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 2 4 1,525
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 47 0 5 8 58
Bond Yields, returns, and Aggregate Activity 0 0 0 0 0 2 6 693
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 0 2 14 215
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 1 4 8 1,334
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 0 4 11 250
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 3 5 6 1,527
Total Working Papers 0 0 0 757 4 24 57 5,602


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 2 7 37
Approximating the Asset Pricing Kernel 0 0 2 127 3 5 14 368
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 1 2 6 31
Cotrending and the stationarity of the real interest rate 0 0 0 53 1 2 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 2 4 247
Habit Formation and Aggregate Consumption 0 0 0 4 1 2 8 233
Is the Short Rate Drift Actually Nonlinear? 0 0 0 48 2 4 6 178
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 2 3 12 14
Recent Advances in Estimating Term-Structure Models 0 0 0 1 2 3 5 7
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 0 1 8 2 6 8 45
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 0 17 1 2 9 43
The cyclical properties of consumption growth and the real term structure 0 0 0 51 2 3 11 173
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 1 3 6 344
Why constrain your mutual fund manager? 0 0 0 275 4 8 23 746
Total Journal Articles 0 0 5 917 23 47 132 3,622


Statistics updated 2026-05-06