Details about Deborah Lucas
Access statistics for papers by Deborah Lucas.
Last updated 2024-11-09. Update your information in the RePEc Author Service.
Short-id: plu94
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Working Papers
2023
- Evaluating the Costs of Government Credit Support Programs during COVID-19: International Evidence
IMF Working Papers, International Monetary Fund
2013
- Technical Review Panel for the Pension Insurance Modeling System (PIMS)
Working Papers, University of Michigan, Michigan Retirement Research Center View citations (1)
2011
- An Evaluation of Large-Scale Mortgage Refinancing Programs: Working Paper 2011-04
Working Papers, Congressional Budget Office View citations (11)
2008
- The Student Loan Consolidation Option
Working Papers, Human Capital and Economic Opportunity Working Group 
See also Journal Article The student loan consolidation option, Journal of Public Economics, Elsevier (2019) (2019)
2007
- Guaranteed Versus Direct Lending: The Case of Student Loans: Working Paper 2007-09
Working Papers, Congressional Budget Office View citations (3)
- The Student Loan Consolidation Option: An Analysis of an Exotic Financial Derivative: Working Paper 2007-05
Working Papers, Congressional Budget Office View citations (5)
- 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 View citations (1)
See also Journal Article Who holds the toxic waste? An investigation of CMO holdings, Policy Discussion Papers, Federal Reserve Bank of Cleveland (2007) View citations (1) (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 External Financing and Insurance Cycles, NBER Chapters, National Bureau of Economic Research, Inc (1998) (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 Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing, Journal of Political Economy, University of Chicago Press (1996) View citations (563) (1996)
1989
- Equity Issues and Stock Price Dynamics
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
See also Journal Article Equity Issues and Stock Price Dynamics, Journal of Finance, American Finance Association (1990) View citations (216) (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 The Variability of Velocity in Cash-in-Advance Models, Journal of Political Economy, University of Chicago Press (1991) View citations (88) (1991)
- Understanding Stock Price Behavior around the Time of Equity Issues
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
See also Chapter Understanding Stock Price Behavior around the Time of Equity Issues, NBER Chapters, National Bureau of Economic Research, Inc (1990) View citations (42) (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 (3)
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 (7)
See also Journal Article Bank portfolio choice with private information about loan quality: Theory and implications for regulation, Journal of Banking & Finance, Elsevier (1987) View citations (7) (1987)
Journal Articles
2024
- How Much Do Guarantees and Bailouts Cost the Government?
Policy Hub, 2024, 2024, (3), 29 View citations (1)
2023
- COVID-19 Credit Policies around the World: Size, Scope, Costs, and Consequences
Brookings Papers on Economic Activity, 2023, 54, (1 (Spring)), 289-345
- Introduction to the ARFE Theme on the Social Discount Rate
Annual Review of Financial Economics, 2023, 15, (1), 115-125
- Reflections on What Financial Economics Can and Cannot Teach Us About the Social Discount Rate
Annual Review of Financial Economics, 2023, 15, (1), 185-195
2019
- Measuring the Cost of Bailouts
Annual Review of Financial Economics, 2019, 11, (1), 85-108 View citations (19)
- The student loan consolidation option
Journal of Public Economics, 2019, 174, (C), 1-12 
See also Working Paper The Student Loan Consolidation Option, Working Papers (2008) (2008)
2016
- Credit Policy as Fiscal Policy
Brookings Papers on Economic Activity, 2016, 47, (1 (Spring)), 1-57 View citations (18)
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 View citations (1)
2014
- Evaluating the cost of government credit support: the Oecd context
(Existence of an equilibrium for a competitive economy)
Economic Policy, 2014, 29, (79), 553-597 View citations (6)
- Evaluating the government as a source of systemic risk
Journal of Financial Perspectives, 2014, 2, (3), 45-58 View citations (3)
2012
- First Discussant Comment on “The Future of U.S. Housing Finance Reform”
The B.E. Journal of Macroeconomics, 2012, 12, (3), 8
- Valuation of Government Policies and Projects
Annual Review of Financial Economics, 2012, 4, (1), 39-58 View citations (14)
2010
- Is mark-to-market accounting destabilizing? Analysis and implications for policy
Journal of Monetary Economics, 2010, 57, (1), 64-75 View citations (48)
2009
- How Should Public Pension Plans Invest?
American Economic Review, 2009, 99, (2), 527-32 View citations (40)
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 Who holds the toxic waste? an investigation of CMO holdings, Proceedings (2006) View citations (1) (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 (37)
- 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 and Asset Prices: The Importance of Entrepreneurial Risk
Journal of Finance, 2000, 55, (3), 1163-1198 View citations (485)
- Portfolio Choice in the Presence of Background Risk
Economic Journal, 2000, 110, (460), 1-26 View citations (245)
- Stock prices and fundamentals
Proceedings, 2000, (Apr) View citations (47)
See also Chapter Stock Prices and Fundamentals, NBER Chapters, 2000, 213-264 (2000) View citations (25) (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 (25)
1997
- MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
Macroeconomic Dynamics, 1997, 1, (1), 76-101 View citations (172)
1996
- Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing
Journal of Political Economy, 1996, 104, (3), 443-87 View citations (563)
See also Working Paper Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing, NBER Working Papers (1993) View citations (19) (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 View citations (1)
- 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 (41)
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 (137)
1992
- Bank Financing and Investment Decisions with Asymmetric Information about Loan Quality
RAND Journal of Economics, 1992, 23, (1), 86-105 View citations (32)
- Equity Issues with Time-Varying Asymmetric Information
Journal of Financial and Quantitative Analysis, 1992, 27, (3), 397-417 View citations (48)
- 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 (50)
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
The Review of Financial Studies, 1991, 4, (4), 685-708 View citations (127)
- The Variability of Velocity in Cash-in-Advance Models
Journal of Political Economy, 1991, 99, (2), 358-84 View citations (88)
See also Working Paper The Variability of Velocity in Cash-In-Advance Models, NBER Working Papers (1989) View citations (6) (1989)
1990
- Equity Issues and Stock Price Dynamics
Journal of Finance, 1990, 45, (4), 1019-43 View citations (216)
See also Working Paper Equity Issues and Stock Price Dynamics, NBER Working Papers (1989) View citations (1) (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 (7)
See also Working Paper Bank Portfolio Choice with Private Information About Loan Quality: Theory and Implications for Regulation, NBER Working Papers (1987) View citations (7) (1987)
Books
2010
- Measuring and Managing Federal Financial Risk
NBER Books, National Bureau of Economic Research, Inc View citations (58)
Edited books
2010
- Measuring and Managing Federal Financial Risk
National Bureau of Economic Research Books, University of Chicago Press View citations (58)
Chapters
2024
- Comment on "Inflation's Impact on American Households" 2
A chapter in NBER Macroeconomics Annual 2024, volume 39, 2024
2021
- Policy Rx for the Economy: Cash or Credit?
Chapter 10 in Impact of COVID-19 on Asian Economies and Policy Responses, 2021, pp 65-69
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, pp 369-402
2011
- Comments on “Where Do We Go from Here?”
Chapter 31 in The International Financial Crisis Have the Rules of Finance Changed?, 2011, pp 415-419
2010
- Introduction to "Measuring and Managing Federal Financial Risk"
A chapter in Measuring and Managing Federal Financial Risk, 2010, pp 1-12 View citations (12)
- Valuing Government Guarantees: Fannie and Freddie Revisited
A chapter in Measuring and Managing Federal Financial Risk, 2010, pp 131-154 View citations (15)
2000
- Stock Prices and Fundamentals
A chapter in NBER Macroeconomics Annual 1999, Volume 14, 2000, pp 213-264 View citations (25)
See also Journal Article Stock prices and fundamentals, Federal Reserve Bank of San Francisco (2000) View citations (47) (2000)
1998
- External Financing and Insurance Cycles
A chapter in The Economics of Property-Casualty Insurance, 1998, pp 5-28 
See also Working Paper External Financing and Insurance Cycles, National Bureau of Economic Research, Inc (1995) View citations (4) (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 (42)
See also Working Paper Understanding Stock Price Behavior around the Time of Equity Issues, National Bureau of Economic Research, Inc (1989) View citations (13) (1989)
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)
- 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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