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 2 1,522
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 47 0 1 2 51
Bond Yields, returns, and Aggregate Activity 0 0 0 0 1 1 1 688
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 1 3 3 204
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 3 3 3 1,329
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 0 1 3 240
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 5 10 16 5,555


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 1 1 8 0 2 2 32
Approximating the Asset Pricing Kernel 0 0 2 127 0 0 2 356
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 0 1 2 27
Cotrending and the stationarity of the real interest rate 0 0 0 53 2 2 3 137
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? 0 0 0 223 0 1 3 1,009
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes 0 0 1 100 0 0 1 243
Habit Formation and Aggregate Consumption 0 0 0 4 0 0 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 5 6
Recent Advances in Estimating Term-Structure Models 0 0 1 1 1 1 3 3
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 1 1 8 0 1 2 38
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 1 17 0 0 3 35
The cyclical properties of consumption growth and the real term structure 0 0 0 51 0 0 2 164
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 2 3 5 341
Why constrain your mutual fund manager? 0 0 0 275 5 7 9 730
Total Journal Articles 0 2 7 916 11 20 45 3,520


Statistics updated 2025-12-06