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Inequality, stock market participation, and the equity premium

Favilukis, Jack - In: Journal of financial economics 107 (2013) 3, pp. 740-759

Persistent link: https://www.econbiz.de/10009730582

Comment on: "Phasing out the GSEs" by Vadim Elenev, Tim Landvoigt, and Stijn Van Nieuwerburgh

Favilukis, Jack - In: Journal of monetary economics 81 (2016), pp. 133-135

Persistent link: https://www.econbiz.de/10011716784

An estimation of economic models with recursive preferences

Chen, Xiaohong; Favilukis, Jack; Ludvigson, Sydney C. - In: Quantitative economics : QE ; journal of the … 4 (2013) 1, pp. 39-83

This paper presents estimates of key preference parameters of the Epstein and Zin (1989 , 1991) and Weil (1989) recursive utility model, evaluates the model’s ability to fit asset return data relative to other asset pricing models, and investigates the implications of such estimates for the...

Persistent link: https://www.econbiz.de/10011756863

The macroeconomic effects of housing wealth, housing finance, and limited risk sharing in general equilibrium

Favilukis, Jack; Ludvigson, Sydney C.; Nieuwerburgh, … - In: Journal of political economy 125 (2017) 1, pp. 140-223

Persistent link: https://www.econbiz.de/10011639289

Does wage rigidity make firms riskier? : evidence from long-horizon return predictability

Favilukis, Jack; Lin, Xiaoji - In: Journal of monetary economics 78 (2016), pp. 80-95

Persistent link: https://www.econbiz.de/10011709268

Wage rigidity : a quantitative solution to several asset pricing puzzles

Favilukis, Jack; Lin, Xiaoji - In: The review of financial studies 29 (2016) 1, pp. 148-192

Persistent link: https://www.econbiz.de/10011447561

An estimation of economic models with recursive preferences

Chen, Xiaohong; Favilukis, Jack; Ludvigson, Sydney C. - In: Quantitative economics : QE ; journal of the … 4 (2013) 1, pp. 38-83

Persistent link: https://www.econbiz.de/10009759923

The elephant in the room : the impact of labor obligations on credit markets

Favilukis, Jack; Lin, Xiaoji; Zhao, Xiaofei - In: The American economic review 110 (2020) 6, pp. 1673-1712

Persistent link: https://www.econbiz.de/10012256318

Affordable housing and city welfare

Favilukis, Jack; Mabille, Pierre; Nieuwerburgh, Stijn van - In: The review of economic studies : RES 90 (2023) 1, pp. 293-330

Persistent link: https://www.econbiz.de/10013547774

Why momentum concentrates among overvalued stocks?

Favilukis, Jack; Zhang, Terry - In: Review of finance : journal of the European Finance … 28 (2024) 2, pp. 389-412

Persistent link: https://www.econbiz.de/10014527210