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Motohiro Yogo, Ph.D. - Publications

Affiliations: 
Economics Princeton University, Princeton, NJ 
 2004 Harvard University, Cambridge, MA, United States 
Area:
Financial Economics, Insurance, Econometrics
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23 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2021 Koijen RSJ, Yogo M. The evolution from life insurance to financial engineering. The Geneva Risk and Insurance Review. 1-23. PMID 34429715 DOI: 10.1057/s10713-021-00068-1  0.309
2020 Koijen RSJ, Richmond RJ, Yogo M. Which Investors Matter for Equity Valuations and Expected Returns National Bureau of Economic Research. DOI: 10.2139/Ssrn.3378340  0.451
2019 Koijen RSJ, Yogo M. A Demand System Approach to Asset Pricing Journal of Political Economy. 127: 1475-1515. DOI: 10.1086/701683  0.444
2019 Ordoñez GL, Perez-Reyna D, Yogo M. Leverage Dynamics and Credit Quality Journal of Economic Theory. 183: 183-212. DOI: 10.1016/J.Jet.2019.06.001  0.379
2017 Guvenen F, Schulhofer-Wohl S, Song J, Yogo M. Worker Betas: Five Facts about Systematic Earnings Risk The American Economic Review. 107: 398-403. DOI: 10.1257/Aer.P20171094  0.323
2017 Koijen RSJ, Koulischer F, Nguyen B, Yogo M. Euro-area quantitative easing and portfolio rebalancing The American Economic Review. 107: 621-627. DOI: 10.1257/Aer.P20171037  0.315
2016 Yogo M. Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets. Journal of Monetary Economics. 80: 17-34. PMID 27766005 DOI: 10.1016/J.Jmoneco.2016.04.008  0.301
2016 Koijen RSJ, Koulischer F, Nguyen B, Yogo M. Inspecting the Mechanism of Quantitative Easing in the Euro Area National Bureau of Economic Research. DOI: 10.2139/Ssrn.2836353  0.414
2016 Koijen RSJ, Yogo M. Risk of Life Insurers: Recent Trends and Transmission Mechanisms National Bureau of Economic Research. DOI: 10.2139/Ssrn.2662840  0.369
2016 Koijen RSJ, Yogo M. An Equilibrium Model of Institutional Demand and Asset Prices Staff Report. DOI: 10.2139/Ssrn.2537559  0.445
2016 Koijen RSJ, Nieuwerburgh SV, Yogo M. Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice Journal of Finance. 71: 957-1010. DOI: 10.2139/Ssrn.1714491  0.349
2015 Koijen RSJ, Yogo M. The Cost of Financial Frictions for Life Insurers The American Economic Review. 105: 445-475. DOI: 10.1257/Aer.20121036  0.393
2014 Koijen RSJ, Yogo M. Is the Insurance Sector at Risk Business Strategy Review. 25: 30-33. DOI: 10.1111/J.1467-8616.2014.01051.X  0.404
2012 Hong HG, Yogo M. What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices Journal of Financial Economics. 105: 473-490. DOI: 10.1016/J.Jfineco.2012.04.005  0.414
2010 Wachter JA, Yogo M. Why do household portfolio shares rise in wealth? Review of Financial Studies. 23: 3929-3965. DOI: 10.1093/Rfs/Hhq092  0.371
2009 Brunnermeier MK, Yogo M. A note on liquidity risk management American Economic Review. 99: 578-583. DOI: 10.1257/Aer.99.2.578  0.381
2009 Gomes JF, Kogan L, Yogo M. Durability of Output and Expected Stock Returns Journal of Political Economy. 117: 941-986. DOI: 10.1086/648882  0.426
2008 Yogo M. Asset Prices Under Habit Formation and Reference-Dependent Preferences Journal of Business & Economic Statistics. 26: 131-143. DOI: 10.1198/073500107000000205  0.436
2008 Larrain B, Yogo M. Does Firm Value Move Too Much to Be Justified by Subsequent Changes in Cash Flow Journal of Financial Economics. 87: 200-226. DOI: 10.1016/J.Jfineco.2007.01.002  0.302
2006 Yogo M. A Consumption-Based Explanation of Expected Stock Returns Journal of Finance. 61: 539-580. DOI: 10.1111/J.1540-6261.2006.00848.X  0.418
2006 Campbell JY, Yogo M. Efficient tests of stock return predictability Journal of Financial Economics. 81: 27-60. DOI: 10.1016/J.Jfineco.2005.05.008  0.458
2004 Yogo M. Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak The Review of Economics and Statistics. 86: 797-810. DOI: 10.1162/0034653041811770  0.318
2004 Ait-Sahalia Y, Parker JA, Yogo M. Luxury Goods and the Equity Premium Journal of Finance. 59: 2959-3004. DOI: 10.1111/J.1540-6261.2004.00721.X  0.438
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