Stefano Giglio

Names

first:	Stefano
last:	Giglio

Identifer

RePEc Short-ID:

pgi162

Contact

homepage:

https://sites.google.com/view/stefanogiglio/

Affiliations

Yale University / School of Management
- EDIRC entry
- location:

Research profile

author of:

Forced Sales and House Prices (RePEc:aea:aecrev:v:101:y:2011:i:5:p:2108-31)
by John Y. Campbell & Stefano Giglio & Parag Pathak
Five Facts about Beliefs and Portfolios (RePEc:aea:aecrev:v:111:y:2021:i:5:p:1481-1522)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
Climate Finance (RePEc:anr:refeco:v:13:y:2021:p:15-36)
by Stefano Giglio & Bryan Kelly & Johannes Stroebel
Inside the Mind of a Stock Market Crash (RePEc:arx:papers:2004.01831)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
Taming the Factor Zoo: A Test of New Factors (RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370)
by Guanhao Feng & Stefano Giglio & Dacheng Xiu
Climate Change and Long-Run Discount Rates: Evidence from Real Estate (RePEc:ces:ceswps:_5608)
by Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber
Hedging climate change news (RePEc:ces:ceswps:_7655)
by Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel
Five facts about beliefs and portfolios (RePEc:ces:ceswps:_7666)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
Inside the Mind of a Stock Market Crash (RePEc:ces:ceswps:_8334)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
Climate Finance (RePEc:ces:ceswps:_8772)
by Stefano Giglio & Bryan Kelly & Johannes Stroebel
Intangible Capital, Relative Asset Shortages and Bubbles (RePEc:cla:levarc:786969000000000121)
by Stefano Giglio & Tiago Severo
An Intertemporal CAPM with Stochastic Volatility (RePEc:cpr:ceprdp:10681)
by Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert
Climate Change and Long-Run Discount Rates: Evidence from Real Estate (RePEc:cpr:ceprdp:10958)
by Giglio, Stefano & StrÃ¶bel, Johannes & Maggiori, Matteo & Weber, Andreas
Five Facts About Beliefs and Portfolios (RePEc:cpr:ceprdp:13657)
by Maggiori, Matteo & StrÃ¶bel, Johannes & Giglio, Stefano & Utkus, Stephen P.
Hedging Climate Change News (RePEc:cpr:ceprdp:13730)
by StrÃ¶bel, Johannes & Engle, Robert & Giglio, Stefano & Kelly, Bryan & Lee, Heebum
Taming the Factor Zoo: A Test of New Factors (RePEc:cpr:ceprdp:14266)
by Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng
Inside the Mind of a Stock Market Crash (RePEc:cpr:ceprdp:14813)
by Giglio, Stefano & Maggiori, Matteo & StrÃ¶bel, Johannes & Utkus, Stephen P.
Hedging macroeconomic and financial uncertainty and volatility (RePEc:cpr:ceprdp:15239)
by Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan
Climate Finance (RePEc:cpr:ceprdp:15557)
by StrÃ¶bel, Johannes & Giglio, Stefano & Kelly, Bryan
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data (RePEc:cpr:ceprdp:16306)
by Giglio, Stefano & Dew-Becker, Ian
Test Assets and Weak Factors (RePEc:cpr:ceprdp:16307)
by Giglio, Stefano & Xiu, Dacheng & Zhang, Dake
The Performance of Italian Family Firms (RePEc:cpr:ceprdp:5786)
by Favero, Carlo A. & Panunzi, Fausto & Giglio, Stefano & Honorati, Maddalena
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods (RePEc:cpr:ceprdp:5793)
by Favero, Carlo A. & Giglio, Stefano
No-Bubble Condition: Model-Free Tests in Housing Markets (RePEc:cpr:ceprdp:9978)
by Giglio, Stefano & StrÃ¶bel, Johannes & Maggiori, Matteo
Systemic risk and the macroeconomy: An empirical evaluation (RePEc:eee:jfinec:v:119:y:2016:i:3:p:457-471)
by Giglio, Stefano & Kelly, Bryan & Pruitt, Seth
The price of variance risk (RePEc:eee:jfinec:v:123:y:2017:i:2:p:225-250)
by Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius
An intertemporal CAPM with stochastic volatility (RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert
Hedging macroeconomic and financial uncertainty and volatility (RePEc:eee:jfinec:v:142:y:2021:i:1:p:23-45)
by Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan
Intangible capital, relative asset shortages and bubbles (RePEc:eee:moneco:v:59:y:2012:i:3:p:303-317)
by Giglio, Stefano & Severo, Tiago
An Intertemporal CAPM with stochastic volatility (RePEc:ehl:lserod:69634)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert
Very long-run discount rates (RePEc:fip:feddgw:182)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
Credit default swap spreads and systemic financial risk (RePEc:fip:fedhpr:1122)
by Stefano Giglio
Hard Times (RePEc:hrv:faseco:12172786)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher
Forced Sales and House Prices (RePEc:hrv:faseco:9887623)
by Giglio, Stefano & Pathak, Parag & Campbell, John Y.
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods (RePEc:igi:igierp:312)
by Carlo A. Favero & Stefano W. Giglio
Intangible Capital, Relative Asset Shortages and Bubbles (RePEc:imf:imfwpa:2011/271)
by Mr. Stefano Giglio & Tiago Severo
The joint dynamics of investor beliefs and trading during the COVID-19 crash (RePEc:nas:journl:v:118:y:2021:p:e2010316118)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
Thousands of Alpha Tests (RePEc:nbr:nberch:14605)
by Stefano Giglio & Yuan Liao & Dacheng Xiu
Forced Sales and House Prices (RePEc:nbr:nberwo:14866)
by John Y. Campbell & Stefano Giglio & Parag Pathak
Hard Times (RePEc:nbr:nberwo:16222)
by John Y. Campbell & Stefano Giglio & Christopher Polk
An Intertemporal CAPM with Stochastic Volatility (RePEc:nbr:nberwo:18411)
by John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley
No News is News: Do Markets Underreact to Nothing? (RePEc:nbr:nberwo:18914)
by Stefano Giglio & Kelly Shue
Asset Pricing in the Frequency Domain: Theory and Empirics (RePEc:nbr:nberwo:19416)
by Ian Dew-Becker & Stefano Giglio
Very Long-Run Discount Rates (RePEc:nbr:nberwo:20133)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
No-Bubble Condition: Model-free Tests in Housing Markets (RePEc:nbr:nberwo:20154)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
Systemic Risk and the Macroeconomy: An Empirical Evaluation (RePEc:nbr:nberwo:20963)
by Stefano Giglio & Bryan T. Kelly & Seth Pruitt
The Price of Variance Risk (RePEc:nbr:nberwo:21182)
by Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez
Climate Change and Long-Run Discount Rates: Evidence from Real Estate (RePEc:nbr:nberwo:21767)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber
Excess Volatility: Beyond Discount Rates (RePEc:nbr:nberwo:22045)
by Stefano Giglio & Bryan Kelly
Inference on Risk Premia in the Presence of Omitted Factors (RePEc:nbr:nberwo:23527)
by Stefano Giglio & Dacheng Xiu
Uncertainty Shocks as Second-Moment News Shocks (RePEc:nbr:nberwo:23796)
by David Berger & Ian Dew-Becker & Stefano Giglio
Taming the Factor Zoo: A Test of New Factors (RePEc:nbr:nberwo:25481)
by Guanhao Feng & Stefano Giglio & Dacheng Xiu
Hedging Climate Change News (RePEc:nbr:nberwo:25734)
by Robert F. Engle III & Stefano Giglio & Bryan T. Kelly & Heebum Lee & Johannes Stroebel
Five Facts about Beliefs and Portfolios (RePEc:nbr:nberwo:25744)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
Hedging Macroeconomic and Financial Uncertainty and Volatility (RePEc:nbr:nberwo:26323)
by Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly
Inside the Mind of a Stock Market Crash (RePEc:nbr:nberwo:27272)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data (RePEc:nbr:nberwo:27864)
by Ian Dew-Becker & Stefano Giglio
Climate Finance (RePEc:nbr:nberwo:28226)
by Stefano Giglio & Bryan T. Kelly & Johannes Stroebel
Test Assets and Weak Factors (RePEc:nbr:nberwo:29002)
by Stefano Giglio & Dacheng Xiu & Dake Zhang
A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios (RePEc:nbr:nberwo:30703)
by Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel
Four Facts About ESG Beliefs and Investor Portfolios (RePEc:nbr:nberwo:31114)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu
Equity Term Structures without Dividend Strips Data (RePEc:nbr:nberwo:31119)
by Stefano Giglio & Bryan T. Kelly & Serhiy Kozak
Biodiversity Risk (RePEc:nbr:nberwo:31137)
by Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng
Risk Preferences Implied by Synthetic Options (RePEc:nbr:nberwo:31833)
by Ian Dew-Becker & Stefano Giglio
What Drives Booms and Busts in Value? (RePEc:nbr:nberwo:31859)
by John Y. Campbell & Stefano Giglio & Christopher Polk
Recent Developments in Financial Risk and the Real Economy (RePEc:nbr:nberwo:31878)
by Ian Dew-Becker & Stefano Giglio
The Economics of Biodiversity Loss (RePEc:nbr:nberwo:32678)
by Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang
Nature Loss and Climate Change: The Twin-Crises Multiplier (RePEc:nbr:nberwo:33361)
by Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang
Climate Transition Risks and the Energy Sector (RePEc:nbr:nberwo:33413)
by Viral V. Acharya & Stefano Giglio & Stefano Pastore & Johannes Stroebel & Zhenhao Tan & Tiffany Yong
Nature and Biodiversity Loss: A Research Agenda for Financial Economics (RePEc:nbr:nberwo:34286)
by Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang
Editor's Choice Very Long-Run Discount Rates (RePEc:oup:qjecon:v:130:y:2015:i:1:p:1-53)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
Excess Volatility: Beyond Discount Rates (RePEc:oup:qjecon:v:133:y:2018:i:1:p:71-127.)
by Stefano Giglio & Bryan Kelly
Hard Times (RePEc:oup:rasset:v:3:y:2013:i:1:p:95-132.)
by John Y. Campbell & Stefano Giglio & Christopher Polk
Uncertainty Shocks as Second-Moment News Shocks (RePEc:oup:restud:v:87:y:2020:i:1:p:40-76.)
by David Berger & Ian Dew-Becker & Stefano Giglio
Editor's Choice No News Is News: Do Markets Underreact to Nothing? (RePEc:oup:rfinst:v:27:y:2014:i:12:p:3389-3440.)
by Stefano Giglio & Kelly Shue
Asset Pricing in the Frequency Domain: Theory and Empirics (RePEc:oup:rfinst:v:29:y:2016:i:8:p:2029-2068.)
by Ian Dew-Becker & Stefano Giglio
Hedging Climate Change News (RePEc:oup:rfinst:v:33:y:2020:i:3:p:1184-1216.)
by Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel
Thousands of Alpha Tests
[The performance of hedge funds: Risk, return, and incentives] (RePEc:oup:rfinst:v:34:y:2021:i:7:p:3456-3496.)
by Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang
Climate Change and Long-Run Discount Rates: Evidence from Real Estate
[Abrupt climate change] (RePEc:oup:rfinst:v:34:y:2021:i:8:p:3527-3571.)
by Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh
No-Bubble Condition: Model-Free Tests in Housing Markets (RePEc:qsh:wpaper:181786)
by Matteo Maggiori & Stefano Giglio & Johannes Stroebel
Climate Change and Long-Run Discount Rates: Evidence from Real Estate (RePEc:qsh:wpaper:323746)
by Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber
Asset pricing in the frequency domain: theory and empirics (RePEc:red:sed013:1244)
by Stefano Giglio & Ian Dew-Becker
Very Long Run Discount Rates (RePEc:red:sed014:1281)
by Matteo Maggiori & Johannes Stroebel & Stefano Giglio
Contractionary Volatility or Volatile Contractions? (RePEc:red:sed016:673)
by Stefano Giglio & Ian Dew-Becker & David Berger
Uncertainty Shocks as Second-Moment News Shocks (RePEc:red:sed017:403)
by Stefano Giglio & Ian Dew-Becker & David Berger
Credit default swap spreads and systemic financial risk (RePEc:srk:srkwps:201615)
by Giglio, Stefano
Asset Pricing with Omitted Factors (RePEc:ucp:jpolec:doi:10.1086/714090)
by Stefano Giglio & Dacheng Xiu
No‐Bubble Condition: Model‐Free Tests in Housing Markets (RePEc:wly:emetrp:v:84:y:2016:i::p:1047-1091)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
Reply to “Rational Bubbles in UK Housing Markets” (RePEc:wly:emetrp:v:88:y:2020:i:4:p:1767-1770)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel

The profile is maintained by Stefano Giglio

Permanent link: http://authors.repec.org/pro/pgi162/