Stijn Van Nieuwerburgh

Columbia University Graduate School of Business

3022 Broadway

Uris Hall 809

New York, NY New York 10027

United States

http://https://www0.gsb.columbia.edu/faculty/svannieuwerburgh/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

Faculty Research Fellow

London

United Kingdom

ABFER

BIZ 2 Storey 4, 04-05

1 Business Link

Singapore, 117592

Singapore

New York University (NYU)

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

  • Columbia University Graduate School of Business

  • ABFER

  • New York University (NYU)

SCHOLARLY PAPERS

68

DOWNLOADS
Rank 579

SSRN RANKINGS

Top 579

in Total Papers Downloads

48,674

SSRN CITATIONS
Rank 75

SSRN RANKINGS

Top 75

in Total Papers Citations

2,593

CROSSREF CITATIONS

3,651

Scholarly Papers (68)

Actions:
Email selected abstracts
1.

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

Downloads 5,002 ( 2,069)
Citation 39

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

Journal of Monetary Economics, Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen 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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 4,026 (3,009)
Citation 5

Abstract:

Loading...

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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 720 (44,038)

Abstract:

Loading...

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

NBER Working Paper No. w15688
Number of pages: 68 Posted: 01 Feb 2010 Last Revised: 15 May 2021
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 253 (151,689)
Citation 11

Abstract:

Loading...

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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 3 (804,159)
Citation 17
  • Add to Cart

Abstract:

Loading...

bond risk premium, cross-section of stock returns

2.

Time-Varying Fund Manager Skill

Downloads 3,145 ( 4,679)
Citation 92

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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 3,029 (4,900)
Citation 7

Abstract:

Loading...

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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 64 (431,808)
Citation 1

Abstract:

Loading...

Time-Varying Fund Manager Skill

NBER Working Paper No. w17615
Number of pages: 48 Posted: 24 Nov 2011 Last Revised: 20 Aug 2021
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 50 (486,365)
Citation 5

Abstract:

Loading...

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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 2 (814,885)
Citation 25
  • Add to Cart

Abstract:

Loading...

BUSINESS CYCLE, MUTUAL FUNDS, SKILLS

3.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 3,007 ( 5,060)
Citation 113

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 Columbia University Graduate School of Business
Downloads 2,967 (5,085)
Citation 2

Abstract:

Loading...

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 Last Revised: 10 May 2021
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 Columbia University Graduate School of Business
Downloads 40 (533,496)
Citation 47

Abstract:

Loading...

4.

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

Downloads 2,878 ( 5,439)
Citation 75

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 Columbia University Graduate School of Business
Downloads 2,547 (6,519)
Citation 9

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 186 (203,162)
Citation 1

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 109 (311,721)

Abstract:

Loading...

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 Last Revised: 12 May 2021
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 34 (566,068)
Citation 13

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 2 (814,885)
Citation 24
  • Add to Cart

Abstract:

Loading...

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

5.

Firm Volatility in Granular Networks

Downloads 2,609 ( 6,364)
Citation 22

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 69 Posted: 07 Dec 2012 Last Revised: 11 Jun 2020
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 Columbia University Graduate School of Business
Downloads 2,547 (6,519)
Citation 15

Abstract:

Loading...

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

Firm Volatility in Granular Networks

NBER Working Paper No. w19466
Number of pages: 70 Posted: 28 Sep 2013 Last Revised: 10 Sep 2021
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 62 (438,951)
Citation 2

Abstract:

Loading...

6.

Predictability of Returns and Cash Flows

Downloads 2,261 ( 8,047)
Citation 61

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
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 1,981 (9,775)
Citation 25

Abstract:

Loading...

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
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 237 (161,843)
Citation 19

Abstract:

Loading...

Predictability of Returns and Cash Flows

NBER Working Paper No. w16648
Number of pages: 34 Posted: 29 Dec 2010 Last Revised: 28 Jun 2021
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 43 (518,512)

Abstract:

Loading...

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
University of Chicago - Booth School of Business and Columbia University Graduate School of Business

Abstract:

Loading...

7.

Rational Attention Allocation over the Business Cycle

Downloads 2,111 ( 8,965)
Citation 12

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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 1,827 (11,154)
Citation 12

Abstract:

Loading...

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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 251 (152,913)

Abstract:

Loading...

Rational Attention Allocation Over the Business Cycle

NBER Working Paper No. w15450
Number of pages: 54 Posted: 03 Nov 2009 Last Revised: 21 Mar 2021
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 33 (571,918)
Citation 2

Abstract:

Loading...

8.

Mortgage Timing

Downloads 1,738 ( 12,300)
Citation 56

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
University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business
Downloads 1,438 (16,281)
Citation 1

Abstract:

Loading...

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
University of Chicago - Booth School of Business, affiliation not provided to SSRN and Columbia University Graduate School of Business
Downloads 255 (150,479)

Abstract:

Loading...

Mortgage Timing

NBER Working Paper No. w13361
Number of pages: 53 Posted: 10 Sep 2007 Last Revised: 05 Jul 2021
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business
Downloads 45 (509,029)
Citation 10

Abstract:

Loading...

9.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Downloads 1,461 ( 16,185)
Citation 9

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Number of pages: 101 Posted: 16 Mar 2016 Last Revised: 29 Apr 2020
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 1,425 (16,508)
Citation 5

Abstract:

Loading...

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

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

NBER Working Paper No. w24757
Number of pages: 89 Posted: 25 Jun 2018 Last Revised: 25 Aug 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 36 (554,684)
Citation 1

Abstract:

Loading...

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 Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

credit spread, Financial Intermediation, intermediary-based asset pricing, macroprudential policy

10.

Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate

Downloads 1,447 ( 16,433)
Citation 4

Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate

NYU Stern School of Business Forthcoming, Columbia Business School Research Paper Forthcoming
Number of pages: 80 Posted: 08 Feb 2021 Last Revised: 10 Aug 2021
Arpit Gupta, Vrinda Mittal, Jonas Peeters and Stijn Van Nieuwerburgh
NYU Stern School of Business, Columbia Business School, Columbia University in the City of New York, New York University (NYU) - Center for Data Science and Columbia University Graduate School of Business
Downloads 1,393 (17,089)
Citation 6

Abstract:

Loading...

COVID-19, land values, bid-rent function, working from home

Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate

NBER Working Paper No. w28675
Number of pages: 63 Posted: 12 Apr 2021 Last Revised: 23 Jul 2021
Arpit Gupta, Vrinda Mittal, Jonas Peeters and Stijn Van Nieuwerburgh
NYU Stern School of Business, Columbia Business School, Columbia University in the City of New York, New York University (NYU) - Center for Data Science and Columbia University Graduate School of Business
Downloads 53 (473,662)

Abstract:

Loading...

Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate

CEPR Discussion Paper No. DP16080
Number of pages: 67 Posted: 14 May 2021
Arpit Gupta, Vrinda Mittal, Jonas Peeters and Stijn Van Nieuwerburgh
NYU Stern School of Business, Columbia Business School, Columbia University in the City of New York, New York University (NYU) - Center for Data Science and Columbia University Graduate School of Business
Downloads 1 (828,133)
  • Add to Cart

Abstract:

Loading...

11.

The Wealth-Consumption Ratio

Downloads 1,447 ( 16,433)
Citation 19

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, Adrien Verdelhan and Adrien Verdelhan
Stanford Graduate School of Business, Columbia University Graduate School of Business and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,409 (16,781)

Abstract:

Loading...

The Wealth-Consumption Ratio

NBER Working Paper No. w13896
Number of pages: 52 Posted: 21 Mar 2008 Last Revised: 21 Jun 2021
Hanno N. Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan and Adrien Verdelhan
Stanford Graduate School of Business, Columbia University Graduate School of Business and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 32 (577,768)
Citation 2

Abstract:

Loading...

The Wealth-Consumption Ratio

CEPR Discussion Paper No. DP9022
Number of pages: 77 Posted: 28 Sep 2012
Hanno N. Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan and Adrien Verdelhan
Stanford Graduate School of Business, Columbia University Graduate School of Business and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 6 (778,441)
Citation 9
  • Add to Cart

Abstract:

Loading...

discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns

12.

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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 1,395 (17,372)
Citation 52

Abstract:

Loading...

mutual funds, rational inattention, portfolio choice

13.

Affordable Housing and City Welfare

Downloads 1,303 ( 19,187)
Citation 4

Affordable Housing and City Welfare

Columbia Business School Research Paper No. 18-77
Number of pages: 87 Posted: 07 Nov 2018 Last Revised: 11 Jun 2021
Jack Y Favilukis, Pierre Mabille and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, INSEAD - Finance and Columbia University Graduate School of Business
Downloads 1,286 (19,227)
Citation 1

Abstract:

Loading...

Dynamic Spatial Equilibrium, House Prices, Affordable Housing, Rent Control, Zoning, Gentrification, Real Estate Development, New York, Housing Vouchers, Tax Credits, LIHTC

Affordable Housing and City Welfare

NBER Working Paper No. w25906
Number of pages: 88 Posted: 05 Jun 2019 Last Revised: 15 Oct 2021
Jack Y Favilukis, Pierre Mabille and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, INSEAD - Finance and Columbia University Graduate School of Business
Downloads 15 (701,521)

Abstract:

Loading...

Affordable Housing and City Welfare

CEPR Discussion Paper No. DP13758
Number of pages: 84 Posted: 30 May 2019
Jack Y Favilukis, Pierre Mabille and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, INSEAD - Finance and Columbia University Graduate School of Business
Downloads 2 (814,885)
Citation 2
  • Add to Cart

Abstract:

Loading...

affordable housing, Development, Dynamic spatial equilibrium, Gentrification, House Prices, housing vouchers, Rent Control, Tax credits, Zoning

14.

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

Downloads 1,303 ( 19,187)
Citation 104

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 Columbia University Graduate School of Business
Downloads 1,091 (24,627)
Citation 102

Abstract:

Loading...

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: 09 Sep 2021
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 Columbia University Graduate School of Business
Downloads 81 (378,151)
Citation 6

Abstract:

Loading...

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
Columbia University Graduate School of Business, University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and affiliation not provided to SSRN
Downloads 60 (446,325)
Citation 1

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 40 (533,496)

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 31 (583,758)

Abstract:

Loading...

15.

Out-of-Town Home Buyers and City Welfare

Downloads 1,223 ( 21,161)
Citation 18

Out-of-Town Home Buyers and City Welfare

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 24 Feb 2017 Last Revised: 29 Jan 2021
Jack Y Favilukis and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance and Columbia University Graduate School of Business
Downloads 1,220 (20,874)
Citation 23

Abstract:

Loading...

house prices, foreign investors, property taxes

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 Columbia University Graduate School of Business
Downloads 3 (804,159)
  • Add to Cart

Abstract:

Loading...

affordable housing, Dynamic spatial equilibrium, foreign investors, Gentrification, House Prices, property taxes

16.

The U.S. Public Debt Valuation Puzzle

Downloads 1,086 ( 25,235)
Citation 5

The U.S. Public Debt Valuation Puzzle

Number of pages: 68 Posted: 04 Mar 2019 Last Revised: 13 Apr 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 1,058 (25,795)
Citation 2

Abstract:

Loading...

government debt maturity, fiscal policy, term structure, interest rate risk

The U.S. Public Debt Valuation Puzzle

NBER Working Paper No. w26583
Number of pages: 69 Posted: 24 Dec 2019 Last Revised: 21 Aug 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 28 (603,159)
Citation 1

Abstract:

Loading...

The U.S. Public Debt Valuation Puzzle

CEPR Discussion Paper No. DP16082
Number of pages: 71 Posted: 14 May 2021
Zhengyang Jiang, hlustig@stanford.edu Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

17.

Information Immobility and the Home Bias Puzzle

Downloads 936 ( 31,153)
Citation 165

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 525 (66,356)
Citation 8

Abstract:

Loading...

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 264 (145,380)

Abstract:

Loading...

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 61 (442,664)
Citation 1

Abstract:

Loading...

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 54 (469,583)

Abstract:

Loading...

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 32 (577,768)
Citation 46

Abstract:

Loading...

18.

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

Downloads 887 ( 33,556)
Citation 21

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 866 (34,225)
Citation 3

Abstract:

Loading...

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
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics
Downloads 21 (654,167)
Citation 4

Abstract:

Loading...

19.

Combining Life and Health Insurance

Downloads 811 ( 37,971)
Citation 5

Combining Life and Health Insurance

Quarterly Journal of Economics, Forthcoming
Number of pages: 54 Posted: 19 Mar 2018 Last Revised: 09 Oct 2019
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 798 (38,327)
Citation 5

Abstract:

Loading...

Financing the War on Cancer

NBER Working Paper No. w24730
Number of pages: 31 Posted: 18 Jun 2018 Last Revised: 29 Jul 2021
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 13 (718,486)

Abstract:

Loading...

Financing the War on Cancer

CEPR Discussion Paper No. DP12990
Number of pages: 33 Posted: 18 Jun 2018 Last Revised: 25 Jun 2018
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 0
  • Add to Cart

Abstract:

Loading...

20.

Are Mutual Fund Managers Paid for Investment Skill?

Downloads 796 ( 38,999)
Citation 17

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
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 774 (39,973)

Abstract:

Loading...

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 Last Revised: 14 May 2021
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 21 (654,167)

Abstract:

Loading...

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
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 1 (828,133)
Citation 7
  • Add to Cart

Abstract:

Loading...

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
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

financial sector income, mutual fund performance, Portfolio manager compensation

21.

Valuing Private Equity Investments Strip by Strip

Journal of Finance, Forthcoming, NYU Stern School of Business
Number of pages: 129 Posted: 18 Oct 2019 Last Revised: 29 Jan 2021
Arpit Gupta and Stijn Van Nieuwerburgh
NYU Stern School of Business and Columbia University Graduate School of Business
Downloads 689 (47,383)
Citation 4

Abstract:

Loading...

private equity, cross-section, term structure of risk

22.

Identifying the Benefits from Home Ownership: A Swedish Experiment

Downloads 581 ( 59,046)
Citation 8

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: 122 Posted: 29 May 2016 Last Revised: 14 Jul 2021
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld‐Toal
Stockholm School of Economics - Department of Finance, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Universite du Luxembourg
Downloads 558 (61,478)
Citation 5

Abstract:

Loading...

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

Identifying the Benefits from Homeownership: A Swedish Experiment

NBER Working Paper No. w22882
Number of pages: 123 Posted: 05 Dec 2016 Last Revised: 19 Jul 2021
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld-Toal
Stockholm School of Economics - Department of Finance, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Luxembourg School of Finance
Downloads 23 (638,874)

Abstract:

Loading...

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, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Luxembourg School of Finance
Downloads 0
Citation 2
  • Add to Cart

Abstract:

Loading...

collateral effect, home ownership, housing wealth, mobility, MPC

23.

Manufacturing Risk-free Government Debt

Downloads 580 ( 59,314)
Citation 3

Manufacturing Risk-free Government Debt

Number of pages: 65 Posted: 08 Jul 2020 Last Revised: 17 Jun 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 545 (63,450)

Abstract:

Loading...

fiscal policy, bond pricing

Manufacturing Risk-Free Government Debt

CESifo Working Paper No. 8902
Number of pages: 68 Posted: 03 Mar 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 32 (577,768)
Citation 1

Abstract:

Loading...

Manufacturing Risk-Free Government Debt

NBER Working Paper No. w27786
Number of pages: 66 Posted: 11 Sep 2020 Last Revised: 21 Jun 2021
Zhengyang Jiang, hlustig@stanford.edu Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 3 (804,159)
Citation 2
  • Add to Cart

Abstract:

Loading...

Manufacturing Risk-Free Government Debt

CEPR Discussion Paper No. DP16304
Number of pages: 68 Posted: 14 Jul 2021
Zhengyang Jiang, hlustig@stanford.edu Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

24.

Can the COVID Bailouts Save the Economy?

Downloads 571 ( 60,385)
Citation 9

Can the COVID Bailouts Save the Economy?

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 60 Posted: 05 May 2020 Last Revised: 22 Feb 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 469 (76,333)
Citation 1

Abstract:

Loading...

COIVD-19, corporate bailout, credit crisis, financial intermediation, government debt

Can the Covid Bailouts Save the Economy?

NBER Working Paper No. w27207
Number of pages: 45 Posted: 26 May 2020 Last Revised: 27 Jun 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 101 (328,529)

Abstract:

Loading...

Can the Covid Bailouts Save the Economy?

CEPR Discussion Paper No. DP14714
Number of pages: 44 Posted: 08 May 2020 Last Revised: 18 May 2020
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 1 (828,133)
Citation 11
  • Add to Cart

Abstract:

Loading...

bailout, COVID-19, credit crisis, Financial Intermediation

25.

The Sovereign-Bank Diabolic Loop and Esbies

Downloads 561 ( 61,725)
Citation 71

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, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, Centre for Economic Policy Research (CEPR)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) - Sloan School of Management, Columbia University Graduate School of Business and London School of Economics
Downloads 535 (64,764)
Citation 7

Abstract:

Loading...

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: 06 Aug 2021
Markus K. Brunnermeier, Luis Garicano, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, Centre for Economic Policy Research (CEPR)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) - Sloan School of Management, Columbia University Graduate School of Business and London School of Economics
Downloads 25 (624,032)
Citation 10

Abstract:

Loading...

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, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, Centre for Economic Policy Research (CEPR)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) - Sloan School of Management, Columbia University Graduate School of Business and London School of Economics
Downloads 1 (828,133)
Citation 36
  • Add to Cart

Abstract:

Loading...

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

26.

Why Has House Price Dispersion Gone Up?

Downloads 557 ( 62,306)
Citation 37

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
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 414 (88,485)

Abstract:

Loading...

Why Has House Price Dispersion Gone Up?

Number of pages: 53 Posted: 10 Aug 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 103 (324,296)

Abstract:

Loading...

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: 06 Oct 2021
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 40 (533,496)
Citation 7

Abstract:

Loading...

27.

Financial and Total Wealth Inequality with Declining Interest Rates

Downloads 479 ( 75,141)

Financial and Total Wealth Inequality with Declining Interest Rates

Stanford University Graduate School of Business Research Paper
Number of pages: 92 Posted: 01 Mar 2021 Last Revised: 13 Jul 2021
Daniel Greenwald, Matteo Leombroni, Hanno N. Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 473 (75,583)

Abstract:

Loading...

wealth inequality, declining real rates, human wealth, financial wealth

Financial and Total Wealth Inequality with Declining Interest Rates

NBER Working Paper No. w28613
Number of pages: 84 Posted: 29 Mar 2021 Last Revised: 06 Sep 2021
Daniel Greenwald, Matteo Leombroni, hlustig@stanford.edu Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford University and Columbia University Graduate School of Business
Downloads 6 (778,441)
  • Add to Cart

Abstract:

Loading...

Financial and Total Wealth Inequality with Declining Interest Rates

CEPR Discussion Paper No. DP16081
Number of pages: 90 Posted: 14 May 2021
Daniel Greenwald, Matteo Leombroni, hlustig@stanford.edu Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford University and Columbia University Graduate School of Business
Downloads 0
  • Add to Cart

Abstract:

Loading...

28.

Information Acquisition and Under-Diversification

Downloads 476 ( 75,710)
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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 389 (95,127)
Citation 6

Abstract:

Loading...

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
Columbia University - Columbia Business School and Columbia University Graduate School of Business
Downloads 63 (435,350)
Citation 16

Abstract:

Loading...

Information Acquisition and Under-Diversification

NBER Working Paper No. w13904
Number of pages: 37 Posted: 21 Mar 2008 Last Revised: 30 Jun 2021
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 24 (631,449)
Citation 8

Abstract:

Loading...

29.

Why are REITS Currently so Expensive?

Downloads 473 ( 76,313)
Citation 5

Why are REITS Currently so Expensive?

Number of pages: 53 Posted: 29 Apr 2017 Last Revised: 31 Aug 2017
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
Downloads 471 (75,952)

Abstract:

Loading...

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
Columbia University Graduate School of Business
Downloads 1 (828,133)
  • Add to Cart

Abstract:

Loading...

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

Why are Reits Currently so Expensive?

Real Estate Economics, Vol. 47, Issue 1, pp. 18-65, 2019
Number of pages: 48 Posted: 20 Feb 2019
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
Downloads 1 (828,133)
Citation 4
  • Add to Cart

Abstract:

Loading...

30.

Financial Fragility with SAM?

Journal of Finance, Forthcoming, MIT Sloan Research Paper No. 5261-17
Number of pages: 77 Posted: 15 Nov 2017 Last Revised: 11 Nov 2020
Daniel Greenwald, Tim Landvoigt and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 454 (80,129)
Citation 15

Abstract:

Loading...

mortgage design, financial intermediation, housing policy

31.

Reconciling the Return Predictability Evidence

Downloads 431 ( 85,184)
Citation 49

Reconciling the Return Predictability Evidence

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 03 Mar 2006
Stijn Van Nieuwerburgh and Martin Lettau
Columbia University Graduate School of Business and University of California - Haas School of Business
Downloads 333 (113,565)
Citation 1

Abstract:

Loading...

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 2021
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business
Downloads 51 (482,109)
Citation 19

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 47 (499,642)

Abstract:

Loading...

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 Columbia University Graduate School of Business

Abstract:

Loading...

12, 14

32.

Technological Change and the Growing Inequality in Managerial Compensation

Downloads 423 ( 87,091)
Citation 38

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 Columbia University Graduate School of Business
Downloads 387 (95,733)
Citation 11

Abstract:

Loading...

Technological Change and the Growing Inequality in Managerial Compensation

NBER Working Paper No. w14661
Number of pages: 57 Posted: 25 Jan 2009 Last Revised: 25 Jul 2021
Hanno N. Lustig, Chad Syverson and Stijn Van Nieuwerburgh
Stanford Graduate School of Business, University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 36 (554,684)

Abstract:

Loading...

33.

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

Downloads 422 ( 87,337)
Citation 99

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, Board of Governors of the Federal Reserve System and Columbia University Graduate School of Business
Downloads 395 (93,421)
Citation 27

Abstract:

Loading...

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: 24 Apr 2021
John Ameriks, Andrew Caplin, Steven Laufer and Stijn Van Nieuwerburgh
The Vanguard Group, Inc., New York University (NYU) - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University Graduate School of Business
Downloads 27 (609,858)
Citation 3

Abstract:

Loading...

34.

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 Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 420 (87,808)
Citation 1

Abstract:

Loading...

financial intermediation, housing policy, government bailouts

35.

Bond Convenience Yields in the Eurozone Currency Union

Columbia Business School Research Paper Forthcoming
Number of pages: 46 Posted: 30 Mar 2021 Last Revised: 23 Aug 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 367 (102,526)
Citation 1

Abstract:

Loading...

bond pricing, fiscal policy, sovereign default, convenience yield, currency union

36.

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
Columbia University Graduate School of Business, University of Antwerp and affiliation not provided to SSRN
Downloads 326 (116,949)
Citation 4

Abstract:

Loading...

37.

Take the Q Train: Value Capture of Public Infrastructure Projects

Downloads 324 (118,134)
Citation 2

Take the Q Train: Value Capture of Public Infrastructure Projects

NYU Stern School of Business
Number of pages: 64 Posted: 18 Oct 2019 Last Revised: 04 Jun 2021
Arpit Gupta, Stijn Van Nieuwerburgh and Constantine Kontokosta
NYU Stern School of Business, Columbia University Graduate School of Business and New York University (NYU) - Marron Institute of Urban Management
Downloads 312 (122,269)

Abstract:

Loading...

Public Finance, Land Value Taxation, Urban Development, Value Capture

Take the Q Train: Value Capture of Public Infrastructure Projects

NBER Working Paper No. w26789
Number of pages: 51 Posted: 02 Mar 2020 Last Revised: 12 Jul 2021
Arpit Gupta, Stijn Van Nieuwerburgh and Constantine E. Kontokosta
NYU Stern School of Business, Columbia University Graduate School of Business and New York University - Center for Urban Science and Progress
Downloads 12 (727,131)
Citation 1
  • Add to Cart

Abstract:

Loading...

38.

Housing, Finance and the Macroeconomy

Downloads 313 (122,188)
Citation 30

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 Columbia University Graduate School of Business
Downloads 275 (139,336)

Abstract:

Loading...

housing, macroeconomics, asset pricing, review

Housing, Finance and the Macroeconomy

NBER Working Paper No. w20287
Number of pages: 77 Posted: 24 Jul 2014 Last Revised: 07 Jun 2021
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and Columbia University Graduate School of Business
Downloads 38 (543,836)
Citation 16

Abstract:

Loading...

39.

What Determines the Government’s Funding Costs when r=g? Unpleasant Fiscal Asset Pricing Arithmetic

Number of pages: 9 Posted: 29 Mar 2021 Last Revised: 21 Apr 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 288 (133,945)

Abstract:

Loading...

MMT, Fiscal Theory of the Price Level

40.

Real and Private-Value Assets

Downloads 284 (135,431)

Real and Private-Value Assets

HEC Paris Research Paper No. FIN-2021-1421, Columbia Business School Research Paper Forthcoming
Number of pages: 37 Posted: 12 Mar 2021 Last Revised: 23 Aug 2021
William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh
Yale School of Management - International Center for Finance, HEC Paris - Finance Department and Columbia University Graduate School of Business
Downloads 282 (135,731)

Abstract:

Loading...

real estate, infrastructure, collectibles, entrepreneurship, sustainable investing

Real and Private-Value Assets

NBER Working Paper No. w28580
Number of pages: 38 Posted: 22 Mar 2021 Last Revised: 05 Aug 2021
William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh
Yale School of Management - International Center for Finance, HEC Paris - Finance Department and Columbia University Graduate School of Business
Downloads 2 (814,885)
  • Add to Cart

Abstract:

Loading...

Real and Private Value Assets

CEPR Discussion Paper No. DP16083
Number of pages: 40 Posted: 14 May 2021
William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh
Yale School of Management - International Center for Finance, HEC Paris - Finance Department and Columbia University Graduate School of Business
Downloads 0
  • Add to Cart

Abstract:

Loading...

41.

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Downloads 258 (149,342)
Citation 2

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 Columbia University Graduate School of Business
Downloads 124 (284,074)

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 71 (408,192)

Abstract:

Loading...

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NBER Working Paper No. w10955
Number of pages: 62 Posted: 25 May 2006 Last Revised: 09 Jun 2021
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 42 (523,395)

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 21 (654,167)

Abstract:

Loading...

42.

Monetary Policy in an Equilibrium Portfolio Balance Model

Downloads 246 (150,441)

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
CEPR and Columbia University Graduate School of Business
Downloads 246 (156,018)

Abstract:

Loading...

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
CEPR and Columbia University Graduate School of Business

Abstract:

Loading...

43.

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
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 237 (162,323)
Citation 12

Abstract:

Loading...

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

44.

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

Downloads 214 (178,859)
Citation 161

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 Columbia University Graduate School of Business
Downloads 147 (248,741)
Citation 33

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 28 (603,159)
Citation 26

Abstract:

Loading...

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
Columbia University Graduate School of Business
Downloads 26 (616,880)

Abstract:

Loading...

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
Columbia University Graduate School of Business
Downloads 13 (718,486)

Abstract:

Loading...

45.

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

Downloads 188 (201,350)
Citation 152

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 Columbia University Graduate School of Business
Downloads 103 (324,296)

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 37 (549,167)

Abstract:

Loading...

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
Columbia University Graduate School of Business and University of California - Haas School of Business
Downloads 25 (624,032)
Citation 21
  • Add to Cart

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 23 (638,874)

Abstract:

Loading...

46.

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 162 (228,818)
Citation 5

Abstract:

Loading...

47.

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

Downloads 155 (237,587)

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 Columbia University Graduate School of Business
Downloads 146 (250,156)

Abstract:

Loading...

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 Last Revised: 04 Jun 2021
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 Columbia University Graduate School of Business
Downloads 9 (752,679)

Abstract:

Loading...

48.

How Much Does Household Collateral Constrain Regional Risk Sharing?

Downloads 144 (252,196)
Citation 31

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 Columbia University Graduate School of Business
Downloads 82 (375,303)
Citation 1

Abstract:

Loading...

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 2021
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 32 (577,768)
Citation 6

Abstract:

Loading...

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 Columbia University Graduate School of Business
Downloads 30 (590,032)

Abstract:

Loading...

Regional risk sharing, housing collateral

49.

Quantifying U.S. Treasury Investor Optimism

Columbia Business School Research Paper Forthcoming
Number of pages: 29 Posted: 01 Mar 2021 Last Revised: 14 Jun 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 143 (253,596)

Abstract:

Loading...

fiscal policy, debt sustainability, term structure, convenience yield

50.

Can Monetary Policy Create Fiscal Capacity?

Downloads 140 (257,841)

Can Monetary Policy Create Fiscal Capacity?

Number of pages: 71 Posted: 30 Aug 2021 Last Revised: 21 Sep 2021
Vadim Elenev, Tim Landvoigt, Patrick Shultz and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 89 (356,642)

Abstract:

Loading...

monetary policy, fiscal policy, public debt, quantitative easing, forward guidance, long-run risk

Can Monetary Policy Create Fiscal Capacity?

NBER Working Paper No. w29129
Number of pages: 72 Posted: 09 Aug 2021 Last Revised: 30 Aug 2021
Vadim Elenev, Tim Landvoigt, Patrick Shultz and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 51 (482,109)

Abstract:

Loading...

Can Monetary Policy Create Fiscal Capacity?

CEPR Discussion Paper No. DP16414
Number of pages: 74 Posted: 22 Sep 2021
Vadim Elenev, Tim Landvoigt, Patrick Shultz and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 0
  • Add to Cart

Abstract:

Loading...

Fiscal policy, forward guidance, Long-run risk, monetary policy, public debt, Quantitative easing

51.

ESBies: Safety in the Tranches

Downloads 133 (268,391)
Citation 13

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), Columbia University Graduate School of Business and London School of Economics
Downloads 94 (344,337)
Citation 17

Abstract:

Loading...

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), Columbia University Graduate School of Business and London School of Economics
Downloads 39 (538,633)
Citation 2

Abstract:

Loading...

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), Columbia University Graduate School of Business and London School of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets

52.

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
Columbia University Graduate School of Business and University of California - Haas School of Business
Downloads 126 (279,527)
Citation 1

Abstract:

Loading...

53.

Learning Asymmetries in Real Business Cycles

Downloads 102 (324,197)
Citation 82

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 75 (395,582)
Citation 13

Abstract:

Loading...

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 27 (609,858)
Citation 9

Abstract:

Loading...

54.

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

Downloads 92 (346,355)
Citation 49

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 Columbia University Graduate School of Business
Downloads 52 (477,802)

Abstract:

Loading...

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 2021
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 40 (533,496)
Citation 10

Abstract:

Loading...

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 Columbia University Graduate School of Business

Abstract:

Loading...

G12, G14, G33

55.

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

Downloads 86 (324,197)

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
CEPR and Columbia University Graduate School of Business
Downloads 86 (364,443)

Abstract:

Loading...

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
CEPR and Columbia University Graduate School of Business

Abstract:

Loading...

56.

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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 72 (400,290)
Citation 27

Abstract:

Loading...

57.

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 Columbia University Graduate School of Business
Downloads 67 (416,113)

Abstract:

Loading...

58.

What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark

Downloads 59 (451,015)

What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark

Number of pages: 35 Posted: 20 Sep 2021 Last Revised: 01 Oct 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 57 (465,674)

Abstract:

Loading...

fiscal policy, bond pricing.

What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn&Apos;T Bark

NBER Working Paper No. w29351
Number of pages: 36 Posted: 11 Oct 2021 Last Revised: 16 Oct 2021
Zhengyang Jiang, hlustig@stanford.edu Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 2 (814,885)
  • Add to Cart

Abstract:

Loading...

59.

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: 19 Sep 2021
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 40 (522,415)
Citation 2

Abstract:

Loading...

60.

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

Downloads 36 (458,386)

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

NBER Working Paper No. w12766
Number of pages: 47 Posted: 22 Dec 2006 Last Revised: 17 May 2007
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 36 (554,684)

Abstract:

Loading...

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 Columbia University Graduate School of Business

Abstract:

Loading...

61.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751
Number of pages: 64 Posted: 14 Jan 2012 Last Revised: 04 Jul 2021
Jack Y Favilukis, David Kohn, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, Instituto de Economia, Pontificia Universidad Catolica de Chile, New York University - Department of Economics and Columbia University Graduate School of Business
Downloads 28 (586,995)
Citation 3

Abstract:

Loading...

62.

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
Columbia University Graduate School of Business
Downloads 28 (586,995)

Abstract:

Loading...

63.

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
Columbia University Graduate School of Business
Downloads 16 (669,498)

Abstract:

Loading...

64.

Phasing Out the Gses

NBER Working Paper No. w21626
Number of pages: 78 Posted: 12 Oct 2015 Last Revised: 05 Aug 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 14 (684,633)
Citation 11

Abstract:

Loading...

65.

Valuing Private Equity Strip by Strip

Downloads 12 (700,371)
Citation 1

Valuing Private Equity Strip by Strip

NBER Working Paper No. w26514
Number of pages: 86 Posted: 03 Dec 2019 Last Revised: 12 Jul 2021
Arpit Gupta and Stijn Van Nieuwerburgh
NYU Stern School of Business and Columbia University Graduate School of Business
Downloads 12 (727,131)

Abstract:

Loading...

Valuing Private Equity Strip by Strip

CEPR Discussion Paper No. DP14241
Number of pages: 88 Posted: 14 Jan 2020
Arpit Gupta and Stijn Van Nieuwerburgh
NYU Stern School of Business and Columbia University Graduate School of Business
Downloads 0
Citation 1
  • Add to Cart

Abstract:

Loading...

affine asset pricing models, Buyout, cross-section of returns, infrastructure, Natural resources, private equity, real estate, temporal pricing of risk, Valuation, venture capital

66.

ESBies: Safety in the Tranches

ESRB: Working Paper Series No. 2016/21
Number of pages: 54 Posted: 05 Nov 2020
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), Columbia University Graduate School of Business and London School of Economics
Downloads 11 (708,104)
Citation 9

Abstract:

Loading...

European Safe Bonds, safe assets, sovereign risk

67.

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, Lawrence J. White and Lawrence J. White
New York University (NYU) - Department of Finance, Columbia University Graduate School of Business and New York University (NYU) - Leonard N. Stern School of Business, Department of EconomicsStern School of Business, New York University

Abstract:

Loading...

68.

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 Columbia University Graduate School of Business
Downloads 0 (808,754)
Citation 1
  • Add to Cart

Abstract:

Loading...

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