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Citation
19
Swiss Finance Institute Research Paper No. 20-91
Number of pages: 123
Posted: 23 Oct 2020
Last Revised: 13 May 2022
Harvard University - Department of Economics and University of Chicago - Booth School of Business
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17,731
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Abstract:
NBER Working Paper No. w28967
Number of pages: 54
Posted: 28 Jun 2021
Last Revised: 24 Feb 2022
Harvard University - Department of Economics and University of Chicago - Booth School of Business
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In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
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CEPR Discussion Paper No. DP16290
Number of pages: 124
Posted: 14 Jul 2021
Harvard University - Department of Economics and University of Chicago - Booth School of Business
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In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
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13
Fama-Miller Working Paper
Number of pages: 67
Posted: 26 Jul 2013
Last Revised: 01 Nov 2016
University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
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13,795
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Abstract:
Carry Trade, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions
Chicago Booth Research Paper No. 15-20
Number of pages: 67
Posted: 19 Jul 2015
Last Revised: 01 Nov 2016
University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
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Abstract:
Carry Trade, Predictability, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions, Liquidity Risk, Volatility Risk
NBER Working Paper No. w19325
Number of pages: 65
Posted: 17 Aug 2013
Last Revised: 11 Aug 2022
University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
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251
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Abstract:
CEPR Discussion Paper No. DP9771
Number of pages: 66
Posted: 02 Dec 2013
University of Chicago - Booth School of Business, Yale University, Yale SOMAQR Capital, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
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Carry
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bonds, carry trade, commodities, corporate bonds, currencies, global recessions, liquidity risk, options, predictability stocks, volatility risk
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-22
Number of pages: 34
Posted: 17 Mar 2020
Last Revised: 04 Aug 2020
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
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Abstract:
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5,270
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Citation
78
Journal of Political Economy, Vol. 127, No. 4, 2019
Number of pages: 62
Posted: 14 Dec 2014
Last Revised: 21 Jun 2019
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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5,171
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Abstract:
Asset pricing model, Demand system, Institutional investors, Liquidity, Portfolio choice
NBER Working Paper No. w21749
Number of pages: 63
Posted: 23 Nov 2015
Last Revised: 06 Jun 2021
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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99
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Abstract:
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Citation
39
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
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
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4,128
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Abstract:
NYU Working Paper No. 2451/31423
Number of pages: 64
Posted: 13 Jan 2012
Last Revised: 16 Dec 2014
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
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737
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Abstract:
NBER Working Paper No. w15688
Number of pages: 68
Posted: 01 Feb 2010
Last Revised: 15 May 2022
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
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273
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Abstract:
CEPR Discussion Paper No. DP9024
Number of pages: 69
Posted: 28 Sep 2012
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
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The Cross-Section and Time-Series of Stock and Bond Returns
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bond risk premium, cross-section of stock returns
EFA 2006 Zurich Meetings
Number of pages: 34
Posted: 07 Jun 2006
Last Revised: 28 Jan 2009
University of Chicago - Booth School of Business, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
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4,932
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Abstract:
Return predictability, Momentum, Mean reversion, Portfolio choice
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4,601
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Citation
9
Number of pages: 96
Posted: 15 Apr 2019
Last Revised: 07 Jun 2022
Harvard University - Department of Economics and University of Chicago - Booth School of Business
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4,582
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Abstract:
NBER Working Paper No. w28204
Number of pages: 97
Posted: 21 Dec 2020
Last Revised: 25 Jul 2022
Harvard University - Department of Economics and University of Chicago - Booth School of Business
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19
(733,034)
Abstract:
CEPR Discussion Paper No. DP15531
Number of pages: 100
Posted: 23 Dec 2020
Harvard University - Department of Economics and University of Chicago - Booth School of Business
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0
Granular Instrumental Variables
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Citation
107
Number of pages: 48
Posted: 04 Mar 2007
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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4,147
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Abstract:
predictive regressions, present-value models
NBER Working Paper No. w16263
Number of pages: 60
Posted: 16 Aug 2010
Last Revised: 10 Jun 2022
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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109
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Abstract:
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4,144
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Citation
62
CRSP Working Paper, Chicago Booth Research Paper No. 10-30, Swiss Finance Institute Research Paper No. 11-13
Number of pages: 38
Posted: 12 Feb 2010
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
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3,560
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Abstract:
Equity Risk Premium, Pricing Dividends, Trading Dividends, Return Predictability
AFA 2012 Chicago Meetings Paper
Number of pages: 38
Posted: 16 Mar 2011
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
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338
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Abstract:
Dividend Strips, Equity Risk Premium, Term Structure of Equity
MFI Working Paper No. 210-010
Number of pages: 49
Posted: 17 Nov 2010
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
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188
(223,334)
Abstract:
Equity risk premium, dividend strips, excess volatility
NBER Working Paper No. w16455
Number of pages: 52
Posted: 18 Oct 2010
Last Revised: 19 Jun 2022
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
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58
(498,502)
Abstract:
Downloads
3,623
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Citation
5
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-92, NYU Stern School of Business
Number of pages: 76
Posted: 28 Jun 2019
Last Revised: 29 Jul 2022
University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics
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3,598
(4,232)
Abstract:
NBER Working Paper No. w27402
Number of pages: 54
Posted: 22 Jun 2020
Last Revised: 16 May 2022
University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics
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23
(699,098)
Abstract:
CEPR Discussion Paper No. DP14890
Number of pages: 56
Posted: 16 Jun 2020
University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics
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2
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Which Investors Matter for Equity Valuations and Expected Returns?
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Citation
28
Econometrica, Vol. 84, No. 3, 2016, Swiss Finance Institute Research Paper No. 14-64
Number of pages: 50
Posted: 06 Sep 2013
Last Revised: 19 May 2016
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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3,417
(4,638)
Abstract:
Capital regulation, Demand estimation, Life insurance industry, Regulatory arbitrage, Reinsurance
NBER Working Paper No. w19568
Number of pages: 51
Posted: 25 Oct 2013
Last Revised: 20 Jun 2022
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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68
(459,758)
Abstract:
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3,285
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Citation
56
Number of pages: 48
Posted: 23 Apr 2015
Last Revised: 27 Jun 2016
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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3,222
(5,123)
Abstract:
NBER Working Paper No. w21234
Number of pages: 38
Posted: 08 Jun 2015
Last Revised: 10 Jul 2022
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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62
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Abstract:
CEPR Discussion Paper No. DP10633
Number of pages: 39
Posted: 01 Jun 2015
University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School
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1
(930,537)
The Term Structure of Returns: Facts and Theory
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corporate bonds, equity, fixed income, term structure, volatility
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3,029
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Citation
54
Becker Friedman Institute for Research in Economics Working Paper No. 2012-007
Number of pages: 52
Posted: 27 Jan 2011
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM
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2,547
(7,530)
Abstract:
Growth expectations, Equity risk premium, Term structure of equity
Chicago Booth Research Paper No. 11-33, Fama-Miller Working Paper
Number of pages: 51
Posted: 08 Sep 2011
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM
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397
(104,215)
Abstract:
NBER Working Paper No. w17416
Number of pages: 42
Posted: 21 Sep 2011
Last Revised: 04 Aug 2022
University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM
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85
(404,740)
Abstract:
EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 88
Posted: 23 Mar 2009
Last Revised: 17 Oct 2012
Ralph S. J. Koijen
University of Chicago - Booth School of Business
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2,512
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Abstract:
mutual fund performance measurement, structural estimation
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2,386
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Citation
61
Number of pages: 33
Posted: 12 Dec 2010
Last Revised: 09 Jan 2011
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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2,072
(10,464)
Abstract:
return predictability, present-value moel, dividend growth predictability
NYU Working Paper No. 2451/31426
Number of pages: 33
Posted: 13 Jan 2012
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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255
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Abstract:
NBER Working Paper No. w16648
Number of pages: 34
Posted: 29 Dec 2010
Last Revised: 29 Jun 2022
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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59
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Abstract:
Annual Review of Financial Economics, Vol. 3, pp. 467-491, 2011
Posted: 10 Jan 2012
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Abstract:
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2,105
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Citation
33
Journal of Financial Economics (JFE), Vol. 140, No. 1, 2021, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-100, Banque de France Working Paper No. 601
Number of pages: 46
Posted: 09 Sep 2016
Last Revised: 06 Mar 2021
University of Chicago - Booth School of Business, University of Luxembourg, Banque de France and Princeton University - Department of Economics
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2,082
(10,374)
Abstract:
Portfolio Rebalancing, Quantitative Easing, Risk Concentration, Unconventional monetary policy
NBER Working Paper No. w26152
Number of pages: 47
Posted: 20 Aug 2019
Last Revised: 17 Jun 2022
University of Chicago - Booth School of Business, University of Luxembourg, Banque de France and Princeton University - Department of Economics
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23
(699,098)
Abstract:
CEPR Discussion Paper No. DP13906
Number of pages: 48
Posted: 20 Aug 2019
University of Chicago - Booth School of Business, University of Luxembourg, Banque de France and Princeton University - Department of Economics
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0
Inspecting the Mechanism of Quantitative Easing in the Euro Area
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Citation
56
Number of pages: 67
Posted: 23 Dec 2008
Last Revised: 02 Oct 2015
University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business
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1,476
(17,814)
Abstract:
NYU Working Paper No. 2451/31424
Number of pages: 67
Posted: 13 Jan 2012
University of Chicago - Booth School of Business, affiliation not provided to SSRN and Columbia University Graduate School of Business
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291
(146,392)
Abstract:
NBER Working Paper No. w13361
Number of pages: 53
Posted: 10 Sep 2007
Last Revised: 06 Jul 2022
University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business
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77
(429,256)
Abstract:
Downloads
1,787
( 13,527)
Citation
3
Journal of Finance, Vol. 77, No. 2, 2022, Becker Friedman Institute for Research in Economics Working Paper No. 2018-9
Number of pages: 60
Posted: 24 May 2017
Last Revised: 11 Mar 2022
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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1,735
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Abstract:
COVID-19 crisis, Global financial crisis, Life insurance industry, Minimum return guarantees, Risk-based capital regulation, Variable annuity
NBER Working Paper No. w24182
Number of pages: 61
Posted: 09 Jan 2018
Last Revised: 30 Jul 2022
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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52
(524,477)
Abstract:
CEPR Discussion Paper No. DP12560
Number of pages: 47
Posted: 08 Jan 2018
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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0
The Fragility of Market Risk Insurance
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1,774
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Citation
50
EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 68
Posted: 02 Mar 2006
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
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1,633
(15,313)
Abstract:
Decentralized investment management, performance benchmark
NBER Working Paper No. w12144
Number of pages: 61
Posted: 18 May 2006
Last Revised: 09 Mar 2022
Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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141
(284,529)
Abstract:
Downloads
1,723
( 14,379)
Citation
4
University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-91
Number of pages: 53
Posted: 18 Jun 2019
Last Revised: 02 Jun 2020
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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1,705
(14,386)
Abstract:
Asset demand system, Asset pricing, Foreign exchange reserves, Monetary policy, Portfolio choice
NBER Working Paper No. w27342
Number of pages: 54
Posted: 09 Jun 2020
Last Revised: 18 Mar 2022
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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18
(741,839)
Abstract:
CEPR Discussion Paper No. DP14874
Number of pages: 56
Posted: 16 Jun 2020
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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0
Exchange Rates and Asset Prices in a Global Demand System
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1,629
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Citation
75
American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper
Number of pages: 42
Posted: 31 Mar 2012
Last Revised: 13 Nov 2014
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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1,585
(16,013)
Abstract:
Annuities, Capital regulation, Financial crisis, Leverage, Life insurance
NBER Working Paper No. w18321
Number of pages: 43
Posted: 18 Aug 2012
Last Revised: 23 Jan 2022
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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44
(563,303)
Abstract:
CentER Working Paper Series No. 2006-78, EFA 2007 Ljubljana Meetings Paper
Number of pages: 53
Posted: 01 Mar 2007
Last Revised: 03 Sep 2009
University of Chicago - Booth School of Business, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
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1,392
(19,802)
Abstract:
optimal life-cycle portfolio choice, annuity risk
Downloads
1,177
( 25,433)
Citation
49
PIER Working Paper No. 10-011
Number of pages: 50
Posted: 15 Mar 2010
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
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1,105
(27,502)
Abstract:
NBER Working Paper No. w15890
Number of pages: 49
Posted: 12 Apr 2010
Last Revised: 11 Aug 2022
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
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68
(459,758)
Abstract:
CEPR Discussion Paper No. DP7781
Number of pages: 51
Posted: 19 May 2010
University of Pennsylvania - Department of Economics, University of Chicago - Booth School of Business, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - The Wharton School
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4
(886,276)
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
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DSGE models, Epstein-Zin Preferences, Likelihood Estimation
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1,081
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EFA 2007 Ljubljana Meetings Paper
Number of pages: 49
Posted: 01 Mar 2007
Last Revised: 04 Feb 2009
University of Chicago - Booth School of Business, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
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1,081
(28,319)
Abstract:
bond risk premia, life-cycle consumption, portfolio choice
Review of Financial Studies, Vol. 23, Issue 2, pp. 741-780, 2009
Posted: 01 Feb 2010
University of Chicago - Booth School of Business, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Abstract:
G11
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1,010
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Citation
6
The Economics, Regulation, and Systemic Risk of Insurance Markets, 2017
Number of pages: 30
Posted: 21 Sep 2015
Last Revised: 15 Jan 2017
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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935
(34,856)
Abstract:
Derivatives, Reinsurance, Securities lending, Shadow insurance, Systemic risk, Variable annuities
NBER Working Paper No. w23365
Number of pages: 31
Posted: 01 May 2017
Last Revised: 07 May 2022
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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75
(435,706)
Abstract:
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941
( 35,027)
Citation
5
Quarterly Journal of Economics, Forthcoming
Number of pages: 54
Posted: 19 Mar 2018
Last Revised: 09 Oct 2019
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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912
(36,114)
Abstract:
NBER Working Paper No. w24730
Number of pages: 31
Posted: 18 Jun 2018
Last Revised: 29 Jul 2022
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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29
(653,182)
Abstract:
CEPR Discussion Paper No. DP12990
Number of pages: 33
Posted: 18 Jun 2018
Last Revised: 25 Jun 2018
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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0
Financing the War on Cancer
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938
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Citation
21
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
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics
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902
(36,654)
Abstract:
Annuities, Health insurance, Life-cycle model, Life insurance, Portfolio choice
NBER Working Paper No. w17325
Number of pages: 64
Posted: 29 Aug 2011
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics
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36
(607,701)
Abstract:
Number of pages: 14
Posted: 01 Jun 2016
Last Revised: 04 Jun 2016
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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764
(46,571)
Abstract:
Term structure of equity, dividend strips, dividend futures, taxes
Number of pages: 14
Posted: 21 Nov 2006
University of Chicago - Booth School of Business, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
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673
(55,123)
Abstract:
Downloads
666
( 55,857)
Citation
7
Number of pages: 78
Posted: 20 Apr 2014
Last Revised: 22 Jan 2015
University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics
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636
(58,487)
Abstract:
Health economics, Health care spending, Medical innovation, Risk premium
NBER Working Paper No. w20075
Number of pages: 75
Posted: 28 Apr 2014
Last Revised: 09 May 2022
University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics
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30
(646,238)
Abstract:
Number of pages: 49
Posted: 28 Jul 2009
Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School and University of Chicago - Booth School of Business
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656
(56,955)
Abstract:
Number of pages: 15
Posted: 23 Dec 2020
Last Revised: 31 Dec 2020
University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and London School of Economics & Political Science (LSE) - Department of Finance
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526
(75,306)
Abstract:
Number of pages: 24
Posted: 28 Feb 2022
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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494
(80,564)
Abstract:
Corporate bond market, Institutional investors, Insurance sector, Intermediary asset pricing, Leverage constraint
NBER Working Paper No. w29679
Number of pages: 25
Posted: 24 Jan 2022
Last Revised: 06 Aug 2022
University of Chicago - Booth School of Business and Princeton University
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8
(840,756)
Understanding the Ownership Structure of Corporate Bonds
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Number of pages: 17
Posted: 09 Oct 2011
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and University of Chicago - Booth School of Business
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285
(150,334)
Abstract:
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
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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262
(163,639)
Abstract:
Consumption measurement, consumption inequality, measurement error, surveys, household finance
Number of pages: 25
Posted: 03 Aug 2021
University of Pennsylvania - The Wharton School - Finance Department, University of Chicago - Booth School of Business and New York University (NYU) - Department of Finance
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206
(205,839)
Abstract:
Geneva Risk and Insurance Review, Vol. 46, 2021, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-85
Number of pages: 26
Posted: 26 Jul 2021
Last Revised: 14 Sep 2021
University of Chicago - Booth School of Business and Princeton University - Department of Economics
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137
(291,074)
Abstract:
COVID-19 crisis, Global financial crisis, Life insurance industry, Minimum return guarantee, Variable annuity
NBER Working Paper No. w29030
Number of pages: 27
Posted: 19 Jul 2021
Last Revised: 28 Apr 2022
University of Chicago - Booth School of Business and Princeton University
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6
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The Evolution from Life Insurance to Financial Engineering
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CEPR Discussion Paper No. DP16348
Number of pages: 28
Posted: 14 Jul 2021
University of Chicago - Booth School of Business and Princeton University
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The Evolution from Life Insurance to Financial Engineering
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Citation
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NBER Working Paper No. w27387
Number of pages: 46
Posted: 22 Jun 2020
Last Revised: 27 Jun 2021
University of Chicago and University of Chicago - Booth School of Business
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Abstract:
CEPR Discussion Paper No. DP14875
Number of pages: 48
Posted: 16 Jun 2020
University of Chicago and University of Chicago - Booth School of Business
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Coronavirus: Impact on Stock Prices and Growth Expectations
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Number of pages: 61
Posted: 27 Jun 2022
Last Revised: 14 Jul 2022
University of Chicago - Booth School of Business, Darla Moore School of Business, University of South Carolina and Columbia University Graduate School of Business
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Abstract:
lapsation, insurance, business cycles, hedging
NBER Working Paper No. w30187
Number of pages: 62
Posted: 27 Jun 2022
Last Revised: 18 Jul 2022
University of Chicago - Booth School of Business, Darla Moore School of Business, University of South Carolina and Columbia University Graduate School of Business
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Aggregate Lapsation Risk
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