Concepedia

Monika Piazzesi

MP

Statistics

Publications

48

Citations

10.5K

H-Index

35

Active since

1999

Affiliations

University of Chicago(Current)

Stanford University

National Bureau of Economic Research

University of California, Los Angeles

Federal Reserve Bank of San Francisco

Monika Piazzesi is an author at University of Chicago specializing in economics, financial economics, and finance.

Publications per year

1999–2021

48

Publications

48

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Andrew Ang, Monika Piazzesi · Journal of Monetary Economics · 2003 · 1.8K citations

Business, Economics, Finance +17

Bond Risk Premia

John H. Cochrane, Monika Piazzesi · American Economic Review · 2005 · 1.5K citations

Business, Finance, Asset Pricing +16

What does the yield curve tell us about GDP growth?

Andrew Ang, Monika Piazzesi, Min Wei · Journal of Econometrics · 2005 · 849 citations

Social Sciences, Business Economics, Economics +17

Housing, consumption and asset pricing

Monika Piazzesi, Martin Schneider, Şelale Tüzel · Journal of Financial Economics · 2006 · 752 citations

Social Sciences, Economics, Asset Pricing +11

Bond Yields and the Federal Reserve

Monika Piazzesi · Journal of Political Economy · 2005 · 567 citations

Social Sciences, Economics, Finance +13

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