Discussion paper DP14200 How the Wealth Was Won: Factor Shares as Market Fundamentals Martin Lettau Sydney Ludvigson Dan Greenwald 13 Dec 2019 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP14115 The Leverage Factor: Credit Cycles and Asset Returns Alan M. Taylor Josh Davis 12 Nov 2019 Economic History Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations E17 E20 E21 E32 E44 G01 G11 G12 G17 G21 N10
Discussion paper DP13873 Correlation Risk, Strings and Asset Prices Antonio Mele Walter Distaso Grigory Vilkov 19 Jul 2019 Financial Economics G11 G12 G13 G17
Discussion paper DP13435 Global Price of Risk and Stabilization Policies Tobias Adrian Erik Vogt Daniel Stackman 7 Jan 2019 Financial Economics G12 G17 G01
Discussion paper DP13426 New testing approaches for mean-variance predictability Gabriele Fiorentini Enrique Sentana 4 Jan 2019 Financial Economics C12 C22 G17
Discussion paper DP12760 Expected Correlation and Future Market Returns Adrian Buss Grigory Vilkov Lorenzo Schönleber 19 Dec 2018 Financial Economics G11 G12 G13 G17
Discussion paper DP12671 Monetary Policy and Asset Valuation Martin Lettau Sydney Ludvigson Francesco Bianchi 31 Jan 2018 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP12665 Generalized Recovery Lasse Heje Pedersen David Lando 29 Jan 2018 Financial Economics G00 G1 G12 G13 G17
Discussion paper DP12489 International evidence on professional interest rates forecasts: The impact of forecasting ability Alex Cukierman Thomas Lustenberger 6 Dec 2017 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E47 G17
Discussion paper DP12275 Monetary Policy and Asset Valuation Francesco Bianchi Martin Lettau Sydney Ludvigson 6 Sep 2017 Financial Economics Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP12245 Intraday Market Making with Overnight Inventory Costs Tobias Adrian Agostino Capponi Erik Vogt 25 Aug 2017 Financial Economics G12 G17 G01
Discussion paper DP11896 Picking Funds with Confidence Allan Timmermann Asger Lunde Russ Wermers 9 Mar 2017 Financial Economics G2 G11 G17