Access Statistics for Ralph Koijen

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
A Demand System Approach to Asset Pricing 0 1 2 36 0 2 14 172
A Term Structure of Growth 0 0 0 19 1 2 2 84
Aggregate Lapsation Risk 0 0 1 12 4 4 6 38
Asset Demand of U.S. Households 0 0 0 9 4 6 12 30
Asset Embeddings 1 3 22 22 4 9 29 29
Carry 0 0 4 45 4 8 25 345
Coronavirus: Impact on Stock Prices and Growth Expectations 0 0 0 96 1 2 8 454
Determinants and consequences of mortgage default 0 0 1 13 1 1 3 288
Equity Yields 0 0 1 46 2 4 7 216
Exchange Rates and Asset Prices in a Global Demand System 0 0 2 31 8 18 36 150
Financial Health Economics 0 0 1 145 2 3 8 351
Financing the War on Cancer 0 0 0 8 1 1 2 32
Granular Instrumental Variables 0 0 4 47 1 2 23 173
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 3 3 5 105
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 34 1 2 3 181
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis 1 5 9 48 7 17 48 204
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 0 2 51 1 2 9 107
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 3 125 1 1 10 346
Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models 0 0 8 8 1 2 15 15
Mortgage Timing 0 1 1 63 0 1 4 304
On the Timing and Pricing of Dividends 0 0 0 8 0 0 1 66
On the Timing and Pricing of Dividends 0 1 1 47 0 1 3 200
Optimal Decentralized Investment Management 0 0 0 94 1 2 2 459
Optimal Health and Longevity Insurance 0 0 0 0 1 1 1 92
Predictability of Returns and Cash Flows 0 0 1 85 2 3 5 388
Predictive Regressions: A Present-value Approach 0 0 1 65 4 4 10 243
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 0 2 55 1 2 4 209
Shadow Insurance 0 0 0 35 1 2 6 133
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 2 19 3 4 6 102
The Cost of Financial Frictions for Life Insurers 0 0 3 22 1 4 8 97
The Cost of Financial Frictions for Life Insurers 0 0 0 17 2 4 7 97
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 1 1 3 258
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 3 8 492
The Evolution from Life Insurance to Financial Engineering 0 0 0 9 0 0 1 33
The Fragility of Market Risk Insurance 0 0 0 34 3 3 7 159
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 1 2 6 409
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 2 76 1 1 3 246
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 0 2 214
The Term Structure of Returns: Facts and Theory 0 0 0 79 0 1 2 207
Understanding the Ownership Structure of Corporate Bonds 0 0 0 21 5 6 9 56
Which Investors Matter for Equity Valuations and Expected Returns? 0 0 2 31 2 7 23 167
Total Working Papers 2 11 76 1,941 76 141 386 7,951


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 0 1 5 210
Momentum and Mean Reversion in Strategic Asset Allocation 0 1 1 33 2 3 6 114
Mortgage timing 0 0 6 175 0 0 13 557
On the Timing and Pricing of Dividends 1 2 3 113 4 8 13 462
Optimal Annuity Risk Management 0 1 2 15 3 5 10 103
Optimal Decentralized Investment Management 0 0 1 50 0 1 5 295
Predictability of Returns and Cash Flows 1 1 3 119 3 3 15 412
Predictive Regressions: A Present‐Value Approach 0 0 2 61 0 0 10 330
The term structure of interest rates in a DSGE model with recursive preferences 1 1 3 256 5 9 47 898
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 0 1 55 0 1 4 162
Total Journal Articles 3 6 22 937 17 31 128 3,543


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden 0 0 3 54 0 0 5 153
Total Chapters 0 0 3 54 0 0 5 153


Statistics updated 2025-11-08