Issue Date | Title | Author(s) |
23-Nov-2007 | The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models | Lustig, Hanno; Nieuwerburgh, Stijn Van; Verdelhan, Adrien |
21-Nov-2007 | Information Immobility and the Home Bias Puzzle | Nieuwerburgh, Stijn Van; Veldkamp, Laura |
25-Aug-2003 | Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective | Nieuwerburgh, Stijn Van |
31-Jul-2005 | Information Immobility and the Home Bias Puzzle | Nieuwerburgh, Stijn Van; Veldkamp, Laura |
9-Jan-2012 | The Macroeconomic Effects of Housing Wealth, Housing Finance, and
Limited Risk-Sharing in General Equilibrium | Favilukis, Jack; Ludvigson, Sydney C.; Nieuwerburgh, Stijn Van |
9-Jan-2012 | Reconciling the Return Predictability Evidence In-Sample Forecasts,
Out-of-Sample Forecasts, and Parameter Instability* | Nieuwerburgh, Stijn Van; Lettau, Martin |
9-Jan-2012 | Health and Mortality Delta: Assessing the Welfare Cost of Household
Insurance Choice | Nieuwerburgh, Stijn Van; Yogo, Motohiro; Koijen, Ralph S. J. |
9-Jan-2012 | Rational Attention Allocation over the Business Cycle | Nieuwerburgh, Stijn Van; Kacperczyk, Marcin T.; Veldkamp, Laura |
9-Jan-2012 | Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide
Government Guarantees | Nieuwerburgh, Stijn Van; Lustig, Hanno N.; Kelly, Bryan T. |
9-Jan-2012 | The Joy of Giving or Assisted Living? Using Strategic Surveys to
Separate Bequest and Precautionary Motives | Nieuwerburgh, Stijn Van |