Access Statistics for J. Benson Durham

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
An estimate of the inflation risk premium using a three-factor affine term structure model 0 0 1 194 0 2 14 693
Arbitrage-free affine models of the forward price of foreign currency 0 0 0 17 0 1 17 122
Arbitrage-free models of stocks and bonds 0 0 0 48 0 0 6 163
Betting against beta (and gamma) using government bonds 0 0 1 41 0 3 18 203
Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach 0 0 0 385 0 2 10 1,211
Estimates of the term premium on near-dated federal funds futures contracts 0 0 0 171 0 0 3 753
Foreign portfolio investment, foreign bank lending, and economic growth 0 1 5 1,587 0 3 43 5,861
Implied interest rate skew, term premiums, and the \"conundrum\" 0 0 0 58 0 2 7 336
Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates 0 0 0 362 0 0 10 868
Momentum and the term structure of interest rates 0 0 0 19 2 3 9 108
More on U.S. Treasury term premiums: spot and expected measures 0 0 1 59 1 4 19 209
Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs? 0 0 0 247 0 1 10 945
The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses 0 0 0 619 0 1 16 1,831
The extreme bounds of the cross-section of expected stock returns 0 0 0 207 0 2 9 795
What do financial asset prices say about the housing market? 0 0 0 70 0 1 13 252
Total Working Papers 0 1 8 4,084 3 25 204 14,350
5 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth 0 2 8 1,378 2 12 39 2,968
Do smaller budget deficits and inflation targets lower disinflation costs? 0 0 0 0 0 0 14 96
Econometrics of Income Distribution: Toward More Comprehensive Specification of Institutional Correlates 0 0 0 17 0 0 7 74
Economic Growth and Institutions: Some Sensitivity Analyses, 1961–2000 0 0 0 43 0 0 6 124
Economic Growth and Political Regimes 0 0 0 242 0 0 9 824
Sensitivity analyses of anomalies in developed stock markets 0 0 0 67 0 1 4 250
The effects of stock market development on growth and private investment in lower-income countries 0 0 1 158 1 4 13 371
Total Journal Articles 0 2 9 1,905 3 17 92 4,707


Statistics updated 2026-08-07