22
H index
26
i10 index
1826
Citations
London Business School (LBS) | 22 H index 26 i10 index 1826 Citations RESEARCH PRODUCTION: 10 Articles 39 Papers 1 Chapters RESEARCH ACTIVITY: 17 years (2006 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko589 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with ralph koijen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Finance | 2 |
American Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
NBER Working Papers / National Bureau of Economic Research, Inc | 28 |
2009 Meeting Papers / Society for Economic Dynamics | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
2011 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document | |
---|---|---|
2023 | . Full description at Econpapers || Download paper | |
2024 | Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168. Full description at Econpapers || Download paper | |
2023 | The Market-Based Probability of Stock Returns. (2023). Olkhov, Victor. In: Papers. RePEc:arx:papers:2302.07935. Full description at Econpapers || Download paper | |
2023 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2023 | Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273. Full description at Econpapers || Download paper | |
2023 | Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823. Full description at Econpapers || Download paper | |
2023 | Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply. (2023). Ouazad, Amine ; Kahn, Matthew. In: Papers. RePEc:arx:papers:2305.07179. Full description at Econpapers || Download paper | |
2023 | The Cost of Misspecifying Price Impact. (2023). Webster, Kevin ; Muhle-Karbe, Johannes ; Mastromatteo, Iacopo ; Bouchaud, Jean-Philippe ; Hey, Natascha. In: Papers. RePEc:arx:papers:2306.00599. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908. Full description at Econpapers || Download paper | |
2023 | Fiscal DSGE model for Latvia. (2023). Buss, Ginters ; Gruning, Patrick. In: Baltic Journal of Economics. RePEc:bic:journl:v:23:y:2023:i:1:p:2173915. Full description at Econpapers || Download paper | |
2023 | Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68. Full description at Econpapers || Download paper | |
2023 | Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067. Full description at Econpapers || Download paper | |
2023 | Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345. Full description at Econpapers || Download paper | |
2023 | Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486. Full description at Econpapers || Download paper | |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591. Full description at Econpapers || Download paper | |
2023 | Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281. Full description at Econpapers || Download paper | |
2023 | Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities. (2023). Moenig, Thorsten ; Bauer, Daniel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:459-486. Full description at Econpapers || Download paper | |
2023 | Managing disease containment measures during a pandemic. (2023). Sensoy, Ahmet ; Eryarsoy, Enes ; Tanrisever, Fehmi ; Shahmanzari, Masoud. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:5:p:1362-1379. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407. Full description at Econpapers || Download paper | |
2023 | The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028. Full description at Econpapers || Download paper | |
2023 | Granular banking flows and exchange-rate dynamics. (2023). Ostry, Daniel ; Lloyd, Simon ; Bippus, Balduin. In: Bank of England working papers. RePEc:boe:boeewp:1043. Full description at Econpapers || Download paper | |
2023 | How Do Health Insurance Costs Affect Firm Labor Composition and Technology Investment?. (2023). Schmidt, Lawrence ; Tello-Trillo, Cristina ; Ge, Shan ; Gao, Janet. In: Working Papers. RePEc:cen:wpaper:23-47. Full description at Econpapers || Download paper | |
2023 | The Devil You Know: Rational Inattention to Discrete Choices when Prior Information Matters. (2023). Pellegrino, Bruno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10331. Full description at Econpapers || Download paper | |
2023 | At Home Versus in a Nursing Home: Long-Term Care Settings and Marginal Utility. (2023). Leroux, Marie-Louise ; Lee, Minjoon ; Glenzer, Franca ; de Donder, Philippe ; Achou, Bertrand. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10482. Full description at Econpapers || Download paper | |
2023 | Unbalanced Financial Globalization. (2023). Pellegrino, Bruno ; Capelle, Damien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10642. Full description at Econpapers || Download paper | |
2023 | Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314. Full description at Econpapers || Download paper | |
2023 | Granular Corporate Hedging Under Dominant Currency. (2023). Alfaro, Laura ; Varela, Liliana ; Calani, Mauricio. In: Discussion Papers. RePEc:cfm:wpaper:2315. Full description at Econpapers || Download paper | |
2023 | Slavery and the British Industrial Revolution. (2023). Redding, Stephen ; Voth, Hans-Joachim ; Heblich, Stephan. In: CAGE Online Working Paper Series. RePEc:cge:wacage:656. Full description at Econpapers || Download paper | |
2023 | Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09. Full description at Econpapers || Download paper | |
2023 | At Home versus in a Nursing Home: Long-term Care Settings and Marginal Utility. (2023). Leroux, Marie-Louise ; Lee, Minjoon ; Glenzer, Franca ; de Donder, Philippe ; Achou, Bertrand. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-14. Full description at Econpapers || Download paper | |
2023 | Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805. Full description at Econpapers || Download paper | |
2023 | Life insurance convexity. (2023). Kubitza, Christian ; Grundl, Helmut ; Grochola, Nicolaus. In: Working Paper Series. RePEc:ecb:ecbwps:20232829. Full description at Econpapers || Download paper | |
2023 | Same same but different: credit risk provisioning under IFRS 9. (2023). Couaillier, Cyril ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20232841. Full description at Econpapers || Download paper | |
2023 | Fund fragility: the role of investor base. (2023). Breckenfelder, Johannes ; Allaire, Nolwenn ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232874. Full description at Econpapers || Download paper | |
2023 | Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111. Full description at Econpapers || Download paper | |
2023 | Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652. Full description at Econpapers || Download paper | |
2023 | Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676. Full description at Econpapers || Download paper | |
2023 | On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x. Full description at Econpapers || Download paper | |
2023 | Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers || Download paper | |
2023 | Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246. Full description at Econpapers || Download paper | |
2023 | Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254. Full description at Econpapers || Download paper | |
2023 | Health investment and medical risk: New explanations of the portfolio puzzle. (2023). Du, You. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002547. Full description at Econpapers || Download paper | |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper | |
2023 | Time-varying predictability of the long horizon equity premium based on semiparametric regressions. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000587. Full description at Econpapers || Download paper | |
2023 | Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2023). Zeng, Mudong ; Liu, Jingyuan ; Guo, XU. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:166-179. Full description at Econpapers || Download paper | |
2023 | Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541. Full description at Econpapers || Download paper | |
2023 | Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314. Full description at Econpapers || Download paper | |
2023 | Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921. Full description at Econpapers || Download paper | |
2023 | Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887. Full description at Econpapers || Download paper | |
2023 | Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226. Full description at Econpapers || Download paper | |
2023 | Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242. Full description at Econpapers || Download paper | |
2023 | Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?. (2023). Ferriani, Fabrizio. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001692. Full description at Econpapers || Download paper | |
2023 | Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320. Full description at Econpapers || Download paper | |
2023 | Optimal lifetime income annuity without bequest: Single and annual premiums. (2023). Anyomi, Siegfried Kafui ; Emire, Ebenezer Fiifi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007899. Full description at Econpapers || Download paper | |
2023 | Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811. Full description at Econpapers || Download paper | |
2023 | Corporate advertising expense and share price synchronization. (2023). Tang, Wenjin ; Chou, Yixuan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004981. Full description at Econpapers || Download paper | |
2023 | Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhao, Jing ; Zhang, Xuan ; Xu, Liao. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490. Full description at Econpapers || Download paper | |
2023 | Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520. Full description at Econpapers || Download paper | |
2023 | Firm fundamentals and the cross-section of implied volatility shapes. (2023). Zhou, Guofu ; Guo, Biao ; Chen, Ding. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000611. Full description at Econpapers || Download paper | |
2023 | Sequential entry in illiquid markets. (2023). Fardeau, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000162. Full description at Econpapers || Download paper | |
2023 | The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025. Full description at Econpapers || Download paper | |
2023 | What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013. Full description at Econpapers || Download paper | |
2023 | Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749. Full description at Econpapers || Download paper | |
2023 | Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates. (2023). Malloch, Hamish ; Berkman, Henk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662100337x. Full description at Econpapers || Download paper | |
2023 | On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321. Full description at Econpapers || Download paper | |
2023 | Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381. Full description at Econpapers || Download paper | |
2023 | The global factor structure of exchange rates. (2023). Vedolin, Andrea ; Trojani, Fabio ; Korsaye, Sofonias Alemu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:21-46. Full description at Econpapers || Download paper | |
2023 | Why is dollar debt Cheaper? Evidence from Peru. (2023). Salomao, Juliana ; Ivashina, Victoria ; Gutierrez, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:245-272. Full description at Econpapers || Download paper | |
2023 | Reaching for yield and the housing market: Evidence from 18th-century Amsterdam. (2023). Korevaar, Matthijs. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:273-296. Full description at Econpapers || Download paper | |
2023 | Index providers: Whales behind the scenes of ETFs. (2023). Song, Yang ; Benetton, Matteo ; An, YU. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:407-433. Full description at Econpapers || Download paper | |
2023 | Health insurance, endogenous medical progress, health expenditure growth, and welfare. (2023). Kuhn, Michael ; Frankovic, Ivan. In: Journal of Health Economics. RePEc:eee:jhecon:v:87:y:2023:i:c:s016762962200131x. Full description at Econpapers || Download paper | |
2023 | Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013. Full description at Econpapers || Download paper | |
2023 | News-based sentiment and the value premium. (2023). Nazemi, Abdolreza ; Fabozzi, Francesco A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657. Full description at Econpapers || Download paper | |
2023 | Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms. (2023). Ljubicic, Kristian ; Kaserer, Christoph ; Haimann, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:228-243. Full description at Econpapers || Download paper | |
2023 | Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286. Full description at Econpapers || Download paper | |
2023 | Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364. Full description at Econpapers || Download paper | |
2023 | Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077. Full description at Econpapers || Download paper | |
2023 | COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089. Full description at Econpapers || Download paper | |
2023 | Impact of epidemic outbreaks (COVID-19) on global supply chains: A case of trade between Turkey and China. (2023). Sezer, Muruvvet Deniz ; Mangla, Sachin Kumar ; Ekinci, Esra ; Kazancoglu, Yigit ; Ozbiltekin-Pala, Melisa. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:85:y:2023:i:c:s0038012122003019. Full description at Econpapers || Download paper | |
2023 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper | |
2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper | |
2023 | International Capital Flow Pressures and Global Factors. (2023). Krogstrup, Signe ; Goldberg, Linda S. In: Staff Reports. RePEc:fip:fednsr:95595. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Monetary Policy and Stock Market Valuation. (2023). Laine, Olli-Matti. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:1:a:8. Full description at Econpapers || Download paper | |
2023 | The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140. Full description at Econpapers || Download paper | |
2023 | Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855. Full description at Econpapers || Download paper | |
2023 | Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2010 | Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review. [Full Text][Citation analysis] | article | 15 |
2012 | On the Timing and Pricing of Dividends In: American Economic Review. [Full Text][Citation analysis] | article | 186 |
2011 | On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2010 | On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 186 | paper | |
2011 | Predictability of Returns and Cash Flows In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 74 |
2010 | Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2008 | Optimal Decentralized Investment Management In: Journal of Finance. [Full Text][Citation analysis] | article | 40 |
2006 | Optimal Decentralized Investment Management.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2010 | Predictive Regressions: A Present?Value Approach In: Journal of Finance. [Full Text][Citation analysis] | article | 176 |
2010 | Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 196 |
2012 | The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | article | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
2010 | The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | paper | |
2012 | The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 80 |
2010 | The Cross-Section and Time-Series of Stock and Bond Returns.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2009 | Mortgage timing In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 64 |
2007 | Mortgage Timing.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2010 | Determinants and consequences of mortgage default In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 6 |
2009 | Momentum and Mean Reversion in Strategic Asset Allocation In: Management Science. [Full Text][Citation analysis] | article | 27 |
2014 | Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters. [Full Text][Citation analysis] | chapter | 29 |
2011 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: NBER Working Papers. [Full Text][Citation analysis] | paper | 48 |
2009 | Optimal Health and Longevity Insurance.(2009) In: 2009 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2011 | Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2011 | Equity Yields In: NBER Working Papers. [Full Text][Citation analysis] | paper | 85 |
2012 | The Cost of Financial Frictions for Life Insurers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 68 |
2012 | The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2013 | Carry In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Shadow Insurance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2014 | Financial Health Economics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2015 | The Term Structure of Returns: Facts and Theory In: NBER Working Papers. [Full Text][Citation analysis] | paper | 82 |
2015 | A Demand System Approach to Asset Pricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 112 |
2017 | Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | The Fragility of Market Risk Insurance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2018 | Financing the War on Cancer In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Inspecting the Mechanism of Quantitative Easing in the Euro Area In: NBER Working Papers. [Full Text][Citation analysis] | paper | 43 |
2020 | Exchange Rates and Asset Prices in a Global Demand System In: NBER Working Papers. [Full Text][Citation analysis] | paper | 27 |
2020 | Coronavirus: Impact on Stock Prices and Growth Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 256 |
2020 | Which Investors Matter for Equity Valuations and Expected Returns? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2020 | Granular Instrumental Variables In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
2021 | In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
2021 | The Evolution from Life Insurance to Financial Engineering In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Understanding the Ownership Structure of Corporate Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Aggregate Lapsation Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Asset Demand of U.S. Households In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Optimal Annuity Risk Management In: Review of Finance. [Full Text][Citation analysis] | article | 20 |
2010 | When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? In: Review of Financial Studies. [Full Text][Citation analysis] | article | 45 |
2008 | Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 28 |
2009 | The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | A Term Structure of Growth In: 2011 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team