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 4 1,525
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 47 0 0 9 59
Bond Yields, returns, and Aggregate Activity 0 0 0 0 0 1 7 694
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 0 0 14 215
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 0 1 9 1,335
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 0 0 12 251
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 0 0 7 1,528
Total Working Papers 0 0 0 757 0 2 62 5,607


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 3 10 40
Approximating the Asset Pricing Kernel 1 1 1 128 1 2 14 370
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 0 1 7 33
Cotrending and the stationarity of the real interest rate 0 0 0 53 0 0 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 1 1 2 102 1 3 8 251
Habit Formation and Aggregate Consumption 0 0 0 4 1 4 10 237
Is the Short Rate Drift Actually Nonlinear? 1 1 1 49 1 2 8 180
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 0 1 11 15
Recent Advances in Estimating Term-Structure Models 0 0 0 1 0 1 6 8
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 0 1 8 0 0 8 45
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 0 17 0 1 9 44
The cyclical properties of consumption growth and the real term structure 0 0 0 51 0 0 9 173
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 1 2 8 346
Why constrain your mutual fund manager? 0 3 3 278 1 7 32 755
Total Journal Articles 3 6 9 923 7 27 153 3,653


Statistics updated 2026-09-10