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 1 1 10 60
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 0 9 1,335
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 1 1 12 252
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 0 288 1 1 8 1,529
Total Working Papers 0 0 0 757 3 4 64 5,610


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 1 9 40
Approximating the Asset Pricing Kernel 0 1 1 128 2 4 16 372
Asset Return Predictability in a Heterogeneous Agent Equilibrium Model 0 0 0 1 0 0 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 0 1 2 102 0 2 8 251
Habit Formation and Aggregate Consumption 0 0 0 4 0 3 10 237
Is the Short Rate Drift Actually Nonlinear? 0 1 1 49 1 3 9 181
Linear Approximations and Tests of Conditional Pricing Models* 0 0 0 0 1 1 12 16
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 1 1 10 174
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 0 1 8 346
Why constrain your mutual fund manager? 1 3 4 279 5 11 35 760
Total Journal Articles 1 6 10 924 10 29 160 3,663


Statistics updated 2026-10-11