Stijn Van Nieuwerburgh
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Stijn |
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Van Nieuwerburgh |
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Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 10%)
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Columbia University
/ Graduate School of Business (weight: 80%)
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National Bureau of Economic Research (NBER) (weight: 10%)
Research profile
author of:
- Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk (RePEc:aea:aecrev:v:100:y:2010:i:2:p:552-56)
by Ralph S. J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan - The Sovereign-Bank Diabolic Loop and ESBies (RePEc:aea:aecrev:v:106:y:2016:i:5:p:508-12)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos - Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees (RePEc:aea:aecrev:v:106:y:2016:i:6:p:1278-1319)
by Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh - Identifying the Benefits from Homeownership: A Swedish Experiment (RePEc:aea:aecrev:v:113:y:2023:i:12:p:3173-3212)
by Paolo Sodini & Stijn Van Nieuwerburgh & Roine Vestman & Ulf von Lilienfeld-Toal - Fiscal Capacity: An Asset Pricing Perspective (RePEc:anr:refeco:v:15:y:2023:p:197-219)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Predictability of Returns and Cash Flows (RePEc:anr:refeco:v:3:y:2011:p:467-491)
by Ralph S.J. Koijen & Stijn Van Nieuwerburgh - What to Do About the GSEs? (RePEc:anr:refeco:v:9:y:2017:p:21-41)
by Lawrence J. White & Matthew P. Richardson & Stijn Van Nieuwerburgh - Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis (RePEc:bin:bpeajo:v:53:y:2022:i:2022-02:p:157-229)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (RePEc:bla:jfinan:v:60:y:2005:i:3:p:1167-1219)
by Hanno N. Lustig & Stijn G. Van Nieuwerburgh - Information Immobility and the Home Bias Puzzle (RePEc:bla:jfinan:v:64:y:2009:i:3:p:1187-1215)
by Stijn Van Nieuwerburgh & Laura Veldkamp - The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives (RePEc:bla:jfinan:v:66:y:2011:i:2:p:519-561)
by John Ameriks & Andrew Caplin & Steven Laufer & Stijn Van Nieuwerburgh - Time-Varying Fund Manager Skill (RePEc:bla:jfinan:v:69:y:2014:i:4:p:1455-1484)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp - Financial Fragility with SAM? (RePEc:bla:jfinan:v:76:y:2021:i:2:p:651-706)
by Daniel L. Greenwald & Tim Landvoigt & Stijn Van Nieuwerburgh - Out‐of‐Town Home Buyers and City Welfare (RePEc:bla:jfinan:v:76:y:2021:i:5:p:2577-2638)
by Jack Favilukis & Stijn Van Nieuwerburgh - Valuing Private Equity Investments Strip by Strip (RePEc:bla:jfinan:v:76:y:2021:i:6:p:3255-3307)
by Arpit Gupta & Stijn Van Nieuwerburgh - What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark (RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Why are REITS Currently So Expensive? (RePEc:bla:reesec:v:47:y:2019:i:1:p:18-65)
by Stijn Van Nieuwerburgh - The remote work revolution: Impact on real estate values and the urban environment: 2023 AREUEA Presidential Address (RePEc:bla:reesec:v:51:y:2023:i:1:p:7-48)
by Stijn Van Nieuwerburgh - The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ (RePEc:bos:wpaper:wp2007-030)
by Hanno Lustig & Stijn Van Nieuwerburg & Adrien Verdelhan - Guaranteed to Fail: Fannie Mae and Freddie Mac and What to Do about Them* (RePEc:bpj:evoice:v:10:y:2013:i:1:p:15-19:n:6)
by Acharya Viral & Richardson Matthew & Van Nieuwerburgh Stijn & White Lawrence J. - The sovereign-bank diabolic loop and ESBies (RePEc:cep:cepdps:dp1414)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos - Manufacturing Risk-Free Government Debt (RePEc:ces:ceswps:_8902)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - The Sovereign-Bank Diabolic Loop and ESBies (RePEc:cfm:wpaper:1617)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanosy - ESBies: Safety in the tranches (RePEc:cfm:wpaper:1627)
by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos - Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance (RePEc:cla:uclaol:300)
by Hanno Lustig - How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) (RePEc:cla:uclaol:302)
by Hanno Lustig - Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) (RePEc:cla:uclaol:322)
by Hanno Lustig - The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) (RePEc:cla:uclaol:352)
by Hanno Lustig - Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) (RePEc:cla:uclaol:389)
by Hanno Lustig - The Sovereign-Bank Diabolic Loop and ESBies (RePEc:cpr:ceprdp:11317)
by Vayanos, Dimitri & Brunnermeier, Markus & Pagano, Marco & Thesmar, David & Garicano, Luis & Lane, Philip & Santos, Tano & Van Nieuwerburgh, Stijn - ESBies: Safety in the Tranches (RePEc:cpr:ceprdp:11537)
by Vayanos, Dimitri & Brunnermeier, Markus & Langfield, Sam & Pagano, Marco & Van Nieuwerburgh, Stijn - Identifying the Benefits from Home Ownership: A Swedish Experiment (RePEc:cpr:ceprdp:11656)
by Van Nieuwerburgh, Stijn & Vestman, Roine & von Lilienfeld-Toal , Ulf - Are Mutual Fund Managers Paid For Investment Skill? (RePEc:cpr:ceprdp:12010)
by Van Nieuwerburgh, Stijn & Vestman, Roine & Kaniel, Ron & Ibert, Markus - Are Mutual Fund Managers Paid For Investment Skill? (RePEc:cpr:ceprdp:12241)
by Kaniel, Ron & Ibert, Markus & Van Nieuwerburgh, Stijn & Vestman, Roine - Why Are REITS Currently So Expensive? (RePEc:cpr:ceprdp:12281)
by Van Nieuwerburgh, Stijn - A Macroeconomic Model with Financially Constrained Producers and Intermediaries (RePEc:cpr:ceprdp:12282)
by Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim - Out-of-town Home Buyers and City Welfare (RePEc:cpr:ceprdp:12283)
by Van Nieuwerburgh, Stijn & Favilukis, Jack - Firm Volatility in Granual Networks (RePEc:cpr:ceprdp:12284)
by Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard - Financing the War on Cancer (RePEc:cpr:ceprdp:12990)
by Koijen, Ralph & Van Nieuwerburgh, Stijn - Affordable Housing and City Welfare (RePEc:cpr:ceprdp:13758)
by Van Nieuwerburgh, Stijn & Favilukis, Jack & , - Valuing Private Equity Strip by Strip (RePEc:cpr:ceprdp:14241)
by Van Nieuwerburgh, Stijn & Gupta, Arpit - Can the Covid Bailouts Save the Economy? (RePEc:cpr:ceprdp:14714)
by Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim - Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate (RePEc:cpr:ceprdp:16080)
by Van Nieuwerburgh, Stijn & Gupta, Arpit & Mittal, Vrinda & Peeters, Jonas - Financial and Total Wealth Inequality with Declining Interest Rates (RePEc:cpr:ceprdp:16081)
by Van Nieuwerburgh, Stijn & Greenwald, Dan & Leombroni, Matteo & Lustig, Hanno - The U.S. Public Debt Valuation Puzzle (RePEc:cpr:ceprdp:16082)
by Van Nieuwerburgh, Stijn & Jiang, Zhengyang & Lustig, Hanno & Xiaolan, Mindy - Real and Private Value Assets (RePEc:cpr:ceprdp:16083)
by Van Nieuwerburgh, Stijn & Goetzmann, William & Spaenjers, Christophe - Manufacturing Risk-free Government Debt (RePEc:cpr:ceprdp:16304)
by Van Nieuwerburgh, Stijn & Jiang, Zhengyang & Lustig, Hanno & Xiaolan, Mindy - Can Monetary Policy Create Fiscal Capacity? (RePEc:cpr:ceprdp:16414)
by Van Nieuwerburgh, Stijn & Elenev, Vadim & Landvoigt, Tim & Shultz, Patrick - Exorbitant Privilege Gained and Lost: Fiscal Implications (RePEc:cpr:ceprdp:17340)
by Chen, Zefeng & Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy - Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis (RePEc:cpr:ceprdp:17341)
by Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy - Machine-Learning the Skill of Mutual Fund Managers (RePEc:cpr:ceprdp:18129)
by Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn - Converting Brown Offices to Green Apartments (RePEc:cpr:ceprdp:18396)
by Gupta, Arpit & Martinez, Candy & Van Nieuwerburgh, Stijn - Rent Guarantee Insurance (RePEc:cpr:ceprdp:19216)
by Abramson, Boaz & Van Nieuwerburgh, Stijn - Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability (RePEc:cpr:ceprdp:5355)
by Lettau, Martin & Van Nieuwerburgh, Stijn - The Wealth-Consumption Ratio (RePEc:cpr:ceprdp:9022)
by Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno - Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees (RePEc:cpr:ceprdp:9023)
by Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan - The Cross-Section and Time-Series of Stock and Bond Returns (RePEc:cpr:ceprdp:9024)
by Van Nieuwerburgh, Stijn & Lustig, Hanno & Koijen, Ralph - Time-Varying Fund Manager Skill (RePEc:cpr:ceprdp:9025)
by Veldkamp, Laura & Kacperczyk, Marcin & Van Nieuwerburgh, Stijn - Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance. V. V. Acharya, M. Richardson, S. van Nieuwerburgh and L. J. White. Princeton University Press, 2011, ISBN 978-0-691-150 (RePEc:cup:jpenef:v:12:y:2013:i:04:p:461-463_00)
by Reed, Richard - Matlab code for the robustness in forward looking models, oligopoly example (RePEc:dge:qmrbcd:32)
by Thomas Sargent & Stijn Van Nieuwerburgh - The Sovereign-Bank Diabolic Loop and Esbies (RePEc:ebg:heccah:1133)
by Thesmar, David & Brunnermeier , Markus K & Garicano , Luis & Lane, Philip R & Pagano , Marco & Reis, Ricardo & Santos , Tano & Van Nieuwerburgh , Stijn & Vayanos , Dimitri - Real and Private-Value Assets (RePEc:ebg:heccah:1421)
by Goetzmann, William N. & Spaenjers, Christophe & Van Nieuwerburgh, Stijn - The Cross-Section and Time Series of Stock and Bond Returns (RePEc:ecl:stabus:3518)
by Koijen, Ralph S. J. & Lustig, Hanno & Van Nieuwerburgh, Stijn - The Government Risk Premium Puzzle (RePEc:ecl:stabus:3831)
by Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z. - Manufacturing Risk-Free Government Debt (RePEc:ecl:stabus:3882)
by Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z. - Quantifying U.S. Treasury Investor Optimism (RePEc:ecl:stabus:3931)
by Jiang, Zhengyang & Lustig, Heanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z. - What Determines the Government's Funding Costs When r=g? Unpleasant Fiscal Asset Pricing Arithmetic (RePEc:ecl:stabus:3947)
by Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy - Financial and Total Wealth Inequality with Declining Interest Rates (RePEc:ecl:stabus:3948)
by Greenwald, Daniel L. & Leombroni, Matteo & Lustig, Hanno & Van Nieuwerburgh, Stijn - Bond Convenience Yields in the Eurozone Currency Union (RePEc:ecl:stabus:3976)
by Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z. - Exorbitant Privilege Gained and Lost: Fiscal Implications (RePEc:ecl:stabus:4020)
by Chen, Zefeng & Jiang, Zhengyang & Lustig, Hanno N. & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z. - Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis (RePEc:ecl:stabus:4021)
by Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z. - Stock market development and economic growth in Belgium (RePEc:eee:exehis:v:43:y:2006:i:1:p:13-38)
by Nieuwerburgh, Stijn Van & Buelens, Frans & Cuyvers, Ludo - The common factor in idiosyncratic volatility: Quantitative asset pricing implications (RePEc:eee:jfinec:v:119:y:2016:i:2:p:249-283)
by Herskovic, Bernard & Kelly, Bryan & Lustig, Hanno & Van Nieuwerburgh, Stijn - Flattening the curve: Pandemic-Induced revaluation of urban real estate (RePEc:eee:jfinec:v:146:y:2022:i:2:p:594-636)
by Gupta, Arpit & Mittal, Vrinda & Peeters, Jonas & Van Nieuwerburgh, Stijn - Machine-learning the skill of mutual fund managers (RePEc:eee:jfinec:v:150:y:2023:i:1:p:94-138)
by Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn - Aggregate lapsation risk (RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000424)
by Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn - Mortgage timing (RePEc:eee:jfinec:v:93:y:2009:i:2:p:292-324)
by Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van - Technological change and the growing inequality in managerial compensation (RePEc:eee:jfinec:v:99:y:2011:i:3:p:601-627)
by Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn - Take the Q train: Value capture of public infrastructure projects (RePEc:eee:juecon:v:129:y:2022:i:c:s0094119021001042)
by Gupta, Arpit & Van Nieuwerburgh, Stijn & Kontokosta, Constantine - Learning asymmetries in real business cycles (RePEc:eee:moneco:v:53:y:2006:i:4:p:753-772)
by Van Nieuwerburgh, Stijn & Veldkamp, Laura - Phasing out the GSEs (RePEc:eee:moneco:v:81:y:2016:i:c:p:111-132)
by Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn - The cross-section and time series of stock and bond returns (RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69)
by Koijen, Ralph S.J. & Lustig, Hanno & Van Nieuwerburgh, Stijn - Housing, Finance, and the Macroeconomy (RePEc:eee:regchp:5-753)
by Davis, Morris A. & Van Nieuwerburgh, Stijn - The sovereign-bank diabolic loop and ESBies (RePEc:ehl:lserod:66429)
by Brunnermeier, Markus K. & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Nieuwerburgh, Stijn Van & Vayanos, Dimitri - ESBies: safety in the tranches (RePEc:ehl:lserod:74320)
by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri - ESBies: safety in the tranches (RePEc:ehl:lserod:86221)
by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Nieuwerburgh, Stijn Van & Vayanos, Dimitri - The sovereign-bank diabolic loop and ESBies (RePEc:ehl:lserod:86230)
by Brunnermeier, Markus K & Garicano, Luis & Lane, Philip R. & Pagano, Marco & Reis, Ricardo & Santos, Tano & Thesmar, David & Van Nieuwerburgh, Stijn & Vayanos, Dimitri - The Sovereign-Bank Diabolic Loop and ESBies (RePEc:eie:wpaper:1603)
by Marcus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos - ESBies - Safety in the tranches (RePEc:eie:wpaper:1614)
by Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice (RePEc:fip:fedmsr:499)
by Ralph S. J. Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo - Rethinking Mortgage Design (RePEc:fip:fednls:87058)
by John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery - The Sovereign-Bank Diabolic Loop and Esbies (RePEc:hal:wpaper:hal-01993425)
by Markus Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn van Nieuwerburgh & Dimitri Vayanos - Real and Private-Value Assets (RePEc:hal:wpaper:hal-03501704)
by William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh - A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention (RePEc:imf:imfwpa:2002/029)
by Mr. Michael Kumhof & Stijn van Nieuwerburgh - Monetary Policy in an Equilibrium Portfolio Balance Model (RePEc:imf:imfwpa:2007/072)
by Mr. Michael Kumhof & Stijn van Nieuwerburgh - V. V. Acharya, S. van Nieuwerburgh, M. Richardson, and L. J. White (2011): Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, Princeton University Press. 176 pages, USD 2 (RePEc:kap:fmktpm:v:27:y:2013:i:1:p:125-126)
by Rico Wyss - International Capital Flows and House Prices: Theory and Evidence (RePEc:nbr:nberch:12626)
by Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden (RePEc:nbr:nberch:12664)
by Ralph Koijen & Stijn Van Nieuwerburgh & Roine Vestman - How Much Does Household Collateral Constrain Regional Risk Sharing? (RePEc:nbr:nberwo:10505)
by Hanno Lustig & Stijn Van Nieuwerburgh - A Theory of Housing Collateral, Consumption Insurance and Risk Premia (RePEc:nbr:nberwo:10955)
by Hanno Lustig & Stijn Van Nieuwerburgh - The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (RePEc:nbr:nberwo:11564)
by Hanno Lustig & Stijn Van Nieuwerburgh - Reconciling the Return Predictability Evidence (RePEc:nbr:nberwo:12109)
by Martin Lettau & Stijn Van Nieuwerburgh - Why Has House Price Dispersion Gone Up? (RePEc:nbr:nberwo:12538)
by Stijn Van Nieuwerburgh & Pierre-Olivier Weill - Can Housing Collateral Explain Long-Run Swings in Asset Returns? (RePEc:nbr:nberwo:12766)
by Hanno Lustig & Stijn Van Nieuwerburgh - The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives (RePEc:nbr:nberwo:13105)
by John Ameriks & Andrew Caplin & Steven Laufer & Stijn Van Nieuwerburgh - Mortgage Timing (RePEc:nbr:nberwo:13361)
by Ralph S.J. Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh - Information Immobility and the Home Bias Puzzle (RePEc:nbr:nberwo:13366)
by Stijn Van Nieuwerburgh & Laura Veldkamp - The Wealth-Consumption Ratio (RePEc:nbr:nberwo:13896)
by Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan - Information Acquisition and Under-Diversification (RePEc:nbr:nberwo:13904)
by Stijn Van Nieuwerburgh & Laura Veldkamp - Technological Change and the Growing Inequality in Managerial Compensation (RePEc:nbr:nberwo:14661)
by Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh - Rational Attention Allocation Over the Business Cycle (RePEc:nbr:nberwo:15450)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp - The Cross-Section and Time-Series of Stock and Bond Returns (RePEc:nbr:nberwo:15688)
by Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh - The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium (RePEc:nbr:nberwo:15988)
by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Predictability of Returns and Cash Flows (RePEc:nbr:nberwo:16648)
by Ralph S.J. Koijen & Stijn Van Nieuwerburgh - Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees (RePEc:nbr:nberwo:17149)
by Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice (RePEc:nbr:nberwo:17325)
by Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo - Time-Varying Fund Manager Skill (RePEc:nbr:nberwo:17615)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp - International Capital Flows and House Prices: Theory and Evidence (RePEc:nbr:nberwo:17751)
by Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Firm Volatility in Granular Networks (RePEc:nbr:nberwo:19466)
by Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh - Foreign Ownership of U.S. Safe Assets: Good or Bad? (RePEc:nbr:nberwo:19917)
by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications (RePEc:nbr:nberwo:20076)
by Bernard Herskovic & Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh - Housing, Finance and the Macroeconomy (RePEc:nbr:nberwo:20287)
by Morris A. Davis & Stijn Van Nieuwerburgh - Phasing Out the GSEs (RePEc:nbr:nberwo:21626)
by Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh - The Sovereign-Bank Diabolic Loop and ESBies (RePEc:nbr:nberwo:21993)
by Markus K. Brunnermeier & Luis Garicano & Philip Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos - Identifying the Benefits from Homeownership: A Swedish Experiment (RePEc:nbr:nberwo:22882)
by Paolo Sodini & Stijn Van Nieuwerburgh & Roine Vestman & Ulf von Lilienfeld-Toal - Are Mutual Fund Managers Paid For Investment Skill? (RePEc:nbr:nberwo:23373)
by Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman - Financing the War on Cancer (RePEc:nbr:nberwo:24730)
by Ralph Koijen & Stijn Van Nieuwerburgh - A Macroeconomic Model with Financially Constrained Producers and Intermediaries (RePEc:nbr:nberwo:24757)
by Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh - Affordable Housing and City Welfare (RePEc:nbr:nberwo:25906)
by Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh - Valuing Private Equity Strip by Strip (RePEc:nbr:nberwo:26514)
by Arpit Gupta & Stijn Van Nieuwerburgh - The U.S. Public Debt Valuation Puzzle (RePEc:nbr:nberwo:26583)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Take the Q Train: Value Capture of Public Infrastructure Projects (RePEc:nbr:nberwo:26789)
by Arpit Gupta & Stijn Van Nieuwerburgh & Constantine Kontokosta - Can the Covid Bailouts Save the Economy? (RePEc:nbr:nberwo:27207)
by Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh - Manufacturing Risk-free Government Debt (RePEc:nbr:nberwo:27786)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Real and Private-Value Assets (RePEc:nbr:nberwo:28580)
by William N. Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh - Financial and Total Wealth Inequality with Declining Interest Rates (RePEc:nbr:nberwo:28613)
by Daniel L. Greenwald & Matteo Leombroni & Hanno Lustig & Stijn Van Nieuwerburgh - Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate (RePEc:nbr:nberwo:28675)
by Arpit Gupta & Vrinda Mittal & Jonas Peeters & Stijn Van Nieuwerburgh - Can Monetary Policy Create Fiscal Capacity? (RePEc:nbr:nberwo:29129)
by Vadim Elenev & Tim Landvoigt & Patrick J. Shultz & Stijn Van Nieuwerburgh - What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark (RePEc:nbr:nberwo:29351)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Machine-Learning the Skill of Mutual Fund Managers (RePEc:nbr:nberwo:29723)
by Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh - Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis (RePEc:nbr:nberwo:29902)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Exorbitant Privilege Gained and Lost: Fiscal Implications (RePEc:nbr:nberwo:30059)
by Zefeng Chen & Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Aggregate Lapsation Risk (RePEc:nbr:nberwo:30187)
by Ralph S. J. Koijen & Hae Kang Lee & Stijn Van Nieuwerburgh - Work From Home and the Office Real Estate Apocalypse (RePEc:nbr:nberwo:30526)
by Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh - The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment (RePEc:nbr:nberwo:30662)
by Stijn Van Nieuwerburgh - Understanding Rationality and Disagreement in House Price Expectations (RePEc:nbr:nberwo:31516)
by Zigang Li & Stijn Van Nieuwerburgh & Wang Renxuan - Converting Brown Offices to Green Apartments (RePEc:nbr:nberwo:31530)
by Arpit Gupta & Candy Martinez & Stijn Van Nieuwerburgh - Rent Guarantee Insurance (RePEc:nbr:nberwo:32582)
by Boaz Abramson & Stijn Van Nieuwerburgh - Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective (RePEc:nbr:nberwo:9959)
by Hanno Lustig & Stijn Van Nieuwerburgh - ESBies: safety in the tranches (RePEc:oup:ecpoli:v:32:y:2017:i:90:p:175-219.)
by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos - Can the covid bailouts save the economy? (RePEc:oup:ecpoli:v:37:y:2022:i:110:p:277-330.)
by Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh - Combining Life and Health Insurance
[“Market Size in Innovation: Theory and Evidence from the Pharmaceutical Industry”] (RePEc:oup:qjecon:v:135:y:2020:i:2:p:913-958.)
by Ralph S J Koijen & Stijn Van Nieuwerburgh - The Wealth-Consumption Ratio (RePEc:oup:rasset:v:3:y:2013:i:1:p:38-94.)
by Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan - Information Acquisition and Under-Diversification (RePEc:oup:restud:v:77:y:2010:i:2:p:779-805)
by Stijn Van Nieuwerburgh & Laura Veldkamp - Why Has House Price Dispersion Gone Up? (RePEc:oup:restud:v:77:y:2010:i:4:p:1567-1606)
by Stijn Van Nieuwerburgh & Pierre-Olivier Weill - Affordable Housing and City Welfare (RePEc:oup:restud:v:90:y:2023:i:1:p:293-330.)
by Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh - Reconciling the Return Predictability Evidence (RePEc:oup:rfinst:v:21:y:2008:i:4:p:1607-1652)
by Martin Lettau & Stijn Van Nieuwerburgh - The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (RePEc:oup:rfinst:v:21:y:2008:i:5:p:2097-2137)
by Hanno Lustig & Stijn Van Nieuwerburgh - Are Mutual Fund Managers Paid for Investment Skill? (RePEc:oup:rfinst:v:31:y:2018:i:2:p:715-772.)
by Markus Ibert & Ron Kaniel & Stijn Van Nieuwerburgh & Roine Vestman - New Methods for the Cross-Section of Returns (RePEc:oup:rfinst:v:33:y:2020:i:5:p:1879-1890.)
by Stijn Van Nieuwerburgh - Real and Private-Value Assets
[Gendered prices] (RePEc:oup:rfinst:v:34:y:2021:i:8:p:3497-3526.)
by William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh - Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance, by Viral V. Acharya, Matthew Richardson, Stijn van Nieuwerburgh, and Lawrence J. White (RePEc:pal:easeco:v:39:y:2013:i:3:p:421-423)
by Cynthia Bansak & Peter Carpenter - Feeding the Beast (RePEc:pup:chapts:9400-1)
by Viral V. Acharya & Matthew Richardson & Stijn Van Nieuwerburgh & Lawrence J. White - Guaranteed to Fail: Fannie Mae, Freddie Mac, and the Debacle of Mortgage Finance (RePEc:pup:pbooks:9400)
by Viral V. Acharya & Matthew Richardson & Stijn Van Nieuwerburgh & Lawrence J. White - Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?" (RePEc:red:ccodes:06-187)
by Hanno Lustig & Stijn Van Nieuwerburgh - The Research Agenda: Stijn Van Nieuwerburgh on Housing and the Macroeconomy (RePEc:red:ecodyn:v:13:y:2012:i:2:agenda)
by Stijn Van Nieuwerburgh - How Much Does Household Collateral Constrain Regional Risk Sharing? (RePEc:red:issued:06-187)
by Hanno Lustig & Stijn Van Nieuwerburgh - Housing Collateral and Consumption Insurance Across US Regions (RePEc:red:sed004:548)
by Stijn Van Nieuwerburgh & Hanno Lustig - The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street (RePEc:red:sed005:105)
by Stijn Van Nieuwerburgh & Hanno Lustig - Information Acquisition and Portfolio Underdiversification (RePEc:red:sed005:77)
by Laura Veldkamp & Stijn Van Nieuwerburgh - Information Immobility and the Home Bias Puzzle (RePEc:red:sed005:78)
by Laura Veldkamp & Stijn Van Nieuwerburgh - Monetary Policy in an Equilibrium Portfolio Balance Model (RePEc:red:sed005:851)
by Stijn van Nieuwerburgh & Michael Kumhof - Reconciling the Return Predictability Evidence (RePEc:red:sed006:29)
by Martin Lettau & Stijn Van Nieuwerburgh - The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models (RePEc:red:sed007:398)
by Stijn Van Nieuwerburgh & Hanno Lustig - IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation (RePEc:red:sed008:265)
by Stijn Van Nieuwerburgh & Chad Syverson & Hanno Lustig - The Bond Risk Premium and the Cross-Section of Equity Returns (RePEc:red:sed009:12)
by Stijn Van Nieuwerburgh & Hanno Lustig & Ralph S.J. Koijen - Optimal Health and Longevity Insurance (RePEc:red:sed009:185)
by Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen - Recessions are a Time to Shine: A theory of attention allocation over the business cycle (RePEc:red:sed009:461)
by Stijn Van Nieuwerburgh & Laura Veldkamp & Marcin Kacperczyk - The Macroeconomic E¤ects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium (RePEc:red:sed010:733)
by Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis - Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees (RePEc:red:sed011:1285)
by Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice (RePEc:red:sed011:633)
by Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S. J. Koijen - Foreign Ownership of U.S. Safe Assets: Good or Bad? (RePEc:red:sed012:297)
by Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis - Firm Volatility in Granular Networks (RePEc:red:sed014:253)
by Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly - The Common Factor in Idiosyncratic Volatility (RePEc:red:sed014:810)
by Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly & Bernard Herskovic - Phasing out the GSEs (RePEc:red:sed015:977)
by Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev - A Macroeconomic Model with Financially Constrained Producers and Intermediaries (RePEc:red:sed016:1224)
by Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev - Financial Fragility with SAM? (RePEc:red:sed017:1525)
by Tim Landvoigt & Stijn Van Nieuwerburgh & Daniel Greenwald - Out-of-town Home Buyers and City Welfare (RePEc:red:sed017:486)
by Stijn Van Nieuwerburgh & Jack Favilukis - Affordable Housing and City Welfare (RePEc:red:sed018:867)
by Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh - Government Risk Premium Puzzle (RePEc:red:sed019:437)
by Zhengyang Jiang & Hanno Lustig & Mindy Xiaolan & Stijn Van Nieuwerburgh - The Sovereign-Bank Diabolic Loop and ESBies (RePEc:sef:csefwp:427)
by Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos - ESBies: Safety in the Tranches (RePEc:sef:csefwp:453)
by Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh Author Email: svnieuwe@stern.nyu.edu & Dimitri Vayanos Author Email: d.vayanos@lse.ac.uk - ESBies: Safety in the tranches (RePEc:srk:srkwps:201621)
by Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri - Information Immobility and the Home Bias Puzzle (RePEc:ste:nystbu:04-32)
by Laura Veldkamp & Stijn Van Nieuwerburgh - Information Acquisition and Under-Diversification (RePEc:ste:nystbu:08-21)
by Laura Veldkamp & Stijn Van Nieuwerburgh - Inside Information and the Own Company Stock Puzzle (RePEc:tpr:jeurec:v:4:y:2006:i:2-3:p:623-633)
by Stijn Van Nieuwerburgh & Laura Veldkamp - The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium (RePEc:ucp:jpolec:doi:10.1086/689606)
by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh - Firm Volatility in Granular Networks (RePEc:ucp:jpolec:doi:10.1086/710345)
by Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh - A Rational Theory of Mutual Funds' Attention Allocation (RePEc:wly:emetrp:v:84:y:2016:i::p:571-626)
by Marcin Kacperczyk & Stijn Van Nieuwerburgh & Laura Veldkamp - A Macroeconomic Model With Financially Constrained Producers and Intermediaries (RePEc:wly:emetrp:v:89:y:2021:i:3:p:1361-1418)
by Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh - The U.S. Public Debt Valuation Puzzle (RePEc:wly:emetrp:v:92:y:2024:i:4:p:1309-1347)
by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan - Mortgage Origination and Securitization in the Financial Crisis (RePEc:wly:finmar:v:18:y:2009:i:2:p:141-143)
by Dwight Jaffee & Anthony Lynch & Matthew Richardson & Stijn Van Nieuwerburgh - What to Do About the Government Sponsored Enterprises (RePEc:wly:finmar:v:18:y:2009:i:2:p:150-152)
by Dwight Jaffee & Stijn Van Nieuwerburgh & Matthew Richardson & Lawrence White & Robert Wright - Housing Collateral, Consumption Insurance and Risk Premia (RePEc:wpa:wuwpma:0211008)
by Hanno Lustig & Stijn Van Nieuwerburgh - ESBies: Safety in the tranches (RePEc:zbw:cfswop:537)
by Brunnermeier, Markus Konrad & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri