NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Stijn Van Nieuwerburgh

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

July 2014Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden
with Ralph Koijen, Roine Vestman
in Improving the Measurement of Consumer Expenditures, Christopher Carroll, Thomas Crossley, and John Sabelhaus, editors
Housing, Finance and the Macroeconomy
with Morris A. Davis: w20287
April 2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
with Bernard Herskovic, Bryan T. Kelly, Hanno Lustig: w20076
February 2014Foreign Ownership of U.S. Safe Assets: Good or Bad?
with Jack Favilukis, Sydney C. Ludvigson: w19917

Forthcoming: Foreign Ownership of U.S. Safe Assets: Good or Bad?, Jack Favilukis, Sydney C. Ludvigson, Stijn Van Nieuwerburgh. in Sovereign Debt and Financial Crisis, Kalemli-Ozcan, Reinhart, and Rogoff. 2014

September 2013Firm Volatility in Granular Networks
with Bryan Kelly, Hanno Lustig: w19466
August 2012International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Sydney C. Ludvigson
in Housing and the Financial Crisis, Edward L. Glaeser and Todd Sinai, editors
January 2012International Capital Flows and House Prices: Theory and Evidence
with Jack Favilukis, David Kohn, Sydney C. Ludvigson: w17751

Published: International Capital Flows and House Prices: Theory and Evidence, Jack Favilukis, David Kohn, Sydney C. Ludvigson, Stijn Van Nieuwerburgh. in Housing and the Financial Crisis, Glaeser and Sinai. 2013

November 2011Time-Varying Fund Manager Skill
with Marcin Kacperczyk, Laura Veldkamp: w17615

Time-Varying Fund Manager Skill, (with Stijn van Nieuwerburgh and Laura Veldkamp), 2014, Journal of Finance 69, forthcoming.

August 2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
with Ralph Koijen, Motohiro Yogo: w17325
June 2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees
with Bryan T. Kelly, Hanno Lustig: w17149
December 2010Predictability of Returns and Cash Flows
with Ralph S.J. Koijen: w16648

Published: Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2011. "Predictability of Returns and Cash Flows," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 467-491, December. citation courtesy of

May 2010The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
with Jack Favilukis, Sydney C. Ludvigson: w15988
January 2010The Cross-Section and Time-Series of Stock and Bond Returns
with Ralph S.J. Koijen, Hanno Lustig: w15688
October 2009Rational Attention Allocation Over the Business Cycle
with Marcin Kacperczyk, Laura Veldkamp: w15450
January 2009Technological Change and the Growing Inequality in Managerial Compensation
with Hanno Lustig, Chad Syverson: w14661

Published: Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn, 2011. "Technological change and the growing inequality in managerial compensation," Journal of Financial Economics, Elsevier, vol. 99(3), pages 601-627, March. citation courtesy of

March 2008Information Acquisition and Under-Diversification
with Laura Veldkamp: w13904

Published: Stijn Van Nieuwerburgh & Laura Veldkamp, 2010. "Information Acquisition and Under-Diversification," Review of Economic Studies, Blackwell Publishing, vol. 77(2), pages 779-805, 04. citation courtesy of

The Wealth-Consumption Ratio
with Hanno Lustig, Adrien Verdelhan: w13896

Published: Rev Asset Pric Stud (2013) 3 (1): 38-94. doi: 10.1093/rapstu/rat002 First published online: April 11, 2013

September 2007Mortgage Timing
with Ralph S.J Koijen, Otto Van Hemert: w13361

Published: Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009. "Mortgage timing," Journal of Financial Economics, Elsevier, vol. 93(2), pages 292-324, August. citation courtesy of

Information Immobility and the Home Bias Puzzle
with Laura Veldkamp: w13366

Published: Stijn Van Nieuwerburgh & Laura Veldkamp, 2009. "Information Immobility and the Home Bias Puzzle," Journal of Finance, American Finance Association, vol. 64(3), pages 1187-1215, 06. citation courtesy of

May 2007The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives
with John Ameriks, Andrew Caplin, Steven Laufer: w13105
December 2006Can Housing Collateral Explain Long-Run Swings in Asset Returns?
with Hanno Lustig: w12766
September 2006Why Has House Price Dispersion Gone Up?
with Pierre-Olivier Weill: w12538

Published: Stijn Van Nieuwerburgh & Pierre-Olivier Weill, 2010. "Why Has House Price Dispersion Gone Up?," Review of Economic Studies, Blackwell Publishing, vol. 77(4), pages 1567-1606, October. citation courtesy of

March 2006Reconciling the Return Predictability Evidence
with Martin Lettau: w12109

Published: Martin Lettau & Stijn Van Nieuwerburgh, 2008. "Reconciling the Return Predictability Evidence," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(4), pages 1607-1652, July. citation courtesy of

August 2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
with Hanno Lustig: w11564

Published: Hanno Lustig & Stijn Van Nieuwerburgh, 2008. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(5), pages 2097-2137, September. citation courtesy of

December 2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia
with Hanno Lustig: w10955
May 2004How Much Does Household Collateral Constrain Regional Risk Sharing?
with Hanno Lustig: w10505

Published: Hanno Lustig & Stijn Van Nieuwerburgh. "How Much Does Household Collateral Constrain Regional Risk Sharing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 265-294, April 2010. "How Much Does Household Collateral Constrain Regional Risk Sharing?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics. citation courtesy of

September 2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
with Hanno Lustig: w9959

Published: Hanno N. Lustig & Stijn G. Van Nieuwerburgh, 2005. "Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective," Journal of Finance, American Finance Association, vol. 60(3), pages 1167-1219, 06. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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