flattening the curve: Pandemic-Induced revaluation of urban real estate In: Journal of Financial Economics.
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article117
2021Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 117
paper
2023Machine-learning the skill of mutual fund managers In: Journal of Financial Economics.
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article20
2022Machine-Learning the Skill of Mutual Fund Managers.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 20
paper
2024Aggregate lapsation risk In: Journal of Financial Economics.
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article3
2022Aggregate Lapsation Risk.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2009Mortgage timing In: Journal of Financial Economics.
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article64
2007Mortgage Timing.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 64
paper
2011Technological change and the growing inequality in managerial compensation In: Journal of Financial Economics.
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article50
2009Technological Change and the Growing Inequality in Managerial Compensation.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 50
paper
2022Take the Q train: Value capture of public infrastructure projects In: Journal of Urban Economics.
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article34
2020Take the Q Train: Value Capture of Public Infrastructure Projects.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34
paper
2006Learning asymmetries in real business cycles In: Journal of Monetary Economics.
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article253
2016Phasing out the GSEs In: Journal of Monetary Economics.
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article43
2015Phasing Out the GSEs.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 43
paper
2015Phasing out the GSEs.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 43
paper
2015Housing, Finance, and the Macroeconomy In: Handbook of Regional and Urban Economics.
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chapter100
2014Housing, Finance and the Macroeconomy.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 100
paper
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Staff Report.
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paper60
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: NBER Working Papers.
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paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 60
paper
2015Rethinking Mortgage Design In: Liberty Street Economics.
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paper0
2002A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention In: IMF Working Papers.
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paper4
2007Monetary Policy in an Equilibrium Portfolio Balance Model In: IMF Working Papers.
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paper7
2005Monetary Policy in an Equilibrium Portfolio Balance Model.(2005) In: 2005 Meeting Papers.
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2013V. V. Acharya, S. van Nieuwerburgh, M. Richardson, and L. J. White (2011): Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, Princeton University Press. 176 pages, USD 24.95 In: Financial Markets and Portfolio Management.
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article0
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
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chapter76
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
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2014Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters.
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chapter25
2004How Much Does Household Collateral Constrain Regional Risk Sharing? In: NBER Working Papers.
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paper76
2010How Much Does Household Collateral Constrain Regional Risk Sharing?.(2010) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 76
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2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia In: NBER Working Papers.
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paper15
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street In: NBER Working Papers.
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paper94
2008The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street.(2008) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 94
article
2006Reconciling the Return Predictability Evidence In: NBER Working Papers.
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paper313
2008Reconciling the Return Predictability Evidence.(2008) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 313
article
2006Reconciling the Return Predictability Evidence.(2006) In: 2006 Meeting Papers.
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paper
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paper20
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This paper has nother version. Agregated cites: 251
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