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 1 2 3 1,524
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 47 2 4 6 55
Bond Yields, returns, and Aggregate Activity 0 0 0 0 2 5 6 693
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 2 11 14 215
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 1 2 5 1,331
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 1 7 9 247
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 1 2 2 1,523
Total Working Papers 0 0 0 757 10 33 45 5,588


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 1 4 6 36
Approximating the Asset Pricing Kernel 0 0 2 127 1 8 10 364
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 1 3 5 30
Cotrending and the stationarity of the real interest rate 0 0 0 53 1 6 8 143
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? 0 0 0 223 0 3 4 1,012
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes 0 1 1 101 0 2 2 245
Habit Formation and Aggregate Consumption 0 0 0 4 1 5 7 232
Is the Short Rate Drift Actually Nonlinear? 0 0 0 48 1 3 3 175
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 0 5 10 11
Recent Advances in Estimating Term-Structure Models 0 0 1 1 0 1 4 4
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 0 1 8 4 5 6 43
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 0 17 1 7 8 42
The cyclical properties of consumption growth and the real term structure 0 0 0 51 0 6 8 170
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 2 2 5 343
Why constrain your mutual fund manager? 0 0 0 275 4 12 21 742
Total Journal Articles 0 1 6 917 17 72 107 3,592


Statistics updated 2026-03-04