Macro Finance Publications

Publications in Macro Finance

Explore the most influential research papers and scholarly works that have shaped Macro Finance. Use the concept filter below to focus on a specific sub-area of research.

Macro Finance

4.4K

Publications

382.3K

Citations

Showing yearly statistics from 2000-2026.

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	Year	Citations
Measuring Economic Policy Uncertainty* Scott Baker, Nicholas Bloom, Steven J. Davis The Quarterly Journal of Economics EconomicsPublic PolicyHigh UncertaintyEconomic PolicyEconomic Policy Analysis	2016	11.2K
The Economic Institutions of Capitalism The Antitrust Bulletin Economic FluctuationInternational Financial CrisisInstitutional EconomicsEconomic InstitutionsSocial Sciences	1986	11K
The Cross‐Section of Volatility and Expected Returns Andrew Ang, Robert J. Hodrick, Yuhang Xing, The Journal of Finance Empirical FinanceEconomicsVolatility ModelingMultivariate Stochastic VolatilityAsset Pricing	2006	4.7K
Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach Frank Smets, Rafael Wouters American Economic Review Us Business CyclesMacroeconomic ForecastingApplied EconometricsEconomic FluctuationBayesian Econometrics	2007	4.6K
Stabilizing an Unstable Economy Nicholas Karamouzis, Hyman P. Minsky Southern Economic Journal Central BankingEconomic FluctuationInternational Financial CrisisEconomic GrowthFinancialization	1987	3.4K
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets Francis X. Diebold, Kamil Yılmaz The Economic Journal Empirical FinanceVolatility ModelingTime Series EconometricsInternational FinanceAsset Pricing	2008	2.9K
Time Varying Structural Vector Autoregressions and Monetary Policy Giorgio E. Primiceri The Review of Economic Studies Dynamic Economic ModelMonetary PolicyEconomicsTerm Structure ModelMacroeconomics	2005	2.8K
Capital Structure Decisions: Which Factors Are Reliably Important? Murray Z. Frank, Vidhan K. Goyal Financial Management Empirical FinanceRelative ImportanceCost Of CapitalCorporate Risk ManagementManagement	2009	2.6K
What Explains the Stock Market's Reaction to Federal Reserve Policy? Ben Bernanke, Kenneth N. Kuttner The Journal of Finance Empirical FinanceEconomicsMonetary PolicyFinancial EconomicsAsset Pricing	2005	2.4K
Positive Feedback Investment Strategies and Destabilizing Rational Speculation J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, The Journal of Finance Destabilizing Rational SpeculationMarket MicrostructureAsset PricingBehavioral FinanceManagement	1990	2.2K
CoVaR Tobias Adrian, Markus K. Brunnermeier American Economic Review Empirical FinanceEconomicsFinancial EconomicsCorporate Risk ManagementFinancial Risk Management	2016	2.2K
Credit Spreads and Business Cycle Fluctuations Simon Gilchrist, Egon Zakrajšek American Economic Review Empirical FinanceEconomicsFinancial EconomicsMacroeconomicsBusiness Cycle Analysis	2012	2.1K

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