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List of works by Stefan Nagel

A Skeptical Appraisal of Asset-Pricing Tests

scientific article published in July 2006

Asset Pricing with Fading Memory

scientific article published in September 2019

Bank Risk Dynamics and Distance to Default

Carry Trades and Currency Crashes

scientific article published in November 2008

Depression Babies: Do Macroeconomic Experiences Affect Risk-Taking?

scientific article published in March 2009

Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?

scientific article published in October 2018

Do Wealth Fluctuations Generate Time-varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation

scientific article published in December 2006

ECB Policies Involving Government Bond Purchases: Impact and Channels

scientific article published in November 2017

Empirical Cross-Sectional Asset Pricing

scientific article published in November 2012

Estimation and Evaluation of Conditional Asset Pricing Models

scientific article published in October 2010

Evaporating Liquidity

scientific article published in December 2011

Inexperienced Investors and Bubbles

scientific article published in June 2008

Interpreting Repo Statistics in the Flow of Funds Accounts

scientific article published in August 2013

Market Efficiency in the Age of Big Data

Risk-Adjusting the Returns to Venture Capital

scientific article published in August 2013

Shrinking the Cross Section

scientific article published in December 2017

Sizing Up Repo

scientific article published in January 2012

Socioeconomic Status and Macroeconomic Expectations

scientific article published in November 2017

The Conditional CAPM does not Explain Asset-Pricing Anamolies

scientific article published in September 2003

The Effect of Dividends on Consumption

scientific article published in June 2006

The Liquidity Premium of Near-Money Assets

scientific article published in June 2014

The Making of Hawks and Doves: Inflation Experiences on the FOMC

scientific article published in March 2017

Treasury Inconvenience Yields during the COVID-19 Crisis

scientific article published in June 2020

Who Sold During the Crash of 2008-9? Evidence from Tax-Return Data on Daily Sales of Stock

scientific article published in May 2016