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Publications

by members of

University of California-Los Angeles (UCLA) → Anderson Graduate School of Management → Finance Group

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters | Software components |

Working papers

2026

  1. Andrea L. Eisfeldt & Barney Hartman-Glaser & Edward T. Kim & Ki Beom Lee, 2026, "Intangible Intensity," NBER Working Papers, National Bureau of Economic Research, Inc, number 34882, Feb.
  2. Xudong An & Stuart A. Gabriel & Nitzan Tzur-Ilan, 2026, "The Effects of Wildfire and Distant Air Pollution on Household Financial Well-Being," Working Papers, Federal Reserve Bank of Philadelphia, number 26-02, Jan, DOI: 10.21799/frbp.wp.2026.02.
  3. Matthias Fleckenstein & Shohini Kundu & Francis A. Longstaff, 2026, "Valuing Sticky Deposits," NBER Working Papers, National Bureau of Economic Research, Inc, number 34641, Jan.
  4. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2026, "Are Government Bonds Safe in Times of War and Pandemic?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34820, Feb.
  5. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig & Robert J. Richmond, 2026, "Dollar Erosion: Understanding the Loss of Reserve Currency Status," NBER Working Papers, National Bureau of Economic Research, Inc, number 35328, Jun.
  6. Roberto Gómez-Cram & Howard Kung & Hanno Lustig & David Zeke, 2026, "Government Funding Costs Under Financial Repression," NBER Working Papers, National Bureau of Economic Research, Inc, number 35391, Jun.
  7. Ivo Welch, 2026, "Mutual Party Extremism," NBER Working Papers, National Bureau of Economic Research, Inc, number 34967, Mar.

2025

  1. Mikhail Chernov & Vadim Elenev & Dongho Song, 2025, "The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls," NBER Working Papers, National Bureau of Economic Research, Inc, number 33339, Jan.
  2. Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," NBER Working Papers, National Bureau of Economic Research, Inc, number 33565, Mar.
  3. Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2025, "Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34009, Jul.
  4. Roberto Gomez Cram & Howard Kung & Hanno Lustig, 2025, "Can Treasury Markets Add and Subtract?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33604, Mar.
  5. Roberto Gomez Cram & Howard Kung & Hanno Lustig & David Zeke, 2025, "Fiscal Redistribution Risk in Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 33769, May.
  6. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2025, "Bond Convenience Yields in the Eurozone Currency Union," NBER Working Papers, National Bureau of Economic Research, Inc, number 34307, Oct.
  7. Yi-Li Chien & Zhengyang Jiang & Matteo Leombroni & Hanno Lustig, 2025, "What Does It Take? Quantifying Cross-Country Transfers in the Eurozone," NBER Working Papers, National Bureau of Economic Research, Inc, number 34311, Oct.

2024

  1. Chernov, Mikhail & Haddad, Valentin & Itskhoki, Oleg, 2024, "What do financial markets say about the exchange rate?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19071, May.
  2. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  3. Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2024, "Reassessing Sources of Risk Premiums in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 32900, Sep.
  4. Andrea L. Eisfeldt & Bernard Herskovic & Shuo Liu, 2024, "Interdealer Price Dispersion and Intermediary Capacity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32998, Sep.
  5. Andrea L. Eisfeldt & Gregor Schubert, 2024, "AI and Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 33076, Oct.
  6. Xudong An & Stuart A. Gabriel & Nitzan Tzur-Ilan, 2024, "Dirty air from wildfires casts a cloud over household finances," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 98838, Sep.
  7. Xudong An & Stuart A. Gabriel & Nitzan Tzur-Ilan, 2024, "Extreme Wildfires, Distant Air Pollution, and Household Financial Health," Working Papers, Federal Reserve Bank of Philadelphia, number 24-01, Jan, DOI: 10.21799/frbp.wp.2024.01.
  8. Matthias Fleckenstein & Francis A. Longstaff, 2024, "Is Maturity-Transformation Risk Priced into Bank Deposit Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32724, Jul.
  9. Matthias Fleckenstein & Francis A. Longstaff, 2024, "Financial Sophistication and Bank Market Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 33049, Oct.
  10. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig & Jialu Sun, 2024, "Convenience Yields and Exchange Rate Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 32092, Jan.
  11. Ivo Welch, 2024, "The IPCC Shared Socioeconomic Pathways (SSPs): Explained, Evaluated, Replaced," NBER Working Papers, National Bureau of Economic Research, Inc, number 32178, Mar.

2023

  1. Chernov, Mikhail & Dahlquist, Magnus, 2023, "Currency risk premiums: A multi-horizon perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 18265, Jul.
  2. Andrea L. Eisfeldt & Gregor Schubert & Miao Ben Zhang, 2023, "Generative AI and Firm Values," NBER Working Papers, National Bureau of Economic Research, Inc, number 31222, May.
  3. Adrien d'Avernas & Andrea L. Eisfeldt & Can Huang & Richard Stanton & Nancy Wallace, 2023, "The Deposit Business at Large vs. Small Banks," NBER Working Papers, National Bureau of Economic Research, Inc, number 31865, Nov.
  4. Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic, 2023, "Information Leakage from Short Sellers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31927, Dec.
  5. Matthias Fleckenstein & Francis A. Longstaff, 2023, "Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31389, Jun.
  6. Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2023, "What about Japan?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31850, Nov.
    • YiLi Chien & Harold Cole & Hanno Lustig, 2026, "What About Japan?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2026, volume 41".
    • YiLi Chien & Harold L. Cole & Hanno Lustig, 2023, "What about Japan?," Working Papers, Federal Reserve Bank of St. Louis, number 2023-028, Nov, revised 11 Mar 2025, DOI: 10.20955/wp.2023.028.
  7. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig & Jialu Sun, 2023, "Implications of Asset Market Data for Equilibrium Models of Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 31851, Nov.

2022

  1. Chernov, Mikhail & Creal, Drew, 2022, "International yield curves and currency puzzles," CEPR Discussion Papers, Centre for Economic Policy Research, number 13252, Feb.
  2. Nicolas Crouzet & Janice C. Eberly & Andrea L. Eisfeldt & Dimitris Papanikolaou, 2022, "A Model of Intangible Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 30376, Aug.
  3. Xudong An & Stuart A. Gabriel & Nitzan Tzur-Ilan, 2022, "More Than Shelter: The Effects of Rental Eviction Moratoria on Household Well-Being," Working Papers, Federal Reserve Bank of Philadelphia, number 22-10, Apr, DOI: 10.21799/frbp.wp.2022.10.
  4. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2022, "Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 29902, Apr.
  5. Zefeng Chen & Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2022, "Exorbitant Privilege Gained and Lost: Fiscal Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 30059, May.
  6. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2022, "The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys," NBER Working Papers, National Bureau of Economic Research, Inc, number 30089, May.

2021

  1. Mikhail Chernov & Drew Creal & Peter Hördahl, 2021, "Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds," BIS Working Papers, Bank for International Settlements, number 918, Jan.
  2. Michael D. Bauer & Mikhail Chernov, 2021, "Interest Rate Skewness and Biased Beliefs," CESifo Working Paper Series, CESifo, number 9150.
  3. Chernov, Mikhail & Lochstoer, Lars & Song, Dongho, 2021, "The real channel for nominal bond-stock puzzles," CEPR Discussion Papers, Centre for Economic Policy Research, number 16381, Jul.
  4. Andrea L. Eisfeldt & Antonio Falato & Mindy Z. Xiaolan, 2021, "Human Capitalists," NBER Working Papers, National Bureau of Economic Research, Inc, number 28815, May.
    • Andrea L. Eisfeldt & Antonio Falato & Mindy Z. Xiaolan, 2023, "Human Capitalists," NBER Macroeconomics Annual, University of Chicago Press, volume 37, issue 1, pages 1-61, DOI: 10.1086/723534.
    • Andrea L. Eisfeldt & Antonio Falato & Mindy Z. Xiaolan, 2022, "Human Capitalists," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2022, volume 37".
  5. Matthias Fleckenstein & Francis A. Longstaff, 2021, "Treasury Richness," NBER Working Papers, National Bureau of Economic Research, Inc, number 29081, Jul.
  6. Daniel L. Greenwald & Matteo Leombroni & Hanno Lustig & Stijn Van Nieuwerburgh, 2021, "Financial and Total Wealth Inequality with Declining Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 28613, Mar.
  7. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2021, "What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark," NBER Working Papers, National Bureau of Economic Research, Inc, number 29351, Oct.
  8. Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2021, "Information Cascades and Social Learning," Papers, arXiv.org, number 2105.11044, May.
  9. Amit Goyal & Ivo Welch & Athanasse Zafirov, 2021, "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-85, Sep.

2020

  1. Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2020, "The term structure of CIP violations," CEPR Discussion Papers, Centre for Economic Policy Research, number 14774, May.
  2. Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, Centre for Economic Policy Research, number 15571, Dec.
  3. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020, "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27231, May.
  4. Andrea L. Eisfeldt & Edward Kim & Dimitris Papanikolaou, 2020, "Intangible Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 28056, Nov.
  5. Stuart A. Gabriel & Matteo Iacoviello & Chandler Lutz, 2020, "A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-053, Jul, DOI: 10.17016/FEDS.2020.053.
  6. Matthias Fleckenstein & Francis A. Longstaff, 2020, "The Market Risk Premium for Unsecured Consumer Credit Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 28029, Oct.
  7. Matthias Fleckenstein & Francis A. Longstaff, 2020, "Private Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 28134, Nov.
  8. Mark Garmaise & Yaron Levi & Hanno Lustig, 2020, "Spending Less After (Seemingly) Bad News," NBER Working Papers, National Bureau of Economic Research, Inc, number 27010, Apr.
  9. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2020, "Dollar Safety and the Global Financial Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 27682, Aug.
  10. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2020, "Manufacturing Risk-free Government Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 27786, Sep.
  11. Ivo Welch, 2020, "The Wisdom of the Robinhood Crowd," NBER Working Papers, National Bureau of Economic Research, Inc, number 27866, Sep.

2019

  1. Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2019, "Benchmark interest rates when the government is risky," CEPR Discussion Papers, Centre for Economic Policy Research, number 14105, Nov.
  2. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2019, "The U.S. Public Debt Valuation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 26583, Dec.
  3. Ivo Welch, 2019, "Simpler Better Market Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 26105, Jul.

2018

  1. Chernov, Mikhail & Augustin, Patrick & Song, Dongho, 2018, "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers, Centre for Economic Policy Research, number 12857, Apr.
  2. Chernov, Mikhail & Creal, Drew, 2018, "Multihorizon Currency Returns and Purchasing Power Parity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12893, Apr.
  3. Chernov, Mikhail & Lochstoer, Lars & Lundeby, Stig, 2018, "Conditional dynamics and the multi-horizon risk-return trade-off," CEPR Discussion Papers, Centre for Economic Policy Research, number 13365, Dec.
  4. Andrew Atkeson & Adrien D'Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2018, "Government Guarantees and the Valuation of American Banks," Staff Report, Federal Reserve Bank of Minneapolis, number 567, Jun, DOI: 10.21034/sr.567.
  5. Andrea L. Eisfeldt & Yu Shi, 2018, "Capital Reallocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 25085, Sep.
  6. Matthias Fleckenstein & Francis A. Longstaff, 2018, "Shadow Funding Costs: Measuring the Cost of Balance Sheet Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 24224, Jan.
  7. Matthias Fleckenstein & Francis A. Longstaff, 2018, "Floating Rate Money? The Stability Premium in Treasury Floating Rate Notes," NBER Working Papers, National Bureau of Economic Research, Inc, number 25216, Nov.
  8. Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2018, "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 24439, Mar.
  9. Jordan Brooks & Michael Katz & Hanno Lustig, 2018, "Post-FOMC Announcement Drift in U.S. Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25127, Oct.
  10. Daniel R. Feenberg & Clinton Tepper & Ivo Welch, 2018, "Are Interest Rates Really Low?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24258, Jan.

2017

  1. Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017, "Complex Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 23476, Jun.
  2. Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard, 2017, "Firm Volatility in Granual Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 12284, Sep.
  3. Kurt F. Lewis & Francis A. Longstaff & Lubomir Petrasek, 2017, "Asset Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 23231, Mar.
  4. Hanno Lustig & Robert J. Richmond, 2017, "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 23773, Sep.

2016

  1. Chernov, Mikhail & Longstaff, Francis & Dunn, Brett R., 2016, "Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities," CEPR Discussion Papers, Centre for Economic Policy Research, number 10947, Mar.
  2. Chernov, Mikhail & Backus, David & Boyarchenko, Nina, 2016, "Term structures of asset prices and returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 11227, Apr.
  3. Chernov, Mikhail & Schmid, Lukas & Schneider, Andres, 2016, "A Macrofinance View of U.S. Sovereign CDS Premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 11576, Oct.
  4. Peter Diep & Andrea L. Eisfeldt & Scott Richardson, 2016, "Prepayment Risk and Expected MBS Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22851, Nov.
  5. Emil Siriwardane & Bernard Herskovic & Andrea Eisfeldt, 2016, "Risk Reallocation in OTC Derivatives Networks," 2016 Meeting Papers, Society for Economic Dynamics, number 538.
  6. Stuart Gabriel & Owen Hearey & Matthew E. Kahn & Ryan K. Vaughn, 2016, "Public School Quality Valuation Over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 22668, Sep.
  7. John Cotter & Stuart Gabriel & Richard Roll, 2016, "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers, Geary Institute, University College Dublin, number 201612, Nov.
  8. Bernard Herskovic & Joao Ramos, 2016, "Acquiring information through peers," 2016 Meeting Papers, Society for Economic Dynamics, number 248.
  9. Hanno Lustig & Adrien Verdelhan, 2016, "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22023, Feb.
  10. Priyank Gandhi & Hanno Lustig & Alberto Plazzi, 2016, "Equity is Cheap for Large Financial Institutions: The International Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 22355, Jun.
  11. Barney Hartman-Glaser & Hanno Lustig & Mindy Z. Xiaolan, 2016, "Capital Share Dynamics When Firms Insure Workers," NBER Working Papers, National Bureau of Economic Research, Inc, number 22651, Sep.
  12. Ivo Welch, 2016, "Levered Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22150, Apr.

2015

  1. Andrea Eisfeldt & Andrew Demers, 2015, "Total Returns to Single Family Rentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 21804, Dec.
  2. Bernard Herskovic, 2015, "Networks in Production: Asset Pricing Implications," 2015 Meeting Papers, Society for Economic Dynamics, number 378.
  3. Sebastian Edwards & Francis A. Longstaff & Alvaro Garcia Marin, 2015, "The U.S. Debt Restructuring of 1933: Consequences and Lessons," NBER Working Papers, National Bureau of Economic Research, Inc, number 21694, Nov.
  4. YiLi Chien & Hanno Lustig & Kanda Naknoi, 2015, "Why Are Exchange Rates So Smooth? A Household Finance Explanation," Working Papers, Federal Reserve Bank of St. Louis, number 2015-39, Nov, DOI: 10.20955/wp.2015.039.

2014

  1. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2014, "Entry and Exit in OTC Derivatives Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20416, Aug.
  2. Andrea L. Eisfeldt & Tyler Muir, 2014, "Aggregate External Financing and Savings Waves," NBER Working Papers, National Bureau of Economic Research, Inc, number 20442, Sep.
  3. Andrea Eisfeldt & Andrew Demers, 2014, "The Returns to Single Family Rental Strategies," 2014 Meeting Papers, Society for Economic Dynamics, number 737.
  4. John Cotter & Stuart Gabriel & Richard Roll, 2014, "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers, Geary Institute, University College Dublin, number 201412, Oct.
  5. Bernard Herskovic & Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2014, "The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 20076, Apr.
  6. Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly & Bernard Herskovic, 2014, "The Common Factor in Idiosyncratic Volatility," 2014 Meeting Papers, Society for Economic Dynamics, number 810.
  7. Francis A. Longstaff & Ilya A. Strebulaev, 2014, "Corporate Taxes and Capital Structure: A Long-Term Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 20372, Aug.
  8. Francis Longstaff, 2014, "Valuing Thinly-Traded Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20589, Oct.
  9. YiLi Chien & Harold L. Cole & Hanno Lustig, 2014, "Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy," Working Papers, Federal Reserve Bank of St. Louis, number 2014-14, Jul, DOI: 10.20955/wp.2014.014.

2013

  1. Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina, 2013, "Monetary policy risk: Rules vs. discretion," CEPR Discussion Papers, Centre for Economic Policy Research, number 9611, Aug.
  2. David Backus & Mikhail Chernov & Stanley E. Zin, 2013, "Identifying Taylor Rules in Macro-Finance Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 19360, Aug.
  3. Atkeson, Andy & Eisfeldt, Andrea & Weill, Pierre-Olivier, 2013, "The Market for OTC Derivatives," CEPR Discussion Papers, Centre for Economic Policy Research, number 9403, Mar.
  4. Andrew Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013, "Measuring the financial soundness of U.S. firms, 1926-2012," Staff Report, Federal Reserve Bank of Minneapolis, number 484.
  5. Lei Zhang & Hanno Lustig & Andrea Eisfeldt, 2013, "Financial Expertise and Asset Prices," 2013 Meeting Papers, Society for Economic Dynamics, number 1347.
  6. Stuart A. Gabriel & Matthew E. Kahn & Ryan K. Vaughn, 2013, "Congressional Influence as a Determinant of Subprime Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 18965, Apr.
  7. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2013, "Deflation Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 19238, Jul.
  8. Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2013, "The Term Structure of Currency Carry Trade Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 19623, Nov.
  9. Marc Martos-Vila & Matthew Rhodes-Kropf & Jarrad Harford, 2013, "Financial vs. Strategic Buyers," NBER Working Papers, National Bureau of Economic Research, Inc, number 19378, Aug.

2012

  1. Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2012, "Sources of Risk in Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 8745, Jan.
  2. Jeremy Graveline & Irina Zviadadze & Mikhail Chernov, 2012, "Crash Risk in Currency Returns," 2012 Meeting Papers, Society for Economic Dynamics, number 753.
  3. Pierre-Olivier Weill & Andrea Eisfeldt & Andrew Atkeson, 2012, "Liquidity and Fragility in OTC Credit Derivatives Markets," 2012 Meeting Papers, Society for Economic Dynamics, number 1058.
  4. Tyler Muir & Andrea Eisfeldt, 2012, "The Joint Dynamics of Internal and External Finance," 2012 Meeting Papers, Society for Economic Dynamics, number 842.
  5. John Cotter & Stuart Gabriel & Richard Roll, 2012, "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers, arXiv.org, number 1208.0371, Aug.
  6. Kay Giesecke & Francis A. Longstaff & Stephen Schaefer & Ilya Strebulaev, 2012, "Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 17854, Feb.
  7. Christopher T. Downing & Francis A. Longstaff & Michael A. Rierson, 2012, "Inflation Tracking Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 18135, Jun.
  8. Bruce I. Carlin & Francis A. Longstaff & Kyle Matoba, 2012, "Disagreement and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18619, Dec.
  9. Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno, 2012, "The Wealth-Consumption Ratio," CEPR Discussion Papers, Centre for Economic Policy Research, number 9022, Jun.
  10. Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan, 2012, "Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees," CEPR Discussion Papers, Centre for Economic Policy Research, number 9023, Jun.
  11. Van Nieuwerburgh, Stijn & Lustig, Hanno & Koijen, Ralph, 2012, "The Cross-Section and Time-Series of Stock and Bond Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 9024, Jul.

2011

  1. Makarov, Igor & Chernov, Mikhail & Gorbenko, Alexander, 2011, "CDS Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 8456, Jun.
  2. Backus, David & Zin, Stanley E. & Chernov, Mikhail, 2011, "Sources of entropy in representative agent models," CEPR Discussion Papers, Centre for Economic Policy Research, number 8488, Jul.
  3. Karl Case & John Cotter & Stuart Gabriel, 2011, "Housing risk and return: Evidence from a housing asset-pricing model," Papers, arXiv.org, number 1103.5971, Mar.
  4. John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Papers, arXiv.org, number 1110.4119, Oct.
  5. Stuart A. Gabriel & Gary D. Painter, 2011, "Household Location and Race: A Twenty-Year Retrospective," Working Paper, USC Lusk Center for Real Estate, number 8512.
  6. Bernard Herskovic & Leonardo Costa Ribeiro & Eduardo da Motta eAlbuquerque, 2011, "EfeitosRecíprocos entre Finanças eInovação," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 153.
  7. Maurício Machado Fernandes & Bernard Herskovic & LucasFerreira Mation, 2011, "Diferenciais salariaisde sexo ao longo da vida," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 233.
  8. Andrew Ang & Francis A. Longstaff, 2011, "Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe," NBER Working Papers, National Bureau of Economic Research, Inc, number 16982, Apr.
  9. Bernardo, Antonio & Talley, Eric & Welch, Ivo, 2011, "A Model of Optimal Government Bailouts," Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics, number qt8wv4p90c, Mar.

2010

  1. Ruslan Bikbov & Mikhail Chernov, 2010, "No-arbitrage macroeconomic determinants of the yield curve," Post-Print, HAL, number hal-00732517, Sep, DOI: 10.1016/j.jeconom.2010.05.004.
  2. Stanley Zin & Mikhail Chernov & David Backus, 2010, "Sources of entropy in representative agent models of asset pricing," 2010 Meeting Papers, Society for Economic Dynamics, number 476.
  3. Eisfeldt, Andrea & Kuhnen, Camelia M., 2010, "CEO turnover in a competitive assignment framework," MPRA Paper, University Library of Munich, Germany, number 22367, Apr.
  4. Kay Giesecke & Francis A. Longstaff & Stephen Schaefer & Ilya Strebulaev, 2010, "Corporate Bond Default Risk: A 150-Year Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 15848, Mar.
  5. Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2010, "Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 16358, Sep.
  6. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010, "Countercyclical Currency Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 16427, Sep.
  7. Priyank Gandhi & Hanno Lustig, 2010, "Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16553, Nov.
  8. Hanno Lustig & Priyank Gandhi, 2010, "Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work?," 2010 Meeting Papers, Society for Economic Dynamics, number 1290.
  9. Sushil Bikhchandani & David Hirshleifer & Ivo Welch, 2010, "A theory of Fads, Fashion, Custom and cultural change as informational Cascades," Levine's Working Paper Archive, David K. Levine, number 1193, Dec.

2009

  1. Backus, David & Chernov, Mikhail & Martin, Ian, 2009, "Disasters implied by equity index options," CEPR Discussion Papers, Centre for Economic Policy Research, number 7416, Aug.
  2. Dimitris Papanikolaou & Andrea Eisfeldt, 2009, "Organization Capital and the Cross-Section of Expected Returns," 2009 Meeting Papers, Society for Economic Dynamics, number 671.
  3. Francis A. Longstaff, 2009, "Municipal Debt and Marginal Tax Rates: Is there a Tax Premium in Asset Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14687, Jan.
  4. Francis A. Longstaff & Brett Myers, 2009, "Valuing Toxic Assets: An Analysis of CDO Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 14871, Apr.
  5. Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009, "Technological Change and the Growing Inequality in Managerial Compensation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14661, Jan.
  6. Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2009, "Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15382, Sep.
  7. Stijn Van Nieuwerburgh & Hanno Lustig & Ralph S.J. Koijen, 2009, "The Bond Risk Premium and the Cross-Section of Equity Returns," 2009 Meeting Papers, Society for Economic Dynamics, number 12.

2008

  1. Chernov, Mikhail & Mueller, Philippe, 2008, "The Term Structure of Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 6809, Apr.
  2. Chernov, Mikhail & Bikbov, Ruslan, 2008, "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 7096, Dec.
  3. Raphael Bostic & Stuart Gabriel & Gary Painter, 2008, "Housing Wealth, Financial Wealth, and Consumption: New Evidence from Micro Data - Revised," Working Paper, USC Lusk Center for Real Estate, number 8525.
  4. Hanno Lustig & Adrien Verdelhan, 2008, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply," NBER Working Papers, National Bureau of Economic Research, Inc, number 13812, Feb.
  5. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008, "Common Risk Factors in Currency Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14082, Jun.
  6. Stijn Van Nieuwerburgh & Chad Syverson & Hanno Lustig, 2008, "IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation," 2008 Meeting Papers, Society for Economic Dynamics, number 265.

2007

  1. Chernov, Mikhail & Broadie, Mark & Johannes, Michael, 2007, "Understanding Index Option Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 6239, May.
  2. Adriano Rampini & Andrea Eisfeldt, 2007, "Leasing, Ability to Repossess, and Debt Capacity," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 07-19, Jun.
  3. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2007, "How Sovereign is Sovereign Credit Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13658, Dec.
  4. Hanno Lustig & Stijn Van Nieuwerburg & Adrien Verdelhan, 2007, "The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2007-030, Apr.
  5. YiLi Chien & Harold Cole & Hanno Lustig, 2007, "A Multiplier Approach to Understanding the Macro Implications of Household Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 13555, Nov.
  6. Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007, "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 13650, Nov.

2006

  1. Stuart A. Gabriel & Stuart S. Rosenthal, 2006, "Secondary Mortgage Markets and Access to Credit: 1992-2002," Working Paper, USC Lusk Center for Real Estate, number 8569.
  2. Francis A. Longstaff & Arvind Rajan, 2006, "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12210, May.
  3. Hanno Lustig & Adrien Verdelhan, 2006, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Working papers, Banque de France, number 155.
  4. Krueger, Dirk & Lustig, Hanno, 2006, "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 5936, Nov.
  5. Dirk Krueger & Hanno Lustig, 2006, "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12634, Oct.
  6. Hanno Lustig & Stijn Van Nieuwerburgh, 2006, "Can Housing Collateral Explain Long-Run Swings in Asset Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12766, Dec.
  7. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2006, "Optimal Debt Maturity Management," 2006 Meeting Papers, Society for Economic Dynamics, number 367.
  8. Antonio Bernardo & Ivo Welch, 2006, "Liquidity and Financial Market Runs," Yale School of Management Working Papers, Yale School of Management, number ysm280, Jul, revised 01 Aug 2003.

2005

  1. Andrea Eisfeldt & Matthias Doepke, 2005, "Colonies," 2005 Meeting Papers, Society for Economic Dynamics, number 19.
  2. Adriano Rampini & Andrea Eisfeldt, 2005, "Financing Shortfalls and the Value of Aggregate Liquidity," 2005 Meeting Papers, Society for Economic Dynamics, number 889.
  3. Yongheng Deng & Stuart A. Gabriel, 2005, "Are underserved borrowers lower risk? new evidence on the performance and pricing of FHA-Insured mortgages," Proceedings, Federal Reserve Bank of Chicago, number 1003.
  4. Raphael W. Bostic & Stuart A. Gabriel, 2005, "Do the GSEs Matter to Low-Income Housing Markets? An Assessment of the Effects of the GSE Loan Purchase Goals on California Housing Outcomes (Revised)," Working Paper, USC Lusk Center for Real Estate, number 8578.
  5. Yongheng Deng & Stuart Gabriel, 2005, "Are Underserved Borrowers Lower Risk? New Evidence on the Performance and Pricing of FHA-Insured Mortgages* (Revised)," Working Paper, USC Lusk Center for Real Estate, number 8579.
  6. Han, Bing & Longstaff, Francis A. & Merrill, Craig, 2005, "The Cherry-Picking Option in the U.S. Treasury Buyback Auctions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-23, Sep.
  7. Hanno Lustig & Adrien Verdelhan, 2005, "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-040, Oct.
  8. Hanno Lustig, 2005, "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers, UCLA Department of Economics, number 352, Mar.
  9. Hanno Lustig, 2005, "Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))," UCLA Economics Online Papers, UCLA Department of Economics, number 353, Mar.
  10. Hanno Lustig, 2005, "Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)," UCLA Economics Online Papers, UCLA Department of Economics, number 356, Apr.
  11. Hanno Lustig, 2005, "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA)," UCLA Economics Online Papers, UCLA Department of Economics, number 368, Oct.
  12. Hanno Lustig & Adrien Verdelhan, 2005, "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11104, Feb.
  13. Hanno Lustig & Stijn Van Nieuwerburgh, 2005, "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," NBER Working Papers, National Bureau of Economic Research, Inc, number 11564, Aug.
  14. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2005, "Fiscal Hedging and the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 11687, Oct.
  15. Stijn Van Nieuwerburgh & Hanno Lustig, 2005, "The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street," 2005 Meeting Papers, Society for Economic Dynamics, number 105.
  16. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 2005, "Information Cascades and Observational Learning," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-22, Sep.
  17. Arturo Bris & Ivo Welch & Ning Zhu, 2005, "The Costs of Bankruptcy," Yale School of Management Working Papers, Yale School of Management, number amz2375, Dec, revised 21 Sep 2009.

2004

  1. Adriano A. Rampini & Andrea L. Eisfeldt, 2004, "Letting Go: Managerial Incentives and the Reallocation of Capital," 2004 Meeting Papers, Society for Economic Dynamics, number 611.
  2. Adriano Rampini & Andrea Eisfeldt, 2004, "New and Used Capital," 2004 Meeting Papers, Society for Economic Dynamics, number 729.
  3. Stuart A. Gabriel & Stuart S. Rosenthal, 2004, "Homeownership in the 1980s and 1990s: Aggregate Trends and Racial Gaps," Working Paper, USC Lusk Center for Real Estate, number 8596.
  4. Stuart Gabriel & Gary Painter, 2004, "Mobility, Residential Location, and the American Dream: The Intra-Metropolitan Geography of Minority Homeownership: Los Angeles, Chicago, and Washington D.C," Working Paper, USC Lusk Center for Real Estate, number 8599.
  5. Francis A. Longstaff, 2004, "Financial Claustrophobia: Asset Pricing in Illiquid Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 10411, Apr.
  6. Francis A. Longstaff & Sanjay Mithal & Eric Neis, 2004, "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 10418, Apr.
  7. Francis A. Longstaff, 2004, "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," NBER Working Papers, National Bureau of Economic Research, Inc, number 10422, Apr.
  8. Hanno Lustig, 2004, "The Market Price of Aggregate Risk and the Wealth Distribution," UCLA Economics Online Papers, UCLA Department of Economics, number 299, Jul.
  9. Hanno Lustig, 2004, "Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance," UCLA Economics Online Papers, UCLA Department of Economics, number 300, Jul.
  10. Hanno Lustig, 2004, "How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006)," UCLA Economics Online Papers, UCLA Department of Economics, number 302, Jul.
  11. Hanno Lustig, 2004, "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)," UCLA Economics Online Papers, UCLA Department of Economics, number 303, Jul.
  12. Hanno Lustig, 2004, "Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers, UCLA Department of Economics, number 322, Oct.
  13. Hanno Lustig & Stijn Van Nieuwerburgh, 2004, "How Much Does Household Collateral Constrain Regional Risk Sharing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10505, May.
  14. Hanno Lustig & Stijn Van Nieuwerburgh, 2004, "A Theory of Housing Collateral, Consumption Insurance and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 10955, Dec.
  15. Sevin Yeltekin & Hanno Lustig & Chris Sleet, 2004, "Does the US government hedge against government expenditure risk?," 2004 Meeting Papers, Society for Economic Dynamics, number 48.
  16. Stijn Van Nieuwerburgh & Hanno Lustig, 2004, "Housing Collateral and Consumption Insurance Across US Regions," 2004 Meeting Papers, Society for Economic Dynamics, number 548.
  17. Lily Qiu & Ivo Welch, 2004, "Investor Sentiment Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 10794, Sep.
  18. Ivo Welch & Amit Goyal, 2004, "A Note On 'Predicting Returns With Financial Ratios'," Yale School of Management Working Papers, Yale School of Management, number amz2465, Jan.

2003

  1. Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco, 2003, "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," CIRANO Working Papers, CIRANO, number 2003s-02, Jan.
  2. Stuart A. Gabriel & Stuart S. Rosenthal, 2003, "Homeownership, Race, and the American Dream," Working Paper, USC Lusk Center for Real Estate, number 8604.
  3. Stuart Gabriel & Stuart S. Rosenthal, 2003, "Quality of the Business Environment Versus Quality of Life: Do Firms and Households Like the Same Cities?," Working Paper, USC Lusk Center for Real Estate, number 8615.
  4. Stuart A. Gabriel & Gary Painter, 2003, "Intra-Metropolitan Mobility, Residential Location and Homeownership Choice Among Minority and White Households: Estimates of a Nested Multinomial Logit Model," Working Paper, USC Lusk Center for Real Estate, number 8618.
  5. Francis Longstaff & Monika Piazzesi, 2003, "Corporate Earnings and the Equity Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 10054, Oct.
  6. John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2003, "Two Trees: Asset Price Dynamics Induced by Market Clearing," NBER Working Papers, National Bureau of Economic Research, Inc, number 10116, Nov.
  7. Hanno Lustig & Stijn Van Nieuwerburgh, 2003, "Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective," NBER Working Papers, National Bureau of Economic Research, Inc, number 9959, Sep.
  8. Ivo Welch & Arturo Bris & Alan Schwartz, 2003, "Who Should Pay for Bankruptcy Costs?," Yale School of Management Working Papers, Yale School of Management, number ysm365, May, revised 01 Sep 2004.

2002

  1. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002, "Alternative Models for Stock Price Dynamics," CIRANO Working Papers, CIRANO, number 2002s-58, Jun.
  2. Stuart Gabriel & Yongheng Deng, 2002, "Enhancing Mortgage Credit Availability Among Underserved And Higher Credit-Risk Populations: An Assessment Of Default And Prepayment Option Exercise Among Fha-Insured Borrowers," Working Paper, USC Lusk Center for Real Estate, number 8622.
  3. Yongheng Deng & Stuart A. Gabriel & Frank E. Nothaft., 2002, "Duration of Residence in the Rental Housing Market," Working Paper, USC Lusk Center for Real Estate, number 8625.
  4. Matthias Kahl & Jun Liu & Francis A. Longstaff, 2002, "Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8969, May.
  5. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2002, "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 8990, Jun.
  6. Jun Liu & Francis A. Longstaff & Jun Pan, 2002, "Dynamic Asset Allocation With Event Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 9103, Aug.
  7. Francis A. Longstaff, 2002, "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 9312, Nov.
  8. Hanno Lustig & Stijn Van Nieuwerburgh, 2002, "Housing Collateral, Consumption Insurance and Risk Premia," Macroeconomics, University Library of Munich, Germany, number 0211008, Nov.
  9. Bernardo, Antonio E. & Welch, Ivo, 2002, "Financial Market Runs," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt0zd313hf, Nov.
  10. Ivo Welch, 2002, "Columbus' Egg: The Real Determinant of Capital Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 8782, Feb.
  11. Amit Goyal & Ivo Welch, 2002, "Predicting the Equity Premium With Dividend Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 8788, Feb.
  12. Jay Ritter & Ivo Welch, 2002, "A Review of IPO Activity, Pricing, and Allocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 8805, Feb.
  13. William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch, 2002, "Sharpening Sharpe Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 9116, Aug.
  14. Ivo Welch, 2002, "Capital Structure and Stock Returns," Yale School of Management Working Papers, Yale School of Management, number ysm263, Jan, revised 01 Aug 2003.
  15. William Goetzmann & Jonathan Ingersoll & Matthew Spiegel & Ivo Welch, 2002, "Portfolio Performance Manipulation and Manipulation-Proof Performance Measures," Yale School of Management Working Papers, Yale School of Management, number amz2471, Mar, revised 01 Apr 2006.

2001

  1. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 2001, "Compensating Differentials and Evolution in the Quality-of-Life Among U.S. States-REVISED May 2001," Working Paper, USC Lusk Center for Real Estate, number 8631.
  2. Stuart A. Gabriel & Gary Painter, 2001, "Pathways to Homeownership: An Analysis of the Residential and Homeownership Choices of Black Households in Los Angeles," Working Paper, USC Lusk Center for Real Estate, number 8633.
  3. Yuming Fu & Stuart A. Gabriel, 2001, "Transistions to Private Employment: Earnings Determination, Worker Employment Preferences, and Job Turnover in Urban China," Working Paper, USC Lusk Center for Real Estate, number 8636.
  4. David Hirshleifer & Ivo Welch, 2001, "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1306, Jun.
  5. Ivo Welch, 2001, "The Equity Premium Consensus Forecast Revisited," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1325, Sep.
  6. Ivo Welch & Bris, Arturo, 2001, "The Optimal Concentration of Creditors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1338, Dec, revised Jan 2002.
  7. Ivo Welch, 2001, "The Top Achievements, Challenges, and Failures of Finance," Yale School of Management Working Papers, Yale School of Management, number ysm250, Nov, revised 01 Apr 2002.

2000

  1. Yuming Fu & Stuart A.Gabriel, 2000, "Location, Market Segmentation, and Returns to Human Capital: The Privatization of China's Labor Markets," Working Paper, USC Lusk Center for Real Estate, number 8650.
  2. Ivo Welch, 2000, "Views of Financial Economists on the Equity Premium and on Professional Controversies," Yale School of Management Working Papers, Yale School of Management, number ysm122, Apr.

1999

  1. Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999, "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers, CIRANO, number 99s-48, Nov.
  2. Gary Painter & Stuart A. Gabriel & Dowell Myers, 1999, "Race, Immigrant Status, and Housing Tenure Choice," Working Paper, USC Lusk Center for Real Estate, number 8660.
  3. Stuart A. Gabriel & Frank E. Nothaft, 1999, "Rental Housing Markets, the Incidence and Duration of Vacancy, and the Natural Vacancy Rate," Working Paper, USC Lusk Center for Real Estate, number 8668.
  4. Antonio Bernardo & Eric L. Talley & Ivo Welch, 1999, "A Theory of Legal Presumptions," Yale School of Management Working Papers, Yale School of Management, number ysm118, May.

1998

  1. Mikhail Chernov & Eric Ghysels, 1998, "What Data Should Be Used to Price Options?," CIRANO Working Papers, CIRANO, number 98s-22, Jun.
  2. Welch, Ivo, 1998, "Asymmetry and Power: Can Ethnic Dominance Minimize Conflict?," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt5978g03k, Feb.

1997

  1. Bernardo, Antonio & Welch, Ivo, 1997, "On the Evolution of Overconfidence and Entrepreneurs," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6668s4pz, Jan.

1996

  1. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1996, "Compensating differentials and evolution of the quality-of-life among U.S. states," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco, number 96-07.
  2. Stuart A. Gabriel & Joe P. Mattey, 1996, "Leaving Los Angeles: migration, economic opportunity and the quality-of-life," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco, number 96-10.

1995

  1. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1995, "Mortgage discrimination and FHA loan performance," Proceedings, Federal Reserve Bank of Chicago, number 456.
  2. Ivo Welch, 1995, "Why is Bankdebt Senior? A Theory of Priority Among Creditors," Finance, University of California at Los Angeles, number 18-94, Nov.
  3. Ivo Welch & Siew Hong Teoh & T.J. Wong, 1995, "Earnings Management and The Post-Issue Underperformance in Seasoned Equity Offerings," Finance, University of California at Los Angeles, number 9-95., Nov.
  4. Ivo Welch & Siew Hong Teoh & Paul Wazzan, 1995, "The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence from the South African Boycott," Finance, University of California at Los Angeles, number _005, Nov.

1994

  1. Ivo Welch, 1994, "The Cross-sectional Determinants of Corporate Capital Expenditures: A Multinational Comparison," Finance, University of California at Los Angeles, number _002, Jun.

1991

  1. Stuart A. Gabriel & Janice Shack-Marquez & William L. Wascher, 1991, "Regional house-price dispersion and interregional migration," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.), number 122.

1990

  1. Wara, A. & Welch, I., 1990, "Bondholder Losses In Leveraged Buyouts," Papers, Columbia - Graduate School of Business, number fb-_90-04.

1988

  1. Stuart A. Gabriel & Janice Shack-Marquez & William L. Wascher, 1988, "Regional labor markets, cost-of-living differentials, and migration," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.), number 91.
  2. Stuart A Gabriel & Daniel Levy, 1988, "Expectations, information, and migration: the case of the West Bank and Gaza," Post-Print, HAL, number hal-02382418, DOI: 10.1080/00036848800000032.

1987

  1. Stuart A. Gabriel & John L. Goodman, 1987, "Forecasting housing construction: lessons and puzzles from recent years," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.), number 69.
  2. Stuart A. Gabriel & Frank E. Nothaft, 1987, "Rental housing markets and the natural vacancy rate," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.), number 74.
  3. John V. Duca & Stuart A. Gabriel & Stuart S. Rosenthal, 1987, "Credit rationing and the demand for owner-occupied housing," Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.), number 79.

Undated

  1. Hanno Lustig, undated, "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers, UCLA Department of Economics, number 380.
  2. Hanno Lustig, undated, "Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers, UCLA Department of Economics, number 389.
  3. Hanno Lustig, undated, "Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole )," UCLA Economics Online Papers, UCLA Department of Economics, number 422.
  4. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, undated, "Fiscal Hedging with Nominal Assets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2006-E35.
  5. Antje Berndt & Hanno Lustig & Sevin Yeltekin, undated, "How does the U.S. government finance fiscal shocks?," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2006-E70.
  6. Franklin Allen & Antonio Bernardo & Ivo Welch, undated, "A Theory of Dividends Based on Tax Clienteles," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-98.
  7. Ivo Welch & David Hirshleifer, undated, "Institutional Memory, Inertia and Impulsiveness," Finance, University of California at Los Angeles, number 2-94..

Journal articles

2026

  1. Ben-Shahar, Danny & Gabriel, Stuart & Nayer, Dana, 2026, "Political belief, attitudes toward risk, and behavior on the road," Transportation Research Part A: Policy and Practice, Elsevier, volume 203, issue C, DOI: 10.1016/j.tra.2025.104739.

2024

  1. Michael Bauer & Mikhail Chernov, 2024, "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, volume 79, issue 1, pages 173-217, February, DOI: 10.1111/jofi.13276.
  2. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024, "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2077-2114, June, DOI: 10.1111/jofi.13336.
  3. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  4. Stuart Gabriel & Chandler Lutz, 2024, "The Impact of Crisis-Period Interest Rate Declines on Distressed Borrowers," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 12, pages 3710-3760.
  5. Sushil Bikhchandani & David Hirshleifer & Omer Tamuz & Ivo Welch, 2024, "Information Cascades and Social Learning," Journal of Economic Literature, American Economic Association, volume 62, issue 3, pages 1040-1093, September, DOI: 10.1257/jel.20241472.
  6. Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024, "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3490-3557.
  7. Ivo Welch, 2024, "A Heuristic for Fat-Tailed Stock Market Returns," Financial Analysts Journal, Taylor & Francis Journals, volume 80, issue 4, pages 18-26, October, DOI: 10.1080/0015198X.2024.2374226.

2023

  1. Mikhail Chernov & Drew Creal, 2023, "International Yield Curves and Currency Puzzles," Journal of Finance, American Finance Association, volume 78, issue 1, pages 209-245, February, DOI: 10.1111/jofi.13191.
  2. Mikhail Chernov & Magnus Dahlquist & Lars Lochstoer, 2023, "Pricing Currency Risks," Journal of Finance, American Finance Association, volume 78, issue 2, pages 693-730, April, DOI: 10.1111/jofi.13190.
  3. Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023, "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," Journal of International Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.jinteco.2022.103692.

2022

  1. Mikhail Chernov & Lars A Lochstoer & Stig R H Lundeby, 2022, "Conditional Dynamics and the Multihorizon Risk-Return Trade-Off," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1310-1347.
  2. David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze, 2022, "Monetary Policy Risk: Rules versus Discretion," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2308-2344.
  3. Xudong An & Stuart A. Gabriel & Nitzan Tzur-Ilan, 2022, "More than Shelter: The Effect of Rental Eviction Moratoria on Household Well-Being," AEA Papers and Proceedings, American Economic Association, volume 112, pages 308-312, May, DOI: 10.1257/pandp.20221108.
  4. Ivo Welch, 2022, "The Wisdom of the Robinhood Crowd," Journal of Finance, American Finance Association, volume 77, issue 3, pages 1489-1527, June, DOI: 10.1111/jofi.13128.
  5. Ivo Welch, 2022, "Simply Better Market Betas," Critical Finance Review, now publishers, volume 11, issue 1, pages 37-64, February, DOI: 10.1561/104.00000108.

2021

  1. Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021, "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 74-100, DOI: 10.1016/j.jfineco.2020.10.009.
  2. Mikhail Chernov & Drew Creal, 2021, "The PPP View of Multihorizon Currency Risk Premiums," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2728-2772.
  3. Xudong An & Yongheng Deng & Stuart A Gabriel, 2021, "Default Option Exercise over the Financial Crisis and beyond
    [Predatory lending and the subprime crisis]    ," Review of Finance, European Finance Association, volume 25, issue 1, pages 153-187.
  4. Stuart Gabriel & Matteo Iacoviello & Chandler Lutz, 2021, "A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession
    [Synthetic control methods for comparative case studies: Estimating the effect of California’s tobacco control program]    ," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 864-906.

2020

  1. Mikhail Chernov & Lukas Schmid & Andres Schneider, 2020, "A Macrofinance View of U.S. Sovereign CDS Premiums," Journal of Finance, American Finance Association, volume 75, issue 5, pages 2809-2844, October, DOI: 10.1111/jofi.12948.
  2. Gabriel, Stuart & Painter, Gary, 2020, "Why affordability matters," Regional Science and Urban Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.regsciurbeco.2018.07.001.
  3. Ben-Shahar, Danny & Gabriel, Stuart & Golan, Roni, 2020, "Can't get there from here: Affordability distance to a superstar city," Regional Science and Urban Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.regsciurbeco.2018.04.006.
  4. Bernardo, Antonio E. & Fabisiak, Alex & Welch, Ivo, 2020, "Asset Redeployability, Liquidation Value, and Endogenous Capital Structure Heterogeneity," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 5, pages 1619-1656, August.
  5. Yaron Levi & Ivo Welch & Andrew Karolyi, 2020, "Symmetric and Asymmetric Market Betas and Downside Risk," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 6, pages 2772-2795.

2019

  1. Ben-Shahar, Danny & Gabriel, Stuart & Golan, Roni, 2019, "Housing affordability and inequality:A consumption-adjusted approach," Journal of Housing Economics, Elsevier, volume 45, issue C, pages 1-1, DOI: 10.1016/j.jhe.2018.02.004.
  2. Welch, Ivo, 2019, "Editorial: An Opinionated FAQ," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 19-24, December, DOI: 10.1561/104.00000077.
  3. Welch, Ivo, 2019, "Introduction," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 25-28, December, DOI: 10.1561/104.00000081.
  4. Welch, Ivo, 2019, "Reproducing, Extending, Updating, Replicating, Reexamining, and Reconciling," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 301-304, December, DOI: 10.1561/104.00000082.

2018

  1. Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina, 2018, "Crash Risk in Currency Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 1, pages 137-170, February.
  2. Backus, David & Boyarchenko, Nina & Chernov, Mikhail, 2018, "Term structures of asset prices and returns," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 1-23, DOI: 10.1016/j.jfineco.2018.04.005.
  3. Mikhail Chernov & Brett R. Dunn & Francis A. Longstaff, 2018, "Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 1132-1183.

2017

  1. Levi, Yaron & Welch, Ivo, 2017, "Best Practice for Cost-of-Capital Estimates," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 2, pages 427-463, April.
  2. Nimesh Patel & Ivo Welch, 2017, "Extended Stock Returns in Response to S&P 500 Index Changes," The Review of Asset Pricing Studies, Society for Financial Studies, volume 7, issue 2, pages 172-208.
  3. Jason Alan Snyder & Ivo Welch, 2017, "Do Powerful Politicians Really Cause Corporate Downsizing?," Journal of Political Economy, University of Chicago Press, volume 125, issue 6, pages 2225-2231, DOI: 10.1086/694204.

2016

  1. Yuval Arbel & Danny Ben-Shahar & Stuart Gabriel, 2016, "Are The Disabled Less Loss Averse? Evidence From A Natural Policy Experiment," Economic Inquiry, Western Economic Association International, volume 54, issue 2, pages 1291-1318, April.
  2. Chauvet, Marcelle & Gabriel, Stuart & Lutz, Chandler, 2016, "Mortgage default risk: New evidence from internet search queries," Journal of Urban Economics, Elsevier, volume 96, issue C, pages 91-111, DOI: 10.1016/j.jue.2016.08.004.
  3. Herskovic, Bernard & Kelly, Bryan & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2016, "The common factor in idiosyncratic volatility: Quantitative asset pricing implications," Journal of Financial Economics, Elsevier, volume 119, issue 2, pages 249-283, DOI: 10.1016/j.jfineco.2015.09.010.
  4. Yili Chien & Harold Cole & Hanno Lustig, 2016, "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 215-239, April, DOI: 10.1016/j.red.2015.02.001.
  5. Welch, Ivo, 2016, "Plausibility: A Fair & Balanced View of 30 Years of Progress in Ecologics," Foundations and Trends(R) in Accounting, now publishers, volume 10, issue 2-4, pages 376-412, August, DOI: 10.1561/1400000050.
  6. Antonio E. Bernardo & Alan Schwartz & Ivo Welch, 2016, "Contracting Externalities and Mandatory Menus in the US Corporate Bankruptcy Code," The Journal of Law, Economics, and Organization, Oxford University Press, volume 32, issue 2, pages 395-432.
  7. Ivo Welch, 2016, "The (Time-Varying) Importance of Disaster Risk," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 5, pages 14-30, September, DOI: 10.2469/faj.v72.n5.3.
  8. Antonio E. Bernardo & Eric L. Talley & Ivo Welch, 2016, "Designing Corporate Bailouts," Journal of Law and Economics, University of Chicago Press, volume 59, issue 1, pages 75-104, DOI: 10.1086/685619.

2015

  1. Fangliang Zhang & Devang M. Patel & Kristen Colavita & Irina Rodionova & Brian Buckley & David A. Scott & Akhilesh Kumar & Svetlana A. Shabalina & Sougata Saha & Mikhail Chernov & Andrei L. Osterman &, 2015, "Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase," Nature Communications, Nature, volume 6, issue 1, pages 1-9, November, DOI: 10.1038/ncomms8517.
  2. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre‐Olivier Weill, 2015, "Entry and Exit in OTC Derivatives Markets," Econometrica, Econometric Society, volume 83, issue , pages 2231-2292, November.
  3. Stuart A. Gabriel & Stuart S. Rosenthal, 2015, "The Boom, the Bust and the Future of Homeownership," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 2, pages 334-374, June.
  4. Gabriel, Stuart A. & Kahn, Matthew E. & Vaughn, Ryan K., 2015, "Congressional influence as a determinant of subprime lending," Journal of Housing Economics, Elsevier, volume 28, issue C, pages 91-102, DOI: 10.1016/j.jhe.2015.01.002.
  5. John Cotter & Stuart Gabriel & Richard Roll, 2015, "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 913-936.
  6. Mavroeidis, Sophocles & Sasaki, Yuya & Welch, Ivo, 2015, "Estimation of heterogeneous autoregressive parameters with short panel data," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 219-235, DOI: 10.1016/j.jeconom.2015.05.001.

2014

  1. David Backus & Mikhail Chernov & Stanley Zin, 2014, "Sources of Entropy in Representative Agent Models," Journal of Finance, American Finance Association, volume 69, issue 1, pages 51-99, February.
  2. Andrea L. Eisfeldt & Dimitris Papanikolaou, 2014, "The Value and Ownership of Intangible Capital," American Economic Review, American Economic Association, volume 104, issue 5, pages 189-194, May.
  3. Arbel, Yuval & Ben-Shahar, Danny & Gabriel, Stuart, 2014, "Anchoring and housing choice: Results of a natural policy experiment," Regional Science and Urban Economics, Elsevier, volume 49, issue C, pages 68-83, DOI: 10.1016/j.regsciurbeco.2014.07.004.
  4. Ivo Welch, 2014, "Referee Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2773-2804.

2013

  1. Bikbov, Ruslan & Chernov, Mikhail, 2013, "Monetary policy regimes and the term structure of interest rates," Journal of Econometrics, Elsevier, volume 174, issue 1, pages 27-43, DOI: 10.1016/j.jeconom.2013.01.002.
  2. Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013, "CDS Auctions," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 3, pages 768-805.
  3. Andrea L. Eisfeldt & Dimitris Papanikolaou, 2013, "Organization Capital and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, volume 68, issue 4, pages 1365-1406, August.
  4. Eisfeldt, Andrea L. & Kuhnen, Camelia M., 2013, "CEO turnover in a competitive assignment framework," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 351-372, DOI: 10.1016/j.jfineco.2013.02.020.
  5. Gabriel, Stuart A. & Rosenthal, Stuart S., 2013, "Urbanization, agglomeration economies, and access to mortgage credit," Regional Science and Urban Economics, Elsevier, volume 43, issue 1, pages 42-50, DOI: 10.1016/j.regsciurbeco.2012.11.006.
  6. Bernardo, Antonio E. & Welch, Ivo, 2013, "Leverage and preemptive selling of financial institutions," Journal of Financial Intermediation, Elsevier, volume 22, issue 2, pages 123-151, DOI: 10.1016/j.jfi.2012.09.004.
  7. Welch, Ivo, 2013, "A Critique of Recent Quantitative and Deep-Structure Modeling in Capital Structure Research and Beyond," Critical Finance Review, now publishers, volume 2, issue 1, pages 131-172, July, DOI: 10.1561/104.00000006.
  8. Peter Iliev & Ivo Welch, 2013, "A Model of Operational Slack: The Short-Run, Medium-Run, and Long-Run Consequences of Limited Attention Capacity," The Journal of Law, Economics, and Organization, Oxford University Press, volume 29, issue 1, pages 2-34, February.

2012

  1. Chernov, Mikhail & Mueller, Philippe, 2012, "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 367-394, DOI: 10.1016/j.jfineco.2012.06.004.
  2. Stuart A. Gabriel & Gary D. Painter, 2012, "Household Location And Race: A 20-Year Retrospective," Journal of Regional Science, Wiley Blackwell, volume 52, issue 5, pages 809-818, December, DOI: j.1467-9787.2012.00775.x.
  3. Stuart A. Gabriel & Frank E. Nothaft, 2012, "Introduction to the James Berkovec Memorial Issue," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue , pages 1-7, December, DOI: reec.12000.
  4. Yongheng Deng & Stuart A. Gabriel & Kiyohiko G. Nishimura & Diehang (Della) Zheng, 2012, "Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue , pages 234-272, December, DOI: j.1540-6229.2012.00347.x.
  5. Fu, Yuming & Gabriel, Stuart A., 2012, "Labor migration, human capital agglomeration and regional development in China," Regional Science and Urban Economics, Elsevier, volume 42, issue 3, pages 473-484, DOI: 10.1016/j.regsciurbeco.2011.08.006.
  6. YiLi Chien & Harold Cole & Hanno Lustig, 2012, "Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?," American Economic Review, American Economic Association, volume 102, issue 6, pages 2859-2896, October.
  7. Antje Berndt & Hanno Lustig & Şevin Yeltekin, 2012, "How Does the US Government Finance Fiscal Shocks?," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 69-104, January.

2011

  1. David Backus & Mikhail Chernov & Ian Martin, 2011, "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, volume 66, issue 6, pages 1969-2012, December, DOI: j.1540-6261.2011.01697.x.
  2. Ruslan Bikbov & Mikhail Chernov, 2011, "Yield Curve and Volatility: Lessons from Eurodollar Futures and Options," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 66-105, Winter.
  3. An, Xudong & Deng, Yongheng & Gabriel, Stuart A., 2011, "Asymmetric information, adverse selection, and the pricing of CMBS," Journal of Financial Economics, Elsevier, volume 100, issue 2, pages 304-325, May.
  4. Deng, Yongheng & Gabriel, Stuart A. & Sanders, Anthony B., 2011, "CDO market implosion and the pricing of subprime mortgage-backed securities," Journal of Housing Economics, Elsevier, volume 20, issue 2, pages 68-80, June.
  5. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011, "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, volume 3, issue 2, pages 75-103, April.
  6. Hanno Lustig & Adrien Verdelhan, 2011, "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply," American Economic Review, American Economic Association, volume 101, issue 7, pages 3477-3500, December.
  7. Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn, 2011, "Technological change and the growing inequality in managerial compensation," Journal of Financial Economics, Elsevier, volume 99, issue 3, pages 601-627, March.
  8. Yili Chien & Harold Cole & Hanno Lustig, 2011, "A Multiplier Approach to Understanding the Macro Implications of Household Finance," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 1, pages 199-234.
  9. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011, "Common Risk Factors in Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3731-3777.
  10. Ivo Welch, 2011, "Two Common Problems in Capital Structure Research: The Financial‐Debt‐To‐Asset Ratio and Issuing Activity Versus Leverage Changes," International Review of Finance, International Review of Finance Ltd., volume 11, issue 1, pages 1-17, March, DOI: j.1468-2443.2010.01125.x.

2010

  1. Bikbov, Ruslan & Chernov, Mikhail, 2010, "No-arbitrage macroeconomic determinants of the yield curve," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 166-182, November.
  2. Gençay, Ramo & Yaron, Amir & Hackbarth, Dirk & Eisfeldt, Andrea, 2010, "Editorial for Challenge," Finance Research Letters, Elsevier, volume 7, issue 1, pages 1-1, March.
  3. Gabriel, Stuart A. & Rosenthal, Stuart S., 2010, "Do the GSEs expand the supply of mortgage credit? New evidence of crowd out in the secondary mortgage market," Journal of Public Economics, Elsevier, volume 94, issue 11-12, pages 975-986, December.
  4. Arbel, Yuval & Ben-Shahar, Danny & Gabriel, Stuart & Tobol, Yossef, 2010, "The local cost of terror: Effects of the second Palestinian Intifada on Jerusalem house prices," Regional Science and Urban Economics, Elsevier, volume 40, issue 6, pages 415-426, November.
  5. Longstaff, Francis A., 2010, "The subprime credit crisis and contagion in financial markets," Journal of Financial Economics, Elsevier, volume 97, issue 3, pages 436-450, September.
  6. Ralph S. J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2010, "Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk," American Economic Review, American Economic Association, volume 100, issue 2, pages 552-556, May, DOI: 10.1257/aer.100.2.552.
  7. Krueger, Dirk & Lustig, Hanno, 2010, "When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?," Journal of Economic Theory, Elsevier, volume 145, issue 1, pages 1-41, January.
  8. YiLi Chien & Hanno Lustig, 2010, "The Market Price of Aggregate Risk and the Wealth Distribution," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 4, pages 1596-1650, April.
  9. Hanno Lustig & Stijn Van Nieuwerburgh, 2010, "How Much Does Household Collateral Constrain Regional Risk Sharing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 13, issue 2, pages 265-294, April, DOI: 10.1016/j.red.2009.09/005.

2009

  1. Ruslan Bikbov & Mikhail Chernov, 2009, "Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options," Management Science, INFORMS, volume 55, issue 8, pages 1292-1305, August, DOI: 10.1287/mnsc.1090.1020.
  2. Mark Broadie & Mikhail Chernov & Michael Johannes, 2009, "Understanding Index Option Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4493-4529, November.
  3. Andrea L. Eisfeldt & Adriano A. Rampini, 2009, "Leasing, Ability to Repossess, and Debt Capacity," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 4, pages 1621-1657, April.
  4. Gabriel Stuart A. & Quigley John M. & Rosenthal Larry A., 2009, "The Mortgage Meltdown, the Economy, and Public Policy," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 9, issue 3, pages 1-17, March, DOI: 10.2202/1935-1682.2244.
  5. Bostic, Raphael & Gabriel, Stuart & Painter, Gary, 2009, "Housing wealth, financial wealth, and consumption: New evidence from micro data," Regional Science and Urban Economics, Elsevier, volume 39, issue 1, pages 79-89, January.
  6. Xudong An & Yongheng Deng & Stuart Gabriel, 2009, "Value Creation through Securitization: Evidence from the CMBS Market," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 3, pages 302-326, April, DOI: 10.1007/s11146-008-9153-z.
  7. Francis A. Longstaff, 2009, "Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets," American Economic Review, American Economic Association, volume 99, issue 4, pages 1119-1144, September, DOI: 10.1257/aer.99.4.1119.

2008

  1. Eisfeldt, Andrea L. & Rampini, Adriano A., 2008, "Managerial incentives, capital reallocation, and the business cycle," Journal of Financial Economics, Elsevier, volume 87, issue 1, pages 177-199, January.
  2. Stuart A. Gabriel & Gary Painter, 2008, "Mobility, Residential Location and the American Dream: The Intrametropolitan Geography of Minority Homeownership," Real Estate Economics, American Real Estate and Urban Economics Association, volume 36, issue 3, pages 499-531, September, DOI: 10.1111/j.1540-6229.2008.00220.x.
  3. Francis A. Longstaff & Arvind Rajan, 2008, "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," Journal of Finance, American Finance Association, volume 63, issue 2, pages 529-563, April, DOI: 10.1111/j.1540-6261.2008.01330.x.
  4. John H. Cochrane & Francis A. Longstaff & Pedro Santa-Clara, 2008, "Two Trees," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 1, pages 347-385, January.
  5. Lustig, Hanno & Sleet, Christopher & Yeltekin, Sevin, 2008, "Fiscal hedging with nominal assets," Journal of Monetary Economics, Elsevier, volume 55, issue 4, pages 710-727, May.
  6. Hanno Lustig & Stijn Van Nieuwerburgh, 2008, "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 5, pages 2097-2137, September.
  7. Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008, "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, volume 6, issue 2-3, pages 715-726, 04-05.
  8. Ivo Welch & Amit Goyal, 2008, "A Comprehensive Look at The Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1455-1508, July.

2007

  1. Chernov, Mikhail, 2007, "On the Role of Risk Premia in Volatility Forecasting," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 411-426, October.
  2. Mark Broadie & Mikhail Chernov & Suresh Sundaresan, 2007, "Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1341-1377, June, DOI: 10.1111/j.1540-6261.2007.01238.x.
  3. Mark Broadie & Mikhail Chernov & Michael Johannes, 2007, "Model Specification and Risk Premia: Evidence from Futures Options," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1453-1490, June, DOI: 10.1111/j.1540-6261.2007.01241.x.
  4. Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007, "Efficient estimation of general dynamic models with a continuum of moment conditions," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 529-573, October.
  5. Eisfeldt, Andrea L., 2007, "Smoothing with liquid and illiquid assets," Journal of Monetary Economics, Elsevier, volume 54, issue 6, pages 1572-1586, September.
  6. Eisfeldt, Andrea L. & Rampini, Adriano A., 2007, "New or used? Investment with credit constraints," Journal of Monetary Economics, Elsevier, volume 54, issue 8, pages 2656-2681, November.
  7. Bing Han & Francis A. Longstaff & Craig Merrill, 2007, "The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds," Journal of Finance, American Finance Association, volume 62, issue 6, pages 2673-2693, December, DOI: 10.1111/j.1540-6261.2007.01289.x.
  8. Hanno Lustig & Adrien Verdelhan, 2007, "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk," American Economic Review, American Economic Association, volume 97, issue 1, pages 89-117, March, DOI: 10.1257/aer.97.1.89.
  9. Jonathan Ingersoll & Ivo Welch, 2007, "Portfolio Performance Manipulation and Manipulation-proof Performance Measures," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 5, pages 1503-1546, 2007 17.

2006

  1. Eisfeldt, Andrea L. & Rampini, Adriano A., 2006, "Capital reallocation and liquidity," Journal of Monetary Economics, Elsevier, volume 53, issue 3, pages 369-399, April.
  2. Bostic, Raphael W. & Gabriel, Stuart A., 2006, "Do the GSEs matter to low-income housing markets? An assessment of the effects of the GSE loan purchase goals on California housing outcomes," Journal of Urban Economics, Elsevier, volume 59, issue 3, pages 458-475, May.
  3. Deng, Yongheng & Gabriel, Stuart, 2006, "Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1431-1460, September, DOI: 10.1353/mcb.2006.0079.
  4. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006, "The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks," The Journal of Business, University of Chicago Press, volume 79, issue 5, pages 2337-2360, September, DOI: 10.1086/505237.
  5. Hanno Lustig & Adrien Verdelhan, 2006, "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 644-655, 04-05.
  6. Arturo Bris & Ivo Welch & Ning Zhu, 2006, "The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization," Journal of Finance, American Finance Association, volume 61, issue 3, pages 1253-1303, June, DOI: 10.1111/j.1540-6261.2006.00872.x.

2005

  1. Gabriel, Stuart A. & Rosenthal, Stuart S., 2005, "Homeownership in the 1980s and 1990s: aggregate trends and racial gaps," Journal of Urban Economics, Elsevier, volume 57, issue 1, pages 101-127, January.
  2. Francis A. Longstaff & Sanjay Mithal & Eric Neis, 2005, "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market," Journal of Finance, American Finance Association, volume 60, issue 5, pages 2213-2253, October, DOI: 10.1111/j.1540-6261.2005.00797.x.
  3. Hanno N. Lustig & Stijn G. Van Nieuwerburgh, 2005, "Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective," Journal of Finance, American Finance Association, volume 60, issue 3, pages 1167-1219, June, DOI: 10.1111/j.1540-6261.2005.00759.x.
  4. Arturo Bris & Ivo Welch, 2005, "The Optimal Concentration of Creditors," Journal of Finance, American Finance Association, volume 60, issue 5, pages 2193-2212, October, DOI: 10.1111/j.1540-6261.2005.00796.x.
  5. Arturo Bris & Alan Schwartz & Ivo Welch, 2005, "Who Should Pay for Bankruptcy Costs?," The Journal of Legal Studies, University of Chicago Press, volume 34, issue 2, pages 295-341, June, DOI: 10.1086/430766.

2004

  1. Stuart A. Gabriel & Stuart S. Rosenthal, 2004, "Quality of the Business Environment Versus Quality of Life: Do Firms and Households Like the Same Cities?," The Review of Economics and Statistics, MIT Press, volume 86, issue 1, pages 438-444, February.
  2. Longstaff, Francis A. & Piazzesi, Monika, 2004, "Corporate earnings and the equity premium," Journal of Financial Economics, Elsevier, volume 74, issue 3, pages 401-421, December.
  3. Francis A. Longstaff, 2004, "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," The Journal of Business, University of Chicago Press, volume 77, issue 3, pages 511-526, July, DOI: 10.1086/386528.
  4. Antonio E. Bernardo & Ivo Welch, 2004, "Liquidity and Financial Market Runs," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 119, issue 1, pages 135-158.
  5. Ivo Welch, 2004, "Capital Structure and Stock Returns," Journal of Political Economy, University of Chicago Press, volume 112, issue 1, pages 106-131, February, DOI: 10.1086/379933.

2003

  1. Chernov, Mikhail, 2003, "Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 4, pages 485-488, October.
  2. Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003, "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 225-257.
  3. Chernov, Mikhail, 2003, "Empirical reverse engineering of the pricing kernel," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 329-364.
  4. Gabriel, Stuart A. & Mattey, Joe P. & Wascher, William L., 2003, "Compensating differentials and evolution in the quality-of-life among U.S. states," Regional Science and Urban Economics, Elsevier, volume 33, issue 5, pages 619-649, September.
  5. Deng, Yongheng & Gabriel, Stuart A & Nothaft, Frank E, 2003, "Duration of Residence in the Rental Housing Market," The Journal of Real Estate Finance and Economics, Springer, volume 26, issue 2-3, pages 267-285, March-May.
  6. Gabriel, Stuart & Painter, Gary, 2003, "Pathways to Homeownership: An Analysis of the Residential Location and Homeownership Choices of Black Households in Los Angeles," The Journal of Real Estate Finance and Economics, Springer, volume 27, issue 1, pages 87-109, July.
  7. Jun Liu & Francis A. Longstaff & Jun Pan, 2003, "Dynamic Asset Allocation with Event Risk," Journal of Finance, American Finance Association, volume 58, issue 1, pages 231-259, February, DOI: 10.1111/1540-6261.00523.
  8. Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003, "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, volume 67, issue 3, pages 385-410, March.
  9. Amit Goyal & Ivo Welch, 2003, "Predicting the Equity Premium with Dividend Ratios," Management Science, INFORMS, volume 49, issue 5, pages 639-654, May, DOI: 10.1287/mnsc.49.5.639.15149.

2002

  1. Gabriel, Stuart & Pollakowski, Henry O. & Wachter, Susan, 2002, "Special issue on housing policy," Journal of Housing Economics, Elsevier, volume 11, issue 3, pages 183-186, September.
  2. David Hirshleifer & Ivo Welch, 2002, "An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness," Journal of Economics & Management Strategy, Wiley Blackwell, volume 11, issue 3, pages 379-421, September, DOI: 10.1111/j.1430-9134.2002.00379.x.
  3. Jay R. Ritter & Ivo Welch, 2002, "A Review of IPO Activity, Pricing, and Allocations," Journal of Finance, American Finance Association, volume 57, issue 4, pages 1795-1828, August, DOI: 10.1111/1540-6261.00478.

2001

  1. Gabriel, Stuart A. & Nothaft, Frank E., 2001, "Rental Housing Markets, the Incidence and Duration of Vacancy, and the Natural Vacancy Rate," Journal of Urban Economics, Elsevier, volume 49, issue 1, pages 121-149, January.
  2. Painter, Gary & Gabriel, Stuart & Myers, Dowell, 2001, "Race, Immigrant Status, and Housing Tenure Choice," Journal of Urban Economics, Elsevier, volume 49, issue 1, pages 150-167, January.
  3. Francis A. Longstaff & Pedro Santa‐Clara & Eduardo S. Schwartz, 2001, "The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence," Journal of Finance, American Finance Association, volume 56, issue 6, pages 2067-2109, December, DOI: 10.1111/0022-1082.00399.
  4. Longstaff, Francis A. & Santa-Clara, Pedro & Schwartz, Eduardo S., 2001, "Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market," Journal of Financial Economics, Elsevier, volume 62, issue 1, pages 39-66, October.
  5. Longstaff, Francis A & Schwartz, Eduardo S, 2001, "Valuing American Options by Simulation: A Simple Least-Squares Approach," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 1, pages 113-147.
  6. Longstaff, Francis A, 2001, "Optimal Portfolio Choice and the Valuation of Illiquid Securities," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 2, pages 407-431.
  7. Antonio E. Bernardo & Ivo Welch, 2001, "On the Evolution of Overconfidence and Entrepreneurs," Journal of Economics & Management Strategy, Wiley Blackwell, volume 10, issue 3, pages 301-330, September, DOI: 10.1111/j.1430-9134.2001.00301.x.

2000

  1. Chernov, Mikhail & Ghysels, Eric, 2000, "A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation," Journal of Financial Economics, Elsevier, volume 56, issue 3, pages 407-458, June.
  2. Francis A. Longstaff, 2000, "Arbitrage and the Expectations Hypothesis," Journal of Finance, American Finance Association, volume 55, issue 2, pages 989-994, April, DOI: 10.1111/0022-1082.00234.
  3. Mark Grinblatt & Francis A. Longstaff, 2000, "Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1415-1436, June, DOI: 10.1111/0022-1082.00252.
  4. Longstaff, Francis A., 2000, "The term structure of very short-term rates: New evidence for the expectations hypothesis," Journal of Financial Economics, Elsevier, volume 58, issue 3, pages 397-415, December.
  5. Franklin Allen & Antonio E. Bernardo & Ivo Welch, 2000, "A Theory of Dividends Based on Tax Clienteles," Journal of Finance, American Finance Association, volume 55, issue 6, pages 2499-2536, December, DOI: 10.1111/0022-1082.00298.
  6. Welch, Ivo, 2000, "Herding among security analysts," Journal of Financial Economics, Elsevier, volume 58, issue 3, pages 369-396, December.
  7. Bernardo, Antonio E & Talley, Eric & Welch, Ivo, 2000, "A Theory of Legal Presumptions," The Journal of Law, Economics, and Organization, Oxford University Press, volume 16, issue 1, pages 1-49, April.
  8. Ivo Welch & David Wessels, 2000, "The Cross-Sectional Determinants Of Corporate Capital Expenditures: A Multinational Comparison," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 52, issue 2, pages 103-136, April.
  9. Welch, Ivo, 2000, "Views of Financial Economists on the Equity Premium and on Professional Controversies," The Journal of Business, University of Chicago Press, volume 73, issue 4, pages 501-537, October, DOI: 10.1086/209653.

1999

  1. Gabriel, Stuart A. & Rosenthal, Stuart S., 1999, "Location and the effect of demographic traits on earnings," Regional Science and Urban Economics, Elsevier, volume 29, issue 4, pages 445-461, July.
  2. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1999, "House price differentials and dynamics: evidence from the Los Angeles and San Francisco metropolitan areas," Economic Review, Federal Reserve Bank of San Francisco, pages 3-22.
  3. Teoh, Siew Hong & Welch, Ivo & Wazzan, C Paul, 1999, "The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence from the South African Boycott," The Journal of Business, University of Chicago Press, volume 72, issue 1, pages 35-89, January, DOI: 10.1086/209602.

1998

  1. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1998, "Discrimination, Competition, And Loan Performance In Fha Mortgage Lending," The Review of Economics and Statistics, MIT Press, volume 80, issue 2, pages 241-250, May.
  2. Sushil Bikhchandani & David Hirshleifer & Ivo Welch, 1998, "Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades," Journal of Economic Perspectives, American Economic Association, volume 12, issue 3, pages 151-170, Summer.
  3. Teoh, Siew Hong & Welch, Ivo & Wong, T. J., 1998, "Earnings management and the underperformance of seasoned equity offerings," Journal of Financial Economics, Elsevier, volume 50, issue 1, pages 63-99, October.

1997

  1. Beatty, Randolph & Riffe, Susan & Welch, Ivo, 1997, "How Firms Make Capital Expenditure Decisions: Financial Signals, Internal Cash Flows, Income Taxes and the Tax Reform Act of 1986," Review of Quantitative Finance and Accounting, Springer, volume 9, issue 3, pages 227-250, October.
  2. Welch, Ivo, 1997, "Why Is Bank Debt Senior? A Theory of Asymmetry and Claim Priority Based on Influence Costs," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 4, pages 1203-1236.

1996

  1. Gabriel, Stuart A. & Rosenthal, Stuart S., 1996, "Commutes, Neighborhood Effects, and Earnings: An Analysis of Racial Discrimination and Compensating Differentials," Journal of Urban Economics, Elsevier, volume 40, issue 1, pages 61-83, July.
  2. Stuart A. Gabriel & Joe P. Mattey, 1996, "The slowing exodus from California," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec27.
  3. Bradford Cornell & Francis A. Longstaff & Eduardo S. Schwartz, 1996, "Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, volume 24, issue 1, pages 23-41, March, DOI: 10.1111/1540-6229.00678.
  4. Grunbichler, Andreas & Longstaff, Francis A., 1996, "Valuing futures and options on volatility," Journal of Banking & Finance, Elsevier, volume 20, issue 6, pages 985-1001, July.
  5. Welch, Ivo, 1996, "Equity offerings following the IPO theory and evidence," Journal of Corporate Finance, Elsevier, volume 2, issue 3, pages 227-259, February.
  6. Devenow, Andrea & Welch, Ivo, 1996, "Rational herding in financial economics," European Economic Review, Elsevier, volume 40, issue 3-5, pages 603-615, April.
  7. Beatty, Randolph P & Welch, Ivo, 1996, "Issuer Expenses and Legal Liability in Initial Public Offerings," Journal of Law and Economics, University of Chicago Press, volume 39, issue 2, pages 545-602, October, DOI: 10.1086/467359.
  8. Cornell, Bradford & Welch, Ivo, 1996, "Culture, Information, and Screening Discrimination," Journal of Political Economy, University of Chicago Press, volume 104, issue 3, pages 542-571, June, DOI: 10.1086/262033.

1995

  1. David Dale‐Johnson & Stuart A. Gabriel, 1995, "Introduction: Deregulation and Reform of Housing and Housing Finance Markets: Recent Lessons from Western and Central Europe," Real Estate Economics, American Real Estate and Urban Economics Association, volume 23, issue 4, pages 395-400, December, DOI: 10.1111/1540-6229.00671.
  2. Stuart A. Gabriel, 1995, "California dreamin': a rebound in net migration?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct6.
  3. Stuart A. Gabriel & Joe P. Mattey & William L. Wascher, 1995, "The demise of California reconsidered: interstate migration over the economic cycle," Economic Review, Federal Reserve Bank of San Francisco, pages 30-48.
  4. Bradley, Michael G & Gabriel, Stuart A & Wohar, Mark E, 1995, "The Thrift Crisis, Mortgage-Credit Intermediation, and Housing Activity," Journal of Money, Credit and Banking, Blackwell Publishing, volume 27, issue 2, pages 476-497, May.
  5. Longstaff, Francis A & Schwartz, Eduardo S, 1995, "A Simple Approach to Valuing Risky Fixed and Floating Rate Debt," Journal of Finance, American Finance Association, volume 50, issue 3, pages 789-819, July.
  6. Longstaff, Francis A, 1995, "How Much Can Marketability Affect Security Values?," Journal of Finance, American Finance Association, volume 50, issue 5, pages 1767-1774, December.
  7. Longstaff, Francis A, 1995, "Option Pricing and the Martingale Restriction," The Review of Financial Studies, Society for Financial Studies, volume 8, issue 4, pages 1091-1124.
  8. Bhagat, Sanjai & Welch, Ivo, 1995, "Corporate research & development investments international comparisons," Journal of Accounting and Economics, Elsevier, volume 19, issue 2-3, pages 443-470, April.

1994

  1. Stuart A. Gabriel, 1994, "Crises in the thrift industry and the cost of mortgage credit," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov11.
  2. James A. Berkovec & Glenn B. Canner & Stuart A. Gabriel & Timothy H. Hannan, 1994, "Race, redlining, and residential mortgage loan performance," Proceedings, Federal Reserve Bank of Philadelphia, pages 263-298.
  3. Grunbichler Andreas & Longstaff Francis A. & Schwartz Eduardo S., 1994, "Electronic Screen Trading and the Transmission of Information: An Empirical Examination," Journal of Financial Intermediation, Elsevier, volume 3, issue 2, pages 166-187, March.
  4. Francis A. Longstaff & Bruce A. Tuckman, 1994, "Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect," Financial Management, Financial Management Association, volume 23, issue 4, Winter.

1993

  1. Gabriel, Stuart A. & Shack-Marquez, Janice & Wascher, William L., 1993, "Does migration arbitrage regional labor market differentials?," Regional Science and Urban Economics, Elsevier, volume 23, issue 2, pages 211-233, April.
  2. Gabriel, Stuart A & Rosenthal, Stuart S, 1993, "Adjustable-Rate Mortgages, Household Mobility, and Homeownership: A Simulation Study," The Journal of Real Estate Finance and Economics, Springer, volume 7, issue 1, pages 29-41, July.
  3. George, Thomas J. & Longstaff, Francis A., 1993, "Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 28, issue 3, pages 381-397, September.
  4. Longstaff, Francis A., 1993, "The valuation of options on coupon bonds," Journal of Banking & Finance, Elsevier, volume 17, issue 1, pages 27-42, February.
  5. Jegadeesh, Narasimhan & Weinstein, Mark & Welch, Ivo, 1993, "An empirical investigation of IPO returns and subsequent equity offerings," Journal of Financial Economics, Elsevier, volume 34, issue 2, pages 153-175, October.
  6. Warga, Arthur & Welch, Ivo, 1993, "Bondholder Losses in Leveraged Buyouts," The Review of Financial Studies, Society for Financial Studies, volume 6, issue 4, pages 959-982.

1992

  1. Gabriel, Stuart A. & Shack-Marquez, Janice & Wascher, William L., 1992, "Regional house-price dispersion and interregional migration," Journal of Housing Economics, Elsevier, volume 2, issue 3, pages 235-256, September.
  2. Fishman, Michael J & Longstaff, Francis A, 1992, "Dual Trading in Futures Markets," Journal of Finance, American Finance Association, volume 47, issue 2, pages 643-671, June.
  3. Longstaff, Francis A & Schwartz, Eduardo S, 1992, "Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model," Journal of Finance, American Finance Association, volume 47, issue 4, pages 1259-1282, September.
  4. Longstaff, Francis A., 1992, "Multiple equilibria and term structure models," Journal of Financial Economics, Elsevier, volume 32, issue 3, pages 333-344, December.
  5. Longstaff, Francis A, 1992, "Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle," The Journal of Business, University of Chicago Press, volume 65, issue 4, pages 571-592, October, DOI: 10.1086/296586.
  6. Welch, Ivo, 1992, "Sequential Sales, Learning, and Cascades," Journal of Finance, American Finance Association, volume 47, issue 2, pages 695-732, June.
  7. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 1992, "A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades," Journal of Political Economy, University of Chicago Press, volume 100, issue 5, pages 992-1026, October, DOI: 10.1086/261849.

1991

  1. Stuart A. Gabriel & Stuart S. Rosenthal, 1991, "Credit rationing, race, and the mortgage market," Journal of Urban Economics, Elsevier, volume 29, issue 3, pages 371-379, May.
  2. Rosenthal, Stuart S. & Duca, John V. & Gabriel, Stuart A., 1991, "Credit rationing and the demand for owner-occupied housing," Journal of Urban Economics, Elsevier, volume 30, issue 1, pages 48-63, July.
  3. Hemler, Michael L. & Longstaff, Francis A., 1991, "General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 26, issue 3, pages 287-308, September.
  4. Welch, Ivo, 1991, "An Empirical Examination of Models of Contract Choice in Initial Public Offerings," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 26, issue 4, pages 497-518, December.

1990

  1. Longstaff, Francis A, 1990, "Pricing Options with Extendible Maturities: Analysis and Applications," Journal of Finance, American Finance Association, volume 45, issue 3, pages 935-957, July.
  2. Longstaff, Francis A, 1990, "Time Varying Term Premia and Traditional Hypotheses about the Term Structure," Journal of Finance, American Finance Association, volume 45, issue 4, pages 1307-1314, September.
  3. Longstaff, Francis A., 1990, "The valuation of options on yields," Journal of Financial Economics, Elsevier, volume 26, issue 1, pages 97-121, July.

1989

  1. Rothberg, James P & Nothaft, Frank E & Gabriel, Stuart A, 1989, "On the Determinants of Yield Spreads between Mortgage Pass-Through and Treasury Securities," The Journal of Real Estate Finance and Economics, Springer, volume 2, issue 4, pages 301-315, December.
  2. Gabriel, Stuart A & Rosenthal, Stuart S, 1989, "Household Location and Race: Estimates of Multinomial Logit Model," The Review of Economics and Statistics, MIT Press, volume 71, issue 2, pages 240-249, May.
  3. Longstaff, Francis A., 1989, "A nonlinear general equilibrium model of the term structure of interest rates," Journal of Financial Economics, Elsevier, volume 23, issue 2, pages 195-224, August.

1988

  1. Stuart A. Gabriel & Frank E. Nothaft, 1988, "Rental Housing Markets and the Natural Vacancy Rate," Real Estate Economics, American Real Estate and Urban Economics Association, volume 16, issue 4, pages 419-429, December, DOI: 10.1111/1540-6229.00465.
  2. Gabriel, Stuart A. & Levy, Daniel, 1988, "Expectations, Information, and Migration: The Case of the West Bank and Gaza," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 20, issue 1, pages 1-13.

1987

  1. Stuart A. Gabriel, 1987, "Economic Effects of Racial Integration: An Analysis of Hedonic Housing Prices and the Willingness to Pay," Real Estate Economics, American Real Estate and Urban Economics Association, volume 15, issue 3, pages 268-279, September, DOI: 10.1111/1540-6229.00432.
  2. Gabriel, Stuart A. & Justman, Moshe & Levy, Amnon, 1987, "A simultaneous-equations analysis of urban development: Migration and industrial growth in Israel's new towns," Journal of Urban Economics, Elsevier, volume 21, issue 3, pages 364-377, May.
  3. Gabriel, Stuart A. & Justman, Moshe & Levy, Amnon, 1987, "Place-to-place migration in Israel : Estimates of a logistic model," Regional Science and Urban Economics, Elsevier, volume 17, issue 4, pages 595-606, November.
  4. Stuart A. Gabriel, 1987, "Housing and mortgage markets: the post-1982 expansion," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 893-903.

1986

  1. Gabriel, Stuart A. & Maoz, Ilan, 1986, "Cyclical fluctuations in the Israeli housing market," Journal of Urban Economics, Elsevier, volume 19, issue 3, pages 249-263, May.
  2. Gabriel, Stuart A & Sabatello, Eitan F, 1986, "Palestinian Migration from the West Bank and Gaza: Economic and Demographic Analyses," Economic Development and Cultural Change, University of Chicago Press, volume 34, issue 2, pages 245-262, January, DOI: 10.1086/451526.

1984

  1. Gabriel, Stuart A. & Wolch, Jennifer R., 1984, "Spillover effects of human service facilities in a racially segmented housing market," Journal of Urban Economics, Elsevier, volume 16, issue 3, pages 339-350, November.
  2. Stuart A. Gabriel, 1984, "A Note on Housing Market Segmentation in an Israeli Development Town," Urban Studies, Urban Studies Journal Limited, volume 21, issue 2, pages 189-194, May, DOI: 10.1080/00420988420080351.

1981

  1. Jennifer R Wolch & S A Gabriel, 1981, "Local Land-Development Policies and Urban Housing Values," Environment and Planning A, , volume 13, issue 10, pages 1253-1276, October, DOI: 10.1068/a131253.

Chapters

2026

  1. YiLi Chien & Harold Cole & Hanno Lustig, 2026, "What About Japan?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2026, volume 41".
    • YiLi Chien & Harold L. Cole & Hanno Lustig, 2023, "What about Japan?," Working Papers, Federal Reserve Bank of St. Louis, number 2023-028, Nov, revised 11 Mar 2025, DOI: 10.20955/wp.2023.028.
    • Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2023, "What about Japan?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31850, Nov.

2022

  1. Andrea L. Eisfeldt & Antonio Falato & Mindy Z. Xiaolan, 2022, "Human Capitalists," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2022, volume 37".

2019

  1. Mikhail Chernov & Drew Creal & Peter Hördahl, 2019, "Determinants of Asia-Pacific government bond yields," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Asia-Pacific fixed income markets: evolving structure, participation and pricing".

2018

  1. Andrew G. Atkeson & Adrien d'Avernas & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2018, "Government Guarantees and the Valuation of American Banks," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2018, volume 33".

2009

  1. Hanno Lustig & Adrien Verdelhan, 2009, "Comment on "Carry Trades and Currency Crashes"," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2008, Volume 23".

2008

  1. Bernard Herskovic & Lízia de Figueiredo, 2008, "Crescimento Pró-Pobre No Sudeste Brasileiro," Anais do XIII Semin·rio sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais], Cedeplar, Universidade Federal de Minas Gerais, "Anais do XIII Seminário sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais]".

Software components

2009

  1. Hanno Lustig & Stijn Van Nieuwerburgh, 2009, "Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?"," Computer Codes, Review of Economic Dynamics, number 06-187, revised .

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