Stijn Van Nieuwerburgh
35 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-9797-114X
Columbia Business School, Columbia University, NBER, CEPR , USA
Publications
- Manufacturing risk-free government debt — Journal of Financial Economics 2026
- Understanding Rationality and Disagreement in House Price Expectations — The Review of Financial Studies 2026 (name-matched, not ORCID-linked)
- Exorbitant Privilege Gained and Lost: Fiscal Implications — Journal of Political Economy 2025
- Aggregate lapsation risk — Journal of Financial Economics 2024
- The U.S. Public Debt Valuation Puzzle — Econometrica 2024
- What Drives Variation in the U.S. Debt-to-Output Ratio? The Dogs that Did not Bark — The Journal of Finance 2024
- Johannes Stroebel: Winner of the 2023 Fischer Black Prize — The Journal of Finance 2023
- Identifying the Benefits from Homeownership: A Swedish Experiment — American Economic Review 2023
- Affordable Housing and City Welfare — The Review of Economic Studies 2023
- Machine-learning the skill of mutual fund managers — Journal of Financial Economics 2023
- Flattening the curve: Pandemic-Induced revaluation of urban real estate — Journal of Financial Economics 2022
- A Macroeconomic Model With Financially Constrained Producers and Intermediaries — Econometrica 2021
- Valuing Private Equity Investments Strip by Strip — The Journal of Finance 2021
- Out-of-Town Home Buyers and City Welfare — The Journal of Finance 2021
- Financial Fragility with SAM? — The Journal of Finance 2021
- Real and Private-Value Assets — The Review of Financial Studies 2021
- Firm Volatility in Granular Networks — Journal of Political Economy 2020
- New Methods for the Cross-Section of Returns — The Review of Financial Studies 2020
- Combining Life and Health Insurance — The Quarterly Journal of Economics 2020
- Are Mutual Fund Managers Paid for Investment Skill? — The Review of Financial Studies 2018
- The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium — Journal of Political Economy 2017
- The Sovereign-Bank Diabolic Loop and ESBies — American Economic Review 2016
- A Rational Theory of Mutual Funds' Attention Allocation — Econometrica 2016
- Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice — The Journal of Finance 2016
- Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees — American Economic Review 2016
- Time-Varying Fund Manager Skill — The Journal of Finance 2014
- The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives — The Journal of Finance 2011
- Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk — American Economic Review 2010
- Information Acquisition and Under-Diversification — The Review of Economic Studies 2010
- Why Has House Price Dispersion Gone Up? — The Review of Economic Studies 2010
- Mortgage timing — Journal of Financial Economics 2009
- Information Immobility and the Home Bias Puzzle — The Journal of Finance 2009
- Reconciling the Return Predictability Evidence: The Review of Financial Studies: Reconciling the Return Predictability Evidence — The Review of Financial Studies 2008
- The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street — The Review of Financial Studies 2008
- Bond Convenience Yields in the Eurozone Currency Union — The Review of Financial Studies