Details about Deborah Lucas
Access statistics for papers by Deborah Lucas.
Last updated 2019-08-13. Update your information in the RePEc Author Service.
Short-id: plu94
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Working Papers
2013
- Technical Review Panel for the Pension Insurance Modeling System (PIMS)
Working Papers, University of Michigan, Michigan Retirement Research Center
2011
- An Evaluation of Large-Scale Mortgage Refinancing Programs: Working Paper 2011-04
Working Papers, Congressional Budget Office View citations (4)
2008
- The Student Loan Consolidation Option
Working Papers, Human Capital and Economic Opportunity Working Group
2007
- Guaranteed Versus Direct Lending: The Case of Student Loans: Working Paper 2007-09
Working Papers, Congressional Budget Office View citations (1)
- The Student Loan Consolidation Option: An Analysis of an Exotic Financial Derivative: Working Paper 2007-05
Working Papers, Congressional Budget Office View citations (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 View citations (18)
2006
- 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
- Valuing Federal Loans and Loan Guarantees Using Options-Pricing Methods: Technical Paper 2004-12
Working Papers, Congressional Budget Office
1995
- External Financing and Insurance Cycles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Chapter (1998)
1993
- Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
See also Journal Article in Journal of Political Economy (1996)
1989
- Equity Issues and Stock Price Dynamics
NBER Working Papers, National Bureau of Economic Research, Inc 
See also Journal Article in Journal of Finance (1990)
- The Variability of Velocity in Cash-In-Advance Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
See also Journal Article in Journal of Political Economy (1991)
- Understanding Stock Price Behavior around the Time of Equity Issues
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
See also Chapter (1990)
1988
- 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 View citations (2)
1987
- Bank Financing and Investment Decisions with Asymmetric Information
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Bank Portfolio Choice with Private Information About Loan Quality: Theory and Implications for Regulation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article in Journal of Banking & Finance (1987)
Journal Articles
2015
- Joint risk of DB pension underfunding and sponsor termination: incorporating option-based projections and valuations into PIMS*
Journal of Pension Economics and Finance, 2015, 14, (2), 172-185
2014
- Evaluating the government as a source of systemic risk
Journal of Financial Perspectives, 2014, 2, (3), 45-58 View citations (1)
2012
- Valuation of Government Policies and Projects
Annual Review of Financial Economics, 2012, 4, (1), 39-58 View citations (6)
2010
- Is mark-to-market accounting destabilizing? Analysis and implications for policy
Journal of Monetary Economics, 2010, 57, (1), 64-75 View citations (30)
2009
- How Should Public Pension Plans Invest?
American Economic Review, 2009, 99, (2), 527-32 View citations (24)
2007
- 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 View citations (7)
- Who holds the toxic waste? An investigation of CMO holdings
Policy Discussion Papers, 2007, (Jun) View citations (1)
See also Working Paper (2006)
2006
- 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
- An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac
Journal of Monetary Economics, 2006, 53, (1), 155-176 View citations (27)
- Commentary on \\"On asset-liability matching and federal deposit and pension insurance\\"
Review, 2006, 88, (Jul), 331-336
2003
- Modeling the Macro-Effects of Sustained Fiscal Policy Imbalances: How Much Does Rationality Matter?
Review of Economic Dynamics, 2003, 6, (4), 789-805 View citations (1)
2001
- 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 View citations (2)
2000
- Portfolio Choice in the Presence of Background Risk
Economic Journal, 2000, 110, (460), 1-26 View citations (203)
- Stock prices and fundamentals
Proceedings, 2000, (Apr) View citations (39)
See also Chapter (2000)
1999
- Price and interest rate dynamics induced by multiperiod contracts
The North American Journal of Economics and Finance, 1999, 10, (2), 315-338 View citations (1)
1998
- Shareholder Heterogeneity, Adverse Selection, and Payout Policy
Journal of Financial and Quantitative Analysis, 1998, 33, (2), 233-253 View citations (21)
1997
- MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
Macroeconomic Dynamics, 1997, 1, (1), 76-101 View citations (144)
1996
- Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
Journal of Political Economy, 1996, 104, (3), 443-87 View citations (433)
See also Working Paper (1993)
1995
- Financial Intermediation and Monetary Policy in a General Equilibrium Banking Model: Comment
Journal of Money, Credit and Banking, 1995, 27, (4), 1316-19
- 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 View citations (34)
1994
- A "Barter" Theory of Bank Regulation and Credit Allocation: Comment
Journal of Money, Credit and Banking, 1994, 26, (3), 706-09 View citations (1)
- Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle
Journal of Monetary Economics, 1994, 34, (3), 325-341 View citations (117)
1992
- Bank Financing and Investment Decisions with Asymmetric Information about Loan Quality
RAND Journal of Economics, 1992, 23, (1), 86-105 View citations (27)
- Equity Issues with Time-Varying Asymmetric Information
Journal of Financial and Quantitative Analysis, 1992, 27, (3), 397-417 View citations (40)
- 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 View citations (45)
1991
- Foundations of the cash-in-advance model: A review essay
Journal of Monetary Economics, 1991, 27, (3), 487-493 View citations (1)
- The Effect of Information Releases on the Pricing and Timing of Equity Issues
Review of Financial Studies, 1991, 4, (4), 685-708 View citations (103)
- The Variability of Velocity in Cash-in-Advance Models
Journal of Political Economy, 1991, 99, (2), 358-84 View citations (81)
See also Working Paper (1989)
1990
- Equity Issues and Stock Price Dynamics
Journal of Finance, 1990, 45, (4), 1019-43 View citations (178)
See also Working Paper (1989)
1987
- Bank portfolio choice with private information about loan quality: Theory and implications for regulation
Journal of Banking & Finance, 1987, 11, (3), 473-497 View citations (4)
See also Working Paper (1987)
Books
2010
- Measuring and Managing Federal Financial Risk
NBER Books, National Bureau of Economic Research, Inc View citations (12)
Edited books
2010
- Measuring and Managing Federal Financial Risk
National Bureau of Economic Research Books, University of Chicago Press View citations (7)
Chapters
2020
- A Fair Value Approach to Valuing Public Infrastructure Projects and the Risk Transfer in Public Private Partnerships
A chapter in Economic Analysis and Infrastructure Investment, 2020
2010
- Introduction to "Measuring and Managing Federal Financial Risk"
A chapter in Measuring and Managing Federal Financial Risk, 2010, pp 1-12 View citations (7)
- Valuing Government Guarantees: Fannie and Freddie Revisited
A chapter in Measuring and Managing Federal Financial Risk, 2010, pp 131-154 View citations (4)
2000
- Stock Prices and Fundamentals
A chapter in NBER Macroeconomics Annual 1999, Volume 14, 2000, pp 213-264 View citations (11)
See also Journal Article in Proceedings (2000)
1998
- External Financing and Insurance Cycles
A chapter in The Economics of Property-Casualty Insurance, 1998, pp 5-28 
See also Working Paper (1995)
1990
- Understanding Stock Price Behavior around the Time of Equity Issues
A chapter in Asymmetric Information, Corporate Finance, and Investment, 1990, pp 257-278 View citations (28)
See also Working Paper (1989)
1975
- Front matter, acknowledgments, table of contents
A chapter in Measuring and Managing Federal Financial Risk, 1975
- Guaranteed versus Direct Lending: The Case of Student Loans
A chapter in Measuring and Managing Federal Financial Risk, 1975, pp 163-205 View citations (2)
- List of contributors, Indexes
A chapter in Measuring and Managing Federal Financial Risk, 1975, pp 261-271
- 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 View citations (1)
Editor
- Journal of Money, Credit and Banking
Blackwell Publishing
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