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Macro Finance

Collection's Items: 21 to 40 of 76

Issue DateTitleAuthor(s)
Mar-2002Financial Innovation, Market Participation and Asset PricesCalvet, Laurent; Gonzalez-Eiras, Martín; Sodini, Paolo
13-Sep-1999Financial Markets and Firm DynamicsCooley, Thomas F.; Quadrini, Vincenzo
1-Jul-2002Fixed Income PricingDai, Qiang; Singleton, Kenneth
22-May-2002From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit FormationDai, Qiang
15-Mar-2002Habit Formation and Returns on Bonds and StocksWachter, Jessica A.
11-May-2004Housing Collateral and Consumption Insurance Across US RegionsLustig, Hanno; Nieuwerburgh, Stijn Van
16-Feb-2004Housing Collateral, Consumption Insurance and Risk Premia: An Empirical PerspectiveLustig, Hanno; Nieuwerburgh, Stijn Van
25-Aug-2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical PerspectiveNieuwerburgh, Stijn Van
10-Jun-2003Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign ExchangeFrydman, Roman; Goldberg, Michael D.
3-Nov-2000Inflation, Financial Development and GrowthRousseau, Peter L.; Wachtel, Paul
Apr-2004Inflation, Output, and WelfareLagos, Ricardo; Rocheteau, Guillaume
17-May-2004Information Markets and the Comovement of Asset PricesVeldkamp, Laura L.
17-May-2004Information Markets and the Comovement of Asset PricesVeldkamp, Laura L..
30-Oct-2001Investor Protection and Equity MarketsShleifer, Andrei
28-Oct-2003Investor Protection, Optimal Incentives, and Economic GrowthCastro, Rui; Clementi, Gian Luca; MacDonald, Glenn
Sep-1999The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and EvidenceShapiro, Alexander
2-Nov-2003Investor Sentiment and the Cross-Section of Stock ReturnsBaker, Malcolm; Wurgler, Jeffrey
Jan-1999The IT Revolution and the Stock MarketGreenwood, Jeremy; Jovanovic, Boyan
18-Feb-2008Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing ModelsChen, Xiaohong; Ludvigson, Sydney C.
3-Jul-2003Learning Asymmetries in Real Business CyclesNieuwerburgh, Stijn Van; Veldkamp, Laura