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 35 0 4 16 166
A Term Structure of Growth 0 0 0 19 0 0 3 82
Aggregate Lapsation Risk 0 1 2 12 0 1 4 33
Asset Demand of U.S. Households 0 0 0 9 0 2 9 22
Asset Embeddings 0 0 0 0 1 1 1 1
Carry 0 1 4 44 0 1 26 332
Coronavirus: Impact on Stock Prices and Growth Expectations 0 0 2 96 0 0 15 451
Determinants and consequences of mortgage default 0 0 2 13 0 0 3 286
Equity Yields 1 1 1 46 1 3 4 212
Exchange Rates and Asset Prices in a Global Demand System 0 0 3 30 3 5 31 126
Financial Health Economics 0 0 0 144 0 1 5 346
Financing the War on Cancer 0 0 0 8 0 0 2 30
Granular Instrumental Variables 0 0 5 47 1 4 30 165
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 0 5 101
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis 1 1 6 41 3 14 35 178
Inspecting the Mechanism of Quantitative Easing in the Euro Area 1 1 2 51 3 4 6 103
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 1 2 3 125 1 4 11 343
Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models 0 0 6 6 1 6 9 9
Mortgage Timing 0 0 1 62 1 2 3 302
On the Timing and Pricing of Dividends 0 0 1 8 0 1 3 66
On the Timing and Pricing of Dividends 0 0 1 46 0 1 3 199
Optimal Decentralized Investment Management 0 0 0 94 0 0 0 457
Optimal Health and Longevity Insurance 0 0 0 0 0 0 1 91
Predictability of Returns and Cash Flows 0 0 1 85 0 1 4 385
Predictive Regressions: A Present-value Approach 0 1 2 65 4 5 9 239
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 0 3 55 0 0 20 207
Shadow Insurance 0 0 0 35 0 1 2 129
The Bond Risk Premium and the Cross-Section of Equity Returns 1 1 1 18 1 1 1 97
The Cost of Financial Frictions for Life Insurers 0 0 0 19 0 0 1 89
The Cost of Financial Frictions for Life Insurers 0 0 0 17 1 1 4 93
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 1 2 257
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 1 1 4 487
The Evolution from Life Insurance to Financial Engineering 0 0 0 9 0 0 2 33
The Fragility of Market Risk Insurance 0 0 0 34 0 1 4 155
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 1 2 214
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 159 0 1 3 405
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 1 1 75 0 1 2 244
The Term Structure of Returns: Facts and Theory 0 0 0 79 0 0 3 205
Understanding the Ownership Structure of Corporate Bonds 0 0 1 21 0 0 5 49
Which Investors Matter for Equity Valuations and Expected Returns? 1 1 3 31 1 8 21 158
Total Working Papers 6 12 54 1,898 23 77 315 7,725


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 0 6 110
Mortgage timing 1 3 6 174 1 5 16 553
On the Timing and Pricing of Dividends 0 0 2 111 0 3 6 453
Optimal Annuity Risk Management 0 0 1 13 0 3 5 97
Optimal Decentralized Investment Management 0 0 3 50 0 0 6 292
Predictability of Returns and Cash Flows 0 1 6 117 0 1 20 406
Predictive Regressions: A Present‐Value Approach 0 0 8 61 0 4 20 329
The term structure of interest rates in a DSGE model with recursive preferences 0 2 2 255 3 8 19 866
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 0 1 54 1 2 5 160
Total Journal Articles 1 6 29 927 5 26 105 3,472


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


Statistics updated 2025-05-12