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Details about Deborah Lucas

Homepage:http://mitsloan.mit.edu/faculty/detail.php?in_spseqno=41235&co_list=F
Postal address:Sloan School of Management MIT
Workplace:Sloan School of Management, Massachusetts Institute of Technology (MIT), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Deborah Lucas.

Last updated 2014-04-03. Update your information in the RePEc Author Service.

Short-id: plu94


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Working Papers

2013

  1. Technical Review Panel for the Pension Insurance Modeling System (PIMS)
    Working Papers, University of Michigan, Michigan Retirement Research Center Downloads

2011

  1. An Evaluation of Large-Scale Mortgage Refinancing Programs: Working Paper 2011-04
    Working Papers, Congressional Budget Office Downloads View citations (1)

2008

  1. The Student Loan Consolidation Option
    Working Papers, Human Capital and Economic Opportunity Working Group Downloads

2007

  1. Guaranteed Versus Direct Lending: The Case of Student Loans: Working Paper 2007-09
    Working Papers, Congressional Budget Office Downloads
  2. The Student Loan Consolidation Option: An Analysis of an Exotic Financial Derivative: Working Paper 2007-05
    Working Papers, Congressional Budget Office Downloads View citations (1)
  3. Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (18)

2006

  1. Who holds the toxic waste? an investigation of CMO holdings
    Proceedings, Federal Reserve Bank of Chicago
    See also Journal Article in Policy Discussion Papers (2007)

2004

  1. Valuing Federal Loans and Loan Guarantees Using Options-Pricing Methods: Technical Paper 2004-12
    Working Papers, Congressional Budget Office Downloads

1995

  1. External Financing and Insurance Cycles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Chapter (1998)

1993

  1. Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of Political Economy (1996)

1989

  1. Equity Issues and Stock Price Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Finance (1990)
  2. The Variability of Velocity in Cash-In-Advance Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Political Economy (1991)
  3. Understanding Stock Price Behavior around the Time of Equity Issues
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Chapter (1990)

1988

  1. The Effect of Information Releases on the Pricing and Timing of Equity Issues: Theory and Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

1987

  1. Bank Financing and Investment Decisions with Asymmetric Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Bank Portfolio Choice with Private Information About Loan Quality: Theory and Implications for Regulation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Banking & Finance (1987)

Journal Articles

2012

  1. Valuation of Government Policies and Projects
    Annual Review of Financial Economics, 2012, 4, (1), 39-58 Downloads

2010

  1. Is mark-to-market accounting destabilizing? Analysis and implications for policy
    Journal of Monetary Economics, 2010, 57, (1), 64-75 Downloads View citations (13)

2009

  1. How Should Public Pension Plans Invest?
    American Economic Review, 2009, 99, (2), 527-32 Downloads View citations (8)

2007

  1. Comment on "Global demographic trends and social security reform" by Orazio Attanasio, Sagiri Kitao, and Giovanni Violante
    Journal of Monetary Economics, 2007, 54, (1), 199-204 Downloads View citations (7)
  2. Who holds the toxic waste? An investigation of CMO holdings
    Policy Discussion Papers, 2007, (Jun) Downloads View citations (1)
    See also Working Paper (2006)

2006

  1. An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison
    Journal of Money, Credit and Banking, 2006, 38, (4), 1109 Downloads
  2. An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac
    Journal of Monetary Economics, 2006, 53, (1), 155-176 Downloads View citations (13)
  3. Commentary on "On asset-liability matching and federal deposit and pension insurance"
    Review, 2006, (Jul), 331-336 Downloads

2003

  1. Modeling the Macro-Effects of Sustained Fiscal Policy Imbalances: How Much Does Rationality Matter?
    Review of Economic Dynamics, 2003, 6, (4), 789-805 Downloads View citations (1)

2001

  1. Investing Public Pensions in the Stock Market: Implications for Risk Sharing, Capital Formation and Public Policy in the Developed and Developing World
    International Review of Finance, 2001, 2, (3), 179-202 Downloads View citations (1)

2000

  1. Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
    Journal of Finance, 2000, 55, (3), 1163-1198 Downloads View citations (243)
  2. Portfolio Choice in the Presence of Background Risk
    Economic Journal, 2000, 110, (460), 1-26 Downloads View citations (115)
  3. Stock prices and fundamentals
    Proceedings, 2000, (Apr) Downloads View citations (38)
    See also Chapter (2000)

1999

  1. Price and interest rate dynamics induced by multiperiod contracts
    The North American Journal of Economics and Finance, 1999, 10, (2), 315-338 Downloads View citations (1)

1998

  1. Shareholder Heterogeneity, Adverse Selection, and Payout Policy
    Journal of Financial and Quantitative Analysis, 1998, 33, (02), 233-253 Downloads View citations (10)

1997

  1. MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
    Macroeconomic Dynamics, 1997, 1, (01), 76-101 Downloads View citations (104)

1996

  1. Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
    Journal of Political Economy, 1996, 104, (3), 443-87 Downloads View citations (318)
    See also Working Paper (1993)

1995

  1. Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model: Comment
    Journal of Money, Credit and Banking, 1995, 27, (4), 1316-19 Downloads
  2. The importance of investor heterogeneity and financial market imperfections for the behavior of asset prices
    Carnegie-Rochester Conference Series on Public Policy, 1995, 42, (1), 1-32 Downloads View citations (28)

1994

  1. A "Barter" Theory of Bank Regulation and Credit Allocation: Comment
    Journal of Money, Credit and Banking, 1994, 26, (3), 706-09 Downloads View citations (1)
  2. Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle
    Journal of Monetary Economics, 1994, 34, (3), 325-341 Downloads View citations (91)

1993

  1. 8. Asset Pricing with Incomplete Markets
    Hitotsubashi Journal of Economics, 1993, 34, (Special Issue), 163-179 Downloads View citations (1)

1992

  1. Bank Financing and Investment Decisions with Asymmetric Information about Loan Quality
    RAND Journal of Economics, 1992, 23, (1), 86-105 Downloads View citations (20)
  2. Equity Issues with Time-Varying Asymmetric Information
    Journal of Financial and Quantitative Analysis, 1992, 27, (03), 397-417 Downloads View citations (24)
  3. The effects of incomplete insurance markets and trading costs in a consumption-based asset pricing model
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 601-620 Downloads View citations (34)

1991

  1. Foundations of the cash-in-advance model: A review essay
    Journal of Monetary Economics, 1991, 27, (3), 487-493 Downloads View citations (1)
  2. The Effect of Information Releases on the Pricing and Timing of Equity Issues
    Review of Financial Studies, 1991, 4, (4), 685-708 Downloads View citations (55)
  3. The Variability of Velocity in Cash-in-Advance Models
    Journal of Political Economy, 1991, 99, (2), 358-84 Downloads View citations (59)
    See also Working Paper (1989)

1990

  1. Equity Issues and Stock Price Dynamics
    Journal of Finance, 1990, 45, (4), 1019-43 Downloads View citations (95)
    See also Working Paper (1989)

1987

  1. Bank portfolio choice with private information about loan quality: Theory and implications for regulation
    Journal of Banking & Finance, 1987, 11, (3), 473-497 Downloads View citations (3)
    See also Working Paper (1987)

Books

2010

  1. Measuring and Managing Federal Financial Risk
    NBER Books, National Bureau of Economic Research, Inc View citations (3)

Edited books

2010

  1. Measuring and Managing Federal Financial Risk
    National Bureau of Economic Research Books, University of Chicago Press

Chapters

2010

  1. Introduction to "Measuring and Managing Federal Financial Risk"
    A chapter in Measuring and Managing Federal Financial Risk, 2010, pp 1-12 Downloads
  2. Valuing Government Guarantees: Fannie and Freddie Revisited
    A chapter in Measuring and Managing Federal Financial Risk, 2010, pp 131-154 Downloads View citations (2)

2000

  1. Stock Prices and Fundamentals
    A chapter in NBER Macroeconomics Annual 1999, Volume 14, 2000, pp 213-264 Downloads View citations (8)
    See also Journal Article in Proceedings (2000)

1998

  1. External Financing and Insurance Cycles
    A chapter in The Economics of Property-Casualty Insurance, 1998, pp 5-28 Downloads
    See also Working Paper (1995)

1990

  1. Understanding Stock Price Behavior around the Time of Equity Issues
    A chapter in Asymmetric Information, Corporate Finance, and Investment, 1990, pp 257-278 Downloads View citations (22)
    See also Working Paper (1989)

1975

  1. Front matter, acknowledgments, table of contents
    A chapter in Measuring and Managing Federal Financial Risk, 1975 Downloads
  2. Guaranteed versus Direct Lending: The Case of Student Loans
    A chapter in Measuring and Managing Federal Financial Risk, 1975, pp 163-205 Downloads View citations (2)
  3. List of contributors, Indexes
    A chapter in Measuring and Managing Federal Financial Risk, 1975, pp 261-271 Downloads
  4. The Cost of Risk to the Government and Its Implications for Federal Budgeting
    A chapter in Measuring and Managing Federal Financial Risk, 1975, pp 29-54 Downloads View citations (1)

Editor

  1. Journal of Money, Credit and Banking
    Blackwell Publishing
 
Page updated 2014-10-30