14
H index
14
i10 index
1229
Citations
David Aaron Marshall : Citation Profile
Federal Reserve Bank of Chicago | RESEARCH PRODUCTION: 28 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1987 - 2013). 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:
| Cites to:
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Main data
Where David Aaron Marshall has published?
| Journals with more than one article published | # docs |
|---|---|
| Chicago Fed Letter | 6 |
| Economic Perspectives | 5 |
| Journal of Monetary Economics | 4 |
| Journal of Money, Credit and Banking | 3 |
| Macroeconomic Dynamics | 2 |
| Carnegie-Rochester Conference Series on Public Policy | 2 |
Recent works citing David Aaron Marshall (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Handling missing data in Burundian sovereign bond market. (2023). Niyukuri, David ; Ntawiratsa, R'Edempteur ; Irakoze, Irene. In: Papers. RePEc:arx:papers:2309.17379. Full description at Econpapers || Download paper |
| 2023 | Adaptive Bayesian Learning with Action and State-Dependent Signal Variance. (2023). Hou, Kaiwen. In: Papers. RePEc:arx:papers:2311.12878. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market. (2023). , Padmaja ; Vaswani, Prem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00200. Full description at Econpapers || Download paper |
| 2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper |
| 2023 | Business-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. Full description at Econpapers || Download paper |
| 2024 | Banking supervision with loopholes. (2024). Xu, Tong ; Wei, Jianxing. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002702. Full description at Econpapers || Download paper |
| 2024 | Oligopoly banking, risky investment, and monetary policy. (2024). Wang, Zijian ; Altermatt, Lukas. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000333. Full description at Econpapers || Download paper |
| 2023 | The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051. Full description at Econpapers || Download paper |
| 2024 | Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372. Full description at Econpapers || Download paper |
| 2023 | Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828. Full description at Econpapers || Download paper |
| 2023 | The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve. (2023). Gómez-Rodríguez, Fabio ; Gomez-Rodriguez, Fabio ; Chang, Yoosoon ; Matthes, Christian. In: CAEPR Working Papers. RePEc:inu:caeprp:2023008. Full description at Econpapers || Download paper |
| 2023 | What Determined Stock Returns in Turkey from 1990 to 2022: Evidence from Structural Break Regression. (2023). Hatipoglu, Mercan. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:185-202. Full description at Econpapers || Download paper |
| 2023 | A Theory of the Nominal Character of Stock Securities*. (2023). Savioz, Marcel ; Dumas, Bernard. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1615-1657.. Full description at Econpapers || Download paper |
| 2023 | Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Asymmetric effect of macroeconomic variables on the emerging stock indices: A quantile ARDL approach. (2023). Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1006-1024. Full description at Econpapers || Download paper |
Works by David Aaron Marshall:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Inflation and Asset Returns in a Monetary Economy. In: Journal of Finance. [Full Text][Citation analysis] | article | 115 |
| 2005 | Fundamental Economic Shocks and The Macroeconomy In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 14 |
| 2009 | Fundamental Economic Shocks and the Macroeconomy.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 1997 | EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 21 |
| 1997 | COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 1991 | The Permanent Income Hypothesis Revisited. In: Econometrica. [Full Text][Citation analysis] | article | 80 |
| 1990 | The permanent income hypothesis revisited.(1990) In: Staff Report. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 1987 | The Permanent Income Hypothesis Revisited.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 1998 | Monetary policy and the term structure of nominal interest rates: Evidence and theory In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 213 |
| 1997 | Monetary policy and the term structure of nominal interest rates: evidence and theory.(1997) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 213 | paper | |
| 2001 | Bank capital regulation with and without state-contingent penalties In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 42 |
| 2000 | Bank capital regulation with and without state-contingent penalties.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2006 | State-contingent bank regulation with unobserved actions and unobserved characteristics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 26 |
| 2002 | State-contingent bank regulation with unobserved action and unobserved characteristics.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2002 | Financial crises and coordination failure: A comment In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 218 |
| 1996 | On 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 nother version. Agregated cites: 218 | paper | |
| 1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 218 | paper | |
| 1997 | The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 93 |
| 1994 | The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 1997 | The implications of first-order risk aversion for asset market risk premiums.(1997) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2001 | Peso problem explanations for term structure anomalies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 166 |
| 1997 | \Peso problem\ explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 1997 | Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 2005 | Comment on: Estimating the expected marginal rate of substitution In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Economic determinants of the nominal treasury yield curve In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 112 |
| 2001 | Economic determinants of the nominal treasury yield curve.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
| 1996 | Monetary policy shocks and long-term interest rates In: Economic Perspectives. [Full Text][Citation analysis] | article | 21 |
| 1998 | Understanding the Asian crisis: systemic risk as coordination failure In: Economic Perspectives. [Full Text][Citation analysis] | article | 26 |
| 2001 | The crisis of 1998 and the role of the central bank In: Economic Perspectives. [Full Text][Citation analysis] | article | 1 |
| 2002 | Origins of the use of Treasury debt in open market operations: lessons for the present In: Economic Perspectives. [Full Text][Citation analysis] | article | 1 |
| 2013 | The role of time-critical liquidity in financial markets In: Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
| 1996 | The equity premium puzzle and the risk-free rate puzzle at long horizons In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] | paper | 0 |
| 1997 | Bank capital standards for market risk: a welfare analysis In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] | paper | 7 |
| 1997 | Bank capital standards for market risk: a welfare analysis.(1997) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1999 | Bank Capital Standards for Market Risk: A Welfare Analysis.(1999) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1996 | Bank capital for market risk: a study in incentive compatible regulation In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 2 |
| 1998 | Whither the stock market? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 1999 | Investing social security trusts funds in the stock market In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 2001 | A retrospective on the Asian crisis of 1997: was it foreseen? In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 0 |
| 2008 | Explaining the decline in the auction rate securities market In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 1 |
| 2009 | Financial market utilities and the challenge of just-in-time liquidity In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 1 |
| 1994 | Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 47 |
| 1994 | Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions.(1994) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 1994 | Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions.(1994) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 1994 | The effect of costly consumption adjustment on asset price volatility In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
| 1994 | Asset return volatility with extremely small costs of consumption adjustment In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 3 |
| 1998 | Consumption-based modeling of long-horizon returns In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 1999 | Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1993 | Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1995 | Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 1992 | Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations In: Economics Working Papers. [Citation analysis] | paper | 7 |
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