|
2025
|
Sustainability in a Risky World
|
American Economic Review: Insights
|
A
|
2
|
|
2023
|
Who Owns What? A Factor Model for Direct Stockholding
|
Journal of Finance
|
A
|
4
|
|
2022
|
Portfolio choice with sustainable spending: A model of reaching for yield
|
Journal of Financial Economics
|
A
|
2
|
|
2021
|
Structuring Mortgages for Macroeconomic Stability
|
Journal of Finance
|
A
|
3
|
|
2020
|
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
|
American Economic Review
|
S
|
4
|
|
2020
|
Macroeconomic Drivers of Bond and Equity Risks
|
Journal of Political Economy
|
S
|
3
|
|
2019
|
Do the Rich Get Richer in the Stock Market? Evidence from India
|
American Economic Review: Insights
|
A
|
3
|
|
2018
|
An intertemporal CAPM with stochastic volatility
|
Journal of Financial Economics
|
A
|
4
|
|
2016
|
Restoring Rational Choice: The Challenge of Consumer Financial Regulation
|
American Economic Review
|
S
|
1
|
|
2015
|
The Impact of Regulation on Mortgage Risk: Evidence from India
|
American Economic Journal: Economic Policy
|
A
|
3
|
|
2015
|
A Model of Mortgage Default
|
Journal of Finance
|
A
|
2
|
|
2015
|
The Fragile Benefits of Endowment Destruction
|
Journal of Political Economy
|
S
|
2
|
|
2014
|
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
|
Scandanavian Journal of Economics
|
B
|
1
|
|
2013
|
Hard Times
|
Review of Asset Pricing Studies
|
B
|
3
|
|
2013
|
Mortgage Market Design*
|
Review of Finance
|
B
|
1
|
|
2011
|
Forced Sales and House Prices
|
American Economic Review
|
S
|
3
|
|
2010
|
Global Currency Hedging
|
Journal of Finance
|
A
|
3
|
|
2010
|
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
|
The Review of Financial Studies
|
A
|
3
|
|
2009
|
Measuring the Financial Sophistication of Households
|
American Economic Review
|
S
|
3
|
|
2009
|
Understanding Inflation-Indexed Bond Markets
|
Brookings Papers on Economic Activity
|
B
|
3
|
|
2009
|
Caught on tape: Institutional trading, stock returns, and earnings announcements
|
Journal of Financial Economics
|
A
|
3
|
|
2009
|
Fight or Flight? Portfolio Rebalancing by Individual Investors
|
Quarterly Journal of Economics
|
S
|
3
|
|
2008
|
In Search of Distress Risk
|
Journal of Finance
|
A
|
3
|
|
2008
|
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
|
The Review of Financial Studies
|
A
|
2
|
|
2008
|
Viewpoint: Estimating the equity premium
|
Canadian Journal of Economics
|
C
|
1
|
|
2007
|
How do house prices affect consumption? Evidence from micro data
|
Journal of Monetary Economics
|
A
|
2
|
|
2007
|
Intergenerational risksharing and equilibrium asset prices
|
Journal of Monetary Economics
|
A
|
2
|
|
2007
|
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
|
Journal of Political Economy
|
S
|
3
|
|
2006
|
Household Finance
|
Journal of Finance
|
A
|
1
|
|
2006
|
Efficient tests of stock return predictability
|
Journal of Financial Economics
|
A
|
2
|
|
2004
|
Inflation Illusion and Stock Prices
|
American Economic Review
|
S
|
2
|
|
2004
|
Bad Beta, Good Beta
|
American Economic Review
|
S
|
2
|
|
2004
|
Strategic asset allocation in a continuous-time VAR model
|
Journal of Economic Dynamics and Control
|
B
|
4
|
|
2003
|
Equity Volatility and Corporate Bond Yields
|
Journal of Finance
|
A
|
2
|
|
2003
|
A multivariate model of strategic asset allocation
|
Journal of Financial Economics
|
A
|
3
|
|
2003
|
Household Risk Management and Optimal Mortgage Choice
|
Quarterly Journal of Economics
|
S
|
2
|
|
2001
|
Who Should Buy Long-Term Bonds?
|
American Economic Review
|
S
|
2
|
|
2001
|
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
|
Journal of Finance
|
A
|
4
|
|
2001
|
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
|
Review of Finance
|
B
|
5
|
|
2001
|
A Comment On James M. Poterba'S "Demographic Structure And Asset Returns"
|
Review of Economics and Statistics
|
A
|
1
|
|
2000
|
Asset Pricing at the Millennium
|
Journal of Finance
|
A
|
1
|
|
2000
|
Explaining the Poor Performance of Consumption‐based Asset Pricing Models
|
Journal of Finance
|
A
|
2
|
|
1999
|
Consumption and Portfolio Decisions when Expected Returns are Time Varying
|
Quarterly Journal of Economics
|
S
|
2
|
|
1999
|
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
|
Journal of Political Economy
|
S
|
2
|
|
1997
|
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1996
|
Understanding Risk and Return.
|
Journal of Political Economy
|
S
|
1
|
|
1994
|
Inspecting the mechanism: An analytical approach to the stochastic growth model
|
Journal of Monetary Economics
|
A
|
1
|
|
1993
|
Intertemporal Asset Pricing without Consumption Data.
|
American Economic Review
|
S
|
1
|
|
1993
|
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.
|
Journal of Finance
|
A
|
2
|
|
1993
|
Trading Volume and Serial Correlation in Stock Returns
|
Quarterly Journal of Economics
|
S
|
3
|
|
1993
|
Smart Money, Noise Trading and Stock Price Behaviour
|
Review of Economic Studies
|
S
|
2
|
|
1993
|
Where Do Betas Come From? Asset Price Dynamics and the
|
The Review of Financial Studies
|
A
|
2
|
|
1992
|
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.
|
Journal of Finance
|
A
|
2
|
|
1992
|
No news is good news *1: An asymmetric model of changing volatility in stock returns
|
Journal of Financial Economics
|
A
|
2
|
|
1991
|
The response of consumption to income : A cross-country investigation
|
European Economic Review
|
B
|
2
|
|
1991
|
Aggregate investment, the stock market and the Q model: Robust results for six OECD countries : by G. Sensenbrenner
|
European Economic Review
|
B
|
1
|
|
1991
|
Yield Spreads and Interest Rate Movements: A Bird's Eye View
|
Review of Economic Studies
|
S
|
2
|
|
1990
|
U.S. Corporate Leverage: Developments in 1987 and 1988
|
Brookings Papers on Economic Activity
|
B
|
3
|
|
1990
|
Measuring the Persistence of Expected Returns.
|
American Economic Review
|
S
|
1
|
|
1990
|
Editors' introduction
|
Journal of Econometrics
|
A
|
2
|
|
1989
|
The dividend ratio model and small sample bias : A Monte Carlo study
|
Economics Letters
|
C
|
2
|
|
1989
|
International evidence on the persistence of economic fluctuations
|
Journal of Monetary Economics
|
A
|
2
|
|
1989
|
Why is Consumption So Smooth?
|
Review of Economic Studies
|
S
|
2
|
|
1988
|
Is There a Corporate Debt Crisis?
|
Brookings Papers on Economic Activity
|
B
|
2
|
|
1988
|
repec:bla:jfinan:v:43:y:1988:i:3:p:661-76
|
Journal of Finance
|
A
|
1
|
|
1988
|
Interpreting cointegrated models
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1988
|
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
|
The Review of Financial Studies
|
A
|
1
|
|
1987
|
Permanent and Transitory Components in Macroeconomic Fluctuations.
|
American Economic Review
|
S
|
2
|
|
1987
|
Stock returns and the term structure
|
Journal of Financial Economics
|
A
|
1
|
|
1987
|
The term structure of euromarket interest rates : An empirical investigation
|
Journal of Monetary Economics
|
A
|
2
|
|
1987
|
Macroeconomic lessons from Britain : A review essay
|
Journal of Monetary Economics
|
A
|
1
|
|
1987
|
Are Output Fluctuations Transitory?
|
Quarterly Journal of Economics
|
S
|
2
|
|
1987
|
Cointegration and Tests of Present Value Models.
|
Journal of Political Economy
|
S
|
2
|
|
1986
|
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.
|
Journal of Finance
|
A
|
1
|
|
1986
|
Bond and Stock Returns in a Simple Exchange Model
|
Quarterly Journal of Economics
|
S
|
1
|
|
1984
|
A Simple Account of the Behavior of Long-Term Interest Rates.
|
American Economic Review
|
S
|
2
|
|
1983
|
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
|
Brookings Papers on Economic Activity
|
B
|
3
|