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Stijn Van Nieuwerburgh

New York University Stern School of Business, Department of Finance

David S. Loeb Professor of Finance

44 West 4th Street

Suite 9-190

New York, NY 10012-1126

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

Faculty Research Fellow

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

  • New York University Stern School of Business, Department of Finance

SCHOLARLY PAPERS

53

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32,659

CITATIONS
Rank 413

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Top 413

in Total Papers Citations

1,105

Scholarly Papers (53)

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1.

The Cross-Section and Time-Series of Stock and Bond Returns

Downloads 4,519 ( 1,528)
Citation 26

The Cross-Section and Time-Series of Stock and Bond Returns

Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65 Posted: 11 Feb 2009 Last Revised: 04 May 2017
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 3,577 (2,286)
Citation 26

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The Cross-Section and Time-Series of Stock and Bond Returns

NYU Working Paper No. 2451/31423
Number of pages: 64 Posted: 13 Jan 2012 Last Revised: 16 Dec 2014
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 700 (31,457)
Citation 26

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The Cross-Section and Time-Series of Stock and Bond Returns

NBER Working Paper No. w15688
Number of pages: 68 Posted: 01 Feb 2010
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 240 (114,743)
Citation 26

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The Cross-Section and Time-Series of Stock and Bond Returns

CEPR Discussion Paper No. DP9024
Number of pages: 69 Posted: 28 Sep 2012
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2 (604,402)
Citation 26
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bond risk premium, cross-section of stock returns

2.

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

Downloads 2,728 ( 3,722)
Citation 10

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70 Posted: 15 Feb 2011 Last Revised: 14 Nov 2015
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2,428 (4,459)
Citation 10

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systemic risk, too-big-to-fail, option pricing, government bailout, financial disaster models

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

AFA 2012 Chicago Meetings Paper
Number of pages: 78 Posted: 17 Mar 2011 Last Revised: 06 Aug 2015
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 166 (162,986)
Citation 10

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systemic risk, government bailout, too-big-to-fail, option pricing models, disaster models, financial crisis

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

NYU Working Paper No. 2451/31427
Number of pages: 56 Posted: 13 Jan 2012 Last Revised: 10 Feb 2016
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 103 (238,061)
Citation 10

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Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

NBER Working Paper No. w17149
Number of pages: 59 Posted: 20 Jun 2011
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 29 (443,406)
Citation 10

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Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

CEPR Discussion Paper No. DP9023
Number of pages: 58 Posted: 28 Sep 2012
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2 (604,402)
Citation 10
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financial crisis, government bailout, option pricing models, systemic risk, too-big-to-fail

3.

Time-Varying Fund Manager Skill

Downloads 2,706 ( 3,783)
Citation 15

Time-Varying Fund Manager Skill

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 16 Nov 2011 Last Revised: 06 Dec 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 2,623 (3,902)
Citation 15

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mutual funds, skills, business cycle

Time-Varying Fund Manager Skill

NYU Working Paper No. 2451/31336
Number of pages: 47 Posted: 26 Jun 2013
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 49 (363,933)
Citation 15

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Time-Varying Fund Manager Skill

NBER Working Paper No. w17615
Number of pages: 48 Posted: 24 Nov 2011
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 33 (424,792)
Citation 15

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Time-Varying Fund Manager Skill

CEPR Discussion Paper No. DP9025
Number of pages: 43 Posted: 28 Sep 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 1 (616,404)
Citation 15
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BUSINESS CYCLE, MUTUAL FUNDS, SKILLS

4.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 2,547 ( 4,184)
Citation 2

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2,531 (4,149)
Citation 2

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Firm volatility, Idiosyncratic risk, Cross-section of stock returns

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

NBER Working Paper No. w20076
Number of pages: 66 Posted: 28 Apr 2014
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 16 (518,035)
Citation 2

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5.

Rational Attention Allocation over the Business Cycle

Downloads 1,902 ( 6,849)
Citation 21

Rational Attention Allocation over the Business Cycle

Number of pages: 63 Posted: 29 May 2009 Last Revised: 15 Aug 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 1,635 (8,710)
Citation 19

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information choice, investment management, business cycle

Rational Attention Allocation Over the Business Cycle

NYU Working Paper No. 2451/31425
Number of pages: 57 Posted: 13 Jan 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 240 (114,743)
Citation 19

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Rational Attention Allocation Over the Business Cycle

NBER Working Paper No. w15450
Number of pages: 54 Posted: 03 Nov 2009 Last Revised: 20 Sep 2010
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 27 (453,706)
Citation 21

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6.

Predictability of Returns and Cash Flows

Downloads 1,899 ( 6,871)
Citation 14

Predictability of Returns and Cash Flows

Number of pages: 33 Posted: 12 Dec 2010 Last Revised: 09 Jan 2011
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 1,653 (8,550)
Citation 14

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return predictability, present-value moel, dividend growth predictability

Predictability of Returns and Cash Flows

NYU Working Paper No. 2451/31426
Number of pages: 33 Posted: 13 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 212 (129,935)
Citation 14

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Predictability of Returns and Cash Flows

NBER Working Paper No. w16648
Number of pages: 34 Posted: 29 Dec 2010
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 34 (420,616)
Citation 14

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Predictability of Returns and Cash Flows

Annual Review of Financial Economics, Vol. 3, pp. 467-491, 2011
Posted: 10 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance

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7.

Firm Volatility in Granular Networks

Downloads 1,699 ( 8,342)
Citation 2

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 47 Posted: 07 Dec 2012 Last Revised: 31 Aug 2017
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 1,679 (8,336)
Citation 2

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Firm volatility, networks, firm size distribution, aggregate volatility, granularity

Firm Volatility in Granular Networks

NBER Working Paper No. w19466
Number of pages: 55 Posted: 28 Sep 2013
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 20 (494,242)
Citation 2

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8.

Mortgage Timing

Downloads 1,596 ( 9,239)
Citation 18

Mortgage Timing

Number of pages: 67 Posted: 23 Dec 2008 Last Revised: 02 Oct 2015
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Man AHL and New York University Stern School of Business, Department of Finance
Downloads 1,395 (11,263)
Citation 18

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Mortgage Timing

NYU Working Paper No. 2451/31424
Number of pages: 67 Posted: 13 Jan 2012
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, affiliation not provided to SSRN and New York University Stern School of Business, Department of Finance
Downloads 166 (162,986)
Citation 18

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Mortgage Timing

NBER Working Paper No. w13361
Number of pages: 53 Posted: 10 Sep 2007 Last Revised: 06 Jul 2010
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Man AHL and New York University Stern School of Business, Department of Finance
Downloads 35 (416,361)
Citation 18

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9.

The Wealth-Consumption Ratio

Downloads 1,341 ( 12,265)
Citation 29

The Wealth-Consumption Ratio

Review of Asset Pricing Studies, Forthcoming, NYU Working Paper No. FIN-08-045, AFA 2008 New Orleans Meetings Paper , EFA 2007 Ljubljana Meetings Paper
Number of pages: 110 Posted: 09 Mar 2009 Last Revised: 31 Mar 2013
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, New York University Stern School of Business, Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,313 (12,434)
Citation 29

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The Wealth-Consumption Ratio

NBER Working Paper No. w13896
Number of pages: 52 Posted: 21 Mar 2008 Last Revised: 28 Jan 2010
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, New York University Stern School of Business, Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 22 (482,166)
Citation 29

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The Wealth-Consumption Ratio

CEPR Discussion Paper No. DP9022
Number of pages: 77 Posted: 28 Sep 2012
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, New York University Stern School of Business, Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 6 (577,083)
Citation 29
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discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns

10.

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Downloads 1,098 ( 16,700)
Citation 36

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Journal of Political Economy, Forthcoming
Number of pages: 114 Posted: 10 May 2010 Last Revised: 07 Oct 2015
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 946 (20,479)
Citation 36

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 13 Jan 2012
Stijn Van Nieuwerburgh, Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance, University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and affiliation not provided to SSRN
Downloads 50 (360,590)
Citation 36

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NBER Working Paper No. w15988
Number of pages: 96 Posted: 17 May 2010 Last Revised: 18 May 2015
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 40 (395,940)
Citation 36

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 16 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 36 (412,099)
Citation 36

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 22 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 26 (459,192)
Citation 36

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11.

Information Immobility and the Home Bias Puzzle

Downloads 844 ( 24,646)
Citation 84

Information Immobility and the Home Bias Puzzle

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 21 Nov 2005 Last Revised: 06 May 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 484 (51,159)
Citation 82

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Home bias, asymmetric information, information theory, local bias

Information Immobility and the Home Bias Puzzle

NYU Working Paper No. FIN-04-026
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 237 (116,238)
Citation 84

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Information Immobility and the Home Bias Puzzle

NYU Working Paper No. SC-AM-05-05
Number of pages: 38 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 52 (354,197)
Citation 84

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Information Immobility and the Home Bias Puzzle

NYU Working Paper No. FIN-07-017
Number of pages: 34 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 45 (377,448)
Citation 82

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Home bias, asymmetric information, learning

Information Immobility and the Home Bias Puzzle

NBER Working Paper No. w13366
Number of pages: 45 Posted: 10 Sep 2007 Last Revised: 11 Jul 2010
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 26 (459,192)
Citation 82

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12.

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

Downloads 740 ( 29,675)
Citation 3

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
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Princeton University - Department of Economics
Downloads 724 (30,086)
Citation 3

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Annuities, Health insurance, Life-cycle model, Life insurance, Portfolio choice

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
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Princeton University - Department of Economics
Downloads 16 (518,035)
Citation 3

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13.

Out-of-Town Home Buyers and City Welfare

Downloads 717 ( 30,971)

Out-of-Town Home Buyers and City Welfare

Number of pages: 60 Posted: 24 Feb 2017 Last Revised: 02 Aug 2017
Jack Y Favilukis and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance and New York University Stern School of Business, Department of Finance
Downloads 714 (30,632)

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Dynamic Spatial Equilibrium, House Prices, Foreign Investors, Affordable Housing, Gentrification, Housing Taxation

Out-of-Town Home Buyers and City Welfare

CEPR Discussion Paper No. DP12283
Number of pages: 63 Posted: 11 Sep 2017
Jack Y Favilukis and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance and New York University Stern School of Business, Department of Finance
Downloads 3 (595,408)
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affordable housing, Dynamic spatial equilibrium, foreign investors, Gentrification, House Prices, property taxes

14.

Are Mutual Fund Managers Paid for Investment Skill?

Downloads 580 ( 41,223)
Citation 1

Are Mutual Fund Managers Paid for Investment Skill?

Swedish House of Finance Research Paper No. 17-9
Number of pages: 72 Posted: 10 Feb 2017 Last Revised: 02 Aug 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Stockholm School of Economics - Department of Finance, Students, University of Rochester - Simon Business School, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 567 (41,841)
Citation 1

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Portfolio Manager Compensation, Mutual Fund Performance, Wage Dynamics

Are Mutual Fund Managers Paid for Investment Skill?

NBER Working Paper No. w23373
Number of pages: 64 Posted: 01 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Stockholm School of Economics - Department of Finance, Students, University of Rochester - Simon Business School, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 12 (542,371)
Citation 1
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Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12241
Number of pages: 75 Posted: 29 Aug 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Stockholm School of Economics - Department of Finance, Students, University of Rochester - Simon Business School, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 1 (616,404)
Citation 1
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financial sector income, mutual fund performance, Portfolio manager compensation

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12010
Number of pages: 66 Posted: 02 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Stockholm School of Economics - Department of Finance, Students, University of Rochester - Simon Business School, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
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Citation 1
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financial sector income, mutual fund performance, Portfolio manager compensation

15.

Why Has House Price Dispersion Gone Up?

Downloads 489 ( 51,071)
Citation 25

Why Has House Price Dispersion Gone Up?

NYU Working Paper No. FIN-06-010
Number of pages: 75 Posted: 03 Nov 2008 Last Revised: 25 Feb 2009
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 364 (72,410)
Citation 25

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Why Has House Price Dispersion Gone Up?

Number of pages: 53 Posted: 10 Aug 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 98 (246,615)
Citation 25

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house price, income inequality, supply regulation

Why Has House Price Dispersion Gone Up?

NBER Working Paper No. w12538
Number of pages: 76 Posted: 02 Oct 2006 Last Revised: 15 Jan 2007
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
New York University Stern School of Business, Department of Finance and University of California, Los Angeles
Downloads 27 (453,706)
Citation 25

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16.

Information Acquisition and Under-Diversification

Downloads 415 ( 62,562)
Citation 64

Information Acquisition and Under-Diversification

EFA 2005 Moscow Meetings
Number of pages: 36 Posted: 16 Nov 2004 Last Revised: 17 Mar 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 345 (77,182)
Citation 64

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Information choice, portfolio theory, learning, asymmetric information

Information Acquisition and Under-Diversification

NYU Working Paper No. 2451/26030
Number of pages: 36 Posted: 13 Oct 2008
Laura Veldkamp and Stijn Van Nieuwerburgh
New York University - Stern School of Business and New York University Stern School of Business, Department of Finance
Downloads 53 (351,026)
Citation 64

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Information Acquisition and Under-Diversification

NBER Working Paper No. w13904
Number of pages: 37 Posted: 21 Mar 2008 Last Revised: 03 Jul 2010
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 17 (512,203)
Citation 64

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17.

The Sovereign-Bank Diabolic Loop and Esbies

Downloads 401 ( 65,246)

The Sovereign-Bank Diabolic Loop and Esbies

American Economic Review, Vol. 6, No. 5, May 2016, HEC Paris Research Paper No. FIN-2016-1133, Columbia Business School Research Paper No. 16-12
Number of pages: 14 Posted: 25 Jan 2016 Last Revised: 14 Jun 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, IE Business School, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 385 (67,784)

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diabolic loop, sovereign debt crisis, government default, bank default, bailout, ESBies

The Sovereign-Bank Diabolic Loop and Esbies

NBER Working Paper No. w21993
Number of pages: 16 Posted: 15 Feb 2016 Last Revised: 29 Feb 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, IE Business School, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 15 (524,082)

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The Sovereign-Bank Diabolic Loop and ESBies

CEPR Discussion Paper No. DP11317
Number of pages: 17 Posted: 13 Jun 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, IE Business School, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University, Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA), New York University Stern School of Business, Department of Finance and London School of Economics
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bailout, bank default, diabolic loop, ESBies, government default, sovereign debt crisis

18.

Technological Change and the Growing Inequality in Managerial Compensation

Downloads 394 ( 66,596)
Citation 6

Technological Change and the Growing Inequality in Managerial Compensation

Journal of Financial Economics (JFE), Vol. 99, No. 3, 2011, NYU Working Paper No. FIN-08-044
Number of pages: 45 Posted: 09 Mar 2009 Last Revised: 01 Oct 2015
Hanno N. Lustig, Chad Syverson and Stijn Van Nieuwerburgh
Stanford Graduate School of Business, University of Chicago Booth School of Business and New York University Stern School of Business, Department of Finance
Downloads 365 (72,168)
Citation 6

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Technological Change and the Growing Inequality in Managerial Compensation

NBER Working Paper No. w14661
Number of pages: 57 Posted: 25 Jan 2009 Last Revised: 29 Oct 2014
Hanno N. Lustig, Chad Syverson and Stijn Van Nieuwerburgh
Stanford Graduate School of Business, University of Chicago Booth School of Business and New York University Stern School of Business, Department of Finance
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Citation 6

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19.

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

Downloads 386 ( 68,200)
Citation 21

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

Journal of Finance, Forthcoming
Number of pages: 50 Posted: 27 Apr 2007 Last Revised: 08 Jun 2010
John Ameriks, Andrew Caplin, Steven Laufer and Stijn Van Nieuwerburgh
The Vanguard Group, Inc., New York University (NYU) - Department of Economics, Federal Reserve Board and New York University Stern School of Business, Department of Finance
Downloads 364 (72,410)
Citation 21

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public care aversion, annuity puzzle, bequest, long-term care, survey methodology, household finance

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives

NBER Working Paper No. w13105
Number of pages: 58 Posted: 27 Jun 2007 Last Revised: 19 Jul 2007
John Ameriks, Andrew Caplin, Steven Laufer and Stijn Van Nieuwerburgh
The Vanguard Group, Inc., New York University (NYU) - Department of Economics, Federal Reserve Board and New York University Stern School of Business, Department of Finance
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Citation 21

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20.

Reconciling the Return Predictability Evidence

Downloads 383 ( 68,803)
Citation 102

Reconciling the Return Predictability Evidence

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 03 Mar 2006
Stijn Van Nieuwerburgh and Martin Lettau
New York University Stern School of Business, Department of Finance and University of California - Haas School of Business
Downloads 312 (86,574)
Citation 102

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return predictability, structural breaks

Reconciling the Return Predictability Evidence

NBER Working Paper No. w12109
Number of pages: 51 Posted: 14 May 2006 Last Revised: 04 Aug 2010
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 38 (403,742)
Citation 102

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Reconciling the Return Predictability Evidence

NYU Working Paper No. FIN-06-013
Number of pages: 52 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 33 (424,792)
Citation 102

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Reconciling the Return Predictability Evidence

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1607-1652, 2008
Posted: 08 Aug 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance

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12, 14

21.

A Rational Theory of Mutual Funds' Attention Allocation

NYU Working Paper No. 2451/28347
Number of pages: 53 Posted: 26 Jun 2013 Last Revised: 29 Oct 2015
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 305 (18,763)
Citation 1

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mutual funds, rational inattention, portfolio choice

22.

Why are REITS Currently so Expensive?

Downloads 302 ( 90,316)

Why are REITS Currently so Expensive?

Number of pages: 53 Posted: 29 Apr 2017 Last Revised: 31 Aug 2017
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 301 (90,139)

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commercial property, REITS, real estate risk and return, real estate bubble

Why are REITs Currently so Expensive?

CEPR Discussion Paper No. DP12281
Number of pages: 56 Posted: 11 Sep 2017
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
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commercial property, real estate bubble, real estate risk and return, real estate valuation, REITS

23.

Identifying the Benefits from Home Ownership: A Swedish Experiment

Downloads 292 ( 93,758)

Identifying the Benefits from Home Ownership: A Swedish Experiment

Swedish House of Finance Research Paper No. 16-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 66 Posted: 29 May 2016 Last Revised: 03 Oct 2017
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld‐Toal
Stockholm School of Economics - Department of Finance, New York University Stern School of Business, Department of Finance, Stockholm University - Department of Economics and Universite du Luxembourg
Downloads 283 (96,544)

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home ownership, housing wealth, marginal propensity to consume out of housing wealth, privatization of social housing

Identifying the Benefits from Home Ownership: A Swedish Experiment

NBER Working Paper No. w22882
Number of pages: 83 Posted: 05 Dec 2016
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld-Toal
Stockholm School of Economics - Department of Finance, New York University Stern School of Business, Department of Finance, Stockholm University - Department of Economics and Luxembourg School of Finance
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Identifying the Benefits from Home Ownership: A Swedish Experiment

CEPR Discussion Paper No. DP11656
Number of pages: 85 Posted: 29 Nov 2016
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld-Toal
Stockholm School of Economics - Department of Finance, New York University Stern School of Business, Department of Finance, Stockholm University - Department of Economics and Luxembourg School of Finance
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collateral effect, home ownership, housing wealth, mobility, MPC

24.

Stock Market Development and Economic Growth in Belgium

NYU Working Paper No. FIN-05-024
Number of pages: 36 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh, Frans Buelens and Ludo Cuyvers
New York University Stern School of Business, Department of Finance, University of Antwerp and affiliation not provided to SSRN
Downloads 249 (94,145)
Citation 7

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25.

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Downloads 228 (121,304)
Citation 40

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Number of pages: 65 Posted: 16 Nov 2004
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 108 (230,262)
Citation 40

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Housing collateral, risk sharing, risk premia

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NYU Working Paper No. S-MF-04-11
Number of pages: 70 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 64 (319,109)
Citation 38

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A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NBER Working Paper No. w10955
Number of pages: 62 Posted: 25 May 2006
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 38 (403,742)
Citation 40

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A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NYU Working Paper No. FIN-04-010
Number of pages: 65 Posted: 03 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
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Citation 38

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26.

Housing, Finance and the Macroeconomy

Downloads 221 (125,125)

Housing, Finance and the Macroeconomy

Handbook of Regional Economics, Forthcoming
Number of pages: 77 Posted: 02 Jul 2014
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and New York University Stern School of Business, Department of Finance
Downloads 195 (140,711)

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housing, macroeconomics, asset pricing, review

Housing, Finance and the Macroeconomy

NBER Working Paper No. w20287
Number of pages: 77 Posted: 24 Jul 2014
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and New York University Stern School of Business, Department of Finance
Downloads 26 (459,192)

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27.

Monetary Policy in an Equilibrium Portfolio Balance Model

Downloads 203 (129,716)
Citation 1

Monetary Policy in an Equilibrium Portfolio Balance Model

IMF Working Paper No. 07/72
Number of pages: 33 Posted: 12 Apr 2007
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance
Downloads 203 (135,390)
Citation 1

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Monetary Policy in an Equilibrium Portfolio Balance Model

NYU Working Paper No. FIN-11-055
Posted: 13 Jan 2012
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance

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28.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

Downloads 179 (152,406)
Citation 139

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

EFA 2004 Maastricht Meetings Paper No. 1403, Journal of Finance, Vol. 60, No. 3, 2005
Number of pages: 56 Posted: 23 Jun 2004 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 125 (206,429)
Citation 139

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Asset Pricing, Risk Sharing

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-04-02
Number of pages: 58 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 23 (476,360)
Citation 118

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Asset Pricing, Risk Sharing

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-03-12
Number of pages: 55 Posted: 12 Nov 2008
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 21 (488,183)
Citation 118

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Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. FIN-03-024
Number of pages: 56 Posted: 11 Nov 2008
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 10 (554,213)
Citation 118

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29.

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

Downloads 167 (162,021)
Citation 13

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 13 Jan 2012
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 95 (251,843)
Citation 8

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Reconciling the Return Predictability Evidence: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

CEPR Discussion Paper No. 5355
Number of pages: 57 Posted: 23 Jan 2006
Stijn Van Nieuwerburgh and Martin Lettau
New York University Stern School of Business, Department of Finance and University of California - Haas School of Business
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Citation 13
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Predictibility, Stock returns, dividend price ratio, price ratios, out-of-sample test

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
Downloads 25 (464,768)
Citation 8

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Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and New York University Stern School of Business, Department of Finance
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Citation 8

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30.

How Much Does Household Collateral Constrain Regional Risk Sharing?

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Citation 33

How Much Does Household Collateral Constrain Regional Risk Sharing?

Review of Economic Dynamics, Vol. 13, No. 2, 2010
Number of pages: 52 Posted: 09 Jul 2008 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 78 (285,116)
Citation 26

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Risk Sharing, Collateral, Real Estate

How Much Does Household Collateral Constrain Regional Risk Sharing?

NBER Working Paper No. w10505
Number of pages: 53 Posted: 01 Jun 2004 Last Revised: 16 Sep 2010
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 28 (448,541)
Citation 33

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How Much Does Household Collateral Constrain Regional Risk Sharing?

NYU Working Paper No. FIN-04-009
Number of pages: 52 Posted: 03 Nov 2008 Last Revised: 16 Oct 2009
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 27 (453,706)
Citation 26

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Regional risk sharing, housing collateral

31.

Information Acquisition and Portfolio Under-Diversi¯Cation

NYU Working Paper No. FIN-04-025
Number of pages: 39 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 119 (187,964)
Citation 61

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32.

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability*

8th Annual Texas Finance Festival
Number of pages: 55 Posted: 08 Apr 2006
Stijn Van Nieuwerburgh and Martin Lettau
New York University Stern School of Business, Department of Finance and University of California - Haas School of Business
Downloads 114 (213,439)
Citation 13

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33.

Judging the Quality of Survey Data by Comparison with 'Truth' as Measured by Administrative Records: Evidence from Sweden

Chapter in NBER Book Improving the Measurement of Consumer Expenditures, Christopher Carroll, Thomas Crossley, John Sabelhaus, eds., Forthcoming, NBER Book Series Studies in Income and Wealth, University of Chicago Press, Forthcoming
Number of pages: 36 Posted: 22 Feb 2012 Last Revised: 26 Jan 2014
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Roine Vestman
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 112 (142,276)
Citation 4

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Consumption measurement, consumption inequality, measurement error, surveys, household finance

34.

Foreign Ownership of U.S. Safe Assets: Good or Bad?

Downloads 112 (223,138)

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NYU Working Paper No. 2451/31435
Number of pages: 70 Posted: 13 Jan 2012 Last Revised: 10 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 107 (231,758)

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international capital flows, international risk sharing, foreign purchases of safe assets

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NBER Working Paper No. w19917
Number of pages: 62 Posted: 24 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 5 (582,880)

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35.

ESBies: Safety in the Tranches

Downloads 93 (253,535)

ESBies: Safety in the Tranches

CFS Working Paper, No. 537
Number of pages: 55 Posted: 06 Oct 2016 Last Revised: 11 Jan 2018
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
Downloads 62 (324,557)

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ESBies: Safety in the Tranches

Prepared for the 64th Panel Meeting of Economic Policy, 14-15 October 2016
Number of pages: 52 Posted: 21 Sep 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
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ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling

ESBies: Safety in the Tranches

CEPR Discussion Paper No. DP11537
Number of pages: 55 Posted: 03 Oct 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), New York University Stern School of Business, Department of Finance and London School of Economics
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bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets

36.

Learning Asymmetries in Real Business Cycles

Downloads 82 (274,166)
Citation 30

Learning Asymmetries in Real Business Cycles

NYU Working Paper No. S-MF-03-08
Number of pages: 37 Posted: 12 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 61 (327,343)
Citation 30

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Learning Asymmetries in Real Business Cycles

NYU Working Paper No. FIN-05-025
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 21 (488,183)
Citation 30

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37.

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

Downloads 78 (251,802)
Citation 1

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

IMF Working Paper No. 02/29
Number of pages: 44 Posted: 29 Jan 2006
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance
Downloads 78 (285,116)
Citation 1

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Sterilized intervention, fiscal non-neutrality, currency risk premium, portfolio balance theory

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

NYU Working Paper No. FIN-11-058
Posted: 13 Jan 2012
Michael Kumhof and Stijn Van Nieuwerburgh
International Monetary Fund (IMF) and New York University Stern School of Business, Department of Finance

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38.

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

Downloads 75 (288,956)
Citation 35

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

Review of Financial Studies (2008), 21(5), NYU Working Paper No. FIN-05-023
Number of pages: 63 Posted: 03 Nov 2008 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 43 (384,655)
Citation 35

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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

NBER Working Paper No. w11564
Number of pages: 64 Posted: 05 Oct 2005 Last Revised: 08 Aug 2010
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
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Citation 35

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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

The Review of Financial Studies, Vol. 21, Issue 5, pp. 2097-2137, 2008
Posted: 19 Sep 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

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G12, G14, G33

39.

Financing the War on Cancer

Downloads 69 (305,271)

Financing the War on Cancer

Number of pages: 30 Posted: 19 Mar 2018 Last Revised: 17 Jun 2018
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 68 (311,380)

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Financing the War on Cancer

NBER Working Paper No. w24730
Number of pages: 31 Posted: 18 Jun 2018
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
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Financing the War on Cancer

CEPR Discussion Paper No. DP12990
Number of pages: 33 Posted: 18 Jun 2018
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
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40.

Housing Collateral and Consumption Insurance Across Us Regions

NYU Working Paper No. S-MF-04-10
Number of pages: 47 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 49 (331,089)
Citation 7

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41.

Phasing Out the GSEs

Journal of Monetary Economics, Forthcoming
Number of pages: 69 Posted: 02 Apr 2015 Last Revised: 18 Mar 2016
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and New York University Stern School of Business, Department of Finance
Downloads 48 (85,845)

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financial intermediation, housing policy, government bailouts

42.

Can Housing Collateral Explain Long-Run Swings in Asset Returns?

Downloads 32 (351,712)
Citation 21

Can Housing Collateral Explain Long-Run Swings in Asset Returns?

NBER Working Paper No. w12766
Number of pages: 47 Posted: 22 Dec 2006
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 32 (429,156)
Citation 21

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Can Housing Collateral Explain Long-Run Swings in Asset Returns?

NYU Working Paper No. FIN-11-059
Posted: 13 Jan 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance

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43.

Information Acquisition and Portfolio Under-Diversification

NYU Working Paper No. SC-AM-05-08
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
New York University Stern School of Business, Department of Finance and New York University - Stern School of Business
Downloads 27 (391,583)
Citation 59

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44.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective

NBER Working Paper No. w9959
Number of pages: 56 Posted: 06 Oct 2005 Last Revised: 09 May 2015
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 24 (427,579)
Citation 133

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45.

Inside Information and the Own Company Stock Puzzle

NYU Working Paper No. SC-AM-05-07
Number of pages: 17 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 23 (456,661)
Citation 3

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46.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751
Number of pages: 64 Posted: 14 Jan 2012
Jack Y Favilukis, David Kohn, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, Pontificia Universidad Catolica de Chile, New York University - Department of Economics and New York University Stern School of Business, Department of Finance
Downloads 18 (488,785)
Citation 6

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47.

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives

NYU Working Paper No. 2451/31428
Number of pages: 58 Posted: 10 Sep 2013
Stijn Van Nieuwerburgh
New York University Stern School of Business, Department of Finance
Downloads 3 (526,366)

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48.

What to Do About the GSEs?

Annual Review of Financial Economics, Vol. 9, pp. 21-41, 2017
Posted: 03 Jan 2018
Matthew P. Richardson, Stijn Van Nieuwerburgh and Lawrence J. White
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics

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49.

Financial Fragility with SAM?

MIT Sloan Research Paper No. 5261-17
Number of pages: 56 Posted: 15 Nov 2017 Last Revised: 11 May 2018
Daniel Greenwald, Tim Landvoigt and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - The Wharton School and New York University Stern School of Business, Department of Finance
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mortgage design, financial intermediation, housing policy

50.

Firm Volatility in Granual Networks

CEPR Discussion Paper No. DP12284
Number of pages: 50 Posted: 11 Sep 2017
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
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aggregate volatility, firm size distribution, Firm volatility, granularity, networks

51.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

CEPR Discussion Paper No. DP12282
Number of pages: 70 Posted: 11 Sep 2017
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and New York University Stern School of Business, Department of Finance
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credit spread, Financial Intermediation, intermediary-based asset pricing, macroprudential policy

52.

Phasing Out the Gses

NBER Working Paper No. w21626
Number of pages: 78 Posted: 12 Oct 2015 Last Revised: 21 Oct 2015
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and New York University Stern School of Business, Department of Finance
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53.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Number of pages: 88 Posted: 16 Mar 2016
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins University, University of Pennsylvania - The Wharton School and New York University Stern School of Business, Department of Finance
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Abstract:

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financial intermediation, macroprudential policy, credit spread, intermediary-based asset pricing