NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Motohiro Yogo

Department of Economics
Princeton University
Julis Romo Rabinowitz Building
Princeton, NJ 08544

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

April 2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms
with Ralph S.J. Koijen: w23365
February 2017Worker Betas: Five Facts about Systematic Earnings Risk
with Fatih Guvenen, Sam Schulhofer-Wohl, Jae Song: w23163

Published: Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo, 2017. "Worker Betas: Five Facts about Systematic Earnings Risk," American Economic Review, American Economic Association, vol. 107(5), pages 398-403, May. citation courtesy of

November 2015An Equilibrium Model of Institutional Demand and Asset Prices
with Ralph S.J. Koijen: w21749
October 2013Shadow Insurance
with Ralph S.J. Koijen: w19568

Published: Ralph S. J. Koijen & Motohiro Yogo, 2016. "Shadow Insurance," Econometrica, Econometric Society, vol. 84, pages 1265-1287, 05. citation courtesy of

August 2012The Cost of Financial Frictions for Life Insurers
with Ralph S.J. Koijen: w18321

Published: Ralph S. J. Koijen & Motohiro Yogo, 2015. "The Cost of Financial Frictions for Life Insurers," American Economic Review, American Economic Association, vol. 105(1), pages 445-75, January. citation courtesy of

August 2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
with Ralph Koijen, Stijn Van Nieuwerburgh: w17325

Published: Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo, 2016. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Journal of Finance, American Finance Association, vol. 71(2), pages 957-1010, 04. citation courtesy of

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

Published: Yogo, Motohiro, 2016. "Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets," Journal of Monetary Economics, Elsevier, vol. 80(C), pages 17-34. citation courtesy of

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
 
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