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 2 2 18 3 6 12 51
A Term Structure of Growth 0 0 0 15 0 1 4 51
Carry 0 1 3 32 1 2 11 186
Determinants and consequences of mortgage default 0 0 0 10 3 5 10 183
Equity Yields 0 1 1 39 0 1 7 124
Equity Yields 0 0 0 17 0 0 4 59
Financial Health Economics 1 1 3 138 3 4 14 295
Financing the War on Cancer 0 0 7 7 0 2 7 11
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 29 0 1 5 142
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 0 0 4 69
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 0 0 0 1 1 1 1
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 1 1 5 95 4 7 18 241
Mortgage Timing 0 0 0 58 1 1 4 269
On the Timing and Pricing of Dividends 0 0 1 6 1 1 3 39
On the Timing and Pricing of Dividends 0 0 0 45 1 3 8 168
On the Timing and Pricing of Dividends 0 0 1 22 0 1 4 72
Optimal Decentralized Investment Management 0 0 0 94 2 2 10 429
Optimal Health and Longevity Insurance 0 0 0 0 3 4 6 68
Predictability of Returns and Cash Flows 0 1 3 74 0 4 18 310
Predictive Regressions: A Present-value Approach 0 0 0 57 0 2 9 177
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 1 4 12 38 6 11 83 116
Shadow Insurance 0 2 3 32 2 4 7 86
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 1 13 1 1 3 78
The Cost of Financial Frictions for Life Insurers 0 0 0 17 1 1 5 74
The Cost of Financial Frictions for Life Insurers 0 1 1 19 0 1 6 74
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 1 61 2 2 8 231
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 118 0 3 10 445
The Fragility of Market Risk Insurance 1 1 15 32 3 4 79 94
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 70 4 6 9 211
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 36 8 10 17 177
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 3 152 3 6 19 367
The Term Structure of Returns: Facts and Theory 0 0 4 70 0 1 13 109
Total Working Papers 4 15 68 1,414 53 98 418 5,007


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 2 3 58 0 4 16 179
Momentum and Mean Reversion in Strategic Asset Allocation 0 1 3 16 2 3 8 47
Mortgage timing 2 4 11 121 3 8 26 395
On the Timing and Pricing of Dividends 0 0 3 100 1 8 31 371
Optimal Annuity Risk Management 0 1 2 11 0 1 6 71
Optimal Decentralized Investment Management 0 0 2 38 1 2 11 236
Predictability of Returns and Cash Flows 0 0 3 60 2 10 22 252
Predictive Regressions: A Present‐Value Approach 0 0 1 39 2 4 6 215
The term structure of interest rates in a DSGE model with recursive preferences 1 3 27 215 6 13 65 654
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 1 6 42 1 3 14 126
Total Journal Articles 3 12 61 700 18 56 205 2,546


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 2 24 3 6 14 82
Total Chapters 0 0 2 24 3 6 14 82


Statistics updated 2019-09-09