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Stefano Giglio

This is information that was supplied by Stefano Giglio in registering through RePEc. If you are Stefano Giglio , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Stefano
Middle Name:
Last Name:Giglio
RePEc Short-ID:pgi162
[This author has chosen not to make the email address public]
Chicago, Illinois (United States)


:1101 East 58th Street, Chicago, Illinois 60637
RePEc:edi:sbuchus (more details at EDIRC)
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  1. Stefano Giglio & Bryan Kelly, 2016. "Excess Volatility: Beyond Discount Rates," NBER Working Papers 22045, National Bureau of Economic Research, Inc.
  2. Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," Working Paper 323746, Harvard University OpenScholar.
  3. Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
  4. Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015. "The Price of Variance Risk," NBER Working Papers 21182, National Bureau of Economic Research, Inc.
  5. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "No-Bubble Condition: Model-free Tests in Housing Markets," NBER Working Papers 20154, National Bureau of Economic Research, Inc.
  6. Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes, 2014. "Very long-run discount rates," Globalization and Monetary Policy Institute Working Paper 182, Federal Reserve Bank of Dallas.
  7. Stefano Giglio & Kelly Shue, 2013. "No News is News: Do Markets Underreact to Nothing?," NBER Working Papers 18914, National Bureau of Economic Research, Inc.
  8. Ian Dew-Becker & Stefano Giglio, 2013. "Asset Pricing in the Frequency Domain: Theory and Empirics," NBER Working Papers 19416, National Bureau of Economic Research, Inc.
  9. John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley, 2012. "An Intertemporal CAPM with Stochastic Volatility," NBER Working Papers 18411, National Bureau of Economic Research, Inc.
  10. Stefano Giglio & Tiago Severo, 2011. "Intangible Capital, Relative Asset Shortages and Bubbles," Levine's Working Paper Archive 786969000000000121, David K. Levine.
  11. Stefano Giglio, 2011. "Credit default swap spreads and systemic financial risk," Proceedings 1122, Federal Reserve Bank of Chicago.
  12. John Y. Campbell & Stefano Giglio & Christopher Polk, 2010. "Hard Times," NBER Working Papers 16222, National Bureau of Economic Research, Inc.
    • Campbell, John Y. & Giglio, Stefano & Polk, Christopher, 2013. "Hard Times," Scholarly Articles 12172786, Harvard University Department of Economics.
  13. John Y. Campbell & Stefano Giglio & Parag Pathak, 2009. "Forced Sales and House Prices," NBER Working Papers 14866, National Bureau of Economic Research, Inc.
  14. Favero, Carlo A. & Giglio, Stefano W, 2006. "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," CEPR Discussion Papers 5793, C.E.P.R. Discussion Papers.
  15. Favero, Carlo A. & Giglio, Stefano W & Honorati, Maddalena & Panunzi, Fausto, 2006. "The Performance of Italian Family Firms," CEPR Discussion Papers 5786, C.E.P.R. Discussion Papers.
    repec:red:sed014:1281 is not listed on IDEAS
  1. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
  2. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2015. "Editor's Choice Very Long-Run Discount Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 130(1), pages 1-53.
  3. Stefano Giglio & Kelly Shue, 2014. "Editor's Choice No News Is News: Do Markets Underreact to Nothing?," Review of Financial Studies, Society for Financial Studies, vol. 27(12), pages 3389-3440.
  4. Giglio, Stefano & Severo, Tiago, 2012. "Intangible capital, relative asset shortages and bubbles," Journal of Monetary Economics, Elsevier, vol. 59(3), pages 303-317.
  5. John Y. Campbell & Stefano Giglio & Parag Pathak, 2011. "Forced Sales and House Prices," American Economic Review, American Economic Association, vol. 101(5), pages 2108-31, August.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2006-10-28 2013-09-28 2014-06-02 2014-07-28 2015-02-28 2015-05-22. Author is listed
  2. NEP-SEA: South East Asia (5) 2014-05-24 2014-06-02 2014-06-14 2015-01-09 2016-02-04. Author is listed
  3. NEP-URE: Urban & Real Estate Economics (5) 2009-04-13 2014-06-02 2015-01-09 2015-12-08 2016-02-04. Author is listed
  4. NEP-ENV: Environmental Economics (4) 2015-01-09 2015-12-08 2015-12-28 2016-02-04
  5. NEP-ENE: Energy Economics (3) 2015-12-08 2015-12-28 2016-02-04
  6. NEP-RMG: Risk Management (3) 2015-02-28 2015-05-22 2015-07-04
  7. NEP-CFN: Corporate Finance (2) 2006-10-28 2006-10-28
  8. NEP-FMK: Financial Markets (2) 2012-09-30 2015-07-04
  9. NEP-BAN: Banking (1) 2015-02-28
  10. NEP-DGE: Dynamic General Equilibrium (1) 2011-12-19
  11. NEP-EFF: Efficiency & Productivity (1) 2006-10-28
  12. NEP-FIN: Finance (1) 2006-10-28
  13. NEP-IFN: International Finance (1) 2015-07-04
  14. NEP-ORE: Operations Research (1) 2015-07-04
  15. NEP-PBE: Public Economics (1) 2006-10-28
  16. NEP-REG: Regulation (1) 2016-02-04
  17. NEP-TID: Technology & Industrial Dynamics (1) 2006-10-28
This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  2. Number of Journal Pages, Weighted by Recursive Impact Factor

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