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 1 1 1,520
Bond Yields, returns, and Aggregate Activity 0 0 0 0 0 0 0 687
Cotrending and the Stationarity of the Real Interest Rate 0 0 0 0 0 0 2 201
Is the Short Rate Drift Actually Nonlinear? 0 0 0 379 0 1 1 1,326
Linear Approximations and Tests of Conditional Pricing Models 0 0 0 43 0 1 1 237
Using Proxies for the Short Rate: When are Three Months Like an Instant? 0 0 1 288 1 1 6 1,519
Total Working Papers 0 0 1 710 1 4 11 5,490


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 1 2 124 0 1 3 353
Cotrending and the stationarity of the real interest rate 0 0 1 53 0 0 1 134
Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? 0 0 0 223 0 2 4 1,003
First‐Order Risk Aversion, Heterogeneity, and Asset Market Outcomes 0 2 2 99 0 2 5 241
Habit Formation and Aggregate Consumption 0 0 0 4 0 0 2 224
The cyclical properties of consumption growth and the real term structure 0 0 0 51 0 0 0 161
Using Proxies for the Short Rate: When Are Three Months Like an Instant? 0 0 0 0 0 0 1 336
Why constrain your mutual fund manager? 1 1 5 273 1 2 15 716
Total Journal Articles 1 4 10 827 1 7 31 3,168


Statistics updated 2024-06-06