Author Page for Motohiro Yogo

University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics

Downloads 6,633 (2,322)

Citation 8

Abstract:

Which Investors Matter for Equity Valuations and Expected Returns?

NBER Working Paper No. w27402

Number of pages: 76 Posted: 22 Jun 2020 Last Revised: 17 May 2023

Ralph S. J. Koijen, Robert Richmond and Motohiro Yogo

University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics

Downloads 104 (536,503)

Citation 2

Abstract:

Which Investors Matter for Equity Valuations and Expected Returns?

CEPR Discussion Paper No. DP14890

Number of pages: 56 Posted: 16 Jun 2020

Ralph S. J. Koijen, Robert Richmond and Motohiro Yogo

University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics

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Citation 41

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Abstract:

3.

Asset Embeddings

Number of pages: 52 Posted: 20 Jul 2023 Last Revised: 25 Sep 2024

Xavier Gabaix, Ralph S. J. Koijen, Robert Richmond and Motohiro Yogo

Harvard University - Department of Economics, University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics

Downloads 4,997 (3,844)

Abstract:

4.

What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?

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Citation 88

2

What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?

Journal of Financial Economics (JFE), Vol. 105, No. 3, 2012, AFA 2010 Atlanta Meetings Paper

Number of pages: 46 Posted: 22 Mar 2009 Last Revised: 24 Jun 2012

Harrison G. Hong and Motohiro Yogo

Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

Downloads 4,386 (4,693)

Citation 13

Abstract:

What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?

NBER Working Paper No. w16712

Number of pages: 47 Posted: 24 Jan 2011 Last Revised: 02 Mar 2023

Harrison G. Hong and Motohiro Yogo

Columbia University, Graduate School of Arts and Sciences, Department of Economics and Princeton University - Department of Economics

Downloads 149 (406,380)

Citation 75

Abstract:

5.

Shadow Insurance

Econometrica, Vol. 84, No. 3, 2016, Swiss Finance Institute Research Paper No. 14-64

Number of pages: 50 Posted: 06 Sep 2013 Last Revised: 19 May 2016

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 3,730 (6,143)

Citation 7

Abstract:

Shadow Insurance

NBER Working Paper No. w19568

Number of pages: 51 Posted: 25 Oct 2013 Last Revised: 21 Jun 2023

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 100 (551,881)

Citation 31

Abstract:

6.

Testing for Weak Instruments in Linear IV Regression

Downloads 3,685 ( 6,394)

Citation 449

2

Testing for Weak Instruments in Linear IV Regression

IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005

Number of pages: 48 Posted: 07 Jan 2011 Last Revised: 31 Jul 2013

James H. Stock and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 3,241 (7,731)

Citation 76

Abstract:

Testing for Weak Instruments in Linear IV Regression

NBER Working Paper No. t0284

Number of pages: 73 Posted: 02 Apr 2003 Last Revised: 13 Apr 2023

James H. Stock and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 444 (133,894)

Citation 373

Abstract:

7.

Exchange Rates and Asset Prices in a Global Demand System

Downloads 3,360 ( 7,429)

Citation 25

3

Exchange Rates and Asset Prices in a Global Demand System

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-91

Number of pages: 75 Posted: 18 Jun 2019 Last Revised: 09 Dec 2024

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 3,277 (7,578)

Citation 2

Abstract:

Exchange Rates and Asset Prices in a Global Demand System

NBER Working Paper No. w27342

Number of pages: 76 Posted: 09 Jun 2020 Last Revised: 18 Mar 2023

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 83 (622,043)

Abstract:

Exchange Rates and Asset Prices in a Global Demand System

CEPR Discussion Paper No. DP14874

Number of pages: 56 Posted: 16 Jun 2020

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Citation 23

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Abstract:

8.

Asset Demand of U.S. Households

Downloads 3,271 ( 7,689)

Citation 1

1

Asset Demand of U.S. Households

Number of pages: 62 Posted: 20 Oct 2022 Last Revised: 04 Sep 2024

Xavier Gabaix, Ralph S. J. Koijen, Federico Mainardi, Sangmin Oh and Motohiro Yogo

Harvard University - Department of Economics, University of Chicago - Booth School of Business, University of Chicago - Booth School of Business, Columbia University - Columbia Business School, Finance and Princeton University - Department of Economics

Downloads 3,271 (7,600)

Citation 1

Abstract:

9.

Inspecting the Mechanism of Quantitative Easing in the Euro Area

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Citation 96

3

Inspecting the Mechanism of Quantitative Easing in the Euro Area

Journal of Financial Economics (JFE), Vol. 140, No. 1, 2021, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-100, Banque de France Working Paper No. 601

Number of pages: 46 Posted: 09 Sep 2016 Last Revised: 06 Mar 2021

Ralph S. J. Koijen, Francois Koulischer, Benoît Nguyen and Motohiro Yogo

University of Chicago - Booth School of Business, University of Luxembourg, European Central Bank (ECB) - Directorate General Market Operations and Princeton University - Department of Economics

Downloads 2,475 (11,808)

Citation 27

Abstract:

Inspecting the Mechanism of Quantitative Easing in the Euro Area

NBER Working Paper No. w26152

Number of pages: 47 Posted: 20 Aug 2019 Last Revised: 17 Jun 2023

Ralph S. J. Koijen, Francois Koulischer, Benoît Nguyen and Motohiro Yogo

University of Chicago - Booth School of Business, University of Luxembourg, European Central Bank (ECB) - Directorate General Market Operations and Princeton University - Department of Economics

Downloads 48 (823,489)

Abstract:

Inspecting the Mechanism of Quantitative Easing in the Euro Area

CEPR Discussion Paper No. DP13906

Number of pages: 48 Posted: 20 Aug 2019

Ralph S. J. Koijen, Francois Koulischer, Benoît Nguyen and Motohiro Yogo

University of Chicago - Booth School of Business, University of Luxembourg, European Central Bank (ECB) - Directorate General Market Operations and Princeton University - Department of Economics

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Citation 69

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Abstract:

10.

Efficient Tests of Stock Return Predictability

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Citation 65

2

Efficient Tests of Stock Return Predictability

Journal of Financial Economics (JFE), Vol. 81, No. 1, 2006

Number of pages: 56 Posted: 23 Oct 2002 Last Revised: 17 Jun 2009

John Y. Campbell and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 1,909 (17,934)

Citation 29

Abstract:

Efficient Tests of Stock Return Predictability

NBER Working Paper No. w10026

Number of pages: 57 Posted: 14 Oct 2003 Last Revised: 25 Nov 2022

John Y. Campbell and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 274 (228,116)

Citation 36

Abstract:

11.

The Fragility of Market Risk Insurance

Downloads 2,157 (14,999)

Citation 62

3

The Fragility of Market Risk Insurance

Journal of Finance, Vol. 77, No. 2, 2022, Becker Friedman Institute for Research in Economics Working Paper No. 2018-9

Number of pages: 60 Posted: 24 May 2017 Last Revised: 11 Mar 2022

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 2,085 (15,527)

Citation 7

Abstract:

The Fragility of Market Risk Insurance

NBER Working Paper No. w24182

Number of pages: 61 Posted: 09 Jan 2018 Last Revised: 05 Feb 2023

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 72 (674,399)

Citation 55

Abstract:

The Fragility of Market Risk Insurance

CEPR Discussion Paper No. DP12560

Number of pages: 47 Posted: 08 Jan 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Abstract:

12.

The Cost of Financial Frictions for Life Insurers

Downloads 1,877 (18,772)

Citation 93

2

The Cost of Financial Frictions for Life Insurers

American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper

Number of pages: 42 Posted: 31 Mar 2012 Last Revised: 13 Nov 2014

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 1,797 (19,686)

Citation 11

Abstract:

The Cost of Financial Frictions for Life Insurers

NBER Working Paper No. w18321

Number of pages: 43 Posted: 18 Aug 2012 Last Revised: 24 Jul 2023

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 80 (635,645)

Citation 82

Abstract:

13.

Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets

Downloads 1,243 (34,778)

Citation 25

2

Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets

Journal of Monetary Economics, Vol. 80, 2016, Boston College Center for Retirement Research Working Paper No. 2009-3, AFA 2009 San Francisco Meetings Paper

Number of pages: 40 Posted: 06 Mar 2008 Last Revised: 19 May 2016

Motohiro Yogo

Princeton University - Department of Economics

Downloads 1,171 (37,289)

Citation 7

Abstract:

Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets

NBER Working Paper No. w15307

Number of pages: 41 Posted: 08 Sep 2009 Last Revised: 30 Apr 2023

Motohiro Yogo

Princeton University - Department of Economics

Downloads 72 (674,399)

Citation 18

Abstract:

14.

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

Downloads 1,169 (37,994)

Citation 6

2

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

The Economics, Regulation, and Systemic Risk of Insurance Markets, 2017

Number of pages: 30 Posted: 21 Sep 2015 Last Revised: 15 Jan 2017

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 1,069 (42,674)

Citation 1

Abstract:

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

NBER Working Paper No. w23365

Number of pages: 31 Posted: 01 May 2017 Last Revised: 06 May 2023

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 100 (551,881)

Citation 5

Abstract:

15.

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Downloads 1,154 (38,735)

Citation 37

2

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Journal of Finance, Vol. 71, No. 2, 2016, Netspar Discussion Paper No. 05/2011-050, Chicago Booth Research Paper No. 11-34, Fama-Miller Working Paper, NYU Working Paper No. FIN-11-055

Number of pages: 63 Posted: 10 May 2011 Last Revised: 24 Dec 2015

Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo

University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics

Downloads 1,097 (41,083)

Citation 6

Abstract:

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

NBER Working Paper No. w17325

Number of pages: 64 Posted: 29 Aug 2011 Last Revised: 05 Feb 2023

Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo

University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics

Downloads 57 (760,461)

Citation 31

Abstract:

16.

Understanding the Ownership Structure of Corporate Bonds

Downloads 1,017 (44,480)

Citation 3

1

Understanding the Ownership Structure of Corporate Bonds

American Economic Review: Insights, Vol. 5, No. 1, 2023

Number of pages: 24 Posted: 28 Feb 2022 Last Revised: 25 Apr 2023

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 1,017 (45,734)

Citation 3

Abstract:

17.

Financial Inclusion Across the United States

Number of pages: 43 Posted: 06 Dec 2021 Last Revised: 29 Jan 2025

Motohiro Yogo, Andrew Whitten and Natalie Cox

Princeton University - Department of Economics, U.S. Department of the Treasury - Office of Tax Analysis (OTA) and Princeton University - Department of Economics

Downloads 1,017 (46,475)

Citation 3

Abstract:

18.

A Note on Liquidity Risk Management

Downloads 931 (52,549)

Citation 4

2

A Note on Liquidity Risk Management

American Economic Review, Vol. 99, No. 2, 2009

Number of pages: 13 Posted: 19 Jan 2009 Last Revised: 17 Jun 2009

Markus K. Brunnermeier and Motohiro Yogo

Princeton University - Department of Economics and Princeton University - Department of Economics

Downloads 821 (61,467)

Citation 3

Abstract:

A Note on Liquidity Risk Management

NBER Working Paper No. w14727

Number of pages: 14 Posted: 17 Feb 2009 Last Revised: 29 Sep 2022

Markus K. Brunnermeier and Motohiro Yogo

Princeton University - Department of Economics and Princeton University - Department of Economics

Downloads 110 (514,533)

Citation 1

Abstract:

19.

Measuring Business Cycles: A Wavelet Analysis of Economic Time Series

Economics Letters, Vol. 100, No. 2, 2008

Number of pages: 11 Posted: 16 Apr 2008 Last Revised: 07 Jan 2011

Motohiro Yogo

Princeton University - Department of Economics

Downloads 837 (60,812)

Abstract:

20.

Durability of Output and Expected Stock Returns

Downloads 792 (65,439)

Citation 11

2

Durability of Output and Expected Stock Returns

Journal of Political Economy, Vol. 117, No. 5, 2009, AFA 2008 New Orleans Meetings Paper

Number of pages: 63 Posted: 20 Mar 2007 Last Revised: 01 Nov 2009

Joao F. Gomes, Leonid Kogan and Motohiro Yogo

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 698 (76,114)

Abstract:

Durability of Output and Expected Stock Returns

NBER Working Paper No. w12986

Number of pages: 65 Posted: 23 Mar 2007 Last Revised: 26 Dec 2022

Joao F. Gomes, Leonid Kogan and Motohiro Yogo

The Wharton School, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 94 (575,240)

Citation 11

Abstract:

21.

Luxury Goods and the Equity Premium

Downloads 789 (65,793)

Citation 45

2

Luxury Goods and the Equity Premium

Journal of Finance, Vol. 59, No. 6, 2004

Number of pages: 60 Posted: 19 May 2003 Last Revised: 17 Jun 2009

Yacine Ait-Sahalia, Jonathan A. Parker and Motohiro Yogo

National Bureau of Economic Research (NBER), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 630 (86,790)

Citation 45

Abstract:

Luxury Goods and the Equity Premium

NBER Working Paper No. w8417

Number of pages: 47 Posted: 17 Oct 2005 Last Revised: 03 Jul 2022

Yacine Ait-Sahalia, Jonathan A. Parker and Motohiro Yogo

National Bureau of Economic Research (NBER), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics

Downloads 159 (382,278)

Abstract:

22.

Why Do Household Portfolio Shares Rise in Wealth?

Downloads 642 (86,006)

Citation 52

2

Why Do Household Portfolio Shares Rise in Wealth?

Review of Financial Studies, Vol. 23, No. 11, 2010, AFA 2008 New Orleans Meetings Paper

Number of pages: 57 Posted: 16 Mar 2007 Last Revised: 13 Dec 2011

Jessica A. Wachter and Motohiro Yogo

University of Pennsylvania - Finance Department and Princeton University - Department of Economics

Downloads 591 (94,418)

Citation 10

Abstract:

Why Do Household Portfolio Shares Rise in Wealth?

NBER Working Paper No. w16316

Number of pages: 58 Posted: 30 Aug 2010 Last Revised: 30 Jan 2023

Jessica A. Wachter and Motohiro Yogo

University of Pennsylvania - Finance Department and Princeton University - Department of Economics

Downloads 51 (801,323)

Citation 42

Abstract:

23.

Does Firm Value Move Too Much to Be Justified By Subsequent Changes in Cash Flow?

Downloads 641 (86,006)

Citation 12

2

Does Firm Value Move Too Much to Be Justified By Subsequent Changes in Cash Flow?

Journal of Financial Economics (JFE), Vol. 87, No. 1, 2008

Number of pages: 55 Posted: 04 Mar 2006 Last Revised: 17 Jun 2009

Borja Larrain and Motohiro Yogo

Pontificia Universidad Catolica de Chile and Princeton University - Department of Economics

Downloads 557 (101,543)

Abstract:

Does Firm Value Move Too Much to Be Justified by Subsequent Changes in Cash Flow?

NBER Working Paper No. w12847

Number of pages: 56 Posted: 20 Jan 2007 Last Revised: 10 Aug 2022

Borja Larrain and Motohiro Yogo

Pontificia Universidad Catolica de Chile and Princeton University - Department of Economics

Downloads 84 (617,547)

Citation 12

Abstract:

24.

Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa

Downloads 409 (149,037)

Citation 3

2

Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa

Number of pages: 43 Posted: 30 Nov 1999

Anne Case and Motohiro Yogo

Princeton University - Research Program in Development Studies and Princeton University - Department of Economics

Downloads 268 (233,377)

Citation 2

Abstract:

Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa

NBER Working Paper No. w7399

Number of pages: 48 Posted: 16 Aug 2000 Last Revised: 21 Sep 2022

Anne Case and Motohiro Yogo

Princeton University - Research Program in Development Studies and Princeton University - Department of Economics

Downloads 141 (422,735)

Citation 1

Abstract:

25.

A Consumption-Based Explanation of Expected Stock Returns

Journal of Finance, Vol. 61, No. 2, 2006

Number of pages: 65 Posted: 18 Jan 2009 Last Revised: 12 Mar 2014

Motohiro Yogo

Princeton University - Department of Economics

Downloads 352 (176,137)

Citation 30

Abstract:

26.

Asset Prices Under Habit Formation and Reference-Dependent Preferences

Journal of Business and Economic Statistics, Vol. 26, No. 2, 2008

Number of pages: 43 Posted: 16 Apr 2006 Last Revised: 17 Jun 2009

Motohiro Yogo

Princeton University - Department of Economics

Downloads 321 (194,511)

Citation 10

Abstract:

27.

Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments

IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, Ch. 6, 2005

Number of pages: 23 Posted: 05 Jan 2011 Last Revised: 31 Jul 2013

James H. Stock and Motohiro Yogo

Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 313 (199,793)

Citation 3

Abstract:

28.

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002

Number of pages: 52 Posted: 09 Jan 2011

James H. Stock, Jonathan H. Wright and Motohiro Yogo

Harvard University - Department of Economics, Johns Hopkins University - Department of Economics and Princeton University - Department of Economics

Downloads 301 (208,429)

Citation 270

Abstract:

29.

The Evolution from Life Insurance to Financial Engineering

Downloads 232 (239,275)

Citation 2

1

The Evolution from Life Insurance to Financial Engineering

Geneva Risk and Insurance Review, Vol. 46, 2021, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-85

Number of pages: 26 Posted: 26 Jul 2021 Last Revised: 14 Sep 2021

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 232 (269,573)

Citation 2

Abstract:

30.

Leverage Dynamics and Credit Quality

Journal of Economic Theory, Vol. 183, 2019

Number of pages: 40 Posted: 08 May 2013 Last Revised: 19 Jun 2019

Guillermo Ordoñez, David Perez-Reyna and Motohiro Yogo

University of Pennsylvania - Department of Economics, Universidad de los Andes, Colombia and Princeton University - Department of Economics

Downloads 259 (243,065)

Citation 6

Abstract:

31.

Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models

Downloads 186 (331,654)

1

Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models

Number of pages: 77 Posted: 03 Jan 2025

Xavier Gabaix, Ralph S. J. Koijen, Federico Mainardi, Sangmin Oh and Motohiro Yogo

Harvard University - Department of Economics, University of Chicago - Booth School of Business, University of Chicago - Booth School of Business, Columbia University - Columbia Business School, Finance and Princeton University - Department of Economics

Downloads 186 (335,901)

Abstract:

32.

Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak

Review of Economics and Statistics, Vol. 86, No. 3, 2004

Number of pages: 38 Posted: 18 Jan 2009 Last Revised: 12 Mar 2014

Motohiro Yogo

Princeton University - Department of Economics

Downloads 176 (350,359)

Citation 24

Abstract:

33.

Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments

Economics Letters, Vol. 89, No. 3, 2005

Number of pages: 15 Posted: 05 Jan 2011 Last Revised: 07 Jan 2011

Jerry A. Hausman, James H. Stock and Motohiro Yogo

Massachusetts Institute of Technology (MIT) - Department of Economics, Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 140 (424,282)

Citation 6

Abstract:

34.

Worker Betas: Five Facts About Systematic Earnings Risk

Downloads 94 (569,192)

Citation 22

2

Worker Betas: Five Facts About Systematic Earnings Risk

American Economic Review, Vol. 107, No. 5, 2017, FRB of Chicago Working Paper No. WP-2017-4

Number of pages: 38 Posted: 09 Mar 2017 Last Revised: 03 Feb 2022

Fatih Guvenen, Sam Schulhofer-Wohl and Motohiro Yogo

University of Minnesota - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas and Princeton University - Department of Economics

Downloads 57 (760,461)

Citation 22

Abstract:

Worker Betas: Five Facts About Systematic Earnings Risk

NBER Working Paper No. w23163

Number of pages: 33 Posted: 13 Feb 2017 Last Revised: 17 Apr 2022

Fatih Guvenen, Sam Schulhofer-Wohl, Jae Song and Motohiro Yogo

University of Minnesota - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of Dallas, U.S. Social Security Administration and Princeton University - Department of Economics

Downloads 37 (915,374)

Abstract:

35.

Neoclassical Growth in an Interdependent World

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-153

Number of pages: 48 Posted: 12 Dec 2023

Benny Kleinman, Ernest Liu, Stephen J. Redding and Motohiro Yogo

University of Chicago, Princeton University, Princeton University and Princeton University - Department of Economics

Downloads 52 (776,846)

Citation 1

Abstract:

36.

Upgrading Credit Pricing and Risk Assessment through Embeddings

Number of pages: 52

Xavier Gabaix, Ralph S. J. Koijen, Robert Richmond and Motohiro Yogo

Harvard University - Department of Economics, University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics

Downloads 16

Motohiro Yogo

Princeton University - Department of Economics

Professor of Economics

National Bureau of Economic Research

Research Associate

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Scholarly Papers (36)

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Which Investors Matter for Equity Valuations and Expected Returns?

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Exchange Rates and Asset Prices in a Global Demand System

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Inspecting the Mechanism of Quantitative Easing in the Euro Area

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The Fragility of Market Risk Insurance

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