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Global Asset Allocation Shifts
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Global Asset Allocation Shifts (2015)Global Asset Allocation ShiftsReaching for Yield in the Bond Market (2014)Reaching for Yield in the Bon…Expectations of Returns and Expected Returns (2014)Expectations of Returns and E…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…The Pre-FOMC Announcement Drift (2012)The Pre-FOMC Announcement Dri…The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …Monetary Policy and Long-Term Real Rates (2012)Monetary Policy and Long-Term…Capital flows, push versus pull factors and the global financial crisis (2012)Capital flows, push versus pu…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Financial Intermediaries and Monetary Economics (2010)Financial Intermediaries and …Real-Time Measurement of Business Conditions (2009)Real-Time Measurement of Busi…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…Exchange Rates, Equity Prices, and Capital Flows (2005)Exchange Rates, Equity Prices…The portfolio flows of international investors (2001)The portfolio flows of intern…International Portfolio Investment Flows (1997)International Portfolio Inves…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Institutional investors’ allocation to emerging markets: A panel approach to asset demand (2016)Institutional investors’ allo…Noise Trader Risk in Financial Markets (1990)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)X-CAPM: An extrapolative capital asset pricing model (2014)Diagnostic Expectations and Credit Cycles (2017)Manager sentiment and stock returns (2018)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Trying to Explain Home Bias in Equities and Consumption (1999)A Rational Expectations Model of Financial Contagion (2002)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)Macroeconomic Forecasting Using Diffusion Indexes (2002)Forecasting Stock Returns (2013)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Fiscal Volatility Shocks and Economic Activity (2015)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Global Crisis and Equity Market Contagion (2014)US Monetary Policy and the Global Financial Cycle (2015)Measuring Geopolitical Risk (2018)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financing Constraints and Corporate Investment (1988)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)The Impact of Uncertainty Shocks (2009)The VIX, the variance premium and stock market volatility (2014)Economic policy uncertainty: A literature review (2019)U.S. Monetary Policy and the Global Financial Cycle (2020)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Rational herding in financial economics (1996)What Makes Investors Trade? (2001)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)
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References

  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2014Expectations of Returns and Expected Returns1,187 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 2001The portfolio flows of international investors956 cited
  • 2009Real-Time Measurement of Business Conditions916 cited
  • 2012Capital flows, push versus pull factors and the global financial crisis751 cited
  • 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
  • 2012Monetary Policy and Long-Term Real Rates680 cited
  • 2012The Pre-FOMC Announcement Drift630 cited
  • 2005Exchange Rates, Equity Prices, and Capital Flows622 cited
  • 2010Financial Intermediaries and Monetary Economics616 cited

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2014
Reaching for Yield in the Bond Market
558 cited

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  • 2016Institutional investors’ allocation to emerging markets: A panel approach to asset demand19 cited