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Van Nieuwerburgh, Stijn's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
14,463 |
Total
Citations
1,035 |
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1.
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The Cross-Section and Time-Series of Stock and Bond Returns
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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11 Feb 09
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Last Revised:
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28 Sep 12
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2,350
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28
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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2
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28
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bond risk premium, cross-section of stock returns
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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69
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28
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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11 Feb 09
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Last Revised:
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30 Aug 12
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2,279
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28
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2.
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Mortgage Timing
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Hemert, Otto New York University (NYU) - Department of Finance Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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10 Sep 07
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Last Revised:
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06 Jul 10
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1,289
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19
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Hemert, Otto New York University (NYU) - Department of Finance Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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1,264
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Hemert, Otto New York University (NYU) - Department of Finance Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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3.
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Rational Attention Allocation over the Business Cycle
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Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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Posted:
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29 May 09
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Last Revised:
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15 Aug 12
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1,068
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21
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Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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21
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21
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Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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29 May 09
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15 Aug 12
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1,047
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information choice, investment management, business cycle
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4.
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Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
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Kelly, Bryan T. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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15 Feb 11
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Last Revised:
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28 Sep 12
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1,190
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6
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Kelly, Bryan T. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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2
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6
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financial crisis, government bailout, option pricing models, systemic risk, too-big-to-fail
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Kelly, Bryan T. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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22
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6
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Kelly, Bryan T. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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17 Mar 11
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07 Nov 11
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107
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systemic risk, government bailout, too-big-to-fail, option pricing models, disaster models, financial crisis
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Kelly, Bryan T. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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15 Feb 11
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23 Mar 12
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1,059
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systemic risk, too-big-to-fail, option pricing, government bailout, financial disaster models
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5.
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Time-Varying Fund Manager Skill
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Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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Posted:
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16 Nov 11
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Last Revised:
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06 Dec 12
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1,194
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7
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Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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1
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7
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BUSINESS CYCLE, MUTUAL FUNDS, SKILLS
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Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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20
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Kacperczyk, Marcin T. New York University (NYU) - Leonard N. Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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16 Nov 11
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Last Revised:
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06 Dec 12
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1,173
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7
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mutual funds, skills, business cycle
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6.
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Predictability of Returns and Cash Flows
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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12 Dec 10
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Last Revised:
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10 Jan 12
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1,007
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17
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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0
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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25
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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12 Dec 10
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Last Revised:
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09 Jan 11
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982
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return predictability, present-value moel, dividend growth predictability
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7.
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The Wealth-Consumption Ratio
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Verdelhan, Adrien National Bureau of Economic Research (NBER)
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Posted:
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21 Mar 08
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Last Revised:
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31 Mar 13
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1,092
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29
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Verdelhan, Adrien National Bureau of Economic Research (NBER)
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6
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29
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discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Verdelhan, Adrien National Bureau of Economic Research (NBER)
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09 Mar 09
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Last Revised:
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31 Mar 13
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1,069
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Verdelhan, Adrien National Bureau of Economic Research (NBER)
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8.
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Information Immobility and the Home Bias Puzzle
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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Posted:
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21 Nov 05
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Last Revised:
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11 Jul 10
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716
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81
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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48
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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156
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81
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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35
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79
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Home bias, asymmetric information, learning
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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21 Nov 05
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06 May 08
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458
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79
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Home bias, asymmetric information, information theory, local bias
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9.
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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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10 May 10
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Last Revised:
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16 Feb 12
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467
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29
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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30
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29
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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30
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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10 May 10
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Last Revised:
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09 Jan 11
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388
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29
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10.
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Information Acquisition and Under-Diversification
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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Posted:
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16 Nov 04
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Last Revised:
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03 Jul 10
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359
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64
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Veldkamp, Laura New York University - Stern School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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43
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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16 Nov 04
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17 Mar 08
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301
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63
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Information choice, portfolio theory, learning, asymmetric information
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11.
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Reconciling the Return Predictability Evidence
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Lettau, Martin University of California - Haas School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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03 Mar 06
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Last Revised:
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04 Aug 10
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348
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106
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Lettau, Martin University of California - Haas School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Lettau, Martin University of California - Haas School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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12, 14
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Lettau, Martin University of California - Haas School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Lettau, Martin University of California - Haas School of Business
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295
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return predictability, structural breaks
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12.
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Why Has House Price Dispersion Gone Up?
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier University of California, Los Angeles
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Posted:
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10 Aug 06
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Last Revised:
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25 Feb 09
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337
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier University of California, Los Angeles
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03 Nov 08
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25 Feb 09
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225
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier University of California, Los Angeles
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Weill, Pierre-Olivier University of California, Los Angeles
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87
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house price, income inequality, supply regulation
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13.
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Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Yogo, Motohiro Federal Reserve Bank of Minneapolis
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Posted:
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10 May 11
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Last Revised:
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15 Dec 12
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330
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Yogo, Motohiro Federal Reserve Bank of Minneapolis
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Yogo, Motohiro Federal Reserve Bank of Minneapolis
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10 May 11
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15 Dec 12
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327
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Annuity, Health insurance, Life insurance, Life-cycle model, Health expenditure
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14.
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Technological Change and the Growing Inequality in Managerial Compensation
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Syverson, Chad University of Chicago - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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25 Jan 09
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Last Revised:
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10 Aug 10
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330
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5
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Syverson, Chad University of Chicago - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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09 Mar 09
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10 Aug 10
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308
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Syverson, Chad University of Chicago - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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15.
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The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives
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Ameriks, John The Vanguard Group, Inc. Caplin, Andrew New York University (NYU) - Department of Economics Laufer, Steven Federal Reserve Board Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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27 Apr 07
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Last Revised:
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08 Jun 10
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328
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19
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Ameriks, John The Vanguard Group, Inc. Caplin, Andrew New York University (NYU) - Department of Economics Laufer, Steven Federal Reserve Board Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Ameriks, John The Vanguard Group, Inc. Caplin, Andrew New York University (NYU) - Department of Economics Laufer, Steven Federal Reserve Board Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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27 Apr 07
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08 Jun 10
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313
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public care aversion, annuity puzzle, bequest, long-term care, survey methodology, household finance
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16.
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Kelly, Bryan T. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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300
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17.
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Buelens, Frans University of Antwerp Cuyvers, Ludo affiliation not provided to SSRN
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208
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6
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18.
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Kelly, Bryan T. University of Chicago - Booth School of Business Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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| Posted: |
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07 Dec 12
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Last Revised:
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31 Mar 13
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206
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Volatility, networks, firm growth, firm volatility
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19.
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A Theory of Housing Collateral, Consumption Insurance and Risk Premia
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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16 Nov 04
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20 Apr 09
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202
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42
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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53
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40
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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15
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40
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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29
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42
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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105
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42
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Housing collateral, risk sharing, risk premia
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20.
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Monetary Policy in an Equilibrium Portfolio Balance Model
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Kumhof, Michael International Monetary Fund (IMF) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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193
(73,614)
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1
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Kumhof, Michael International Monetary Fund (IMF) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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193
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1
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21.
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Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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23 Jun 04
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Last Revised:
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27 Aug 12
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150
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129
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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11
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108
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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17
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108
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Asset Pricing, Risk Sharing
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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8
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108
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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| Posted: |
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23 Jun 04
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Last Revised:
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27 Aug 12
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114
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129
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Asset Pricing, Risk Sharing
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22.
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How Much Does Household Collateral Constrain Regional Risk Sharing?
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
|
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Posted:
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01 Jun 04
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Last Revised:
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27 Aug 12
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118
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33
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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| Posted: |
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03 Nov 08
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Last Revised:
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16 Oct 09
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21
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26
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Regional risk sharing, housing collateral
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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| Posted: |
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09 Jul 08
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Last Revised:
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27 Aug 12
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74
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26
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Risk Sharing, Collateral, Real Estate
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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23
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33
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23.
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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113
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60
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24.
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Lettau, Martin University of California - Haas School of Business
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112
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12
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25.
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Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability
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Lettau, Martin University of California - Haas School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Posted:
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23 Jan 06
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Last Revised:
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23 Dec 08
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58
(125,285)
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12
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Lettau, Martin University of California - Haas School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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20
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7
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Lettau, Martin University of California - Haas School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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13
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7
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Lettau, Martin University of California - Haas School of Business
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25
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12
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Predictibility, Stock returns, dividend price ratio, price ratios, out-of-sample test
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26.
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A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention
|
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Kumhof, Michael International Monetary Fund (IMF) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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71
(148,229)
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1
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Kumhof, Michael International Monetary Fund (IMF) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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71
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1
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Sterilized intervention, fiscal non-neutrality, currency risk premium, portfolio balance theory
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27.
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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
|
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
|
|
Posted:
|
|
05 Oct 05
|
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Last Revised:
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27 Aug 12
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59
(185,155)
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35
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
|
| Posted: |
|
03 Nov 08
|
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Last Revised:
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27 Aug 12
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33
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35
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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0
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G12, G14, G33
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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26
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35
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28.
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Vestman, Roine Stockholm Institute for Financial Research (SIFR)
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55
(191,624)
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1
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Consumption measurement, consumption inequality, measurement error, surveys, household finance
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29.
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Learning Asymmetries in Real Business Cycles
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
|
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Posted:
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03 Nov 08
|
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Last Revised:
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23 Dec 08
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39
(221,660)
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29
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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28
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29
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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11
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29
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30.
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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38
(223,807)
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7
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31.
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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| Posted: |
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13 Jan 12
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Last Revised:
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24 Feb 12
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31
(240,342)
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32.
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Can Housing Collateral Explain Long-Run Swings in Asset Returns?
|
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
|
|
Posted:
|
|
22 Dec 06
|
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Last Revised:
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17 May 07
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27
(209,506)
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23
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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27
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23
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33.
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance Veldkamp, Laura New York University - Stern School of Business
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25
(257,852)
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59
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34.
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Lustig, Hanno N. National Bureau of Economic Research (NBER) Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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23
(264,616)
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124
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35.
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Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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22
(267,995)
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3
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36.
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Favilukis, Jack London School of Economics & Political Science (LSE) Kohn, David New York University (NYU) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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8
(316,372)
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2
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