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 0 1 1,521
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 47 0 0 2 50
Bond Yields, returns, and Aggregate Activity 0 0 0 0 0 0 0 687
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 0 0 0 201
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 0 0 0 1,326
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 0 0 2 239
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 0 0 2 1,521
Total Working Papers 0 0 0 757 0 0 7 5,545


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 0 7 0 0 0 30
Approximating the Asset Pricing Kernel 1 1 2 127 1 1 2 356
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 1 1 1 26
Cotrending and the stationarity of the real interest rate 0 0 0 53 0 0 1 135
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? 0 0 0 223 0 0 3 1,008
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes 0 0 1 100 0 0 2 243
Habit Formation and Aggregate Consumption 0 0 0 4 1 2 3 227
Is the Short Rate Drift Actually Nonlinear? 0 0 0 48 0 0 0 172
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 1 2 3 4
Recent Advances in Estimating Term-Structure Models 0 0 1 1 0 0 2 2
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 0 0 7 0 0 3 37
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 1 17 0 1 4 35
The cyclical properties of consumption growth and the real term structure 0 0 0 51 1 2 3 164
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 0 0 2 338
Why constrain your mutual fund manager? 0 0 1 275 0 0 4 723
Total Journal Articles 1 1 6 914 5 9 33 3,500


Statistics updated 2025-09-05