D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 46 Citations 12,236 146 World Ranking 1013 National Ranking 645

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Macroeconomics
  • Inflation

His primary areas of study are Monetary economics, Portfolio, Investment management, Business cycle and Statistical dispersion. His work carried out in the field of Monetary economics brings together such families of science as Financial economics, Consumption, Labour economics and Stock market. His studies in Portfolio integrate themes in fields like Information asymmetry and Microeconomics.

The concepts of his Information asymmetry study are interwoven with issues in Returns to scale, Value and Specialization. Stijn Van Nieuwerburgh has included themes like Portfolio investment, Asset, Stochastic game and Mutual fund in his Business cycle study. Stijn Van Nieuwerburgh has researched Statistical dispersion in several fields, including House price and Welfare.

His most cited work include:

  • Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (434 citations)
  • Information Immobility and the Home Bias Puzzle (430 citations)
  • Reconciling the Return Predictability Evidence (394 citations)

What are the main themes of his work throughout his whole career to date?

Stijn Van Nieuwerburgh mostly deals with Monetary economics, Portfolio, Financial economics, Interest rate and Finance. His Monetary economics research incorporates themes from Financial intermediary, Consumption and Debt. Stijn Van Nieuwerburgh interconnects Information asymmetry, Microeconomics and Asset in the investigation of issues within Portfolio.

His research in Asset intersects with topics in Investment management and Mutual fund. His study on Capital asset pricing model is often connected to Work as part of broader study in Financial economics. The various areas that Stijn Van Nieuwerburgh examines in his Finance study include Bailout and General equilibrium theory.

He most often published in these fields:

  • Monetary economics (40.16%)
  • Portfolio (34.84%)
  • Financial economics (28.28%)

What were the highlights of his more recent work (between 2016-2021)?

  • Monetary economics (40.16%)
  • Finance (19.26%)
  • Real estate (12.30%)

In recent papers he was focusing on the following fields of study:

Stijn Van Nieuwerburgh spends much of his time researching Monetary economics, Finance, Real estate, Debt and Government debt. His study on Interest rate, Risk premium and Fiscal policy is often connected to Replication as part of broader study in Monetary economics. His Interest rate study incorporates themes from Credit crunch, Incomplete markets and Portfolio.

His work on Asset and Mutual fund as part of general Finance research is frequently linked to Survival data and Exploit, thereby connecting diverse disciplines of science. The study incorporates disciplines such as Value, Labour economics and Economic rent in addition to Real estate. His study explores the link between Debt and topics such as Equity that cross with problems in Fixed income, Private equity, Systematic risk and Capital asset pricing model.

Between 2016 and 2021, his most popular works were:

  • The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium (229 citations)
  • The Cross-Section and Time-Series of Stock and Bond Returns (36 citations)
  • ESBies: safety in the tranches (31 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Macroeconomics
  • Inflation

Stijn Van Nieuwerburgh focuses on Monetary economics, Bond, Financial economics, Leverage and Debt. His Monetary economics research integrates issues from Diversification, Marginal product of capital and Financial fragility. His work carried out in the field of Bond brings together such families of science as Business cycle, Econometrics, Equity and Bond market.

His Capital asset pricing model and Risk premium investigations are all subjects of Financial economics research. His Capital asset pricing model study combines topics in areas such as Systematic risk and Fixed income. While the research belongs to areas of Leverage, Stijn Van Nieuwerburgh spends his time largely on the problem of Financial intermediary, intersecting his research to questions surrounding Shared appreciation mortgage, Indexation, Foreclosure and Payment.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Information Immobility and the Home Bias Puzzle

Stijn Van Nieuwerburgh;Laura Veldkamp.
Journal of Finance (2009)

995 Citations

Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

Hanno N. Lustig;Stijn G. Van Nieuwerburgh.
Journal of Finance (2005)

766 Citations

Information Acquisition and Under-Diversification

Stijn Van Nieuwerburgh;Laura Veldkamp.
The Review of Economic Studies (2010)

715 Citations

The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium

Jack Favilukis;Sydney C. Ludvigson;Stijn Van Nieuwerburgh.
Journal of Political Economy (2017)

679 Citations

Time-Varying Fund Manager Skill

Marcin Kacperczyk;Stijn Van Nieuwerburgh;Laura Veldkamp.
Journal of Finance (2014)

572 Citations

Learning Asymmetries in Real Business Cycles

Stijn Van Nieuwerburgh;Laura Veldkamp.
Journal of Monetary Economics (2006)

475 Citations

Reconciling the Return Predictability Evidence

Martin Lettau;Stijn Van Nieuwerburgh.
Review of Financial Studies (2008)

469 Citations

The Cross-Section and Time-Series of Stock and Bond Returns

Ralph S.J. Koijen;Hanno Lustig;Stijn Van Nieuwerburgh.
Journal of Monetary Economics (2017)

426 Citations

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives

John Ameriks;Andrew Caplin;Steven Laufer;Stijn Van Nieuwerburgh.
Journal of Finance (2011)

376 Citations

Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees

Bryan T Kelly;Hanno Lustig;Stijn Van Nieuwerburgh.
The American Economic Review (2016)

371 Citations

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