ralph koijen : Citation Profile

Are you ralph koijen?

London Business School (LBS)

22

H index

26

i10 index

1972

Citations

RESEARCH PRODUCTION:

10

Articles

39

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 116
   Journals where ralph koijen has often published
   Relations with other researchers
   Recent citing documents: 264.    Total self citations: 16 (0.8 %)

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   Permalink: http://citec.repec.org/pko589
   Updated: 2024-11-04    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Yogo, Motohiro (6)

Gabaix, Xavier (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with ralph koijen.

Is cited by:

Marfe, Roberto (45)

Van Nieuwerburgh, Stijn (29)

Lopez, Pierlauro (24)

Chernov, Mikhail (20)

Boyarchenko, Nina (18)

Yogo, Motohiro (18)

Giglio, Stefano (16)

van Binsbergen, Jules (15)

Weber, Michael (14)

Fernandez-Villaverde, Jesus (14)

Munk, Claus (13)

Cites to:

Campbell, John (50)

Cochrane, John (18)

van Binsbergen, Jules (17)

Van Nieuwerburgh, Stijn (16)

Yogo, Motohiro (15)

Shiller, Robert (14)

Epstein, Larry (14)

Ang, Andrew (12)

Zin, Stanley (12)

Hansen, Lars (12)

Gabaix, Xavier (11)

Main data

Where ralph koijen has published?

Journals with more than one article published# docs
Journal of Finance2
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc28
2011 Meeting Papers / Society for Economic Dynamics2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
2009 Meeting Papers / Society for Economic Dynamics2

Recent works citing ralph koijen (2024 and 2023)

YearTitle of citing document
2023.

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2024Optimal 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.

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2024The Market-Based Probability of Stock Returns. (2023). Olkhov, Victor. In: Papers. RePEc:arx:papers:2302.07935.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

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2023Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823.

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2023Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply. (2023). Ouazad, Amine ; Kahn, Matthew. In: Papers. RePEc:arx:papers:2305.07179.

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2023The 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.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2023.

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2024Banks operational resilience during pandemics. (2024). Ferri, Giovanni ; Vacca, Valerio ; Pesic, Valerio ; Orame, Andrea ; Demma, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_833_24.

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2023Stablecoins and the Financing of the Real Economy. (2023). Nguyen, Benoit ; Gardin, Paul ; Barthelemy, Jean. In: Working papers. RePEc:bfr:banfra:908.

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2023Fiscal 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.

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2023Central bank asset purchases in response to the Covid-19 crisis. (2023). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:68.

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2023Signaling with debt currency choice. (2023). Zhou, Haonan ; Malamud, Semyon ; Eren, Egemen. In: BIS Working Papers. RePEc:bis:biswps:1067.

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2023Who holds sovereign debt and why it matters. (2023). Hardy, Bryan ; Lewis, Karen ; Fang, Xiang. In: BIS Working Papers. RePEc:bis:biswps:1099.

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2023ESG news spillovers across the value chain. (2023). Coqueret, Guillaume ; le Tran, VU. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710.

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2023Beyond 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.

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2023Beliefs 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.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023Pockets 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.

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2023Who 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.

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2024Its RILA time: An introduction to registered index?linked annuities. (2022). Moenig, Thorsten. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:339-369.

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2023Personal 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.

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2023Cheaper 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.

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2023.

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2023Managing 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.

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2024.

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2023Uncertainty 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.

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2023The market for inflation risk. (2023). Czech, Robert ; Reis, Ricardo ; Ding, Sitong ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:1028.

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2023Granular banking flows and exchange-rate dynamics. (2023). Ostry, Daniel ; Lloyd, Simon ; Bippus, Balduin. In: Bank of England working papers. RePEc:boe:boeewp:1043.

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2024Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Rodnyansky, Alexander ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_552.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2023How 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.

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2023The Devil You Know: Rational Inattention to Discrete Choices when Prior Information Matters. (2023). Pellegrino, Bruno. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10331.

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2023At 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.

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2023Unbalanced Financial Globalization. (2023). Pellegrino, Bruno ; Capelle, Damien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10642.

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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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2023Granular Corporate Hedging Under Dominant Currency. (2023). Alfaro, Laura ; Varela, Liliana ; Calani, Mauricio. In: Discussion Papers. RePEc:cfm:wpaper:2315.

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2023Slavery and the British Industrial Revolution. (2023). Redding, Stephen ; Voth, Hans-Joachim ; Heblich, Stephan. In: CAGE Online Working Paper Series. RePEc:cge:wacage:656.

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2023Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09.

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2023At 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.

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2023Do 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.

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2023Life insurance convexity. (2023). Kubitza, Christian ; Grundl, Helmut ; Grochola, Nicolaus. In: Working Paper Series. RePEc:ecb:ecbwps:20232829.

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2023Same same but different: credit risk provisioning under IFRS 9. (2023). Couaillier, Cyril ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20232841.

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2023Fund fragility: the role of investor base. (2023). Breckenfelder, Johannes ; Allaire, Nolwenn ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232874.

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2024Investor heterogeneity and large-scale asset purchases. (2024). de Falco, Veronica ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20242938.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2023Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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2023Volatility 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.

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2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

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2024The integral of the squared Gaussian process. (2024). Reus, Lorenzo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s096007792301319x.

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2024How did small business respond to unexpected shocks? Evidence from a natural experiment in China. (2024). Chen, Muzi ; Huang, Difang ; Zhou, YE ; Yang, Xiaoguang ; Wang, Yunlong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001773.

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2023Risk 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.

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2023Asset 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.

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2023On 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.

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2023Numerical 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.

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2023Trade 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.

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2023Forecasting 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.

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2023Health 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.

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2023Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

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2023US 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.

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2024Individual investment adaptations to COVID-19 lockdowns. (2024). Chen, Zixuan ; Wang, Bin ; Huang, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001948.

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2024A sharing rule for multi-period interest-sensitive insurance contracts. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000366.

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2023Time-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.

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2023Cryptocurrencies and stock market fluctuations. (2023). Musholombo, Bashige. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004536.

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2023Statistical 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.

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2023Dividend 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.

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2023Business-cycle consumption risk and asset prices. (2023). Tamoni, Andrea ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001410.

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2024Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2024). Zeng, Mudong ; Liu, Jingyuan ; Guo, XU. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003664.

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2023Euro 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.

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2023Health 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.

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2023Tail-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.

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2023Out-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.

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2023Heterogeneously 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.

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2023Issuing 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.

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2023Predicting 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.

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2024Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers. (2024). Yang, Charles C ; Lee, Wing Yan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004581.

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2024The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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More than 100 citations found, this list is not complete...

Works by ralph koijen:

YearTitleTypeCited
2010Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review.
[Full Text][Citation analysis]		article15
2012On the Timing and Pricing of Dividends In: American Economic Review.
[Full Text][Citation analysis]		article190
2011On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 190		paper
2010On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 190		paper
2011Predictability of Returns and Cash Flows In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article78
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2008Optimal Decentralized Investment Management In: Journal of Finance.
[Full Text][Citation analysis]		article43
2006Optimal Decentralized Investment Management.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 43		paper
2010Predictive Regressions: A Present-Value Approach In: Journal of Finance.
[Full Text][Citation analysis]		article184
2010Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper200
2012The 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: 200		article
2010The 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: 200		paper
2010The 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: 200		paper
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2010The 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: 84		paper
2009Mortgage timing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article64
2007Mortgage Timing.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2010Determinants and consequences of mortgage default In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper6
2009Momentum and Mean Reversion in Strategic Asset Allocation In: Management Science.
[Full Text][Citation analysis]		article27
2014Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters.
[Full Text][Citation analysis]		chapter29
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: NBER Working Papers.
[Full Text][Citation analysis]		paper53
2009Optimal Health and Longevity Insurance.(2009) In: 2009 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2011Health 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: 53		paper
2011Equity Yields In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
2012The Cost of Financial Frictions for Life Insurers In: NBER Working Papers.
[Full Text][Citation analysis]		paper70
2012The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers.
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2013Carry In: NBER Working Papers.
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2013Shadow Insurance In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2014Financial Health Economics In: NBER Working Papers.
[Full Text][Citation analysis]		paper30
2015The Term Structure of Returns: Facts and Theory In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
2015A Demand System Approach to Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper143
2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2018The Fragility of Market Risk Insurance In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2018Financing the War on Cancer In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: NBER Working Papers.
[Full Text][Citation analysis]		paper51
2020Exchange Rates and Asset Prices in a Global Demand System In: NBER Working Papers.
[Full Text][Citation analysis]		paper30
2020Coronavirus: Impact on Stock Prices and Growth Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper282
2020Which Investors Matter for Equity Valuations and Expected Returns? In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2020Granular Instrumental Variables In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2021In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis In: NBER Working Papers.
[Full Text][Citation analysis]		paper40
2021The Evolution from Life Insurance to Financial Engineering In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2022Understanding the Ownership Structure of Corporate Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2022Aggregate Lapsation Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Asset Demand of U.S. Households In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2011Optimal Annuity Risk Management In: Review of Finance.
[Full Text][Citation analysis]		article20
2010When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article47
2008Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper28
2009The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper0
2011A Term Structure of Growth In: 2011 Meeting Papers.
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