Motohiro Yogo
Names
| first: |
Motohiro |
| last: |
Yogo |
Identifer
Contact
Affiliations
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Princeton University
/ Department of Economics (weight: 99%)
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National Bureau of Economic Research (NBER) (weight: 1%)
Research profile
author of:
- The Cost of Financial Frictions for Life Insurers (RePEc:aea:aecrev:v:105:y:2015:i:1:p:445-75)
by Ralph S. J. Koijen & Motohiro Yogo - Worker Betas: Five Facts about Systematic Earnings Risk (RePEc:aea:aecrev:v:107:y:2017:i:5:p:398-403)
by Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo - Euro-Area Quantitative Easing and Portfolio Rebalancing (RePEc:aea:aecrev:v:107:y:2017:i:5:p:621-27)
by Ralph S. J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo - A Note on Liquidity Risk Management (RePEc:aea:aecrev:v:99:y:2009:i:2:p:578-83)
by Markus K. Brunnermeier & Motohiro Yogo - Understanding the Ownership Structure of Corporate Bonds (RePEc:aea:aerins:v:5:y:2023:i:1:p:73-92)
by Ralph S. J. Koijen & Motohiro Yogo - Global Life Insurers during a Low Interest Rate Environment (RePEc:aea:apandp:v:112:y:2022:p:503-08)
by Ralph S. J. Koijen & Motohiro Yogo - A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29)
by Stock, James H & Wright, Jonathan H & Yogo, Motohiro - Asset Prices Under Habit Formation and Reference-Dependent Preferences (RePEc:bes:jnlbes:v:26:y:2008:p:131-143)
by Yogo, Motohiro - Comment (RePEc:bes:jnlbes:v:27:i:3:y:2009:p:326-328)
by Yogo, Motohiro - Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices (RePEc:bfr:banfra:601)
by R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo - Eurosystem asset purchases and portfolio rebalancing in the euro area (RePEc:bfr:rueban:2018:60)
by Ralph S.J. Koijen & François Koulischer & Benoît Nguyen & Motohiro Yogo - A Consumption‐Based Explanation of Expected Stock Returns (RePEc:bla:jfinan:v:61:y:2006:i:2:p:539-580)
by Motohiro Yogo - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice (RePEc:bla:jfinan:v:71:y:2016:i:2:p:957-1010)
by Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo - The Fragility of Market Risk Insurance (RePEc:bla:jfinan:v:77:y:2022:i:2:p:815-862)
by Ralph S.J. Koijen & Motohiro Yogo - Neoclassical growth in an interdependent world (RePEc:cep:cepdps:dp1965)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo - Shadow Insurance (RePEc:chf:rpseri:rp1464)
by Ralph S. J. Koijen & Motohiro Yogo - The Fragility of Market Risk Insurance (RePEc:cpr:ceprdp:12560)
by Koijen, Ralph & Yogo, Motohiro - Inspecting the Mechanism of Quantitative Easing in the Euro Area (RePEc:cpr:ceprdp:13906)
by Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro - Exchange Rates and Asset Prices in a Global Demand System (RePEc:cpr:ceprdp:14874)
by Koijen, Ralph & Yogo, Motohiro - Which Investors Matter for Equity Valuations and Expected Returns? (RePEc:cpr:ceprdp:14890)
by Koijen, Ralph & Richmond, Robert & Yogo, Motohiro - The Evolution from Life Insurance to Financial Engineering (RePEc:cpr:ceprdp:16348)
by Koijen, Ralph & Yogo, Motohiro - Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing and Risky Assets (RePEc:crr:crrwps:wp2009-3)
by Motohiro Yogo - Measuring business cycles: A wavelet analysis of economic time series (RePEc:eee:ecolet:v:100:y:2008:i:2:p:208-212)
by Yogo, Motohiro - Asymptotic properties of the Hahn-Hausman test for weak-instruments (RePEc:eee:ecolet:v:89:y:2005:i:3:p:333-342)
by Hausman, Jerry & Stock, James H. & Yogo, Motohiro - Leverage dynamics and credit quality (RePEc:eee:jetheo:v:183:y:2019:i:c:p:183-212)
by Ordoñez, Guillermo & Perez-Reyna, David & Yogo, Motohiro - What does futures market interest tell us about the macroeconomy and asset prices? (RePEc:eee:jfinec:v:105:y:2012:i:3:p:473-490)
by Hong, Harrison & Yogo, Motohiro - Inspecting the mechanism of quantitative easing in the euro area (RePEc:eee:jfinec:v:140:y:2021:i:1:p:1-20)
by Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro - Efficient tests of stock return predictability (RePEc:eee:jfinec:v:81:y:2006:i:1:p:27-60)
by Campbell, John Y. & Yogo, Motohiro - Does firm value move too much to be justified by subsequent changes in cash flow (RePEc:eee:jfinec:v:87:y:2008:i:1:p:200-226)
by Larrain, Borja & Yogo, Motohiro - Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets (RePEc:eee:moneco:v:80:y:2016:i:c:p:17-34)
by Yogo, Motohiro - Neoclassical growth in an interdependent world (RePEc:ehl:lserod:121381)
by Kleinman, Benny & Liu, Ernest & Redding, Stephen J. & Yogo, Motohiro - Does firm value move too much to be justified by subsequent changes in cash flow? (RePEc:fip:fedbwp:05-18)
by Borja Larrain & Motohiro Yogo - Worker Betas: Five Facts About Systematic Earnings Risk (RePEc:fip:fedhwp:wp-2017-04)
by Fatih Guvenen & Sam Schulhofer-Wohl & Motohiro Yogo - Growing Risk in the Insurance Sector (RePEc:fip:fedmep:14-2)
by Ralph S. J. Koijen & Motohiro Yogo - 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 - The Cost of Financial Frictions for Life Insurers (RePEc:fip:fedmsr:500)
by Ralph S. J. Koijen & Motohiro Yogo - Shadow Insurance (RePEc:fip:fedmsr:505)
by Ralph S. J. Koijen & Motohiro Yogo - A Demand System Approach to Asset Pricing (RePEc:fip:fedmsr:510)
by Ralph S. J. Koijen & Motohiro Yogo - Worker Betas: Five Facts about Systematic Earnings Risk (RePEc:fip:fedmsr:546)
by Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo - Efficient Tests of Stock Return Predictability (RePEc:fth:harver:1972)
by John Y. Campbell & Motohiro Yogo - Efficient tests of stock return predictability (RePEc:hrv:faseco:3122601)
by Campbell, John & Yogo, Motohiro - Testing for Weak Instruments in Linear IV Regression (RePEc:nbr:nberte:0284)
by James H. Stock & Motohiro Yogo - Efficient Tests of Stock Return Predictability (RePEc:nbr:nberwo:10026)
by John Y. Campbell & Motohiro Yogo - Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow? (RePEc:nbr:nberwo:12847)
by Borja Larrain & Motohiro Yogo - Durability of Output and Expected Stock Returns (RePEc:nbr:nberwo:12986)
by Joao F. Gomes & Leonid Kogan & Motohiro Yogo - A Note on Liquidity Risk Management (RePEc:nbr:nberwo:14727)
by Markus K. Brunnermeier & Motohiro Yogo - Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets (RePEc:nbr:nberwo:15307)
by Motohiro Yogo - Why Do Household Portfolio Shares Rise in Wealth? (RePEc:nbr:nberwo:16316)
by Jessica A. Wachter & Motohiro Yogo - What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices? (RePEc:nbr:nberwo:16712)
by Harrison Hong & Motohiro Yogo - Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice (RePEc:nbr:nberwo:17325)
by Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo - The Cost of Financial Frictions for Life Insurers (RePEc:nbr:nberwo:18321)
by Ralph S.J. Koijen & Motohiro Yogo - Shadow Insurance (RePEc:nbr:nberwo:19568)
by Ralph S.J. Koijen & Motohiro Yogo - A Demand System Approach to Asset Pricing (RePEc:nbr:nberwo:21749)
by Ralph S.J. Koijen & Motohiro Yogo - Worker Betas: Five Facts about Systematic Earnings Risk (RePEc:nbr:nberwo:23163)
by Fatih Guvenen & Sam Schulhofer-Wohl & Jae Song & Motohiro Yogo - Risk of Life Insurers: Recent Trends and Transmission Mechanisms (RePEc:nbr:nberwo:23365)
by Ralph S.J. Koijen & Motohiro Yogo - The Fragility of Market Risk Insurance (RePEc:nbr:nberwo:24182)
by Ralph Koijen & Motohiro Yogo - Inspecting the Mechanism of Quantitative Easing in the Euro Area (RePEc:nbr:nberwo:26152)
by Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo - Exchange Rates and Asset Prices in a Global Demand System (RePEc:nbr:nberwo:27342)
by Ralph S. J. Koijen & Motohiro Yogo - Which Investors Matter for Equity Valuations and Expected Returns? (RePEc:nbr:nberwo:27402)
by Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo - The Evolution from Life Insurance to Financial Engineering (RePEc:nbr:nberwo:29030)
by Ralph S. J. Koijen & Motohiro Yogo - Understanding the Ownership Structure of Corporate Bonds (RePEc:nbr:nberwo:29679)
by Ralph S. J. Koijen & Motohiro Yogo - Neoclassical Growth in an Interdependent World (RePEc:nbr:nberwo:31951)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo - Asset Demand of U.S. Households (RePEc:nbr:nberwo:32001)
by Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Oh & Motohiro Yogo - Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa (RePEc:nbr:nberwo:7399)
by Anne Case & Motohiro Yogo - Luxury Goods and the Equity Premium (RePEc:nbr:nberwo:8417)
by Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo - Why Do Household Portfolio Shares Rise in Wealth? (RePEc:oup:rfinst:v:23:y:2010:i:11:p:3929-3965)
by Jessica A. Wachter & Motohiro Yogo - New Perspectives on Insurance (RePEc:oup:rfinst:v:35:y:2022:i:12:p:5275-5286.)
by Ralph S J Koijen & Motohiro Yogo - The evolution from life insurance to financial engineering (RePEc:pal:genrir:v:46:y:2021:i:2:d:10.1057_s10713-021-00068-1)
by Ralph S. J. Koijen & Motohiro Yogo - Neoclassical Growth in an Interdependent World (RePEc:pri:cepsud:318)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo - Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa (RePEc:pri:econom:1999-1)
by Anne Case & Motohiro Yogo - Exchange Rates and Asset Prices in a Global Demand System (RePEc:pri:econom:2020-33)
by Ralph S. J. Koijen & Motohiro Yogo - Which Investors Matter for Global Equity Valuations and Expected Returns? (RePEc:pri:econom:2020-34)
by Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo - Financial Inclusion Across the United States (RePEc:pri:econom:2021-28)
by Motohiro Yogo & Andrew Whitten & Natalie Cox - The Fragility of Market Risk Insurance (RePEc:pri:econom:2022-3)
by Ralph Koijen & Motohiro Yogo - Neoclassical Growth in an Interdependent World (RePEc:pri:econom:2023-02)
by Benny Kleinman & Ernest Liu & Stephen J. Redding & Motohiro Yogo - Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa (RePEc:pri:rpdevs:case_yogo_school_quality.pdf)
by Anne Case & Motohiro Yogo - Luxury Goods and the Equity Premium (RePEc:pri:wwseco:dp222.pdf)
by Yacine Ait-Sahalia & Jonathan A. Parker & Motohiro Yogo - Durability of Output and Expected Stock Returns (RePEc:red:sed007:432)
by Motohiro Yogo & Leonid Kogan & Joao Gomes - Why do Household Portfolio Shares Rise in Wealth? (RePEc:red:sed007:929)
by Motohiro Yogo & Jessica Wachter - Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets (RePEc:red:sed008:63)
by Motohiro Yogo - Optimal Health and Longevity Insurance (RePEc:red:sed009:185)
by Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen - 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 - The Cost of Financial Frictions for Life Insurers (RePEc:red:sed012:83)
by Motohiro Yogo & Ralph Koijen - Debt: Deleveraging or Default (RePEc:red:sed013:139)
by Motohiro Yogo & David Perez-Reyna & Guillermo Ordonez - Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak (RePEc:tpr:restat:v:86:y:2004:i:3:p:797-810)
by Motohiro Yogo - Durability of Output and Expected Stock Returns (RePEc:ucp:jpolec:doi:10.1086/648882)
by João F. Gomes & Leonid Kogan & Motohiro Yogo - A Demand System Approach to Asset Pricing (RePEc:ucp:jpolec:doi:10.1086/701683)
by Ralph S. J. Koijen & Motohiro Yogo - Shadow Insurance (RePEc:wly:emetrp:v:84:y:2016:i::p:1265-1287)
by Ralph S. J. Koijen & Motohiro Yogo