David Aaron Marshall : Citation Profile


Are you David Aaron Marshall?

Federal Reserve Bank of Chicago

14

H index

15

i10 index

984

Citations

RESEARCH PRODUCTION:

28

Articles

25

Papers

RESEARCH ACTIVITY:

   26 years (1987 - 2013). See details.
   Cites by year: 37
   Journals where David Aaron Marshall has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 17 (1.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2426
   Updated: 2020-08-01    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David Aaron Marshall.

Is cited by:

Bekaert, Geert (30)

Ang, Andrew (27)

Thornton, Daniel (26)

Piazzesi, Monika (17)

Christiano, Lawrence (16)

Sarno, Lucio (15)

Guidolin, Massimo (14)

Swanson, Eric (12)

Prescott, Edward (11)

Gürkaynak, Refet (11)

Wu, Liuren (10)

Cites to:

Christiano, Lawrence (24)

Eichenbaum, Martin (20)

Bekaert, Geert (17)

Hodrick, Robert (16)

Bernanke, Ben (11)

Evans, Charles (10)

Smith, Bruce (9)

Sims, Christopher (9)

Campbell, John (9)

chang, chun (8)

Prescott, Edward (8)

Main data


Where David Aaron Marshall has published?


Journals with more than one article published# docs
Chicago Fed Letter6
Economic Perspectives5
Journal of Monetary Economics4
Journal of Money, Credit and Banking3
Carnegie-Rochester Conference Series on Public Policy2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago5
Working Paper Series / Federal Reserve Bank of Chicago5
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago4

Recent works citing David Aaron Marshall (2018 and 2017)


YearTitle of citing document
2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

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2017Towards financial stability: A common good that needs to be consolidated and reinforced. (2017). de Galhau, Villeroy F. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:01.

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2017Ten years on: fixing the fault lines of the global financial crisis. (2017). Carney, M. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:02.

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2017Safer than ever before? An assessment of the impact of regulation on banks’ resilience eight years on. (2017). Nouy, D. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:03.

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2017Measuring the impact of Basel III. (2017). Elliot, D J ; Balta, E. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:04.

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2017The impact of financial regulation: a G-SIB perspective. (2017). Weber, A. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:05.

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2017Bank health post-crisis. (2017). Chousakos, K ; Gorton, G. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:06.

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2017Implementing an efficient resolution framework in the Banking Union: lessons from the crisis and challenges ahead. (2017). Konig, E. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:07.

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2017Building a strong financial sector. (2017). Dombrovskis, V. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:08.

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2017National and supranational banking regulators: between delayed intervention and time inconsistency. (2017). Parigi, B M. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:09.

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2017Central clearing: reaping the benefits, controlling the risks. (2017). Coeure, B. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:10.

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2017Central clearing: reaping the benefits, controlling the risks. (2017). Markose, Sheri ; Shaghaghi, Rais A ; Giansante, S. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:11.

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2017Have post-crisis financial reforms crimped market liquidity?. (2017). Cont, R. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:12.

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2017Central clearing and risk transformation. (2017). Persaud, A. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:13.

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2017A stability perspective of market-based finance: designing new prudential tools?. (2017). Maijoor, S ; Boidard, C. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:14.

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2017Macroprudential measures and capital controls: towards a framework for policy evaluation. (2017). Bush, C. In: Financial Stability Review. RePEc:bfr:fisrev:2017:21:15.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2017Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1702.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Conditional dynamics and the multi-horizon risk-return trade-off. (2018). Chernov, Mikhail ; Lundeby, Stig ; Lochstoer, Lars . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13365.

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2019A note on the effects of skill-biased technical change on productivity flattening. (2019). Weber, Enzo ; Hutter, Christian. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00855.

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2017The Long Memory Behavior of the EUR/USD Forward Premium. (2017). Hamzaoui, Nessrine ; Regaieg, Boutheina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-57.

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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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2019How does government spending news affect interest rates? Evidence from the United States. (2019). Liu, Dingming ; Dingming, Liu ; Yong, Chen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301460.

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2019Reexamining time-varying bond risk premia in the post-financial crisis era. (2019). Zhang, Wei ; Guo, Bin ; Fan, Xiaoyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301745.

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2017A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87.

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2018A term structure model under cyclical fluctuations in interest rates. (2018). Novales, Alfonso ; Platania, Federico ; Moreno, Manuel . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2019Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

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2019Does downside risk matter more in asset pricing? Evidence from China. (2019). Ali, Heba. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:154-174.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2020Asset pricing with long-run durable expenditure risk. (2020). Li, Huan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306597.

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2018Flexible and mandatory banking supervision. (2018). PONCE, Jorge ; Livio, Luca ; De Chiara, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:86-104.

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2018Are charter value and supervision aligned? A segmentation analysis. (2018). Lozano-Vivas, Ana ; Duran, Miguel ; Pastor, Jesus T ; Aparicio, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:60-73.

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2017Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013. (2017). Ramirez, Carlos ; Yao, XI ; Ju, Jiandong ; Du, Yingxin. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:211-225.

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2020No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan. (2020). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300290.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2019International propagation of shocks: A dynamic factor model using survey forecasts. (2019). Lahiri, Kajal ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:929-947.

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2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

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2019Regulating a model. (2019). Yilmaz, Bilge ; Leitner, Yaron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:251-268.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2019The risk premium of gold. (2019). Simen, Chardin Wese ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:140-159.

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2019Economic policy uncertainty and dollar-pound exchange rate return volatility. (2019). Bartsch, Zachary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:1.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017No-arbitrage Determinants of Japanese Government Bond Yield and Credit Spread Curves. (2017). Okimoto, Tatsuyoshi ; Sumiko, Takaoka ; Tatsuyoshi, Okimoto. In: Discussion papers. RePEc:eti:dpaper:17104.

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2017Taxes and the Fed : Theory and Evidence from Equities. (2017). Waller, William ; Diercks, Anthony M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-104.

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2020Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-02091035.

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2017The Risk Premium of Gold. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-616.

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2017The Term Structure of Systematic and Idiosyncratic Risk. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-618.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2018Dissecting long-run and short-run causalities between monetary policy and stock prices. (2018). Belke, Ansgar ; Wiedmann, Marcel . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:4:d:10.1007_s10368-018-0413-y.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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2017Robust Bond Risk Premia. (2017). Hamilton, James ; Bauer, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:23480.

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2018Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off. (2018). Chernov, Mikhail ; Lochstoer, Lars A. In: NBER Working Papers. RePEc:nbr:nberwo:25361.

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2020Biases in Long-Horizon Predictive Regressions. (2020). Israel, Ronen ; Boudoukh, Jacob ; Richardson, Matthew P. In: NBER Working Papers. RePEc:nbr:nberwo:27410.

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2017A time-frequency analysis of the Canadian macroeconomy and the yield curve. (2017). Aguiar-Conraria, Luís ; Soares, Maria Joana ; Ojo, Mustapha Olalekan. In: NIPE Working Papers. RePEc:nip:nipewp:12/2017.

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2017A Theory of Bank Illiquidity and Default with Hidden Trades. (2017). Panetti, Ettore. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:1123-1157..

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2017Optimal Bank Capital Requirements: An Asymmetric Information Perspective. (2017). Marcelletti, Alessandra ; Berardi, Simone. In: SEP Working Papers. RePEc:ris:sepewp:2017_002.

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2018Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements. (2018). Lee, Kiryoung ; Jo, Chanik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:118-134.

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2019FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968.

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2017Irrationality and Term Structure Anomaly. (2017). Kuo, Doun I. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507033.

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2019The puzzling relationship between stocks return and inflation: a review article. (2019). Asgari, Mohsen ; Madadpour, Somayeh. In: International Review of Economics. RePEc:spr:inrvec:v:66:y:2019:i:2:d:10.1007_s12232-019-00317-w.

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2017The performativity of the yield curve. (2017). Christophers, Brett. In: Journal of Cultural Economy. RePEc:taf:jculte:v:10:y:2017:i:1:p:63-80.

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2017Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

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2018International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts. (2018). Zhao, Yongchen ; Lahiri, Kajal. In: Working Papers. RePEc:tow:wpaper:2018-04.

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2019A term structure model under cyclical fluctuations in interest rates. (2019). Platania, Federico ; Novales, Alfonso ; Moreno, Manuel. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1931.

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2017Explaining the Failure of the Expectations Hypothesis with Short-Term Rates. (2017). Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:19.

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2019The term structure of systematic and idiosyncratic risk. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:4:p:435-460.

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2017Interest Rates and Exchange Rates in Normal and Crisis Times. (2017). Rieth, Malte ; Grazzini, Caterina Forti. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168281.

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Works by David Aaron Marshall:


YearTitleTypeCited
1992 Inflation and Asset Returns in a Monetary Economy. In: Journal of Finance.
[Full Text][Citation analysis]
article93
2005Fundamental Economic Shocks and The Macroeconomy In: Working Papers Central Bank of Chile.
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paper10
2009Fundamental Economic Shocks and the Macroeconomy.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 10
article
1997EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS In: Macroeconomic Dynamics.
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article18
1997COMMENT ON BY BARNETT, LIU, AND JENSEN In: Macroeconomic Dynamics.
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article0
1991The Permanent Income Hypothesis Revisited. In: Econometrica.
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article68
1990The permanent income hypothesis revisited.(1990) In: Staff Report.
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This paper has another version. Agregated cites: 68
paper
1987The Permanent Income Hypothesis Revisited.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 68
paper
1998Monetary policy and the term structure of nominal interest rates: Evidence and theory In: Carnegie-Rochester Conference Series on Public Policy.
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article115
1997Monetary policy and the term structure of nominal interest rates: evidence and theory.(1997) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 115
paper
2001Bank capital regulation with and without state-contingent penalties In: Carnegie-Rochester Conference Series on Public Policy.
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article34
2000Bank capital regulation with and without state-contingent penalties.(2000) In: Working Paper Series.
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paper
2006State-contingent bank regulation with unobserved actions and unobserved characteristics In: Journal of Economic Dynamics and Control.
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article20
2002State-contingent bank regulation with unobserved action and unobserved characteristics.(2002) In: Working Paper Series.
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This paper has another version. Agregated cites: 20
paper
2002Financial crises and coordination failure: A comment In: Journal of Banking & Finance.
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article0
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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article184
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
This paper has another version. Agregated cites: 184
paper
1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 184
paper
1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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article84
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 84
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1997The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper.
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This paper has another version. Agregated cites: 84
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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article143
1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 143
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2005Comment on: Estimating the expected marginal rate of substitution In: Journal of Monetary Economics.
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article1
2007Economic determinants of the nominal treasury yield curve In: Journal of Monetary Economics.
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article91
2001Economic determinants of the nominal treasury yield curve.(2001) In: Working Paper Series.
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This paper has another version. Agregated cites: 91
paper
1996Monetary policy shocks and long-term interest rates In: Economic Perspectives.
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article19
1998Understanding the Asian crisis: systemic risk as coordination failure In: Economic Perspectives.
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article23
2001The crisis of 1998 and the role of the central bank In: Economic Perspectives.
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article1
2002Origins of the use of Treasury debt in open market operations: lessons for the present In: Economic Perspectives.
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article1
2013The role of time-critical liquidity in financial markets In: Economic Perspectives.
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article1
1996The equity premium puzzle and the risk-free rate puzzle at long horizons In: Working Paper Series, Issues in Financial Regulation.
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paper0
1997\\Peso problem\\ explanations for term structure anomalies In: Working Paper Series, Issues in Financial Regulation.
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paper36
1997Bank capital standards for market risk: a welfare analysis In: Working Paper Series, Issues in Financial Regulation.
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paper4
1997Bank capital standards for market risk: a welfare analysis.(1997) In: Proceedings.
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This paper has another version. Agregated cites: 4
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1999Bank Capital Standards for Market Risk: A Welfare Analysis.(1999) In: Review of Finance.
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1996Bank capital for market risk: a study in incentive compatible regulation In: Chicago Fed Letter.
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article2
1998Whither the stock market? In: Chicago Fed Letter.
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1999Investing social security trusts funds in the stock market In: Chicago Fed Letter.
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2001A retrospective on the Asian crisis of 1997: was it foreseen? In: Chicago Fed Letter.
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1994Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions.(1994) In: Economics Working Papers.
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