Stijn Van Nieuwerburgh : Citation Profile


Are you Stijn Van Nieuwerburgh?

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

32

H index

55

i10 index

4744

Citations

RESEARCH PRODUCTION:

52

Articles

133

Papers

1

Books

4

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 215
   Journals where Stijn Van Nieuwerburgh has often published
   Relations with other researchers
   Recent citing documents: 548.    Total self citations: 73 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva368
   Updated: 2024-12-03    RAS profile: 2024-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Xiaolan, Mindy (14)

Lustig, Hanno (6)

Gupta, Arpit (5)

Elenev, Vadim (4)

Favilukis, Jack (3)

Kaniel, Ron (2)

Pelger, Markus (2)

Spaenjers, Christophe (2)

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

Is cited by:

Coeurdacier, Nicolas (54)

Gourinchas, Pierre-Olivier (31)

Weber, Michael (30)

Leroux, Marie-Louise (29)

De Donder, Philippe (29)

Leung, Charles (28)

Pagano, Marco (28)

Peydro, Jose-Luis (27)

bloom, nicholas (27)

Luo, Yulei (26)

Ramadorai, Tarun (25)

Cites to:

Campbell, John (126)

Cochrane, John (41)

Lustig, Hanno (35)

KRISHNAMURTHY, ARVIND (32)

Hansen, Lars (30)

Jermann, Urban (30)

Lettau, Martin (30)

Vissing-Jorgensen, Annette (30)

Piazzesi, Monika (24)

Shiller, Robert (24)

bloom, nicholas (24)

Main data


Where Stijn Van Nieuwerburgh has published?


Journals with more than one article published# docs
Journal of Financial Economics6
Journal of Finance6
The Review of Financial Studies5
American Economic Review4
Econometrica3
Journal of Monetary Economics3
The Review of Economic Studies3
Economic Policy2
Journal of Political Economy2
Real Estate Economics2
Annual Review of Financial Economics2
Financial Markets, Institutions & Instruments2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc52
CEPR Discussion Papers / C.E.P.R. Discussion Papers18
Research Papers / Stanford University, Graduate School of Business9
2005 Meeting Papers / Society for Economic Dynamics4
2009 Meeting Papers / Society for Economic Dynamics3
2011 Meeting Papers / Society for Economic Dynamics2
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)2
Working Papers / HAL2
2014 Meeting Papers / Society for Economic Dynamics2
IMF Working Papers / International Monetary Fund2
Discussion Papers / Centre for Macroeconomics (CFM)2
HEC Research Papers Series / HEC Paris2
2017 Meeting Papers / Society for Economic Dynamics2

Recent works citing Stijn Van Nieuwerburgh (2024 and 2023)


YearTitle of citing document
2024Information Acquisition and Individual Investors’ Trading Behavior. (2024). Shen, Kailing ; Luo, Ronghua ; Li, Yaling. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024Army of Mortgagors: Long-Run Evidence on Credit Externalities and the Housing Market. (2024). Saidi, Farzad ; Kuhn, Moritz ; Herbst, Tobias. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:293.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

Full description at Econpapers || Download paper

2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Bloated Disclosures: Can ChatGPT Help Investors Process Financial Information?. (2023). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Public 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

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Kang, Junkoo ; Chen, Yuzi ; Brick, Ivan E ; Kim, Jinmo. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97.

Full description at Econpapers || Download paper

2023Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision?Making. (2021). Ke, DA. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1389-1425.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Second?home buying and the housing boom and bust. (2022). Garcia, Daniel I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:33-58.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean-Charles ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Unpacking 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Financial Crisis as a Run on Profitable Banks. (2024). Kim, Sang Rae. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:kim.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article17
2016The Sovereign-Bank Diabolic Loop and ESBies In: American Economic Review.
[Full Text][Citation analysis]
article130
2016The sovereign-bank diabolic loop and ESBies.(2016) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016The 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: 130
paper
2016The 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: 130
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016The Sovereign-Bank Diabolic Loop and Esbies.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016The Sovereign-Bank Diabolic Loop and ESBies.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130
paper
2016Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees In: American Economic Review.
[Full Text][Citation analysis]
article128
2012Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128
paper
2011Too-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: 128
paper
2011Too-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: 128
paper
2023Identifying the Benefits from Homeownership: A Swedish Experiment In: American Economic Review.
[Full Text][Citation analysis]
article23
2016Identifying the Benefits from Home Ownership: A Swedish Experiment.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2016Identifying the Benefits from Homeownership: A Swedish Experiment.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
2023Fiscal Capacity: An Asset Pricing Perspective In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article1
2011Predictability of Returns and Cash Flows In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article78
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78
paper
2022Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article1
2022Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis.(2022) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective In: Journal of Finance.
[Full Text][Citation analysis]
article272
2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 272
paper
2009Information Immobility and the Home Bias Puzzle In: Journal of Finance.
[Full Text][Citation analysis]
article455
2007Information Immobility and the Home Bias Puzzle.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 455
paper
2005Information Immobility and the Home Bias Puzzle.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 455
paper
2004Information Immobility and the Home Bias Puzzle.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 455
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]
article209
2014Time-Varying Fund Manager Skill In: Journal of Finance.
[Full Text][Citation analysis]
article184
2012Time-Varying Fund Manager Skill.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184
paper
2011Time-Varying Fund Manager Skill.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184
paper
2021Financial Fragility with SAM? In: Journal of Finance.
[Full Text][Citation analysis]
article16
2017Financial Fragility with SAM?.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2021Valuing Private Equity Investments Strip by Strip In: Journal of Finance.
[Full Text][Citation analysis]
article6
2019Why are REITS Currently So Expensive? In: Real Estate Economics.
[Full Text][Citation analysis]
article10
2017Why Are REITS Currently So Expensive?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2023The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address In: Real Estate Economics.
[Full Text][Citation analysis]
article6
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2021Manufacturing Risk-Free Government Debt In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper5
2020Manufacturing Risk-Free Government Debt.(2020) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020Manufacturing Risk-free Government Debt.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2016ESBies: Safety in the tranches In: Discussion Papers.
[Full Text][Citation analysis]
paper84
2016ESBies: Safety in the Tranches.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
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: 84
paper
2016ESBies: safety in the tranches.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
paper
2016ESBies - Safety in the tranches.(2016) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
paper
2017ESBies: safety in the tranches.(2017) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
article
2016ESBies: Safety in the Tranches.(2016) In: CSEF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
paper
2016ESBies: Safety in the tranches.(2016) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
paper
2016ESBies: Safety in the tranches.(2016) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
paper
2004Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance In: UCLA Economics Online Papers.
[Full Text][Citation analysis]
paper2
2004How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) In: UCLA Economics Online Papers.
[Full Text][Citation analysis]
paper0
2004Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper11
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) In: UCLA Economics Online Papers.
[Full Text][Citation analysis]
paper0
2017Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper29
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2017Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2018Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
article
2017A Macroeconomic Model with Financially Constrained Producers and Intermediaries In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper95
2018A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95
paper
2016A Macroeconomic Model with Financially Constrained Producers and Intermediaries.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95
paper
2021A Macroeconomic Model With Financially Constrained Producers and Intermediaries.(2021) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95
article
2017Out-of-town Home Buyers and City Welfare In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper17
2017Out-of-town Home Buyers and City Welfare.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper120
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120
paper
2014Firm Volatility in Granular Networks.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120
paper
2020Firm Volatility in Granular Networks.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120
article
2018Financing the War on Cancer In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Financing the War on Cancer.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019Affordable Housing and City Welfare In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper26
2019Affordable Housing and City Welfare.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2023Affordable Housing and City Welfare.(2023) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
2018Affordable Housing and City Welfare.(2018) In: 2018 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2019Valuing Private Equity Strip by Strip In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
2019Valuing Private Equity Strip by Strip.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Can the Covid Bailouts Save the Economy? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper61
2020Can the Covid Bailouts Save the Economy?.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61
paper
2022Can the covid bailouts save the economy?.(2022) In: Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61
article
2005Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2012The Wealth-Consumption Ratio In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper56
2008The Wealth-Consumption Ratio.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56
paper
2013The Wealth-Consumption Ratio.(2013) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56
article
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper85
2017The Cross-Section and Time Series of Stock and Bond Returns.(2017) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85
paper
2017The cross-section and time series of stock and bond returns.(2017) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85
article
2010The Cross-Section and Time-Series of Stock and Bond Returns.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85
paper
2013Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance. V. V. Acharya, M. Richardson, S. van Nieuwerburgh and L. J. White. Princeton University Press, 2011, ISBN 978-0-691-150 In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]
article0
2021Real and Private-Value Assets In: HEC Research Papers Series.
[Full Text][Citation analysis]
paper5
2021Real and Private-Value Assets.(2021) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021Real and Private-Value Assets.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2021Real and Private-Value Assets.(2021) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2019The Government Risk Premium Puzzle In: Research Papers.
[Full Text][Citation analysis]
paper3
2019Government Risk Premium Puzzle.(2019) In: 2019 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2021Quantifying U.S. Treasury Investor Optimism In: Research Papers.
[Full Text][Citation analysis]
paper0
2021What Determines the Governments Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic In: Research Papers.
[Full Text][Citation analysis]
paper4
2021Financial and Total Wealth Inequality with Declining Interest Rates In: Research Papers.
[Full Text][Citation analysis]
paper11
2021Financial and Total Wealth Inequality with Declining Interest Rates.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2021Bond Convenience Yields in the Eurozone Currency Union In: Research Papers.
[Full Text][Citation analysis]
paper6
2022Exorbitant Privilege Gained and Lost: Fiscal Implications In: Research Papers.
[Full Text][Citation analysis]
paper3
2022Exorbitant Privilege Gained and Lost: Fiscal Implications.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2006Stock market development and economic growth in Belgium In: Explorations in Economic History.
[Full Text][Citation analysis]
article58
2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
[Full Text][Citation analysis]
article149
2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 149
paper
2022Flattening the curve: Pandemic-Induced revaluation of urban real estate In: Journal of Financial Economics.
[Full Text][Citation analysis]
article81
2021Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81
paper
2023Machine-learning the skill of mutual fund managers In: Journal of Financial Economics.
[Full Text][Citation analysis]
article8
2022Machine-Learning the Skill of Mutual Fund Managers.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2024Aggregate lapsation risk In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1
2022Aggregate Lapsation Risk.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2009Mortgage timing In: Journal of Financial Economics.
[Full Text][Citation analysis]
article64
2007Mortgage Timing.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64
paper
2011Technological change and the growing inequality in managerial compensation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article47
2009Technological Change and the Growing Inequality in Managerial Compensation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47
paper
2022Take the Q train: Value capture of public infrastructure projects In: Journal of Urban Economics.
[Full Text][Citation analysis]
article19
2020Take the Q Train: Value Capture of Public Infrastructure Projects.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2006Learning asymmetries in real business cycles In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article245
2016Phasing out the GSEs In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article40
2015Phasing Out the GSEs.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2015Phasing out the GSEs.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2015Housing, Finance, and the Macroeconomy In: Handbook of Regional and Urban Economics.
[Full Text][Citation analysis]
chapter98
2014Housing, Finance and the Macroeconomy.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98
paper
2014Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: Staff Report.
[Full Text][Citation analysis]
paper55
2011Health 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: 55
paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 55
paper
2015Rethinking Mortgage Design In: Liberty Street Economics.
[Full Text][Citation analysis]
paper0
2002A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention In: IMF Working Papers.
[Full Text][Citation analysis]
paper4
2007Monetary Policy in an Equilibrium Portfolio Balance Model In: IMF Working Papers.
[Full Text][Citation analysis]
paper7
2005Monetary Policy in an Equilibrium Portfolio Balance Model.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2013V. V. Acharya, S. van Nieuwerburgh, M. Richardson, and L. J. White (2011): Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, Princeton University Press. 176 pages, USD 2 In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article0
2012International Capital Flows and House Prices: Theory and Evidence In: NBER Chapters.
[Full Text][Citation analysis]
chapter76
2012International Capital Flows and House Prices: Theory and Evidence.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76
paper
2014Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters.
[Full Text][Citation analysis]
chapter25
2004How Much Does Household Collateral Constrain Regional Risk Sharing? In: NBER Working Papers.
[Full Text][Citation analysis]
paper70
2010How Much Does Household Collateral Constrain Regional Risk Sharing?.(2010) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
article
2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]
paper15
2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street In: NBER Working Papers.
[Full Text][Citation analysis]
paper92
2008The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92
article
2006Reconciling the Return Predictability Evidence In: NBER Working Papers.
[Full Text][Citation analysis]
paper305
2008Reconciling the Return Predictability Evidence.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 305
article
2006Reconciling the Return Predictability Evidence.(2006) In: 2006 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 305
paper
2006Why Has House Price Dispersion Gone Up? In: NBER Working Papers.
[Full Text][Citation analysis]
paper186
2010Why Has House Price Dispersion Gone Up?.(2010) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 186
article
2006Can Housing Collateral Explain Long-Run Swings in Asset Returns? In: NBER Working Papers.
[Full Text][Citation analysis]
paper19
2007The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives In: NBER Working Papers.
[Full Text][Citation analysis]
paper34
2008Information Acquisition and Under-Diversification In: NBER Working Papers.
[Full Text][Citation analysis]
paper232
2010Information Acquisition and Under-Diversification.(2010) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 232
article
2008Information Acquisition and Under-Diversification.(2008) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 232
paper
2009Rational Attention Allocation Over the Business Cycle In: NBER Working Papers.
[Full Text][Citation analysis]
paper16
2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium In: NBER Working Papers.
[Full Text][Citation analysis]
paper286
2010The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 286
paper
2017The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium.(2017) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 286
article
2014Foreign Ownership of U.S. Safe Assets: Good or Bad? In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2012Foreign Ownership of U.S. Safe Assets: Good or Bad?.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2019The U.S. Public Debt Valuation Puzzle In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
2024The U.S. Public Debt Valuation Puzzle.(2024) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2021Can Monetary Policy Create Fiscal Capacity? In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2021What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didnt Bark In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2022Work From Home and the Office Real Estate Apocalypse In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
2022The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2023Understanding Rationality and Disagreement in House Price Expectations In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2023Converting Brown Offices to Green Apartments In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2024Rent Guarantee Insurance In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2020Combining Life and Health Insurance* In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article6
2020New Methods for the Cross-Section of Returns In: The Review of Financial Studies.
[Full Text][Citation analysis]
article10
2013Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, by Viral V. Acharya, Matthew Richardson, Stijn van Nieuwerburgh, and Lawrence J. White In: Eastern Economic Journal.
[Full Text][Citation analysis]
article0
2011Feeding the Beast In: Introductory Chapters.
[Full Text][Citation analysis]
chapter0
2011Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance In: Economics Books.
[Citation analysis]
book72
2012The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy In: EconomicDynamics Newsletter.
[Full Text][Citation analysis]
article2
2004Housing Collateral and Consumption Insurance Across US Regions In: 2004 Meeting Papers.
[Citation analysis]
paper11
2005The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street In: 2005 Meeting Papers.
[Full Text][Citation analysis]
paper21
2005Information Acquisition and Portfolio Underdiversification In: 2005 Meeting Papers.
[Full Text][Citation analysis]
paper19
2008IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation In: 2008 Meeting Papers.
[Full Text][Citation analysis]
paper6
2009The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers.
[Full Text][Citation analysis]
paper0
2009Optimal Health and Longevity Insurance In: 2009 Meeting Papers.
[Citation analysis]
paper8
2011Health 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
2009Recessions are a Time to Shine: A theory of attention allocation over the business cycle In: 2009 Meeting Papers.
[Citation analysis]
paper0
2014The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers.
[Full Text][Citation analysis]
paper19
2006Inside Information and the Own Company Stock Puzzle In: Journal of the European Economic Association.
[Full Text][Citation analysis]
article8
2016A Rational Theory of Mutual Funds Attention Allocation In: Econometrica.
[Full Text][Citation analysis]
article68
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
2002Housing Collateral, Consumption Insurance and Risk Premia In: Macroeconomics.
[Full Text][Citation analysis]
paper25

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team