NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Stefano Giglio

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Working Papers

May 2014No-Bubble Condition: Model-free Tests in Housing Markets
with Stefano Giglio, Matteo Maggiori, Johannes Stroebel: w20154
Very Long-Run Discount Rates
with Stefano Giglio, Matteo Maggiori, Johannes Stroebel: w20133
September 2013Asset Pricing in the Frequency Domain: Theory and Empirics
with Ian Dew-Becker, Stefano Giglio: w19416
March 2013No News is News: Do Markets Underreact to Nothing?
with Stefano Giglio, Kelly Shue: w18914
September 2012An Intertemporal CAPM with Stochastic Volatility
with John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley: w18411
July 2010Hard Times
with John Y. Campbell, Stefano Giglio, Christopher Polk: w16222

Published: “Hard Times”, with Stefano Giglio and Christopher Polk, Review of Asset Pricing Studies 3:95-132, June 2013.

April 2009Forced Sales and House Prices
with John Y. Campbell, Stefano Giglio, Parag Pathak: w14866

Published: John Y. Campbell & Stefano Giglio & Parag Pathak, 2011. "Forced Sales and House Prices," American Economic Review, American Economic Association, vol. 101(5), pages 2108-31, August. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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