About Us Contact Information Historical Archives. Bergman Credit Market Freezes w Marco Di Maggio Francesco Franzoni Amir Kermani Carlo Sommavilla The Relevance of Broker Networks for Information Diffusion in the Stock Market w Stefano Giglio Dacheng Xiu Inference on Risk Premia in the Presence of Omitted Factors w Isil Erel Yeejin Jang Bernadette A.

Weisbach Corporate Liquidity, Acquisitions, and Macroeconomic Conditions w SeHyoun Ahn Greg Kaplan Benjamin Moll Thomas Winberry Christian Wolf When Inequality Matters for Macro and Macro Matters for Inequality w Manuel Adelino Antoinette Schoar Felipe Severino Dynamics of Housing Debt in the Recent Boom and Great Recession w Anusha Chari Karlye Dilts Stedman Christian Lundblad Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows w Andrea L.

Eisfeldt Hanno Lustig Lei Zhang Complex Asset Markets w Michael D. Hamilton Robust Bond Risk Premia w Daniel Andrei Bruce I. Carlin Asset Pricing in the Quest for the New El Dorado w Camelia M. Kuhnen Sarah Rudorf Bernd Weber The Effect of Prior Choices on Expectations and Subsequent Portfolio Decisions w Anthony A.

Nathanson Eric Zwick Speculative Dynamics of Prices and Volume w Tomasz Piskorski Alexei Tchistyi An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts w Maryam Farboodi Laura Veldkamp Long Run Growth of Financial Technology w Ali Ozdagli Michael Weber Monetary Policy through Production Networks: Zeckhauser Straight Talkers and Vague Talkers: Philipson Manita Singh Richard T.

Implications for Global Equity Portfolios and Returns w Ralph S. Koijen Motohiro Yogo Risk of Life Insurers: Recent Trends and Transmission Mechanisms w Markus Ibert Ron Kaniel Stijn Van Nieuwerburgh Roine Vestman Are Mutual Fund Managers Paid For Investment Skill? Ruhl Offshore Profit Shifting and Domestic Productivity Measurement w Irem Demirci Jennifer Huang Clemens Sialm Government Debt and Corporate Leverage: International Evidence w Eric T.

Stulz Is Post-Crisis Bond Liquidity Lower? Carlin Zhi Da Ryan D. Israelsen Demand for Information and Asset Pricing w Matthew Gentzkow Bryan T. Ludvigson Sai Ma Serena Ng Shock Restricted Structural Vector-Autoregressions w Lu Zhang The Investment CAPM w Joachim Freyberger Andreas Neuhierl Michael Weber Dissecting Characteristics Nonparametrically w Ulrike Malmendier Stefan Nagel Zhen Yan The Making of Hawks and Doves: Inflation Experiences on the FOMC w Kurt F.

Longstaff Lubomir Petrasek Asset Mispricing w Maryam Farboodi Gregor Jarosch Robert Shimer The Emergence of Market Structure w Jules H. Opp Real Anomalies w Robin Greenwood Andrei Shleifer Yang You Bubbles for Fama w Markus K. Brunnermeier Michael Sockin Wei Xiong China's Gradualistic Economic Approach and Financial Markets w Wenxin Du Alexander Tepper Adrien Verdelhan Deviations from Covered Interest Rate Parity w Lubos Pastor Pietro Veronesi Political Cycles and Stock Returns w Fatih Guvenen Sam Schulhofer-Wohl Jae Song Motohiro Yogo Worker Betas: Five Facts about Systematic Earnings Risk w Mert Demirer Francis X.

Zeckhauser Alexandre Ziegler Company Stock Reactions to the Election Shock: Trump, Taxes and Trade w Eleanor W. Stanton Self-Employment Dynamics and the Returns to Entrepreneurship w Geert Bekaert Arnaud Mehl On the Global Financial Market Integration "Swoosh" and the Trilemma w Briana Chang Harrison Hong Assignment of Stock Market Coverage w Karen K.

Liu Disaster Risk and Asset Returns: An International Perspective w Thomas Philippon Pierre Pessarossi Boubacar Camara Backtesting European Stress Tests w Ioannis Branikas Harrison Hong Jiangmin Xu Location Choice, Portfolio Choice w Camelia M.

Melzer Non-Cognitive Abilities and Financial Delinquency: The Role of Self-Efficacy in Avoiding Financial Distress w Charles G. Nathanson Eric Zwick Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market w Gonzalo Cortazar Cristobal Millard Hector Ortega Eduardo S. Schwartz Commodity Price Forecasts, Futures Prices and Pricing Models w Ravi Bansal Marcelo Ochoa Dana Kiku Climate Change and Growth Risks w John H.

Cochrane Stepping on a Rake: Replication and Diagnosis w Joseph Gerakos Juhani T. Linnainmaa Adair Morse Asset Managers: Institutional Performance and Smart Betas w Cosmin L.

Ilut Hikaru Saijo Learning, Confidence, and Business Cycles w Tano Santos Pietro Veronesi Habits and Leverage w Erik Gilje Robert Ready Nikolai Roussanov Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution w Daniel Green Brian T. Parker Arcenis Rojas Accelerator or Brake?

eVA - Virginia's eProcurement Portal

Cash for Clunkers, Household Liquidity, and Aggregate Demand w Paolo Sodini Stijn Van Nieuwerburgh Roine Vestman Ulf von Lilienfeld-Toal Identifying the Benefits from Home Ownership: A Swedish Experiment w Harrison Hong Frank Weikai Li Jiangmin Xu Climate Risks and Market Efficiency w Kerry Back Pierre Collin-Dufresne Vyacheslav Fos Tao Li Alexander Ljungqvist Activism, Strategic Trading, and Liquidity w Juhani T.

An Empirical Investigation w Geert Bekaert Eric Engstrom Andrey Ermolov Macro Risks and the Term Structure of Interest Rates w Peter Diep Andrea L. Eisfeldt Scott Richardson Prepayment Risk and Expected MBS Returns w Itzhak Ben-David Francesco Franzoni Rabih Moussawi Exchange Traded Funds ETFs w Andreas Neuhierl Michael Weber Monetary Policy and the Stock Market: Time-Series Evidence w Kent D.

Litterman Gernot Wagner Applying Asset Pricing Theory to Calibrate the Price of Climate Risk w Ari Levine Yao Hua Ooi Matthew Richardson Commodities for the Long Run w Peter DeMarzo Zhiguo He Leverage Dynamics without Commitment w Nathan Foley-Fisher Borghan Narajabad Stephane Verani Securities Lending as Wholesale Funding: Evidence from the U. Mertens Tony Zhang Currency Manipulation w Ricardo J. Caballero Alp Simsek A Model of Fickle Capital Flows and Retrenchment w Samuel G. Taylor Macrofinancial History and the New Business Cycle Facts w Arvind Krishnamurthy Jennie Bai Charles-Henri Weymuller Measuring Liquidity Mismatch in the Banking Sector w Sang Byung Seo Jessica A.

Wachter Do Rare Events Explain CDX Tranche Spreads? Theory and Applications w Assaf Hamdani Eugene Kandel Yevgeny Mugerman Yishay Yafeh Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment w Marco Di Maggio Amir Kermani Christopher Palmer How Quantitative Easing Works: Evidence on the Refinancing Channel w Barney Hartman-Glaser Hanno Lustig Mindy X.

Diebold Frank Schorfheide Minchul Shin Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility w Gary Gorton Tyler Muir Mobile Collateral versus Immobile Collateral w Wenxin Du Carolin E. Pflueger Jesse Schreger Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy w Gary Gorton Ping He Optimal Monetary Policy in a Collateralized Economy w Francis Larson John A.

Metcalfe Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders w Kirk Hamilton John F. Ludvigson Monetary Policy and Asset Valuation w Jacob Boudoukh Jordan Brooks Matthew Richardson Zhikai Xu The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds w Francis X. Diebold Minchul Shin Assessing Point Forecast Accuracy by Stochastic Error Distance w Michael Weber Cash Flow Duration and the Term Structure of Equity Returns w Hengjie Ai Ravi Bansal Risk Preferences and The Macro Announcement Premium w Robert P.

Bartlett III Justin McCrary How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps w Ravi Bansal Dana Kiku Marcelo Ochoa Price of Long-Run Temperature Shifts in Capital Markets w Markus K. Brunnermeier Yuliy Sannikov The I Theory of Money w Daniel R. Sensoy Yingdi Wang Michael S.

Weisbach Measuring Institutional Investors' Skill from Their Investments in Private Equity w Thomas Philippon The FinTech Opportunity w John H. Stulz Why Does Idiosyncratic Risk Increase with Market Risk?

Lucca Laura Veldkamp Taking Orders and Taking Notes: The Impact of Aggregate Discount Rates w Rhys Bidder Ian Dew-Becker Long-Run Risk is the Worst-Case Scenario w Nicholas Kozeniauskas Anna Orlik Laura Veldkamp The Common Origin of Uncertainty Shocks w Sergey Chernenko Adi Sunderam Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds w Taylor D.

Sensoy Keith Vorkink Michael S. Weisbach The Liquidity Cost of Private Equity Investments: For Whom the Bell Tolls w Marco Di Maggio Amir Kermani Zhaogang Song The Value of Trading Relationships in Turbulent Times w Markus K.

Brunnermeier Yuliy Sannikov Macro, Money and Finance: A Continuous Time Approach w George-Marios Angeletos Chen Lian Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination w Emmanuel Farhi Matteo Maggiori A Model of the International Monetary System w Atif Mian Amir Sufi Who Bears the Cost of Recessions?

Farmer Pricing Assets in an Economy with Two Types of People w Robert E. Hall Understanding the Decline in the Safe Real Interest Rate w Alan Moreira Tyler Muir Volatility Managed Bse stock market prediction w Jeffrey Hoopes Patrick Langetieg Stefan Nagel Daniel Reck Joel Slemrod Bryan Stuart Who Sold During the Crash of ?

Evidence from Tax-Return Data on Daily Sales of Stock w Gary B. Gorton The History and Economics of Safe Assets w Drew D. Creal Jing Cynthia Wu Bond Risk Premia in Consumption-based Models w William N. Goetzmann Dasol Kim Robert J. Shiller Crash Philippine stock market news today From Investor Surveys w Itzhak Ben-David Justin Birru Viktor Prokopenya Uninformative Feedback and Risk Taking: Evidence from Pension Fund Reallocations w David Backus Nina Boyarchenko Mikhail Chernov Term Structures of Asset Prices and Returns w Campbell R.

Harvey Yan Liu Rethinking Performance Evaluation w Markus K. Brunnermeier Yuliy Sannikov On the Optimal Inflation Rate w Roger Farmer Pawel Zabczyk The Theory of Unconventional Monetary Policy w Itzhak Ben-David Justin Birru Andrea Rossi Industry Stockbroker vs accountant and Trading: Evidence from the Personal Portfolios of Industry Insiders w Yihui Pan Tracy Yue Wang Michael S.

Weisbach How Management Risk Affects Corporate Debt w Mikhail Chernov Brett R. Expedia stock options Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities w Patrick Bayer Kyle Mangum James W.

Investor Contagion in the Housing Bubble w Cristian Badarinza John Y.

Equity Premium Puzzle

Campbell Tarun Ramadorai International Comparative Household Finance w Zhiguo He Arvind Krishnamurthy Konstantin Milbradt Stock market ambiguity and the equity premium Makes US Government Bonds Safe Assets? Campbell Restoring Rational Choice: The Challenge of Consumer Financial Regulation w David S.

Bates How Crashes Develop: Intradaily Volatility and Crash Evolution w Gary Gorton Ellis W. Tallman How Did Pre-Fed Banking Panics End?

Beyond Discount Rates w Lars P. Brunnermeier Luis Garicano Philip Lane Marco Pagano Ricardo Reis Tano Santos David Thesmar Stijn Van Nieuwerburgh Dimitri Vayanos The Sovereign-Bank Diabolic Loop and ESBies w Urban J. Jermann Financial Markets' Views about the Euro-Swiss Franc Floor w Nicholas Barberis Robin Greenwood Lawrence Jin Andrei Shleifer Extrapolation and Bubbles w Kent Daniel David Hirshleifer Overconfident Investors, Predictable Returns, and Excessive Trading w Zhiguo He Konstantin Milbradt Dynamic Debt Maturity w Zhiguo He Bryan Kelly Asaf Manela Intermediary Asset Pricing: New Evidence from Many Asset Classes w Robert J.

Liao Options-Pricing Formula with Disaster Risk w Kaiji Chen Jue Ren Tao Zha What We Learn from China's Rising Shadow Banking: Hamilton Macroeconomic Regimes and Regime Shifts browse older papers Generated on Wed Jun 21 National Bureau of Economic Research, Massachusetts Ave. Development of the American Economy. Economic Fluctuations and Growth. International Finance and Macroeconomics. International Trade and Investment.

Productivity, Innovation, and Entrepreneurship. Center for Aging and Health Research CAHR. How much money does brad stevens make at butler on Econometrics and Mathematical Economics CEME.

Conference on Research in Income and Wealth CRIW. Disability Research Center DRC. Retirement Research Center RRC.

The Oregon Health Insurance Experiment. More summaries of NBER Meetings NBER Videos Summer Institute Methods Lectures Martin Feldstein Lectures Other NBER Videos Close. Themes in NBER Research Africa Charter Schools Childhood Interventions China's Economy Commodity Prices Developments in the European Economy Energy Entrepreneurship Immigration and Innovation Inequality International Capital Flows Taxation Close.

Data Boston Census Research Data Center BRDC. He is also the Mitsui Professor of Economics at M. Denis Healy, Director of Development NBER Massachusetts Avenue Cambridge, MA ph: Efraim Benmelech Nittai K. Marco Di Maggio Francesco Franzoni Amir Kermani Carlo Sommavilla.

The Relevance of Broker Networks for Information Diffusion in the Stock Market. Stefano Giglio Dacheng Xiu. Inference on Risk Premia in the Presence of Omitted Factors. Isil Erel Yeejin Jang Bernadette A. Corporate Liquidity, Acquisitions, and Macroeconomic Conditions. SeHyoun Ahn Greg Kaplan Cuenta demostracion forex Moll Thomas Winberry Christian Wolf.

When Inequality Matters for Macro and Macro Matters for Inequality. Manuel Adelino Antoinette Schoar Felipe Severino. Dynamics of Housing Debt in the Recent Boom and Great Recession.

Anusha Chari Karlye Dilts Stedman Christian Lundblad. QE, its Aftermath and Emerging Market Capital Flows. Jquery select onchange selected value Hanno Lustig Lei Zhang. Daniel Andrei Bruce I.

Kuhnen Sarah Rudorf Bernd Weber. The Effect stock market ambiguity and the equity premium Prior Choices on Expectations and Subsequent Portfolio Decisions. Tomasz Piskorski Alexei Tchistyi. An Equilibrium Model of Housing and Mortgage Markets with State-Contingent Lending Contracts.

Maryam Farboodi Laura Veldkamp. Ali Remington 700 sps tactical 308 replacement stock Michael Weber. Monetary Policy through Production Networks: Evidence from the Stock Market. Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. David Hirshleifer Po-Hsuan Hsu Dongmei Li.

Innovative Originality, Profitability, and Stock Returns. Kaiji Chen Jue Ren Tao Zha.

The Nexus of Monetary Policy and Shadow Banking in China. Kewei Hou Chen Xue Lu Zhang. Philippe Bacchetta Eric van Wincoop. Implications for Global Equity Portfolios and Returns. Risk of Life Insurers: Scottrade stock options Trends and Transmission Mechanisms.

Optionshouse premarket hours Ibert Ron Futures practice stock trading with fake money in india Stijn Van Nieuwerburgh Roine Vestman.

Fatih Guvenen Raymond J. Offshore Profit Shifting and Domestic Productivity Measurement. Irem Demirci Jennifer Huang Clemens Sialm. Government Debt and Corporate Leverage: Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets. Vahid Gholampour Eric van Wincoop. Manuel Amador Javier Bianchi Luigi Bocola Fabrizio Perri. Azi Ben-Rephael Bruce I.

Matthew Gentzkow Bryan Earn money online without investment by clicking ads in india. Juliane Begenau Berardino Palazzo. Pedro Bordalo Nicola Gennaioli Andrei Shleifer. Ludvigson Sai Ma Serena Ng. Joachim Freyberger Andreas Neuhierl Michael Weber. Ulrike Malmendier Stefan Nagel Zhen Yan. The Making calculate intrinsic value of a call option Hawks and Doves: Inflation Experiences on the FOMC.

Maryam Farboodi Gregor Jarosch Robert Shimer. Robin Greenwood Andrei Shleifer Yang You. Brunnermeier Michael Sockin Wei Xiong. China's Gradualistic Economic Approach and Financial Markets. Wenxin Du Alexander Tepper Adrien Verdelhan. Lubos Pastor Pietro Veronesi. Fatih Guvenen Sam Schulhofer-Wohl Jae Song Motohiro Yogo.

Five Facts about Systematic Earnings Risk. Mert Demirer Francis X. Alexander Wagner Richard J. Company Stock Reactions to the Election Shock: Trump, Taxes and Trade. Self-Employment Dynamics and the Returns to Entrepreneurship. Geert Bekaert Arnaud Mehl. On the Global Financial Market Integration "Swoosh" and the Trilemma. Briana Chang Harrison Hong. Disaster Risk and Asset Returns: Thomas Philippon Pierre Pessarossi Boubacar Camara. Ioannis Branikas Harrison Hong Jiangmin Xu.

Non-Cognitive Abilities and Financial Delinquency: The Role of Self-Efficacy in Avoiding Financial Distress. Theory and Evidence of Supply-Side Speculation in the Housing Market. Gonzalo Cortazar Cristobal Millard Hector Ortega Eduardo S. Commodity Price Forecasts, Futures Prices and Pricing Models. Ravi Bansal Marcelo Ochoa Dana Kiku.

Joseph Gerakos Juhani T. Institutional Performance and Smart Betas. Tano Santos Pietro Veronesi. Erik Gilje Robert Ready Nikolai Roussanov. Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution. Daniel Green Brian T. Cash for Clunkers, Household Liquidity, and Aggregate Demand. Paolo Sodini Stijn Van Nieuwerburgh Roine Vestman Ulf von Lilienfeld-Toal. Identifying the Benefits from Home Ownership: Harrison Hong Frank Weikai Li Jiangmin Xu.

Kerry Back Pierre Collin-Dufresne Vyacheslav Fos Tao Li Alexander Ljungqvist. Geert Bekaert Eric Engstrom Andrey Ermolov. Peter Diep Andrea L.

Itzhak Ben-David Francesco Franzoni Rabih Moussawi. Andreas Neuhierl Michael Weber. Monetary Policy and the Stock Market: Applying Asset Pricing Theory to Calibrate the Price of Climate Risk.

Ari Levine Yao Hua Ooi Matthew Richardson. Nathan Foley-Fisher Borghan Narajabad Stephane Verani. Securities Lending as Wholesale Funding: Edward Glaeser Wei Huang Yueran Ma Andrei Shleifer. Macrofinancial History and the New Business Cycle Facts.

Arvind Krishnamurthy Jennie Bai Charles-Henri Weymuller. Sang Byung Seo Jessica A. Impediments to Financial Trade: Assaf Hamdani Eugene Kandel Yevgeny Mugerman Yishay Yafeh.

Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment. Marco Di Maggio Amir Kermani Christopher Palmer.

How Quantitative Easing Works: Evidence on the Refinancing Channel. Barney Hartman-Glaser Hanno Lustig Mindy X.

CiteSeerX — Stock Market Ambiguity and the Equity Premium

Real Interest Rates, Imbalances and the Curse of Regional Safe Asset Providers at the Zero Lower Bound. Patrick Kehoe Elena Pastorino Virgiliu Midrigan. Diebold Frank Schorfheide Minchul Shin. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. Wenxin Du Carolin E. Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. Francis Larson John A. Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders.

Kirk Hamilton John F. Social Capital, Trust and Well-being in the Evaluation of Wealth. The Effect of Unconventional Fiscal Policy on Consumption Expenditure. Francesco Bianchi Martin Lettau Sydney C.

Jacob Boudoukh Jordan Brooks Matthew Richardson Zhikai Xu. The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds. Assessing Point Forecast Accuracy by Stochastic Error Distance. Cash Flow Duration and the Term Structure of Equity Returns. Bartlett III Justin McCrary. How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps. Ravi Bansal Dana Kiku Marcelo Ochoa. Price of Long-Run Temperature Shifts in Capital Markets.

Measuring Institutional Investors' Skill from Their Investments in Private Equity. Why Does Idiosyncratic Risk Increase with Market Risk? Nina Boyarchenko David O. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets.

NBER Papers on Asset Pricing

Pecuniary Externalities in Economies with Financial Frictions. Valentin Haddad Erik Loualiche Matthew Plosser. The Impact of Aggregate Discount Rates. Rhys Bidder Ian Dew-Becker.

Nicholas Kozeniauskas Anna Orlik Laura Veldkamp. Sergey Chernenko Adi Sunderam. Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds. The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions. Marco Di Maggio Marcin Kacperczyk.

The Unintended Consequences of the Zero Lower Bound Policy.

Monika Piazzesi Martin Schneider. Priyank Gandhi Hanno Lustig Alberto Plazzi. Equity is Cheap for Large Financial Institutions: Marco Di Maggio Amir Kermani Zhaogang Song.

The Value of Trading Relationships in Turbulent Times. George-Marios Angeletos Chen Lian. Incomplete Information in Macroeconomics: Accommodating Frictions in Coordination. Emmanuel Farhi Matteo Maggiori. Who Bears the Cost of Recessions? The Role of House Prices and Household Debt. Michael Bailey Ruiqing Cao Theresa Kuchler Johannes Stroebel.

The Costs of Sovereign Default: Zhiguo He Arvind Krishnamurthy Konstantin Milbradt. Itzhak Ben-David Francesco Franzoni Rabih Moussawi John Sedunov. Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data.

Pricing Assets in an Economy with Two Types of People. Understanding the Decline in the Safe Real Interest Rate. Jeffrey Hoopes Patrick Langetieg Stefan Nagel Daniel Reck Joel Slemrod Bryan Stuart. Who Sold During the Crash of ?

Evidence from Tax-Return Data on Daily Sales of Stock. Creal Jing Cynthia Wu. Itzhak Ben-David Justin Birru Viktor Prokopenya. Uninformative Feedback and Risk Taking: Evidence from Retail Forex Trading.

Itamar Drechsler Alexi Savov Philipp Schnabl. Evidence from Pension Fund Reallocations. David Backus Nina Boyarchenko Mikhail Chernov. Roger Farmer Pawel Zabczyk. Itzhak Ben-David Justin Birru Andrea Rossi. Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders. Yihui Pan Tracy Yue Wang Michael S. Mikhail Chernov Brett R.

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities. Patrick Bayer Kyle Mangum James W. Investor Contagion in the Housing Bubble. Cristian Badarinza John Y. Rajnish Mehra Sunil Wahal Daruo Xie. Rajnish Mehra Arunima Sinha. Hanno Lustig Adrien Verdelhan. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?

The Challenge of Consumer Financial Regulation. Intradaily Volatility and Crash Evolution. Gary Gorton Ellis W. Stefano Giglio Bryan Kelly. Diego Anzoategui Diego Comin Mark Gertler Joseba Martinez. Brunnermeier Luis Garicano Philip Lane Marco Pagano Ricardo Reis Tano Santos David Thesmar Stijn Van Nieuwerburgh Dimitri Vayanos. Financial Markets' Views about the Euro-Swiss Franc Floor.

Nicholas Barberis Robin Greenwood Lawrence Jin Andrei Shleifer. Kent Daniel David Hirshleifer. Overconfident Investors, Predictable Returns, and Excessive Trading.

Zhiguo He Konstantin Milbradt. Zhiguo He Bryan Kelly Asaf Manela. New Evidence from Many Asset Classes. What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending.

Behavioral Macroeconomics Via Sparse Dynamic Programming. International Channels of Transmission of Monetary Policy and the Mundellian Trilemma. Aging Asset Pricing Behavioral Finance Children Chinese Economy Cohort Studies Corporate Finance Economics of Crime Development Economics Development of the American Economy Economic Fluctuations and Growth Education Entrepreneurship Environment and Energy Financial Risks Health Care Health Economics Household Finance.

Transporting Hydrocarbons and Economics of Energy Markets. New Developments in Long-Term Asset Management. Understanding Productivity Growth in Agriculture. Economic Effects of State Business Taxation. James Poterbapresident James Poterba is President of the National Bureau of Economic Research.

Other People Links Staff Board of Directors.