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

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SCHOLARLY PAPERS

73

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61,414

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2,601

CROSSREF CITATIONS

3,643

Scholarly Papers (73)

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1.

Work From Home and the Office Real Estate Apocalypse

Number of pages: 71 Posted: 09 Jun 2022 Last Revised: 29 Jun 2022
Arpit Gupta, Vrinda Mittal and Stijn Van Nieuwerburgh
NYU Stern School of Business, Columbia Business School, Columbia University in the City of New York and Columbia University Graduate School of Business
Downloads 6,176 (1,741)

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remote work, covid-19, office valuation, commercial real estate

2.

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

Downloads 5,142 ( 2,325)
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 4,128 (3,379)
Citation 5

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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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 737 (48,305)

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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 Last Revised: 15 May 2022
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 274 (155,833)
Citation 11

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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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 3 (900,972)
Citation 17
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bond risk premium, cross-section of stock returns

3.

Time-Varying Fund Manager Skill

Downloads 3,328 ( 4,957)
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 3,197 (5,212)
Citation 7

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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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 71 (449,639)
Citation 1

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Time-Varying Fund Manager Skill

NBER Working Paper No. w17615
Number of pages: 48 Posted: 24 Nov 2011 Last Revised: 18 Feb 2022
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 58 (499,052)
Citation 5

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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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 2 (915,750)
Citation 23
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BUSINESS CYCLE, MUTUAL FUNDS, SKILLS

4.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 3,107 ( 5,578)
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 3,062 (5,605)
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 Last Revised: 11 May 2022
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 45 (558,778)
Citation 47

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5.

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

Downloads 2,911 ( 6,200)
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 2,578 (7,398)
Citation 9

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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 Columbia University Graduate School of Business
Downloads 186 (225,676)
Citation 1

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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 Columbia University Graduate School of Business
Downloads 109 (344,717)

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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 Last Revised: 12 May 2022
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 36 (608,411)
Citation 13

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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 Columbia University Graduate School of Business
Downloads 2 (915,750)
Citation 24
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financial crisis, government bailout, option pricing models, systemic risk, too-big-to-fail

6.

Firm Volatility in Granular Networks

Downloads 2,785 ( 6,676)
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 2,687 (6,905)
Citation 15

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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: 70 Posted: 28 Sep 2013 Last Revised: 11 Mar 2022
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 98 (370,455)
Citation 2

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7.

Predictability of Returns and Cash Flows

Downloads 2,386 ( 8,475)
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 2,072 (10,474)
Citation 25

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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
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 255 (167,701)
Citation 19

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Predictability of Returns and Cash Flows

NBER Working Paper No. w16648
Number of pages: 34 Posted: 29 Dec 2010 Last Revised: 29 Jun 2022
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 59 (494,922)

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

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8.

Rational Attention Allocation over the Business Cycle

Downloads 2,200 ( 9,633)
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 1,906 (11,999)
Citation 13

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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, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 251 (170,316)

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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: 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 43 (569,183)
Citation 2

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9.

Mortgage Timing

Downloads 1,845 ( 12,870)
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 1,477 (17,817)
Citation 1

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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
University of Chicago - Booth School of Business, affiliation not provided to SSRN and Columbia University Graduate School of Business
Downloads 291 (146,576)

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Mortgage Timing

NBER Working Paper No. w13361
Number of pages: 53 Posted: 10 Sep 2007 Last Revised: 06 Jul 2022
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 77 (429,745)
Citation 10

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10.

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

Downloads 1,673 ( 15,032)
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, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 1,602 (15,773)
Citation 6

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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: 19 Nov 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, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 70 (453,205)

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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, University of Pennsylvania - Finance Department and Columbia University Graduate School of Business
Downloads 1 (931,900)
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11.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Downloads 1,601 ( 16,060)
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 1,559 (16,464)
Citation 5

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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: 23 Feb 2022
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 42 (574,501)
Citation 1

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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
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Citation 1
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credit spread, Financial Intermediation, intermediary-based asset pricing, macroprudential policy

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 1,589 (16,263)
Citation 52

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mutual funds, rational inattention, portfolio choice

13.

Affordable Housing and City Welfare

Downloads 1,542 ( 17,030)
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 1,516 (17,153)
Citation 1

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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 Apr 2022
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 24 (691,706)

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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 (915,750)
Citation 2
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affordable housing, Development, Dynamic spatial equilibrium, Gentrification, House Prices, housing vouchers, Rent Control, Tax credits, Zoning

14.

The U.S. Public Debt Valuation Puzzle

Downloads 1,479 ( 18,128)
Citation 5

The U.S. Public Debt Valuation Puzzle

Number of pages: 68 Posted: 04 Mar 2019 Last Revised: 16 Feb 2022
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 1,440 (18,504)
Citation 2

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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: 19 Feb 2022
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 39 (590,939)
Citation 1

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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
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Citation 1
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15.

The Wealth-Consumption Ratio

Downloads 1,477 ( 18,148)
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 1,437 (18,559)

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The Wealth-Consumption Ratio

NBER Working Paper No. w13896
Number of pages: 52 Posted: 21 Mar 2008 Last Revised: 22 Jun 2022
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 34 (620,606)
Citation 2

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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, 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 (864,155)
Citation 9
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discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns

16.

Machine-Learning the Skill of Mutual Fund Managers

Downloads 1,383 ( 20,061)

Machine-Learning the Skill of Mutual Fund Managers

Number of pages: 71 Posted: 07 Dec 2021 Last Revised: 06 Jul 2022
Ron Kaniel, Zihan Lin, Markus Pelger and Stijn Van Nieuwerburgh
University of Rochester - Simon Business School, Stanford University, Stanford University - Department of Management Science & Engineering and Columbia University Graduate School of Business
Downloads 1,377 (19,800)

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Mutual fund performance, fund flow, momentum, machine learning, sentiment, big data, neural networks

Machine-Learning the Skill of Mutual Fund Managers

NBER Working Paper No. w29723
Number of pages: 59 Posted: 07 Feb 2022 Last Revised: 09 Jul 2022
Ron Kaniel, Zihan Lin, Markus Pelger and Stijn Van Nieuwerburgh
University of Rochester - Simon Business School, Stanford University, Stanford University - Department of Management Science & Engineering and Columbia University Graduate School of Business
Downloads 6 (863,821)
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17.

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

Downloads 1,372 ( 20,248)
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 1,124 (26,801)
Citation 102

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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: 10 Mar 2022
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 104 (356,054)
Citation 6

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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
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 64 (475,072)
Citation 1

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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 Columbia University Graduate School of Business
Downloads 46 (553,676)

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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 Columbia University Graduate School of Business
Downloads 34 (620,418)

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18.

Out-of-Town Home Buyers and City Welfare

Downloads 1,339 ( 21,014)
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 1,336 (20,748)
Citation 23

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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 (900,571)
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affordable housing, Dynamic spatial equilibrium, foreign investors, Gentrification, House Prices, property taxes

19.

Information Immobility and the Home Bias Puzzle

Downloads 976 ( 33,317)
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 534 (73,238)
Citation 8

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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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 273 (156,479)

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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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 68 (460,267)
Citation 1

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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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 61 (486,887)

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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: 09 Jan 2022
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 40 (585,462)
Citation 46

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20.

Combining Life and Health Insurance

Downloads 942 ( 35,014)
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 913 (36,122)
Citation 5

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Financing the War on Cancer

NBER Working Paper No. w24730
Number of pages: 31 Posted: 18 Jun 2018 Last Revised: 29 Jul 2022
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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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
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21.

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

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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 902 (36,718)
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
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics
Downloads 36 (608,411)
Citation 4

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22.

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 890 (38,026)
Citation 4

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private equity, cross-section, term structure of risk

23.

Financial and Total Wealth Inequality with Declining Interest Rates

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Financial and Total Wealth Inequality with Declining Interest Rates

Stanford University Graduate School of Business Research Paper
Number of pages: 101 Posted: 01 Mar 2021 Last Revised: 13 Jul 2022
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 846 (40,132)

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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: 07 Mar 2022
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
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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
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24.

Are Mutual Fund Managers Paid for Investment Skill?

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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 806 (42,875)

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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 Last Revised: 14 May 2022
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
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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
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
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Citation 7
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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
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
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Citation 1
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financial sector income, mutual fund performance, Portfolio manager compensation

25.

Bond Convenience Yields in the Eurozone Currency Union

Columbia Business School Research Paper Forthcoming
Number of pages: 43 Posted: 30 Mar 2021 Last Revised: 09 Jun 2022
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 722 (50,291)
Citation 1

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bond pricing, fiscal policy, convenience yield, currency union

26.

Identifying the Benefits from Home Ownership: A Swedish Experiment

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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 671 (54,692)
Citation 5

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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: 09 Jan 2022
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 32 (633,234)

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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, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Luxembourg School of Finance
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Citation 2
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collateral effect, home ownership, housing wealth, mobility, MPC

27.

Can the COVID Bailouts Save the Economy?

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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 524 (74,974)
Citation 1

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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: 12 Aug 2022
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 116 (329,838)

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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
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Citation 11
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bailout, COVID-19, credit crisis, Financial Intermediation

28.

The Sovereign-Bank Diabolic Loop and Esbies

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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 575 (66,710)
Citation 7

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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: 06 Aug 2022
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 42 (574,501)
Citation 10

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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, 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
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Citation 36
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bailout, bank default, diabolic loop, ESBies, government default, sovereign debt crisis

29.

Why Has House Price Dispersion Gone Up?

Downloads 580 ( 66,836)
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 434 (94,130)

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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
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 103 (358,339)

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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: 06 Apr 2022
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 43 (569,183)
Citation 7

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30.

Information Acquisition and Under-Diversification

Downloads 523 ( 75,922)
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 417 (98,486)
Citation 6

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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
Columbia University - Columbia Business School and Columbia University Graduate School of Business
Downloads 72 (446,169)
Citation 16

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Information Acquisition and Under-Diversification

NBER Working Paper No. w13904
Number of pages: 37 Posted: 21 Mar 2008 Last Revised: 30 Jun 2022
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
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Citation 8

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31.

Why are REITS Currently so Expensive?

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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 498 (79,903)

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

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 7 (853,089)
Citation 4

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

32.

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 498 (80,661)
Citation 17

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mortgage design, financial intermediation, housing policy

33.

Reconciling the Return Predictability Evidence

Downloads 456 ( 89,586)
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 339 (124,842)
Citation 1

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return predictability, structural breaks

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 63 (478,913)

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Reconciling the Return Predictability Evidence

NBER Working Paper No. w12109
Number of pages: 51 Posted: 14 May 2006 Last Revised: 04 Aug 2022
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business
Downloads 54 (515,988)
Citation 19

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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 Columbia University Graduate School of Business

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12, 14

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 453 (90,235)
Citation 1

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financial intermediation, housing policy, government bailouts

35.

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

Downloads 434 ( 94,875)
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 405 (101,896)
Citation 27

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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: 24 Apr 2022
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
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Citation 3

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36.

Technological Change and the Growing Inequality in Managerial Compensation

Downloads 430 ( 95,910)
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 393 (105,541)
Citation 11

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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: 23 Jan 2022
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 37 (602,240)

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37.

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 428 (96,427)

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MMT, Fiscal Theory of the Price Level

38.

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

Downloads 425 ( 97,225)

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

Number of pages: 51 Posted: 20 Sep 2021 Last Revised: 02 Aug 2022
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 421 (97,443)

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fiscal policy, bond pricing.

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

NBER Working Paper No. w29351
Number of pages: 46 Posted: 11 Oct 2021 Last Revised: 11 May 2022
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
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39.

Take the Q Train: Value Capture of Public Infrastructure Projects

Downloads 381 (110,210)
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 357 (117,762)

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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: 29 Jul 2022
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 24 (691,949)
Citation 1

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40.

Can Monetary Policy Create Fiscal Capacity?

Downloads 366 (115,637)

Can Monetary Policy Create Fiscal Capacity?

Number of pages: 80 Posted: 30 Aug 2021 Last Revised: 03 Jul 2022
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 277 (154,161)

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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: 05 Aug 2022
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 (393,801)

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

41.

Real and Private-Value Assets

Downloads 357 (118,550)

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, University of Colorado at Boulder - Leeds School of Business and Columbia University Graduate School of Business
Downloads 354 (118,889)

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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 2022
William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh
Yale School of Management - International Center for Finance, University of Colorado at Boulder - Leeds School of Business and Columbia University Graduate School of Business
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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, University of Colorado at Boulder - Leeds School of Business and Columbia University Graduate School of Business
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42.

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 332 (128,329)
Citation 4

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43.

Housing, Finance and the Macroeconomy

Downloads 330 (129,142)
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 287 (148,760)

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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 Last Revised: 08 Jun 2022
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and Columbia University Graduate School of Business
Downloads 43 (569,183)
Citation 16

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44.

Monetary Policy in an Equilibrium Portfolio Balance Model

Downloads 280 (147,851)

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 280 (152,477)

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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
CEPR and Columbia University Graduate School of Business

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45.

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Downloads 267 (160,687)
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 126 (310,534)

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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 Columbia University Graduate School of Business
Downloads 74 (439,504)

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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 Last Revised: 09 Jun 2022
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 44 (563,941)

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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 Columbia University Graduate School of Business
Downloads 23 (699,744)

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46.

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 262 (163,786)
Citation 12

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

47.

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

Downloads 226 (188,795)
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 154 (265,290)
Citation 33

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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 Columbia University Graduate School of Business
Downloads 30 (646,990)
Citation 26

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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
Columbia University Graduate School of Business
Downloads 27 (668,329)

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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
Columbia University Graduate School of Business
Downloads 15 (770,195)

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48.

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 208 (204,244)

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fiscal policy, debt sustainability, term structure, convenience yield

49.

Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis

Downloads 207 (207,013)

Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis

Number of pages: 25 Posted: 06 Apr 2022
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 202 (209,666)

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fiscal capacity, deficit projections, convenience yields

Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis

NBER Working Paper No. w29902
Number of pages: 26 Posted: 18 Apr 2022 Last Revised: 23 Apr 2022
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
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Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis

CEPR Discussion Paper No. DP17341
Number of pages: 28 Posted: 23 Jun 2022
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
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fiscal capacity, Fiscal policy

50.

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

Downloads 195 (216,556)
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 106 (351,478)

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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 Columbia University Graduate School of Business
Downloads 39 (590,939)

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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
Columbia University Graduate School of Business and University of California - Haas School of Business
Downloads 25 (683,929)
Citation 21
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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 Columbia University Graduate School of Business
Downloads 25 (683,713)

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51.

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 175 (237,803)
Citation 5

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52.

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

Downloads 172 (241,294)

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 163 (252,970)

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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 Last Revised: 04 Jun 2022
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
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53.

ESBies: Safety in the Tranches

Downloads 155 (263,208)
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 107 (349,174)
Citation 17

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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), Columbia University Graduate School of Business and London School of Economics
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Citation 2

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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), Columbia University Graduate School of Business and London School of Economics
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bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets

54.

How Much Does Household Collateral Constrain Regional Risk Sharing?

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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 84 (408,110)
Citation 1

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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: 17 Mar 2022
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 32 (633,418)
Citation 6

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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 Columbia University Graduate School of Business
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Regional risk sharing, housing collateral

55.

Exorbitant Privilege Gained and Lost: Fiscal Implications

Downloads 142 (283,746)

Exorbitant Privilege Gained and Lost: Fiscal Implications

Number of pages: 55 Posted: 05 May 2022 Last Revised: 10 May 2022
Zefeng Chen, Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Peking University - Guanghua School of Management, Department of Finance, 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 137 (291,407)

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exorbitant privilege, fiscal capacity

Exorbitant Privilege Gained and Lost: Fiscal Implications

NBER Working Paper No. w30059
Number of pages: 56 Posted: 23 May 2022 Last Revised: 29 May 2022
Zefeng Chen, Zhengyang Jiang, hlustig@stanford.edu Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Peking University - Guanghua School of Management, Department of Finance, Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
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Exorbitant Privilege Gained and Lost: Fiscal Implications

CEPR Discussion Paper No. DP17340
Number of pages: 58 Posted: 23 Jun 2022
Zefeng Chen, Zhengyang Jiang, hlustig@stanford.edu Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Peking University - Guanghua School of Management, Department of Finance, Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
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Fiscal policy

56.

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 131 (300,254)
Citation 1

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57.

Learning Asymmetries in Real Business Cycles

Downloads 118 (324,065)
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 81 (416,983)
Citation 13

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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
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 37 (602,433)
Citation 9

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58.

Manufacturing Risk-free Government Debt

Downloads 113 (334,097)
Citation 3

Manufacturing Risk-free Government Debt

Number of pages: 64 Posted: 08 Jul 2020 Last Revised: 26 Feb 2022
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 69 (456,760)

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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 40 (585,462)
Citation 1

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Manufacturing Risk-Free Government Debt

NBER Working Paper No. w27786
Number of pages: 65 Posted: 11 Sep 2020 Last Revised: 04 Jun 2022
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 4 (887,824)
Citation 2

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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
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59.

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

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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 54 (515,988)

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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: 06 Feb 2022
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 41 (579,952)
Citation 10

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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 Columbia University Graduate School of Business

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G12, G14, G33

60.

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

Downloads 92 (344,643)

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 92 (385,649)

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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
CEPR and Columbia University Graduate School of Business

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61.

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 91 (384,893)
Citation 27

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62.

Aggregate Lapsation Risk

Downloads 82 (409,737)

Aggregate Lapsation Risk

Number of pages: 61 Posted: 27 Jun 2022 Last Revised: 14 Jul 2022
Ralph S. J. Koijen, Hae Kang Lee and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Darla Moore School of Business, University of South Carolina and Columbia University Graduate School of Business
Downloads 78 (426,481)

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lapsation, insurance, business cycles, hedging

Aggregate Lapsation Risk

NBER Working Paper No. w30187
Number of pages: 62 Posted: 27 Jun 2022 Last Revised: 18 Jul 2022
Ralph S. J. Koijen, Hae Kang Lee and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Darla Moore School of Business, University of South Carolina and Columbia University Graduate School of Business
Downloads 4 (887,452)
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63.

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 75 (431,075)

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64.

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: 20 Mar 2022
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 42 (562,692)
Citation 2

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65.

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

Downloads 38 (495,233)

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: 21 May 2022
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 38 (596,365)

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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 Columbia University Graduate School of Business

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66.

Valuing Private Equity Strip by Strip

Downloads 34 (605,788)
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 34 (620,418)

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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
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Citation 1
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affine asset pricing models, Buyout, cross-section of returns, infrastructure, Natural resources, private equity, real estate, temporal pricing of risk, Valuation, venture capital

67.

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 30 (630,233)

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68.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751
Number of pages: 64 Posted: 14 Jan 2012 Last Revised: 02 Jan 2022
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 29 (636,607)
Citation 3

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69.

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 28 (643,263)
Citation 12

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European Safe Bonds, safe assets, sovereign risk

70.

Phasing Out the Gses

NBER Working Paper No. w21626
Number of pages: 78 Posted: 12 Oct 2015 Last Revised: 05 Aug 2022
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 17 (726,851)
Citation 11

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71.

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 17 (726,851)