Author Page for Sai Ma

What is Certain About Uncertainty?

Downloads 1,193 (30,817)

Citation 16

2

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294

Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022

Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, John H. Rogers, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 624 (73,595)

Citation 8

Abstract:

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming

Number of pages: 45 Posted: 02 Aug 2021

Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, John H. Rogers, Bo Sun, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), University of Virginia Darden School of Business, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 569 (82,589)

Citation 11

Abstract:

2.

Housing Cycles and Exchange Rates

Management Science, Forthcoming, Fisher College of Business Working Paper No. 2019-03-014, Charles A. Dice Center Working Paper No. 2019-14

Number of pages: 47 Posted: 09 May 2019 Last Revised: 09 Apr 2023

Sai Ma and Shaojun Zhang

Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 346 (149,853)

Citation 3

Abstract:

3.

Heterogeneous Intermediaries and Asset Prices

Number of pages: 57 Posted: 04 Sep 2018 Last Revised: 06 Feb 2023

Sai Ma

Board of Governors of the Federal Reserve System

Downloads 214 (243,410)

Citation 5

Abstract:

4.

Capital Share Risk in U.S. Asset Pricing

Downloads 192 (269,876)

Citation 31

4

Capital Share Risk in U.S. Asset Pricing

Journal of Finance, Forthcoming

Number of pages: 52 Posted: 22 Aug 2018

Martin Lettau, Sydney C. Ludvigson and Sai Ma

University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 154 (326,911)

Citation 31

Abstract:

Capital Share Risk in U.S. Asset Pricing

NBER Working Paper No. w20744

Number of pages: 52 Posted: 15 Dec 2014 Last Revised: 08 Mar 2023

Martin Lettau, Sydney C. Ludvigson and Sai Ma

University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 38 (751,287)

Abstract:

Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing

CEPR Discussion Paper No. DP10335

Number of pages: 80 Posted: 23 Jan 2015

Martin Lettau, Sydney C. Ludvigson and Sai Ma

University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 0

Add to Cart

Abstract:

Capital Share Risk in U.S. Asset Pricing

CEPR Discussion Paper No. DP12628

Number of pages: 77 Posted: 22 Jan 2018 Last Revised: 29 Jan 2018

Martin Lettau, Sydney C. Ludvigson and Sai Ma

University of California - Haas School of Business, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 0

Add to Cart

Abstract:

5.

The Effect of the Dollar on Trade Prices

Downloads 161 (312,834)

2

The Effect of the Dollar on Trade Prices

CESifo Working Paper No. 8727

Number of pages: 26 Posted: 03 Dec 2020

Sai Ma, Tim Schmidt-Eisenlohr and Shaojun Zhang

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 138 (355,451)

Abstract:

The Causal Effect of the Dollar on Trade

Number of pages: 29 Posted: 25 May 2022

Sai Ma, Tim Schmidt-Eisenlohr and Shaojun Zhang

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 23 (878,388)

Abstract:

6.

Housing Risk and the Cross-Section of Returns Across Many Asset Classes

Fisher College of Business Working Paper No. 2020-03-008, Charles A. Dice Working Paper No. 2020-08

Number of pages: 55 Posted: 10 May 2020

Sai Ma and Shaojun Zhang

Board of Governors of the Federal Reserve System and The Ohio State University

Downloads 153 (326,585)

Abstract:

7.

The Global Transmission of Real Economic Uncertainty

Downloads 138 (354,632)

2

The Global Transmission of Real Economic Uncertainty

International Finance Discussion Paper No. 1317

Number of pages: 41 Posted: 14 Jun 2021

Juan M. Londono, Sai Ma and Beth Anne Wilson

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 77 (534,367)

Abstract:

The Global Transmission of Real Economic Uncertainty

Number of pages: 52 Posted: 24 Jul 2023

Juan M. Londono, Sai Ma and Beth Anne Wilson

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 61 (607,941)

Abstract:

8.

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

NBER Working Paper No. w21803

Number of pages: 52 Posted: 14 Dec 2015 Last Revised: 28 Jan 2023

Sydney C. Ludvigson, Sai Ma and Serena Ng

New York University - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University - Columbia Business School, Economics

Downloads 110 (425,582)

Citation 60

Abstract:

9.

Uncertainty and Growth Disasters

Downloads 79 (520,330)

Citation 5

2

Uncertainty and Growth Disasters

FRB International Finance Discussion Paper No. 1279

Number of pages: 35 Posted: 15 Jun 2020

Boyan Jovanovic and Sai Ma

New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 66 (583,354)

Abstract:

Uncertainty and Growth Disasters

NBER Working Paper No. w28024

Number of pages: 53 Posted: 02 Nov 2020 Last Revised: 27 Jan 2023

Boyan Jovanovic and Sai Ma

New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 13 (981,670)

Citation 5

Abstract:

10.

Covid-19 and the Macroeconomic Effects of Costly Disasters

NBER Working Paper No. w26987

Number of pages: 24 Posted: 13 Apr 2020 Last Revised: 29 Mar 2023

Sydney C. Ludvigson, Sai Ma and Serena Ng

New York University - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University - Columbia Business School, Economics

Downloads 74 (540,398)

Citation 16

Abstract:

11.

Belief Distortions and Macroeconomic Fluctuations

Downloads 53 (639,463)

Citation 26

2

Belief Distortions and Macroeconomic Fluctuations

NBER Working Paper No. w27406

Number of pages: 91 Posted: 22 Jun 2020 Last Revised: 21 May 2023

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 51 (663,901)

Citation 1

Abstract:

Belief Distortions and Macroeconomic Fluctuations

CEPR Discussion Paper No. DP15003

Number of pages: 93 Posted: 28 Jul 2020 Last Revised: 04 Feb 2022

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 2 (1,081,530)

Add to Cart

Abstract:

12.

The Financial Channel of the Exchange Rate and Global Trade

CESifo Working Paper No. 10495

Number of pages: 45 Posted: 14 Jun 2023

Sai Ma and Tim Schmidt-Eisenlohr

Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Downloads 49 (661,773)

Abstract:

13.

Shock Restricted Structural Vector-Autoregressions

NBER Working Paper No. w23225

Number of pages: 49 Posted: 19 Mar 2017 Last Revised: 18 Jun 2023

Sydney C. Ludvigson, Sai Ma and Serena Ng

New York University - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University - Columbia Business School, Economics

Downloads 36 (746,532)

Citation 5

Abstract:

14.

Private Equity and Growth

NBER Working Paper No. w28030

Number of pages: 54 Posted: 02 Nov 2020 Last Revised: 02 Feb 2023

Boyan Jovanovic, Sai Ma and Peter L. Rousseau

New York University - Department of Economics, Board of Governors of the Federal Reserve System and Vanderbilt University - Department of Economics

Downloads 25 (833,660)

Abstract:

15.

Competition and Implementation Cycles

Number of pages: 51 Posted: 09 Nov 2018

Sai Ma

Board of Governors of the Federal Reserve System

Downloads 24 (842,475)

Abstract:

16.

Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

NBER Working Paper No. w30072

Number of pages: 79 Posted: 23 May 2022 Last Revised: 04 Jun 2023

Francesco Bianchi, Sydney C. Ludvigson and Sai Ma

Johns Hopkins University, New York University - Department of Economics and Board of Governors of the Federal Reserve System

Downloads 10 (977,238)

Citation 1

Add to Cart

Abstract:

17.

Global Inflation Uncertainty and its Economic Effects

FEDS Notes No. 2023-09-25

Posted: 16 Oct 2023

Juan M. Londono, Sai Ma and Beth Anne Wilson

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

18.

Global Real Economic Uncertainty and COVID-19

FEDS Notes No. 2022-02-18-1

Posted: 24 Feb 2022

Ranie Lin, Juan M. Londono and Sai Ma

Rice University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

19.

Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy

FEDS Notes No. 2019-10-08

Posted: 22 Oct 2019

Juan M. Londono, Sai Ma and Beth Anne Wilson

Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Sai Ma

Board of Governors of the Federal Reserve System

19

Top 31,018

2,857

Top 3,925

386

39

Scholarly Papers (19)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing

Abstract:

Capital Share Risk in U.S. Asset Pricing

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Belief Distortions and Macroeconomic Fluctuations

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

Abstract:

Abstract:

Abstract:

Abstract: