Access Statistics for David Chapman

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating the Asset Pricing Kernel 0 0 0 0 0 1 4 1,525
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 47 1 4 9 59
Bond Yields, returns, and Aggregate Activity 0 0 0 0 0 0 6 693
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 0 0 14 215
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 0 3 8 1,334
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 1 4 12 251
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 1 5 7 1,528
Total Working Papers 0 0 0 757 3 17 60 5,605


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Tail Risk and Expected Returns 0 0 1 8 0 1 7 37
Approximating the Asset Pricing Kernel 0 0 1 127 0 4 13 368
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 1 2 7 32
Cotrending and the stationarity of the real interest rate 0 0 0 53 0 1 9 144
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? 0 0 0 223 0 0 4 1,012
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes 0 0 1 101 1 3 5 248
Habit Formation and Aggregate Consumption 0 0 0 4 0 1 8 233
Is the Short Rate Drift Actually Nonlinear? 0 0 0 48 0 3 6 178
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 0 3 12 14
Recent Advances in Estimating Term-Structure Models 0 0 0 1 0 3 5 7
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 0 1 8 0 2 8 45
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 0 17 0 1 9 43
The cyclical properties of consumption growth and the real term structure 0 0 0 51 0 3 11 173
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 0 1 6 344
Why constrain your mutual fund manager? 0 0 0 275 2 6 25 748
Total Journal Articles 0 0 4 917 4 34 135 3,626


Statistics updated 2026-06-04