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 2 1,511
Bond Yields, returns, and Aggregate Activity 0 0 0 0 0 0 1 683
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 0 0 4 198
Is the Short Rate Drift Actually Nonlinear? 0 0 0 377 0 1 2 1,313
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 0 0 1 234
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 284 2 3 5 1,502
Total Working Papers 0 0 0 704 2 4 15 5,441


Journal Article 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 2 119 0 0 4 328
Cotrending and the stationarity of the real interest rate 0 0 0 52 0 8 10 130
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? 0 0 0 221 0 1 8 988
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes 0 0 0 90 0 1 6 218
Habit Formation and Aggregate Consumption 0 0 0 4 0 4 10 214
The cyclical properties of consumption growth and the real term structure 0 0 1 51 0 0 4 158
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 0 2 4 330
Why constrain your mutual fund manager? 2 6 18 243 7 13 32 642
Total Journal Articles 2 6 21 780 7 29 78 3,008


Statistics updated 2021-01-03