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 1 1 3 35 4 4 18 166
A Term Structure of Growth 0 0 0 19 0 0 4 82
Aggregate Lapsation Risk 1 1 2 12 1 1 4 33
Asset Demand of U.S. Households 0 0 1 9 1 3 12 21
Carry 1 3 4 44 1 7 28 332
Coronavirus: Impact on Stock Prices and Growth Expectations 0 0 2 96 0 3 19 451
Determinants and consequences of mortgage default 0 0 2 13 0 0 3 286
Equity Yields 0 0 0 45 2 2 3 211
Exchange Rates and Asset Prices in a Global Demand System 0 0 3 30 1 3 29 122
Financial Health Economics 0 0 0 144 1 3 5 346
Financing the War on Cancer 0 0 0 8 0 0 2 30
Granular Instrumental Variables 0 4 7 47 1 11 35 162
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 33 0 0 1 178
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 0 1 5 101
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis 0 1 5 40 8 14 34 172
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 1 1 50 1 2 3 100
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 1 2 3 124 2 4 13 341
Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models 0 6 6 6 4 7 7 7
Mortgage Timing 0 0 1 62 1 1 2 301
On the Timing and Pricing of Dividends 0 0 1 46 0 1 2 198
On the Timing and Pricing of Dividends 0 0 1 8 0 0 2 65
Optimal Decentralized Investment Management 0 0 0 94 0 0 0 457
Optimal Health and Longevity Insurance 0 0 0 0 0 0 2 91
Predictability of Returns and Cash Flows 0 1 1 85 1 2 4 385
Predictive Regressions: A Present-value Approach 0 0 1 64 0 1 5 234
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 1 3 55 0 1 20 207
Shadow Insurance 0 0 0 35 1 2 3 129
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 0 17 0 0 0 96
The Cost of Financial Frictions for Life Insurers 0 0 0 17 0 1 3 92
The Cost of Financial Frictions for Life Insurers 0 0 0 19 0 0 1 89
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 1 1 256
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 2 3 486
The Evolution from Life Insurance to Financial Engineering 0 0 0 9 0 1 2 33
The Fragility of Market Risk Insurance 0 0 0 34 0 2 3 154
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 1 2 2 214
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 1 1 1 75 1 1 2 244
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 159 1 2 3 405
The Term Structure of Returns: Facts and Theory 0 0 1 79 0 0 4 205
Understanding the Ownership Structure of Corporate Bonds 0 0 2 21 0 2 6 49
Which Investors Matter for Equity Valuations and Expected Returns? 0 0 4 30 2 5 20 152
Total Working Papers 5 22 56 1,891 35 92 315 7,683


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 0 2 206
Momentum and Mean Reversion in Strategic Asset Allocation 0 0 0 32 0 2 6 110
Mortgage timing 0 2 3 171 2 5 15 550
On the Timing and Pricing of Dividends 0 1 2 111 2 3 7 452
Optimal Annuity Risk Management 0 0 1 13 1 2 3 95
Optimal Decentralized Investment Management 0 0 3 50 0 1 7 292
Predictability of Returns and Cash Flows 1 1 10 117 1 7 27 406
Predictive Regressions: A Present‐Value Approach 0 1 9 61 3 7 22 328
The term structure of interest rates in a DSGE model with recursive preferences 2 2 4 255 5 10 20 863
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 0 1 54 1 1 4 159
Total Journal Articles 3 7 33 924 15 38 113 3,461


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 4 53 0 2 8 152
Total Chapters 0 0 4 53 0 2 8 152


Statistics updated 2025-03-03