Skip to main content

About the Author(s)

Monika Piazzesi, the Joan Kenney Professor of Economics at Stanford University, is director of the NBER's Asset Pricing Program and co-organizer of the NBER conference series New Developments in Long-Term Asset Management. 

Endnotes

1. W. Du, A. Tepper, and A. Verdelhan, "Deviations from Covered Interest Rate Parity," NBER Working Paper 23170, February 2017.   Go to ⤴︎
2. W. Du, J. Im, and J. Schreger, "The U.S. Treasury Premium," Journal of International Economics 112: pp.167–81, NBER Working Paper 23759, August 2017, and the Journal of Finance, 73(3), 2018, pp. 915–57. Go to ⤴︎
3. Z. Jiang, A. Krishnamurthy, and H. Lustig, "Foreign Safe Asset Demand and the Dollar Exchange Rate," NBER Working Paper 24439, March 2018.   Go to ⤴︎
4. T. Landvoigt, M. Piazzesi, and M. Schneider, "The Housing Market(s) of San Diego," NBER Working Paper 17723, January 2012, and the American Economic Review, 105(4), 2015, pp.1371–407.   Go to ⤴︎
5. J. Favilukis, S. Ludvigson, and S. Van Nieuwerburgh, "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium," NBER Working Paper 15988, May 2010, and the Journal of Political Economy, 125(1), 2017, pp. 140–223.   Go to ⤴︎
6. H. Fang, Q. Gu, W. Xiong, and L. Zhou, "Demystifying the Chinese Housing Boom," NBER Working Paper 21112, April 2015.   Go to ⤴︎
7. E. Glaeser, W. Huang, Y. Ma, and A. Shleifer, "A Real Estate Boom with Chinese Characteristics," NBER Working Paper 22789, October 2016, and the Journal of Economic Perspectives, 31(1), 2017, pp. 93–116.   Go to ⤴︎
8. S. Giglio, M. Maggiori, and J. Stroebel, "Very Long-Run Discount Rates," NBER Working Paper 20133, May 2014, and the Quarterly Journal of Economics, 130(1), 2015, pp. 1–53.   Go to ⤴︎
9. M. Piazzesi and M. Schneider, "Momentum Traders in the Housing Market: Survey Evidence and a Search Model," NBER Working Paper 14669, January 2009, and The American Economic Review, 99(2), pp. 406–11.   Go to ⤴︎
10. C. Burnside, M. Eichenbaum, and S. Rebelo, "Understanding Booms and Busts in Housing Markets," NBER Working Paper 16734, January 2011, and the Journal of Political Economy 124(4), pp. 1088–147.   Go to ⤴︎
11. G. Kaplan, K. Mitman, and G. Violante, "The Housing Boom and Bust: Model Meets Evidence," NBER Working Paper 23694, August 2017.   Go to ⤴︎
12. R. Koijen and M. Yogo, "An Equilibrium Model of Institutional Demand and Asset Prices," NBER Working Paper 21749, November 2015, and forthcoming in the Journal of Political Economy.   Go to ⤴︎
13. J. Begenau, M. Piazzesi, and M. Schneider, "Banks’ Risk Exposures," NBER Working Paper 21334, July 2015. Go to ⤴︎

More from NBER

In addition to working papers, the NBER disseminates affiliates’ latest findings through a range of free periodicals — the NBER Reporter, the NBER Digest, the Bulletin on Retirement and Disability, and the Bulletin on Health — as well as online conference reports, video lectures, and interviews.

Economics of Digitization Figure 1
  • Article
The NBER Economics of Digitization Project, established in 2010 with support from the Alfred P. Sloan Foundation, provides a forum for disseminating research...
2020feldsteinlecture_Goldin.JPG
  • Lecture
Claudia Goldin, the Henry Lee Professor of Economics at Harvard University and a past president of the American...
2020 Methods Lecture Promo Image
  • Lecture
The extent to which individual responses to household surveys are protected from discovery by outside parties depends...

NBER periodicals and newsletters are not copyrighted and may be reproduced freely with appropriate attribution.