NYU Stern
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Working Papers

Interest Rate Risks of REITs
G. Banati, L. van Hofwegen, S. Wander, and S. Tremblay, May 2015

Phasing out the GSEs
V. Elenev, T. Landvoigt, and S. Van Nieuwerburgh, Stern working paper, May 2015


A Roadmap to the Use of EB-5 Capital: An Alternative Financing Tool for Commercial Real Estate Projects
by Professor Jeanne Calderon and Gary Friedland, Esq.

Securitization and the Fixed-Rate Mortgage
James Vickery, 2013

Foreign Ownership of U.S. Debt: Good or Bad?
J. Favilukis, S. Ludvigson, and S. Van Nieuwerburgh, February 2012

The Startup Dynamic
P Romer, 2012

Sovereign Debt, Government Myopia and the Financial Sector
V Acharya and R Rajan, December 2011

Household Leverage and the Recession
V. Midrigan and T. Philippon, May 2011

Macroeconomic Implications of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
J.Favilukis, S.Ludvigson, and S. Van Nieuwerburgh, Stern working paper, January 2011

Estimating the Cost of City-Industry Specific Risk from a Structural Migration Model
A Hizmo, Stern working paper, 2011

The Common Variation in Housing Price Returns
A. Hizmo, Stern working paper, 2011

Risk in Housing Markets
A. Hizmo, Stern working paper, 2011

Measuring Systemic Risk
V Acharya, L Pedersen, T Philippon and M Richardson, May 2010

Reassessing FHA Risk
A Caplin, D Aragon, S Chopra, J Leahy, Y LeCun, M Scoffier, and J Tracy, NBER Working Paper 15802, 2010

Machine Learning and the Spatial Structure of House Prices and Housing Returns
A Caplin, S Chopra, J Leahy, Y LeCun, and T Thampy, 2008

Facilitating Shared Appreciation Mortgages to Prevent Housing Crashes and Affordability Crises
A Caplin, N Cunningham, M Engler, and F Pollock, Hamilton Project Discussion Paper, 2008-12

Can Housing Collateral Explain Long-Run Swings in Asset Returns?
S Van Nieuwerburgh and H Lustig, November 5, 2007