NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Motohiro Yogo

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

Working Papers

October 2013Shadow Insurance
with Ralph S.J. Koijen: w19568
August 2012The Cost of Financial Frictions for Life Insurers
with Ralph S.J. Koijen: w18321
August 2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
with Ralph Koijen, Stijn Van Nieuwerburgh: w17325
January 2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
with Harrison Hong: w16712

Published: Hong, Harrison & Yogo, Motohiro, 2012. "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490. citation courtesy of

August 2010Why Do Household Portfolio Shares Rise in Wealth?
with Jessica A. Wachter: w16316

Published: Jessica A. Wachter & Motohiro Yogo, 2010. "Why Do Household Portfolio Shares Rise in Wealth?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 23(11), pages 3929-3965, November. citation courtesy of

September 2009Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets
w15307
February 2009A Note on Liquidity Risk Management
with Markus K. Brunnermeier: w14727

Published: Markus K. Brunnermeier & Motohiro Yogo, 2009. "A Note on Liquidity Risk Management," American Economic Review, American Economic Association, vol. 99(2), pages 578-83, May. citation courtesy of

March 2007Durability of Output and Expected Stock Returns
with Joao F. Gomes, Leonid Kogan: w12986

Published: Gomes, Joao, Leonid Kogan, and Motohiro Yogo. "Durability of Output and Expected Stock Returns." Journal of Political Economy 117, 5 (October 2009): 941-986. citation courtesy of

January 2007Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?
with Borja Larrain: w12847

Published: Larrain, Borja & Yogo, Motohiro, 2008. "Does firm value move too much to be justified by subsequent changes in cash flow," Journal of Financial Economics, Elsevier, vol. 87(1), pages 200-226, January. citation courtesy of

October 2003Efficient Tests of Stock Return Predictability
with John Y. Campbell: w10026

Published: Campbell, John Y. and Motohiro Yogo. "Efficient Tests Of Stock Return Predictability," Journal of Financial Economics, 2006, v81(1,Jul), 27-60. citation courtesy of

November 2002Testing for Weak Instruments in Linear IV Regression
with James H. Stock: t0284
August 2001Luxury Goods and the Equity Premium
with Yacine Ait-Sahalia, Jonathan A. Parker: w8417

Published: Journal of Finance, 2004, vol. 59, pp. 2959-3004 citation courtesy of

October 1999Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa
with Anne Case: w7399

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

 
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