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 1 9 59
Bond Yields, returns, and Aggregate Activity 0 0 0 0 0 0 6 693
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 1 2 9 1,335
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 0 1 12 251
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 0 4 7 1,528
Total Working Papers 0 0 0 757 1 8 61 5,606


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 2 2 9 39
Approximating the Asset Pricing Kernel 0 0 1 127 0 3 13 368
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 1 3 8 33
Cotrending and the stationarity of the real interest rate 0 0 0 53 0 1 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 3 6 249
Habit Formation and Aggregate Consumption 0 0 0 4 1 2 9 234
Is the Short Rate Drift Actually Nonlinear? 0 0 0 48 0 2 6 178
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 1 3 13 15
Recent Advances in Estimating Term-Structure Models 0 0 0 1 0 2 5 7
Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk 0 0 1 8 0 2 8 45
Specification Error, Estimation Risk, and Conditional Portfolio Rules 0 0 0 17 0 1 8 43
The cyclical properties of consumption growth and the real term structure 0 0 0 51 0 2 10 173
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 1 2 7 345
Why constrain your mutual fund manager? 1 1 1 276 1 7 26 749
Total Journal Articles 1 1 5 918 8 35 141 3,634


Statistics updated 2026-07-10