Stefano Giglio
Personal Details
First Name: | Stefano |
Middle Name: | |
Last Name: | Giglio |
Suffix: | |
RePEc Short-ID: | pgi162 |
| |
https://sites.google.com/view/stefanogiglio/ | |
Terminal Degree: | 2011 Department of Economics; Harvard University (from RePEc Genealogy) |
Affiliation
School of Management
Yale University
New Haven, Connecticut (United States)https://som.yale.edu/
RePEc:edi:smyalus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022. "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers 30703, National Bureau of Economic Research, Inc.
- Stefano Giglio & Dacheng Xiu & Dake Zhang, 2021.
"Test Assets and Weak Factors,"
NBER Working Papers
29002, National Bureau of Economic Research, Inc.
- Xiu, Dacheng & Zhang, Dake, 2021. "Test Assets and Weak Factors," CEPR Discussion Papers 16307, C.E.P.R. Discussion Papers.
- Stefano Giglio & Bryan T. Kelly & Johannes Stroebel, 2020.
"Climate Finance,"
NBER Working Papers
28226, National Bureau of Economic Research, Inc.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2021. "Climate Finance," Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 15-36, November.
- Giglio, Stefano & Kelly, Bryan, 2020. "Climate Finance," CEPR Discussion Papers 15557, C.E.P.R. Discussion Papers.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2020. "Climate Finance," CESifo Working Paper Series 8772, CESifo.
- Ian Dew-Becker & Stefano Giglio, 2020.
"Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data,"
NBER Working Papers
27864, National Bureau of Economic Research, Inc.
- Dew-Becker, Ian, 2021. "Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data," CEPR Discussion Papers 16306, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020.
"Inside the Mind of a Stock Market Crash,"
NBER Working Papers
27272, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020. "Inside the Mind of a Stock Market Crash," Papers 2004.01831, arXiv.org, revised May 2020.
- Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen P., 2020. "Inside the Mind of a Stock Market Crash," CEPR Discussion Papers 14813, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020. "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series 8334, CESifo.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019.
"Five Facts about Beliefs and Portfolios,"
NBER Working Papers
25744, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021. "Five Facts about Beliefs and Portfolios," American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
- Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen, 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five facts about beliefs and portfolios," CESifo Working Paper Series 7666, CESifo.
- Robert F. Engle III & Stefano Giglio & Bryan T. Kelly & Heebum Lee & Johannes Stroebel, 2019.
"Hedging Climate Change News,"
NBER Working Papers
25734, National Bureau of Economic Research, Inc.
- Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020. "Hedging Climate Change News," Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
- Engle III, Robert F & Giglio, Stefano W & Kelly, Bryan & Lee, Heebum & Ströbel, Johannes, 2019. "Hedging Climate Change News," CEPR Discussion Papers 13730, C.E.P.R. Discussion Papers.
- Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019. "Hedging climate change news," CESifo Working Paper Series 7655, CESifo.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019.
"Taming the Factor Zoo: A Test of New Factors,"
NBER Working Papers
25481, National Bureau of Economic Research, Inc.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020. "Taming the Factor Zoo: A Test of New Factors," Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Feng, Guanhao & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019.
"Hedging Macroeconomic and Financial Uncertainty and Volatility,"
NBER Working Papers
26323, National Bureau of Economic Research, Inc.
- Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021. "Hedging macroeconomic and financial uncertainty and volatility," Journal of Financial Economics, Elsevier, vol. 142(1), pages 23-45.
- Dew-Becker, Ian & Kelly, Bryan, 2020. "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers 15239, C.E.P.R. Discussion Papers.
- Stefano Giglio & Dacheng Xiu, 2017. "Inference on Risk Premia in the Presence of Omitted Factors," NBER Working Papers 23527, National Bureau of Economic Research, Inc.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2017.
"Uncertainty Shocks as Second-Moment News Shocks,"
NBER Working Papers
23796, National Bureau of Economic Research, Inc.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2020. "Uncertainty Shocks as Second-Moment News Shocks," Review of Economic Studies, Oxford University Press, vol. 87(1), pages 40-76.
- Stefano Giglio & Ian Dew-Becker & David Berger, 2017. "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers 403, Society for Economic Dynamics.
- Stefano Giglio & Ian Dew-Becker & David Berger, 2016. "Contractionary Volatility or Volatile Contractions?," 2016 Meeting Papers 673, Society for Economic Dynamics.
- Stefano Giglio & Bryan Kelly, 2016.
"Excess Volatility: Beyond Discount Rates,"
NBER Working Papers
22045, National Bureau of Economic Research, Inc.
- Stefano Giglio & Bryan Kelly, 2018. "Excess Volatility: Beyond Discount Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 133(1), pages 71-127.
- 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.
- Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change]," Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
- Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes & Weber, Andreas, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers 10958, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CESifo Working Paper Series 5608, CESifo.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers 21767, National Bureau of Economic Research, Inc.
- 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.
- Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius, 2017. "The price of variance risk," Journal of Financial Economics, Elsevier, vol. 123(2), pages 225-250.
- 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.
- 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.
- 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.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016. "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
- Matteo Maggiori & Stefano Giglio & Johannes Stroebel, "undated". "No-Bubble Condition: Model-Free Tests in Housing Markets," Working Paper 181786, Harvard University OpenScholar.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014.
"Very long-run discount rates,"
Globalization Institute Working Papers
182, Federal Reserve Bank of Dallas.
- Matteo Maggiori & Johannes Stroebel & Stefano Giglio, 2014. "Very Long Run Discount Rates," 2014 Meeting Papers 1281, Society for Economic Dynamics.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "Very Long-Run Discount Rates," NBER Working Papers 20133, National Bureau of Economic Research, Inc.
- Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes, 2014. "Very Long-Run Discount Rates," CEPR Discussion Papers 9978, C.E.P.R. Discussion Papers.
- 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.
- Ian Dew-Becker & Stefano Giglio, 2016. "Asset Pricing in the Frequency Domain: Theory and Empirics," Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2029-2068.
- Stefano Giglio & Ian Dew-Becker, 2013. "Asset pricing in the frequency domain: theory and empirics," 2013 Meeting Papers 1244, Society for Economic Dynamics.
- Stefano Giglio & Kelly Shue, 2013. "No News is News: Do Markets Underreact to Nothing?," NBER Working Papers 18914, National Bureau of Economic Research, Inc.
- 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.
- Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018. "An intertemporal CAPM with stochastic volatility," Journal of Financial Economics, Elsevier, vol. 128(2), pages 207-233.
- Campbell, John Y & Giglio, Stefano W & Polk, Christopher & Turley, Robert, 2015. "An Intertemporal CAPM with Stochastic Volatility," CEPR Discussion Papers 10681, C.E.P.R. Discussion Papers.
- Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018. "An Intertemporal CAPM with stochastic volatility," LSE Research Online Documents on Economics 69634, London School of Economics and Political Science, LSE Library.
- Stefano Giglio, 2011.
"Credit default swap spreads and systemic financial risk,"
Proceedings
1122, Federal Reserve Bank of Chicago.
- Giglio, Stefano, 2016. "Credit default swap spreads and systemic financial risk," ESRB Working Paper Series 15, European Systemic Risk Board.
- Stefano Giglio & Tiago Severo, 2011.
"Intangible Capital, Relative Asset Shortages and Bubbles,"
Levine's Working Paper Archive
786969000000000121, David K. Levine.
- Giglio, Stefano & Severo, Tiago, 2012. "Intangible capital, relative asset shortages and bubbles," Journal of Monetary Economics, Elsevier, vol. 59(3), pages 303-317.
- Mr. Stefano Giglio & Tiago Severo, 2011. "Intangible Capital, Relative Asset Shortages and Bubbles," IMF Working Papers 2011/271, International Monetary Fund.
- John Y. Campbell & Stefano Giglio & Christopher Polk, 2010.
"Hard Times,"
NBER Working Papers
16222, National Bureau of Economic Research, Inc.
- John Y. Campbell & Stefano Giglio & Christopher Polk, 2013. "Hard Times," The Review of Asset Pricing Studies, Oxford University Press, vol. 3(1), pages 95-132.
- Campbell, John Y. & Giglio, Stefano & Polk, Christopher, 2013. "Hard Times," Scholarly Articles 12172786, Harvard University Department of Economics.
- John Y. Campbell & Stefano Giglio & Parag Pathak, 2009.
"Forced Sales and House Prices,"
NBER Working Papers
14866, National Bureau of Economic Research, Inc.
- John Y. Campbell & Stefano Giglio & Parag Pathak, 2011. "Forced Sales and House Prices," American Economic Review, American Economic Association, vol. 101(5), pages 2108-2131, August.
- Giglio, Stefano & Pathak, Parag & Campbell, John Y., 2011. "Forced Sales and House Prices," Scholarly Articles 9887623, Harvard University Department of Economics.
- 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.
- 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.
- Carlo A. Favero & Stefano W. Giglio, 2006. "Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods," Working Papers 312, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
Articles
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2021.
"Climate Finance,"
Annual Review of Financial Economics, Annual Reviews, vol. 13(1), pages 15-36, November.
- Stefano Giglio & Bryan T. Kelly & Johannes Stroebel, 2020. "Climate Finance," NBER Working Papers 28226, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Kelly, Bryan, 2020. "Climate Finance," CEPR Discussion Papers 15557, C.E.P.R. Discussion Papers.
- Stefano Giglio & Bryan Kelly & Johannes Stroebel, 2020. "Climate Finance," CESifo Working Paper Series 8772, CESifo.
- Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021.
"Hedging macroeconomic and financial uncertainty and volatility,"
Journal of Financial Economics, Elsevier, vol. 142(1), pages 23-45.
- Dew-Becker, Ian & Kelly, Bryan, 2020. "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers 15239, C.E.P.R. Discussion Papers.
- Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019. "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers 26323, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021.
"Climate Change and Long-Run Discount Rates: Evidence from Real Estate [Abrupt climate change],"
Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3527-3571.
- Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes & Weber, Andreas, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers 10958, C.E.P.R. Discussion Papers.
- 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.
- Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CESifo Working Paper Series 5608, CESifo.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber, 2015. "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," NBER Working Papers 21767, National Bureau of Economic Research, Inc.
- Stefano Giglio & Dacheng Xiu, 2021. "Asset Pricing with Omitted Factors," Journal of Political Economy, University of Chicago Press, vol. 129(7), pages 1947-1990.
- Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang, 2021.
"Thousands of Alpha Tests [The performance of hedge funds: Risk, return, and incentives],"
Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3456-3496.
- Stefano Giglio & Yuan Liao & Dacheng Xiu, 2021. "Thousands of Alpha Tests," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3456, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021. "The joint dynamics of investor beliefs and trading during the COVID-19 crash," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(4), pages 2010316118-, January.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021.
"Five Facts about Beliefs and Portfolios,"
American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five Facts about Beliefs and Portfolios," NBER Working Papers 25744, National Bureau of Economic Research, Inc.
- Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen, 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five facts about beliefs and portfolios," CESifo Working Paper Series 7666, CESifo.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2020.
"Uncertainty Shocks as Second-Moment News Shocks,"
Review of Economic Studies, Oxford University Press, vol. 87(1), pages 40-76.
- Stefano Giglio & Ian Dew-Becker & David Berger, 2017. "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers 403, Society for Economic Dynamics.
- David Berger & Ian Dew-Becker & Stefano Giglio, 2017. "Uncertainty Shocks as Second-Moment News Shocks," NBER Working Papers 23796, National Bureau of Economic Research, Inc.
- Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020.
"Hedging Climate Change News,"
Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
- Engle III, Robert F & Giglio, Stefano W & Kelly, Bryan & Lee, Heebum & Ströbel, Johannes, 2019. "Hedging Climate Change News," CEPR Discussion Papers 13730, C.E.P.R. Discussion Papers.
- Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel, 2019. "Hedging climate change news," CESifo Working Paper Series 7655, CESifo.
- Robert F. Engle III & Stefano Giglio & Bryan T. Kelly & Heebum Lee & Johannes Stroebel, 2019. "Hedging Climate Change News," NBER Working Papers 25734, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2020. "Reply to “Rational Bubbles in UK Housing Markets”," Econometrica, Econometric Society, vol. 88(4), pages 1767-1770, July.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Feng, Guanhao & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018.
"An intertemporal CAPM with stochastic volatility,"
Journal of Financial Economics, Elsevier, vol. 128(2), pages 207-233.
- Campbell, John Y & Giglio, Stefano W & Polk, Christopher & Turley, Robert, 2015. "An Intertemporal CAPM with Stochastic Volatility," CEPR Discussion Papers 10681, C.E.P.R. Discussion Papers.
- 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.
- Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018. "An Intertemporal CAPM with stochastic volatility," LSE Research Online Documents on Economics 69634, London School of Economics and Political Science, LSE Library.
- Stefano Giglio & Bryan Kelly, 2018.
"Excess Volatility: Beyond Discount Rates,"
The Quarterly Journal of Economics, Oxford University Press, vol. 133(1), pages 71-127.
- Stefano Giglio & Bryan Kelly, 2016. "Excess Volatility: Beyond Discount Rates," NBER Working Papers 22045, National Bureau of Economic Research, Inc.
- Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius, 2017.
"The price of variance risk,"
Journal of Financial Economics, Elsevier, vol. 123(2), pages 225-250.
- 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.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016.
"No‐Bubble Condition: Model‐Free Tests in Housing Markets,"
Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
- Matteo Maggiori & Stefano Giglio & Johannes Stroebel, "undated". "No-Bubble Condition: Model-Free Tests in Housing Markets," Working Paper 181786, Harvard University OpenScholar.
- 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.
- Ian Dew-Becker & Stefano Giglio, 2016.
"Asset Pricing in the Frequency Domain: Theory and Empirics,"
Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2029-2068.
- Stefano Giglio & Ian Dew-Becker, 2013. "Asset pricing in the frequency domain: theory and empirics," 2013 Meeting Papers 1244, Society for Economic Dynamics.
- 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.
- 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.
- 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.
- 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.
- 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.
- John Y. Campbell & Stefano Giglio & Christopher Polk, 2013.
"Hard Times,"
The Review of Asset Pricing Studies, Oxford University Press, vol. 3(1), pages 95-132.
- 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.
- Giglio, Stefano & Severo, Tiago, 2012.
"Intangible capital, relative asset shortages and bubbles,"
Journal of Monetary Economics, Elsevier, vol. 59(3), pages 303-317.
- Stefano Giglio & Tiago Severo, 2011. "Intangible Capital, Relative Asset Shortages and Bubbles," Levine's Working Paper Archive 786969000000000121, David K. Levine.
- Mr. Stefano Giglio & Tiago Severo, 2011. "Intangible Capital, Relative Asset Shortages and Bubbles," IMF Working Papers 2011/271, International Monetary Fund.
- John Y. Campbell & Stefano Giglio & Parag Pathak, 2011.
"Forced Sales and House Prices,"
American Economic Review, American Economic Association, vol. 101(5), pages 2108-2131, August.
- John Y. Campbell & Stefano Giglio & Parag Pathak, 2009. "Forced Sales and House Prices," NBER Working Papers 14866, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Pathak, Parag & Campbell, John Y., 2011. "Forced Sales and House Prices," Scholarly Articles 9887623, Harvard University Department of Economics.
Chapters
- Stefano Giglio & Yuan Liao & Dacheng Xiu, 2021.
"Thousands of Alpha Tests,"
NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3456,
National Bureau of Economic Research, Inc.
- Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang, 2021. "Thousands of Alpha Tests [The performance of hedge funds: Risk, return, and incentives]," Review of Financial Studies, Society for Financial Studies, vol. 34(7), pages 3456-3496.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 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.- NEP-RMG: Risk Management (17) 2015-02-28 2015-05-22 2015-07-04 2016-09-11 2017-04-09 2017-09-24 2019-04-15 2019-05-27 2019-07-08 2019-09-09 2019-10-14 2020-04-20 2021-01-25 2021-02-08 2021-05-17 2021-05-31 2023-01-02. Author is listed
- NEP-ENV: Environmental Economics (10) 2015-01-09 2015-12-08 2015-12-28 2016-02-04 2019-04-15 2019-05-27 2019-07-08 2021-01-25 2021-05-17 2023-01-02. Author is listed
- NEP-MAC: Macroeconomics (10) 2006-10-28 2013-09-28 2014-06-02 2014-07-28 2015-02-28 2015-05-22 2017-09-24 2019-04-22 2019-10-14 2020-10-19. Author is listed
- NEP-FMK: Financial Markets (6) 2012-09-30 2015-07-04 2019-04-15 2020-04-20 2020-07-27 2023-01-02. Author is listed
- NEP-SEA: South East Asia (6) 2014-05-24 2014-06-02 2014-06-14 2015-01-09 2015-03-05 2016-02-04. Author is listed
- 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
- NEP-ENE: Energy Economics (4) 2015-12-08 2015-12-28 2016-02-04 2023-01-02
- NEP-MST: Market Microstructure (4) 2020-04-20 2020-06-29 2020-07-27 2021-06-28
- NEP-ECM: Econometrics (3) 2017-06-25 2019-02-04 2021-07-26
- NEP-ORE: Operations Research (3) 2015-07-04 2017-06-25 2019-09-09
- NEP-BAN: Banking (2) 2015-02-28 2017-04-09
- NEP-CFN: Corporate Finance (2) 2006-10-28 2006-10-28
- NEP-CWA: Central & Western Asia (2) 2021-05-31 2021-06-28
- NEP-FDG: Financial Development & Growth (2) 2021-01-25 2021-02-08
- NEP-IFN: International Finance (2) 2015-07-04 2020-10-19
- NEP-BEC: Business Economics (1) 2020-10-19
- NEP-BIG: Big Data (1) 2020-07-27
- NEP-CMP: Computational Economics (1) 2020-07-27
- NEP-EFF: Efficiency & Productivity (1) 2006-10-28
- NEP-ETS: Econometric Time Series (1) 2019-02-04
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-PBE: Public Economics (1) 2006-10-28
- NEP-REG: Regulation (1) 2016-02-04
- NEP-TID: Technology & Industrial Dynamics (1) 2006-10-28
- NEP-UPT: Utility Models & Prospect Theory (1) 2021-05-31
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