NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Stefan Nagel

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Working Papers

June 2014The Liquidity Premium of Near-Money Assets
w20265
August 2013Interpreting Repo Statistics in the Flow of Funds Accounts
with Arvind Krishnamurthy: w19389
Risk-Adjusting the Returns to Venture Capital
with Arthur Korteweg: w19347
November 2012Empirical Cross-Sectional Asset Pricing
w18554
January 2012Sizing Up Repo
with Arvind Krishnamurthy, Dmitry Orlov: w17768
December 2011Evaporating Liquidity
w17653
October 2010Estimation and Evaluation of Conditional Asset Pricing Models
with Kenneth J. Singleton: w16457
March 2009Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?
with Ulrike Malmendier: w14813
November 2008Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Lasse H. Pedersen: w14473
June 2008Inexperienced Investors and Bubbles
with Robin Greenwood: w14111
December 2006Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation
with Markus K. Brunnermeier: w12809
July 2006A Skeptical Appraisal of Asset-Pricing Tests
with Jonathan Lewellen, Jay Shanken: w12360
June 2006The Effect of Dividends on Consumption
with Malcolm Baker, Jeffrey Wurgler: w12288
September 2003The Conditional CAPM does not Explain Asset-Pricing Anamolies
with Jonathan Lewellen: w9974

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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