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List of works by Monika Piazzesi

A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

scientific article published in July 2001

An Econometric Model of the Yield Curve with Macroeconomic Jump Effects

scientific article published in April 2001

Banks' Risk Exposures

scientific article published in July 2015

Bond Risk Premia

scientific article published in September 2002

Corporate Earnings and the Equity Premium

Equilibrium Yield Curves

scientific article published in October 2006

Futures Prices as Risk-adjusted Forecasts of Monetary Policy

scientific article published in June 2004

Housing and Macroeconomics

scientific article published in June 2016

Housing, Consumption, and Asset Pricing

scientific article published in February 2006

Inflation Illusion, Credit, and Asset Pricing

scientific article published in March 2007

Inflation and the Price of Real Assets

scientific article published in February 2020

Modeling Bond Yields in Finance and Macroeconomics

scientific article published in January 2005

Momentum traders in the housing market: survey evidence and a search model

scientific article published in January 2009

No-Arbitrage Taylor Rules

scientific article published in September 2007

Segmented Housing Search

scientific article published in January 2015

The Fed and Interest Rates: A High-Frequency Identification

The Housing Market(s) of San Diego

scientific article published in January 2012

The Short Rate Disconnect in a Monetary Economy

scientific article published in July 2019

What Does the Yield Curve Tell us about GDP Growth?

scientific article published in August 2004