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 1 3 1,523
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 47 0 2 4 53
Bond Yields, returns, and Aggregate Activity 0 0 0 0 3 4 4 691
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 5 10 12 213
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 1 4 4 1,330
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 4 6 9 246
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 1 1 1 1,522
Total Working Papers 0 0 0 757 15 28 37 5,578


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 3 3 5 35
Approximating the Asset Pricing Kernel 0 0 2 127 5 7 9 363
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 1 2 4 29
Cotrending and the stationarity of the real interest rate 0 0 0 53 4 7 8 142
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? 0 0 0 223 2 3 5 1,012
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes 1 1 1 101 2 2 2 245
Habit Formation and Aggregate Consumption 0 0 0 4 4 4 7 231
Is the Short Rate Drift Actually Nonlinear? 0 0 0 48 0 2 2 174
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 3 6 10 11
Recent Advances in Estimating Term-Structure Models 0 0 1 1 1 2 4 4
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 0 1 8 1 1 2 39
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 1 17 5 6 9 41
The cyclical properties of consumption growth and the real term structure 0 0 0 51 5 6 8 170
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 0 2 3 341
Why constrain your mutual fund manager? 0 0 0 275 4 13 17 738
Total Journal Articles 1 1 7 917 40 66 95 3,575


Statistics updated 2026-02-12