Motohiro Yogo

21 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8778-778X

Princeton University

Publications

Exchange Rates and Asset Prices in a Global Demand System — Journal of Political Economy 2026
Abundance from Abroad: Migrant Income and Long-Run Economic Development — American Economic Review 2026
Financial Inclusion Across the United States — Journal of Financial Economics 2025
Which Investors Matter for Equity Valuations and Expected Returns? — The Review of Economic Studies 2024
The Fragility of Market Risk Insurance — The Journal of Finance 2022
New Perspectives on Insurance — The Review of Financial Studies 2022
Inspecting the mechanism of quantitative easing in the euro area — Journal of Financial Economics 2021
A Demand System Approach to Asset Pricing — Journal of Political Economy 2019
Euro-Area Quantitative Easing and Portfolio Rebalancing — American Economic Review 2017
Worker Betas: Five Facts about Systematic Earnings Risk — American Economic Review 2017
Shadow Insurance — Econometrica 2016
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice — The Journal of Finance 2016
The Cost of Financial Frictions for Life Insurers — American Economic Review 2015
What does futures market interest tell us about the macroeconomy and asset prices? — Journal of Financial Economics 2012
Why Do Household Portfolio Shares Rise in Wealth? — The Review of Financial Studies 2010
A Note on Liquidity Risk Management — American Economic Review 2009
Durability of Output and Expected Stock Returns — Journal of Political Economy 2009
Does firm value move too much to be justified by subsequent changes in cash flow? — Journal of Financial Economics 2008
Efficient tests of stock return predictability — Journal of Financial Economics 2006
A Consumption-Based Explanation of Expected Stock Returns — The Journal of Finance 2006
Luxury Goods and the Equity Premium — The Journal of Finance 2004