Stijn Van Nieuwerburgh

Columbia University Graduate School of Business

3022 Broadway

Uris Hall 809

New York, NY New York 10027

United States

http://https://www0.gsb.columbia.edu/faculty/svannieuwerburgh/

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Centre for Economic Policy Research (CEPR)

Faculty Research Fellow

London

United Kingdom

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SCHOLARLY PAPERS

65

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44,751

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2,319

CROSSREF CITATIONS

3,641

Scholarly Papers (65)

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1.

The Cross-Section and Time-Series of Stock and Bond Returns

Downloads 4,924 ( 1,967)
Citation 33

The Cross-Section and Time-Series of Stock and Bond Returns

Journal of Monetary Economics, Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen Meetings Paper
Number of pages: 65 Posted: 11 Feb 2009 Last Revised: 04 May 2017
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 3,956 (2,836)
Citation 5

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The Cross-Section and Time-Series of Stock and Bond Returns

NYU Working Paper No. 2451/31423
Number of pages: 64 Posted: 13 Jan 2012 Last Revised: 16 Dec 2014
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 717 (41,436)

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The Cross-Section and Time-Series of Stock and Bond Returns

NBER Working Paper No. w15688
Number of pages: 68 Posted: 01 Feb 2010
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 249 (145,601)

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The Cross-Section and Time-Series of Stock and Bond Returns

CEPR Discussion Paper No. DP9024
Number of pages: 69 Posted: 28 Sep 2012
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 2 (776,395)
Citation 17
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bond risk premium, cross-section of stock returns

2.

Time-Varying Fund Manager Skill

Downloads 3,040 ( 4,528)
Citation 91

Time-Varying Fund Manager Skill

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 16 Nov 2011 Last Revised: 06 Dec 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 2,930 (4,733)
Citation 7

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mutual funds, skills, business cycle

Time-Varying Fund Manager Skill

NYU Working Paper No. 2451/31336
Number of pages: 47 Posted: 26 Jun 2013
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 61 (420,277)
Citation 1

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Time-Varying Fund Manager Skill

NBER Working Paper No. w17615
Number of pages: 48 Posted: 24 Nov 2011 Last Revised: 18 Feb 2021
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 48 (470,409)
Citation 5

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Time-Varying Fund Manager Skill

CEPR Discussion Paper No. DP9025
Number of pages: 43 Posted: 28 Sep 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 1 (790,433)
Citation 33
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BUSINESS CYCLE, MUTUAL FUNDS, SKILLS

3.

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Downloads 2,937 ( 4,805)
Citation 108

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Journal of Financial Economics (JFE), Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Number of pages: 53 Posted: 12 Nov 2012 Last Revised: 15 Nov 2015
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 2,904 (4,806)
Citation 2

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Firm volatility, Idiosyncratic risk, Cross-section of stock returns

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

NBER Working Paper No. w20076
Number of pages: 66 Posted: 28 Apr 2014
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 33 (543,359)
Citation 42

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4.

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

Downloads 2,865 ( 5,015)
Citation 70

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

American Economic Review, Forthcoming, Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-12
Number of pages: 70 Posted: 15 Feb 2011 Last Revised: 14 Nov 2015
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 2,536 (6,013)
Citation 9

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systemic risk, too-big-to-fail, option pricing, government bailout, financial disaster models

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

AFA 2012 Chicago Meetings Paper
Number of pages: 78 Posted: 17 Mar 2011 Last Revised: 06 Aug 2015
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 185 (193,179)
Citation 1

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systemic risk, government bailout, too-big-to-fail, option pricing models, disaster models, financial crisis

Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

NYU Working Paper No. 2451/31427
Number of pages: 56 Posted: 13 Jan 2012 Last Revised: 10 Feb 2016
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 109 (295,635)

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Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

NBER Working Paper No. w17149
Number of pages: 59 Posted: 20 Jun 2011
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 33 (543,359)

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Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees

CEPR Discussion Paper No. DP9023
Number of pages: 58 Posted: 28 Sep 2012
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 2 (776,395)
Citation 24
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financial crisis, government bailout, option pricing models, systemic risk, too-big-to-fail

5.

Firm Volatility in Granular Networks

Downloads 2,494 ( 6,299)
Citation 17

Firm Volatility in Granular Networks

Chicago Booth Research Paper No. 12-56, Fama-Miller Working Paper
Number of pages: 69 Posted: 07 Dec 2012 Last Revised: 11 Jun 2020
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 2,452 (6,358)
Citation 13

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Firm volatility, networks, firm size distribution, aggregate volatility, granularity

Firm Volatility in Granular Networks

NBER Working Paper No. w19466
Number of pages: 70 Posted: 28 Sep 2013
Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 42 (497,506)
Citation 2

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6.

Predictability of Returns and Cash Flows

Downloads 2,201 ( 7,771)
Citation 57

Predictability of Returns and Cash Flows

Number of pages: 33 Posted: 12 Dec 2010 Last Revised: 09 Jan 2011
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 1,929 (9,444)
Citation 23

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return predictability, present-value moel, dividend growth predictability

Predictability of Returns and Cash Flows

NYU Working Paper No. 2451/31426
Number of pages: 33 Posted: 13 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 231 (156,689)
Citation 23

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Predictability of Returns and Cash Flows

NBER Working Paper No. w16648
Number of pages: 34 Posted: 29 Dec 2010
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 41 (502,237)

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Predictability of Returns and Cash Flows

Annual Review of Financial Economics, Vol. 3, pp. 467-491, 2011
Posted: 10 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business

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7.

Rational Attention Allocation over the Business Cycle

Downloads 2,061 ( 8,653)
Citation 12

Rational Attention Allocation over the Business Cycle

Number of pages: 63 Posted: 29 May 2009 Last Revised: 15 Aug 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 1,778 (10,757)
Citation 12

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information choice, investment management, business cycle

Rational Attention Allocation Over the Business Cycle

NYU Working Paper No. 2451/31425
Number of pages: 57 Posted: 13 Jan 2012
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 250 (145,021)

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Rational Attention Allocation Over the Business Cycle

NBER Working Paper No. w15450
Number of pages: 54 Posted: 03 Nov 2009 Last Revised: 21 Mar 2021
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 33 (543,359)
Citation 2

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8.

Mortgage Timing

Downloads 1,708 ( 11,703)
Citation 55

Mortgage Timing

Number of pages: 67 Posted: 23 Dec 2008 Last Revised: 02 Oct 2015
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business
Downloads 1,432 (15,157)
Citation 1

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Mortgage Timing

NYU Working Paper No. 2451/31424
Number of pages: 67 Posted: 13 Jan 2012
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, affiliation not provided to SSRN and Columbia University Graduate School of Business
Downloads 235 (154,088)

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Mortgage Timing

NBER Working Paper No. w13361
Number of pages: 53 Posted: 10 Sep 2007 Last Revised: 06 Jul 2010
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business
Downloads 41 (502,237)
Citation 9

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9.

The Wealth-Consumption Ratio

Downloads 1,429 ( 15,505)
Citation 19

The Wealth-Consumption Ratio

Review of Asset Pricing Studies, Forthcoming, NYU Working Paper No. FIN-08-045, AFA 2008 New Orleans Meetings Paper , EFA 2007 Ljubljana Meetings Paper
Number of pages: 110 Posted: 09 Mar 2009 Last Revised: 31 Mar 2013
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, Columbia University Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,394 (15,824)

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The Wealth-Consumption Ratio

NBER Working Paper No. w13896
Number of pages: 52 Posted: 21 Mar 2008 Last Revised: 28 Jan 2010
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, Columbia University Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 29 (566,679)

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The Wealth-Consumption Ratio

CEPR Discussion Paper No. DP9022
Number of pages: 77 Posted: 28 Sep 2012
Hanno N. Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan
Stanford Graduate School of Business, Columbia University Graduate School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 6 (738,951)
Citation 10
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discount rate, equity risk premium, excess return, interest rate, risk premium, stock market, stock returns

10.

A Rational Theory of Mutual Funds' Attention Allocation

NYU Working Paper No. 2451/28347
Number of pages: 53 Posted: 26 Jun 2013 Last Revised: 29 Oct 2015
Marcin T. Kacperczyk, Stijn Van Nieuwerburgh and Laura Veldkamp
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 1,317 (17,581)
Citation 50

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mutual funds, rational inattention, portfolio choice

11.

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Downloads 1,309 ( 17,744)
Citation 5

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

Number of pages: 101 Posted: 16 Mar 2016 Last Revised: 29 Apr 2020
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 1,285 (17,899)
Citation 4

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financial intermediation, macroprudential policy, credit spread, intermediary-based asset pricing

A Macroeconomic Model with Financially Constrained Producers and Intermediaries

NBER Working Paper No. w24757
Number of pages: 89 Posted: 25 Jun 2018 Last Revised: 22 Feb 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 24 (600,038)
Citation 1

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A Macroeconomic Model with Financially Constrained Producers and Intermediaries

CEPR Discussion Paper No. DP12282
Number of pages: 70 Posted: 11 Sep 2017
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
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Citation 1
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credit spread, Financial Intermediation, intermediary-based asset pricing, macroprudential policy

12.

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Downloads 1,255 ( 18,917)
Citation 98

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

Journal of Political Economy, Forthcoming
Number of pages: 114 Posted: 10 May 2010 Last Revised: 07 Oct 2015
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business
Downloads 1,062 (23,807)
Citation 97

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NBER Working Paper No. w15988
Number of pages: 96 Posted: 17 May 2010 Last Revised: 10 Mar 2021
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business
Downloads 64 (409,938)
Citation 6

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 13 Jan 2012
Stijn Van Nieuwerburgh, Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
Columbia University Graduate School of Business, University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and affiliation not provided to SSRN
Downloads 58 (431,190)
Citation 1

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 16 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business
Downloads 40 (506,967)

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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium

NYU Working Paper No. 2451/31429
Number of pages: 72 Posted: 22 Nov 2010
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business
Downloads 31 (554,633)

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13.

Affordable Housing and City Welfare

Downloads 1,167 ( 21,096)
Citation 4

Affordable Housing and City Welfare

Columbia Business School Research Paper No. 18-77
Number of pages: 81 Posted: 07 Nov 2018 Last Revised: 25 May 2019
Jack Y Favilukis, Pierre Mabille and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, INSEAD - Finance and Columbia University Graduate School of Business
Downloads 1,155 (21,053)
Citation 2

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Dynamic Spatial Equilibrium, House Prices, Affordable Housing, Rent Control, Zoning, Gentrification, Real Estate Development, New York, Housing Vouchers, Tax Credits, LIHTC

Affordable Housing and City Welfare

NBER Working Paper No. w25906
Number of pages: 82 Posted: 05 Jun 2019
Jack Y Favilukis, Pierre Mabille and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, INSEAD - Finance and Columbia University Graduate School of Business
Downloads 10 (706,604)
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Affordable Housing and City Welfare

CEPR Discussion Paper No. DP13758
Number of pages: 84 Posted: 30 May 2019
Jack Y Favilukis, Pierre Mabille and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, INSEAD - Finance and Columbia University Graduate School of Business
Downloads 2 (776,395)
Citation 2
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affordable housing, Development, Dynamic spatial equilibrium, Gentrification, House Prices, housing vouchers, Rent Control, Tax credits, Zoning

14.

Out-of-Town Home Buyers and City Welfare

Downloads 1,138 ( 21,921)
Citation 15

Out-of-Town Home Buyers and City Welfare

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 24 Feb 2017 Last Revised: 29 Jan 2021
Jack Y Favilukis and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance and Columbia University Graduate School of Business
Downloads 1,135 (21,644)
Citation 20

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house prices, foreign investors, property taxes

Out-of-Town Home Buyers and City Welfare

CEPR Discussion Paper No. DP12283
Number of pages: 63 Posted: 11 Sep 2017
Jack Y Favilukis and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance and Columbia University Graduate School of Business
Downloads 3 (764,987)
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affordable housing, Dynamic spatial equilibrium, foreign investors, Gentrification, House Prices, property taxes

15.

Information Immobility and the Home Bias Puzzle

Downloads 922 ( 29,727)
Citation 158

Information Immobility and the Home Bias Puzzle

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 21 Nov 2005 Last Revised: 06 May 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 516 (63,623)
Citation 8

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Home bias, asymmetric information, information theory, local bias

Information Immobility and the Home Bias Puzzle

NYU Working Paper No. FIN-04-026
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 259 (139,983)

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Information Immobility and the Home Bias Puzzle

NYU Working Paper No. SC-AM-05-05
Number of pages: 38 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 61 (420,277)
Citation 1

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Information Immobility and the Home Bias Puzzle

NYU Working Paper No. FIN-07-017
Number of pages: 34 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 54 (446,227)

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Home bias, asymmetric information, learning

Information Immobility and the Home Bias Puzzle

NBER Working Paper No. w13366
Number of pages: 45 Posted: 10 Sep 2007 Last Revised: 11 Jul 2010
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 32 (548,944)
Citation 44

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16.

Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate

Number of pages: 62 Posted: 08 Feb 2021 Last Revised: 09 Apr 2021
Arpit Gupta, Vrinda Mittal, Jonas Peeters and Stijn Van Nieuwerburgh
NYU Stern School of Business, Columbia Business School, Columbia University in the City of New York, New York University (NYU) - Center for Data Science and Columbia University Graduate School of Business
Downloads 908 (30,576)
Citation 5

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COVID-19, land values, bid-rent function

17.

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Downloads 867 ( 32,436)
Citation 21

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Journal of Finance, Vol. 71, No. 2, 2016, Netspar Discussion Paper No. 05/2011-050, Chicago Booth Research Paper No. 11-34, Fama-Miller Working Paper, NYU Working Paper No. FIN-11-055
Number of pages: 63 Posted: 10 May 2011 Last Revised: 24 Dec 2015
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics
Downloads 846 (33,026)
Citation 3

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Annuities, Health insurance, Life-cycle model, Life insurance, Portfolio choice

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

NBER Working Paper No. w17325
Number of pages: 64 Posted: 29 Aug 2011
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics
Downloads 21 (621,572)
Citation 4

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18.

Are Mutual Fund Managers Paid for Investment Skill?

Downloads 775 ( 37,767)
Citation 19

Are Mutual Fund Managers Paid for Investment Skill?

Swedish House of Finance Research Paper No. 17-9
Number of pages: 72 Posted: 10 Feb 2017 Last Revised: 02 Aug 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 754 (38,701)

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Portfolio Manager Compensation, Mutual Fund Performance, Wage Dynamics

Are Mutual Fund Managers Paid for Investment Skill?

NBER Working Paper No. w23373
Number of pages: 64 Posted: 01 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 20 (628,900)

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Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12241
Number of pages: 75 Posted: 29 Aug 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 1 (790,433)
Citation 14
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financial sector income, mutual fund performance, Portfolio manager compensation

Are Mutual Fund Managers Paid for Investment Skill?

CEPR Discussion Paper No. DP12010
Number of pages: 66 Posted: 02 May 2017
Markus Ibert, Ron Kaniel, Stijn Van Nieuwerburgh and Roine Vestman
Board of Governors of the Federal Reserve System, University of Rochester - Simon Business School, Columbia University Graduate School of Business and Stockholm University - Department of Economics
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Citation 2
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financial sector income, mutual fund performance, Portfolio manager compensation

19.

The U.S. Public Debt Valuation Puzzle

Downloads 765 ( 38,543)
Citation 3

The U.S. Public Debt Valuation Puzzle

Number of pages: 70 Posted: 04 Mar 2019 Last Revised: 14 Oct 2020
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 749 (39,130)
Citation 2

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government debt maturity, fiscal policy, term structure, interest rate risk

The U.S. Public Debt Valuation Puzzle

NBER Working Paper No. w26583
Number of pages: 71 Posted: 24 Dec 2019 Last Revised: 19 Feb 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 16 (658,936)
Citation 1
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20.

Combining Life and Health Insurance

Downloads 733 ( 40,801)
Citation 5

Combining Life and Health Insurance

Quarterly Journal of Economics, Forthcoming
Number of pages: 54 Posted: 19 Mar 2018 Last Revised: 09 Oct 2019
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 722 (41,062)
Citation 3

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Financing the War on Cancer

NBER Working Paper No. w24730
Number of pages: 31 Posted: 18 Jun 2018
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 11 (698,636)

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Financing the War on Cancer

CEPR Discussion Paper No. DP12990
Number of pages: 33 Posted: 18 Jun 2018 Last Revised: 25 Jun 2018
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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21.

The Sovereign-Bank Diabolic Loop and Esbies

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Citation 70

The Sovereign-Bank Diabolic Loop and Esbies

American Economic Review, Vol. 6, No. 5, May 2016, HEC Paris Research Paper No. FIN-2016-1133, Columbia Business School Research Paper No. 16-12
Number of pages: 14 Posted: 25 Jan 2016 Last Revised: 14 Jun 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, IE Business School, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Columbia University Graduate School of Business and London School of Economics
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Citation 7

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diabolic loop, sovereign debt crisis, government default, bank default, bailout, ESBies

The Sovereign-Bank Diabolic Loop and Esbies

NBER Working Paper No. w21993
Number of pages: 16 Posted: 15 Feb 2016 Last Revised: 04 Feb 2021
Markus K. Brunnermeier, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, IE Business School, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia Business School, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Columbia University Graduate School of Business and London School of Economics
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Citation 3

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The Sovereign-Bank Diabolic Loop and ESBies

CEPR Discussion Paper No. DP11317
Number of pages: 17 Posted: 13 Jun 2016
Markus K. Brunnermeier, Luis Garicano, Philip R. Lane, Marco Pagano, Ricardo Reis, Tano Santos, David Thesmar, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, IE Business School, Trinity College (Dublin) - Department of Economics, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Columbia University Graduate School of Business and London School of Economics
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Citation 38
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bailout, bank default, diabolic loop, ESBies, government default, sovereign debt crisis

22.

Why Has House Price Dispersion Gone Up?

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Citation 37

Why Has House Price Dispersion Gone Up?

NYU Working Paper No. FIN-06-010
Number of pages: 75 Posted: 03 Nov 2008 Last Revised: 25 Feb 2009
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 406 (85,179)

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Why Has House Price Dispersion Gone Up?

Number of pages: 53 Posted: 10 Aug 2006
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
Downloads 102 (309,693)

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house price, income inequality, supply regulation

Why Has House Price Dispersion Gone Up?

NBER Working Paper No. w12538
Number of pages: 76 Posted: 02 Oct 2006 Last Revised: 05 Apr 2021
Stijn Van Nieuwerburgh and Pierre-Olivier Weill
Columbia University Graduate School of Business and University of California, Los Angeles
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Citation 5

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23.

Identifying the Benefits from Home Ownership: A Swedish Experiment

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Citation 8

Identifying the Benefits from Home Ownership: A Swedish Experiment

Swedish House of Finance Research Paper No. 16-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 66 Posted: 29 May 2016 Last Revised: 03 Oct 2017
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld‐Toal
Stockholm School of Economics - Department of Finance, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Universite du Luxembourg
Downloads 500 (66,191)
Citation 5

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home ownership, housing wealth, marginal propensity to consume out of housing wealth, privatization of social housing

Identifying the Benefits from Home Ownership: A Swedish Experiment

NBER Working Paper No. w22882
Number of pages: 83 Posted: 05 Dec 2016
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld-Toal
Stockholm School of Economics - Department of Finance, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Luxembourg School of Finance
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Identifying the Benefits from Home Ownership: A Swedish Experiment

CEPR Discussion Paper No. DP11656
Number of pages: 85 Posted: 29 Nov 2016
Paolo Sodini, Stijn Van Nieuwerburgh, Roine Vestman and Ulf von Lilienfeld-Toal
Stockholm School of Economics - Department of Finance, Columbia University Graduate School of Business, Stockholm University - Department of Economics and Luxembourg School of Finance
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Citation 2
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collateral effect, home ownership, housing wealth, mobility, MPC

24.

Valuing Private Equity Investments Strip by Strip

Journal of Finance, Forthcoming, NYU Stern School of Business
Number of pages: 129 Posted: 18 Oct 2019 Last Revised: 29 Jan 2021
Arpit Gupta and Stijn Van Nieuwerburgh
NYU Stern School of Business and Columbia University Graduate School of Business
Downloads 504 (66,218)
Citation 2

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private equity, cross-section, term structure of risk

25.

Can the COVID Bailouts Save the Economy?

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Citation 9

Can the COVID Bailouts Save the Economy?

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 60 Posted: 05 May 2020 Last Revised: 22 Feb 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 399 (86,894)
Citation 1

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COIVD-19, corporate bailout, credit crisis, financial intermediation, government debt

Can the Covid Bailouts Save the Economy?

NBER Working Paper No. w27207
Number of pages: 45 Posted: 26 May 2020
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 80 (361,515)

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Can the Covid Bailouts Save the Economy?

CEPR Discussion Paper No. DP14714
Number of pages: 44 Posted: 08 May 2020 Last Revised: 18 May 2020
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
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Citation 11
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bailout, COVID-19, credit crisis, Financial Intermediation

26.

Information Acquisition and Under-Diversification

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Citation 55

Information Acquisition and Under-Diversification

EFA 2005 Moscow Meetings
Number of pages: 36 Posted: 16 Nov 2004 Last Revised: 17 Mar 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 376 (93,184)
Citation 6

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Information choice, portfolio theory, learning, asymmetric information

Information Acquisition and Under-Diversification

NYU Working Paper No. 2451/26030
Number of pages: 36 Posted: 13 Oct 2008
Laura Veldkamp and Stijn Van Nieuwerburgh
Columbia University - Columbia Business School and Columbia University Graduate School of Business
Downloads 62 (416,852)
Citation 16

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Information Acquisition and Under-Diversification

NBER Working Paper No. w13904
Number of pages: 37 Posted: 21 Mar 2008 Last Revised: 03 Jul 2010
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
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27.

Why are REITS Currently so Expensive?

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Citation 3

Why are REITS Currently so Expensive?

Number of pages: 53 Posted: 29 Apr 2017 Last Revised: 31 Aug 2017
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
Downloads 447 (76,004)

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commercial property, REITS, real estate risk and return, real estate bubble

Why are REITs Currently so Expensive?

CEPR Discussion Paper No. DP12281
Number of pages: 56 Posted: 11 Sep 2017
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
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commercial property, real estate bubble, real estate risk and return, real estate valuation, REITS

Why are Reits Currently so Expensive?

Real Estate Economics, Vol. 47, Issue 1, pp. 18-65, 2019
Number of pages: 48 Posted: 20 Feb 2019
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
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Citation 4
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28.

Reconciling the Return Predictability Evidence

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Citation 44

Reconciling the Return Predictability Evidence

AFA 2007 Chicago Meetings Paper
Number of pages: 50 Posted: 03 Mar 2006
Stijn Van Nieuwerburgh and Martin Lettau
Columbia University Graduate School of Business and University of California - Haas School of Business
Downloads 330 (108,152)
Citation 1

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return predictability, structural breaks

Reconciling the Return Predictability Evidence

NBER Working Paper No. w12109
Number of pages: 51 Posted: 14 May 2006 Last Revised: 01 Feb 2021
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business
Downloads 50 (462,109)
Citation 12

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Reconciling the Return Predictability Evidence

NYU Working Paper No. FIN-06-013
Number of pages: 52 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business
Downloads 45 (483,650)

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Reconciling the Return Predictability Evidence

The Review of Financial Studies, Vol. 21, Issue 4, pp. 1607-1652, 2008
Posted: 08 Aug 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business

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12, 14

29.

Financial Fragility with SAM?

Journal of Finance, Forthcoming, MIT Sloan Research Paper No. 5261-17
Number of pages: 77 Posted: 15 Nov 2017 Last Revised: 11 Nov 2020
Daniel Greenwald, Tim Landvoigt and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 422 (82,159)
Citation 15

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mortgage design, financial intermediation, housing policy

30.

Technological Change and the Growing Inequality in Managerial Compensation

Downloads 419 ( 82,852)
Citation 37

Technological Change and the Growing Inequality in Managerial Compensation

Journal of Financial Economics (JFE), Vol. 99, No. 3, 2011, NYU Working Paper No. FIN-08-044
Number of pages: 45 Posted: 09 Mar 2009 Last Revised: 01 Oct 2015
Hanno N. Lustig, Chad Syverson and Stijn Van Nieuwerburgh
Stanford Graduate School of Business, University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 383 (91,141)
Citation 10

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Technological Change and the Growing Inequality in Managerial Compensation

NBER Working Paper No. w14661
Number of pages: 57 Posted: 25 Jan 2009 Last Revised: 29 Oct 2014
Hanno N. Lustig, Chad Syverson and Stijn Van Nieuwerburgh
Stanford Graduate School of Business, University of Chicago - Booth School of Business and Columbia University Graduate School of Business
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31.

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

Downloads 418 ( 83,086)
Citation 94

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

Journal of Finance, Forthcoming
Number of pages: 50 Posted: 27 Apr 2007 Last Revised: 08 Jun 2010
John Ameriks, Andrew Caplin, Steven Laufer and Stijn Van Nieuwerburgh
The Vanguard Group, Inc., New York University (NYU) - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University Graduate School of Business
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Citation 19

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public care aversion, annuity puzzle, bequest, long-term care, survey methodology, household finance

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives

NBER Working Paper No. w13105
Number of pages: 58 Posted: 27 Jun 2007 Last Revised: 19 Jul 2007
John Ameriks, Andrew Caplin, Steven Laufer and Stijn Van Nieuwerburgh
The Vanguard Group, Inc., New York University (NYU) - Department of Economics, Board of Governors of the Federal Reserve System and Columbia University Graduate School of Business
Downloads 27 (579,387)
Citation 3

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32.

Phasing Out the GSEs

Journal of Monetary Economics, Forthcoming
Number of pages: 69 Posted: 02 Apr 2015 Last Revised: 18 Mar 2016
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 396 (88,405)
Citation 1

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financial intermediation, housing policy, government bailouts

33.

Manufacturing Risk-free Government Debt

Downloads 386 ( 91,622)
Citation 3

Manufacturing Risk-free Government Debt

Number of pages: 66 Posted: 08 Jul 2020 Last Revised: 22 Mar 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 364 (97,340)

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fiscal policy, bond pricing

Manufacturing Risk-Free Government Debt

CESifo Working Paper No. 8902
Number of pages: 68 Posted: 03 Mar 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 19 (636,282)
Citation 1

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Manufacturing Risk-Free Government Debt

NBER Working Paper No. w27786
Number of pages: 67 Posted: 11 Sep 2020 Last Revised: 14 Feb 2021
Zhengyang Jiang, hlustig@stanford.edu Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
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Citation 2
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34.

Stock Market Development and Economic Growth in Belgium

NYU Working Paper No. FIN-05-024
Number of pages: 36 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh, Frans Buelens and Ludo Cuyvers
Columbia University Graduate School of Business, University of Antwerp and affiliation not provided to SSRN
Downloads 315 (114,482)
Citation 4

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35.

Housing, Finance and the Macroeconomy

Downloads 300 (120,652)
Citation 25

Housing, Finance and the Macroeconomy

Handbook of Regional Economics, Forthcoming
Number of pages: 77 Posted: 02 Jul 2014
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and Columbia University Graduate School of Business
Downloads 267 (135,548)

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housing, macroeconomics, asset pricing, review

Housing, Finance and the Macroeconomy

NBER Working Paper No. w20287
Number of pages: 77 Posted: 24 Jul 2014 Last Revised: 15 Feb 2021
Morris A. Davis and Stijn Van Nieuwerburgh
Rutgers Business School and Columbia University Graduate School of Business
Downloads 33 (543,359)
Citation 15

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36.

Take the Q Train: Value Capture of Public Infrastructure Projects

Downloads 291 (124,943)
Citation 1

Take the Q Train: Value Capture of Public Infrastructure Projects

NYU Stern School of Business
Number of pages: 50 Posted: 18 Oct 2019 Last Revised: 19 Aug 2020
Arpit Gupta, Stijn Van Nieuwerburgh and Constantine Kontokosta
NYU Stern School of Business, Columbia University Graduate School of Business and New York University (NYU) - Marron Institute of Urban Management
Downloads 279 (129,966)

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Public Finance, Land Value Taxation, Urban Development, Value Capture

Take the Q Train: Value Capture of Public Infrastructure Projects

NBER Working Paper No. w26789
Number of pages: 51 Posted: 02 Mar 2020 Last Revised: 14 Mar 2021
Arpit Gupta, Stijn Van Nieuwerburgh and Constantine E. Kontokosta
NYU Stern School of Business, Columbia University Graduate School of Business and New York University - Center for Urban Science and Progress
Downloads 12 (690,645)
Citation 1
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37.

Financial and Total Wealth Inequality with Declining Interest Rates

Downloads 259 (141,104)

Financial and Total Wealth Inequality with Declining Interest Rates

Stanford University Graduate School of Business Research Paper
Number of pages: 83 Posted: 01 Mar 2021 Last Revised: 09 Apr 2021
Daniel Greenwald, Matteo Leombroni, Hanno N. Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 255 (142,712)

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wealth inequality, declining real rates, human wealth, financial wealth

Financial and Total Wealth Inequality with Declining Interest Rates

NBER Working Paper No. w28613
Number of pages: 84 Posted: 29 Mar 2021 Last Revised: 03 Apr 2021
Daniel Greenwald, Matteo Leombroni, hlustig@stanford.edu Lustig and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Stanford University, Stanford University and Columbia University Graduate School of Business
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38.

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Downloads 255 (142,726)
Citation 2

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Number of pages: 65 Posted: 16 Nov 2004
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 121 (274,167)

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Housing collateral, risk sharing, risk premia

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NYU Working Paper No. S-MF-04-11
Number of pages: 70 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 71 (387,462)

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A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NBER Working Paper No. w10955
Number of pages: 62 Posted: 25 May 2006 Last Revised: 07 Dec 2020
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 42 (497,506)

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A Theory of Housing Collateral, Consumption Insurance and Risk Premia

NYU Working Paper No. FIN-04-010
Number of pages: 65 Posted: 03 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
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39.

Monetary Policy in an Equilibrium Portfolio Balance Model

Downloads 235 (148,483)

Monetary Policy in an Equilibrium Portfolio Balance Model

IMF Working Paper No. 07/72
Number of pages: 33 Posted: 12 Apr 2007
Michael Kumhof and Stijn Van Nieuwerburgh
CEPR and Columbia University Graduate School of Business
Downloads 235 (154,088)

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Monetary Policy in an Equilibrium Portfolio Balance Model

NYU Working Paper No. FIN-11-055
Posted: 13 Jan 2012
Michael Kumhof and Stijn Van Nieuwerburgh
CEPR and Columbia University Graduate School of Business

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40.

Judging the Quality of Survey Data by Comparison with 'Truth' as Measured by Administrative Records: Evidence from Sweden

Chapter in NBER Book Improving the Measurement of Consumer Expenditures, Christopher Carroll, Thomas Crossley, John Sabelhaus, eds., Forthcoming, NBER Book Series Studies in Income and Wealth, University of Chicago Press, Forthcoming
Number of pages: 36 Posted: 22 Feb 2012 Last Revised: 26 Jan 2014
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Roine Vestman
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Stockholm University - Department of Economics
Downloads 227 (159,814)
Citation 12

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Consumption measurement, consumption inequality, measurement error, surveys, household finance

41.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

Downloads 209 (172,882)
Citation 160

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

EFA 2004 Maastricht Meetings Paper No. 1403, Journal of Finance, Vol. 60, No. 3, 2005
Number of pages: 56 Posted: 23 Jun 2004 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 142 (242,105)
Citation 34

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Asset Pricing, Risk Sharing

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-04-02
Number of pages: 58 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 28 (572,986)
Citation 22

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Asset Pricing, Risk Sharing

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. S-MF-03-12
Number of pages: 55 Posted: 12 Nov 2008
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
Downloads 26 (586,121)

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Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perspective

NYU Working Paper No. FIN-03-024
Number of pages: 56 Posted: 11 Nov 2008
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
Downloads 13 (682,640)

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42.

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

Downloads 185 (193,243)
Citation 152

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 13 Jan 2012
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business
Downloads 103 (307,610)

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Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business
Downloads 34 (537,777)

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Reconciling the Return Predictability Evidence: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

CEPR Discussion Paper No. 5355
Number of pages: 57 Posted: 23 Jan 2006
Stijn Van Nieuwerburgh and Martin Lettau
Columbia University Graduate School of Business and University of California - Haas School of Business
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Citation 23
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Predictibility, Stock returns, dividend price ratio, price ratios, out-of-sample test

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability

NYU Working Paper No. 2451/31432
Number of pages: 55 Posted: 03 Nov 2008
Martin Lettau and Stijn Van Nieuwerburgh
University of California - Haas School of Business and Columbia University Graduate School of Business
Downloads 23 (607,203)

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43.

Real and Private-Value Assets

Downloads 184 (194,112)

Real and Private-Value Assets

HEC Paris Research Paper No. FIN-2021-1421
Number of pages: 37 Posted: 12 Mar 2021 Last Revised: 09 Apr 2021
William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh
Yale School of Management - International Center for Finance, HEC Paris - Finance Department and Columbia University Graduate School of Business
Downloads 182 (195,987)

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real estate, infrastructure, collectibles, entrepreneurship, sustainable investing

Real and Private-Value Assets

NBER Working Paper No. w28580
Number of pages: 38 Posted: 22 Mar 2021 Last Revised: 27 Mar 2021
William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh
Yale School of Management - International Center for Finance, HEC Paris - Finance Department and Columbia University Graduate School of Business
Downloads 2 (776,395)
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44.

Information Acquisition and Portfolio Under-Diversi¯Cation

NYU Working Paper No. FIN-04-025
Number of pages: 39 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
Downloads 159 (220,002)
Citation 4

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45.

Foreign Ownership of U.S. Safe Assets: Good or Bad?

Downloads 150 (230,867)

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NYU Working Paper No. 2451/31435
Number of pages: 70 Posted: 13 Jan 2012 Last Revised: 10 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business
Downloads 141 (243,491)

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international capital flows, international risk sharing, foreign purchases of safe assets

Foreign Ownership of U.S. Safe Assets: Good or Bad?

NBER Working Paper No. w19917
Number of pages: 62 Posted: 24 Feb 2014
Jack Y Favilukis, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, New York University - Department of Economics and Columbia University Graduate School of Business
Downloads 9 (714,680)

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46.

How Much Does Household Collateral Constrain Regional Risk Sharing?

Downloads 143 (240,016)
Citation 31

How Much Does Household Collateral Constrain Regional Risk Sharing?

Review of Economic Dynamics, Vol. 13, No. 2, 2010
Number of pages: 52 Posted: 09 Jul 2008 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 82 (356,221)
Citation 1

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Risk Sharing, Collateral, Real Estate

How Much Does Household Collateral Constrain Regional Risk Sharing?

NBER Working Paper No. w10505
Number of pages: 53 Posted: 01 Jun 2004 Last Revised: 17 Mar 2021
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 31 (554,633)
Citation 6

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How Much Does Household Collateral Constrain Regional Risk Sharing?

NYU Working Paper No. FIN-04-009
Number of pages: 52 Posted: 03 Nov 2008 Last Revised: 16 Oct 2009
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
Downloads 30 (560,544)

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Regional risk sharing, housing collateral

47.

ESBies: Safety in the Tranches

Downloads 127 (263,302)
Citation 16

ESBies: Safety in the Tranches

CFS Working Paper, No. 537
Number of pages: 55 Posted: 06 Oct 2016 Last Revised: 11 Jan 2018
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
Downloads 88 (341,007)
Citation 16

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ESBies: Safety in the Tranches

Prepared for the 64th Panel Meeting of Economic Policy, 14-15 October 2016
Number of pages: 52 Posted: 21 Sep 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
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Citation 3

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ESBies, safe assets, sovereign debt, default, sovereign exposures, diabolic loop, tranching, pooling

ESBies: Safety in the Tranches

CEPR Discussion Paper No. DP11537
Number of pages: 55 Posted: 03 Oct 2016
Markus K. Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
Princeton University - Department of Economics, European Central Bank, University of Naples Federico II - Department of Economics and Statistics, London School of Economics & Political Science (LSE), Columbia University Graduate School of Business and London School of Economics
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bank-sovereign loop, ESBies, Euro crisis, monetary policy, public debt issuance, safe assets

48.

Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability*

8th Annual Texas Finance Festival
Number of pages: 55 Posted: 08 Apr 2006
Stijn Van Nieuwerburgh and Martin Lettau
Columbia University Graduate School of Business and University of California - Haas School of Business
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Citation 1

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49.

What Determines the Government’s Funding Costs when r=g? Unpleasant Fiscal Asset Pricing Arithmetic

Number of pages: 8 Posted: 29 Mar 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
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MMT, Fiscal Theory of the Price Level

50.

Learning Asymmetries in Real Business Cycles

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Citation 79

Learning Asymmetries in Real Business Cycles

NYU Working Paper No. S-MF-03-08
Number of pages: 37 Posted: 12 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
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Citation 14

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Learning Asymmetries in Real Business Cycles

NYU Working Paper No. FIN-05-025
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
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Citation 10

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51.

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

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Citation 48

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

Review of Financial Studies (2008), 21(5), NYU Working Paper No. FIN-05-023
Number of pages: 63 Posted: 03 Nov 2008 Last Revised: 27 Aug 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

NBER Working Paper No. w11564
Number of pages: 64 Posted: 05 Oct 2005 Last Revised: 06 Feb 2021
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

The Review of Financial Studies, Vol. 21, Issue 5, pp. 2097-2137, 2008
Posted: 19 Sep 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business

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G12, G14, G33

52.

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

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A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

IMF Working Paper No. 02/29
Number of pages: 44 Posted: 29 Jan 2006
Michael Kumhof and Stijn Van Nieuwerburgh
CEPR and Columbia University Graduate School of Business
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Sterilized intervention, fiscal non-neutrality, currency risk premium, portfolio balance theory

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

NYU Working Paper No. FIN-11-058
Posted: 13 Jan 2012
Michael Kumhof and Stijn Van Nieuwerburgh
CEPR and Columbia University Graduate School of Business

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53.

Quantifying U.S. Treasury Investor Optimism

Number of pages: 35 Posted: 01 Mar 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
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fiscal policy, debt sustainability, term structure, convenience yield

54.

Bond Convenience Yields in the Eurozone Currency Union

Number of pages: 36 Posted: 30 Mar 2021
Zhengyang Jiang, Hanno N. Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
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55.

Housing Collateral and Consumption Insurance Across Us Regions

NYU Working Paper No. S-MF-04-10
Number of pages: 47 Posted: 12 Nov 2008
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
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56.

Information Acquisition and Portfolio Under-Diversification

NYU Working Paper No. SC-AM-05-08
Number of pages: 37 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh and Laura Veldkamp
Columbia University Graduate School of Business and Columbia University - Columbia Business School
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Citation 22

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57.

Can Housing Collateral Explain Long-Run Swings in Asset Returns?

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Can Housing Collateral Explain Long-Run Swings in Asset Returns?

NBER Working Paper No. w12766
Number of pages: 47 Posted: 22 Dec 2006 Last Revised: 17 May 2007
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
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Can Housing Collateral Explain Long-Run Swings in Asset Returns?

NYU Working Paper No. FIN-11-059
Posted: 13 Jan 2012
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business

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58.

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective

NBER Working Paper No. w9959
Number of pages: 56 Posted: 06 Oct 2005 Last Revised: 20 Mar 2021
Hanno N. Lustig and Stijn Van Nieuwerburgh
Stanford Graduate School of Business and Columbia University Graduate School of Business
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Citation 1

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59.

Inside Information and the Own Company Stock Puzzle

NYU Working Paper No. SC-AM-05-07
Number of pages: 17 Posted: 03 Nov 2008
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
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60.

International Capital Flows and House Prices: Theory and Evidence

NBER Working Paper No. w17751
Number of pages: 64 Posted: 14 Jan 2012
Jack Y Favilukis, David Kohn, Sydney C. Ludvigson and Stijn Van Nieuwerburgh
University of British Columbia (UBC) - Division of Finance, Instituto de Economia, Pontificia Universidad Catolica de Chile, New York University - Department of Economics and Columbia University Graduate School of Business
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Citation 3

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61.

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives

NYU Working Paper No. 2451/31428
Number of pages: 58 Posted: 10 Sep 2013
Stijn Van Nieuwerburgh
Columbia University Graduate School of Business
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62.

Phasing Out the Gses

NBER Working Paper No. w21626
Number of pages: 78 Posted: 12 Oct 2015 Last Revised: 03 Feb 2021
Vadim Elenev, Tim Landvoigt and Stijn Van Nieuwerburgh
Johns Hopkins Carey Business School, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
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Citation 11

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63.

Valuing Private Equity Strip by Strip

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Citation 1

Valuing Private Equity Strip by Strip

NBER Working Paper No. w26514
Number of pages: 86 Posted: 03 Dec 2019
Arpit Gupta and Stijn Van Nieuwerburgh
NYU Stern School of Business and Columbia University Graduate School of Business
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Valuing Private Equity Strip by Strip

CEPR Discussion Paper No. DP14241
Number of pages: 88 Posted: 14 Jan 2020
Arpit Gupta and Stijn Van Nieuwerburgh
NYU Stern School of Business and Columbia University Graduate School of Business
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affine asset pricing models, Buyout, cross-section of returns, infrastructure, Natural resources, private equity, real estate, temporal pricing of risk, Valuation, venture capital

64.

What to Do About the GSEs?

Annual Review of Financial Economics, Vol. 9, pp. 21-41, 2017
Posted: 03 Jan 2018
Matthew P. Richardson, Stijn Van Nieuwerburgh and Lawrence J. White
New York University (NYU) - Department of Finance, Columbia University Graduate School of Business and New York University (NYU) - Leonard N. Stern School of Business, Department of EconomicsStern School of Business, New York University

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65.

Firm Volatility in Granual Networks

CEPR Discussion Paper No. DP12284
Number of pages: 50 Posted: 11 Sep 2017
Bernard Herskovic, Bryan T. Kelly, Hanno N. Lustig and Stijn Van Nieuwerburgh
University of California, Los Angeles (UCLA) - Anderson School of Management, Yale SOM, Stanford Graduate School of Business and Columbia University Graduate School of Business
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aggregate volatility, firm size distribution, Firm volatility, granularity, networks