Motohiro Yogo

Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa

Year: 1999
Journal: No Journal Matched
Authors: Anne Case; Motohiro Yogo

Efficient Tests of Stock Return Predictability

Year: 2003
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Motohiro Yogo

Durability of Output and Expected Stock Returns

Year: 2007
Journal: Journal of Political Economy
Authors: Joao F. Gomes; Leonid Kogan; Motohiro Yogo

Does Firm Value Move Too Much to Be Justified by Subsequent Changes in Cash Flow?

Year: 2007
Journal: Journal of Financial Economics
Authors: Borja Larrain; Motohiro Yogo

Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets

Year: 2009
Journal: Journal of Monetary Economics
Authors: Motohiro Yogo

A Note on Liquidity Risk Management

Year: 2009
Journal: American Economic Review
Authors: Markus K. Brunnermeier; Motohiro Yogo

Why Do Household Portfolio Shares Rise in Wealth?

Year: 2010
Journal: Review of Financial Studies
Authors: Jessica A. Wachter; Motohiro Yogo

What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?

Year: 2011
Journal: Journal of Financial Economics
Authors: Harrison Hong; Motohiro Yogo

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Year: 2011
Journal: Journal of Finance
Authors: Ralph Koijen; Stijn Van Nieuwerburgh; Motohiro Yogo

The Cost of Financial Frictions for Life Insurers

Year: 2012
Journal: American Economic Review
Authors: Ralph S.J. Koijen; Motohiro Yogo

Shadow Insurance

Year: 2013
Journal: Econometrica
Authors: Ralph S.J. Koijen; Motohiro Yogo

A Demand System Approach to Asset Pricing

Year: 2015
Journal: Journal of Political Economy
Authors: Ralph S.J. Koijen; Motohiro Yogo

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

Year: 2017
Journal: No Journal Matched
Authors: Ralph S.J. Koijen; Motohiro Yogo

Worker Betas: Five Facts About Systematic Earnings Risk

Year: 2017
Journal: American Economic Review
Authors: Fatih Guvenen; Sam Schulhofer-Wohl; Jae Song; Motohiro Yogo

The Fragility of Market Risk Insurance

Year: 2018
Journal: Journal of Finance
Authors: Ralph Koijen; Motohiro Yogo

The Fragility of Market Risk Insurance

Year: 2018
Journal: No Journal Matched
Authors: Ralph Koijen; Motohiro Yogo

Inspecting the Mechanism of Quantitative Easing in the Euro Area

Year: 2019
Journal: Journal of Financial Economics
Authors: Ralph S. J. Koijen; Francois Koulischer; Benoit Nguyen; Motohiro Yogo

Inspecting the Mechanism of Quantitative Easing in the Euro Area

Year: 2019
Journal: No Journal Matched
Authors: Ralph Koijen; Francois Koulischer; Benot Nguyen; Motohiro Yogo

Which Investors Matter for Equity Valuations and Expected Returns

Year: 2020
Journal: No Journal Matched
Authors: Ralph Koijen; Robert Richmond; Motohiro Yogo

Exchange Rates and Asset Prices in a Global Demand System

Year: 2020
Journal: No Journal Matched
Authors: Ralph S. J. Koijen; Motohiro Yogo

Which Investors Matter for Equity Valuations and Expected Returns

Year: 2020
Journal: Review of Economic Studies
Authors: Ralph S. J. Koijen; Robert J. Richmond; Motohiro Yogo

Exchange Rates and Asset Prices in a Global Demand System

Year: 2020
Journal: No Journal Matched
Authors: Ralph Koijen; Motohiro Yogo

The Evolution from Life Insurance to Financial Engineering

Year: 2021
Journal: No Journal Matched
Authors: Ralph S. J. Koijen; Motohiro Yogo

The Evolution from Life Insurance to Financial Engineering

Year: 2021
Journal: No Journal Matched
Authors: Ralph Koijen; Motohiro Yogo

Understanding the Ownership Structure of Corporate Bonds

Year: 2022
Journal: American Economic Review
Authors: Ralph S. J. Koijen; Motohiro Yogo

Neoclassical Growth in an Interdependent World

Year: 2023
Journal: No Journal Matched
Authors: Benny Kleinman; Ernest Liu; Stephen J. Redding; Motohiro Yogo

Neoclassical Growth in an Interdependent World

Year: 2023
Journal: No Journal Matched
Authors: Benny Kleinman; Ernest Liu; Stephen Redding; Motohiro Yogo