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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 ⤴︎

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