m-lewinskys-burner.papers.club
~m-lewinskys-burner.papers.club
4 papers, 1 read, 3 to read
groups: none
Binsbergen, J. v., Brandt, M., & Koijen, R. (2012). On the Timing and Pricing of Dividends. American Economic Review.
Note: We present evidence on the term structure of the equity premium. We recover prices of dividend strips, which are short-term assets that pay dividends on the stock index every period up to period T and nothing thereafter. It is short-term relative to the index because the index pays dividends in....
Ang, A., & Piazzesi, M. (2003). A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. Journal of Monetary Economics.
Note: We describe the joint dynamics of bond yields and macroeconomic variables in a Vector Autoregression, where identifying restrictions are based on the absence of arbitrage. Using a term structure model with inflation and economic growth factors, together with latent variables, we investigate how....
Halac, M., & Yared, P. (2025). A Theory of Fiscal Responsibility and Irresponsibility. Journal of Political Economy.
Note: We propose a political economy mechanism that explains the presence of fiscal regimes punctuated by crisis periods. Our model focuses on the interaction between successive deficit-biased governments subject to independently and identically distributed fiscal shocks. We show that the economy.....
Baron, M., Verner, E., & Xiong, W. (2020). Banking Crises Without Panics*. The Quarterly Journal of Economics.
Note: Thanks Brice
No papers tagged [macro] here.
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