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 0 7 42 9 9 52 223
A Term Structure of Growth 0 1 1 20 0 1 15 97
Aggregate Lapsation Risk 0 0 2 14 0 1 17 51
Assessing the Benefits of Optimized Agentic AI Systems for Asset Pricing 3 4 4 4 8 11 11 11
Asset Demand of U.S. Households 0 0 0 9 0 2 20 46
Asset Embeddings 1 2 5 25 9 15 65 86
Carry 0 2 5 50 10 25 67 404
Coronavirus: Impact on Stock Prices and Growth Expectations 0 0 1 97 3 4 23 475
Determinants and consequences of mortgage default 0 0 0 13 0 0 13 300
Equity Yields 0 0 0 46 1 4 40 254
Exchange Rates and Asset Prices in a Global Demand System 0 0 0 31 3 4 47 180
Financial Health Economics 0 0 0 145 0 0 18 366
Financing the War on Cancer 0 0 0 8 0 0 16 47
Granular Instrumental Variables 0 0 1 48 3 5 22 194
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 1 1 33 135
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 35 0 1 13 193
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis 0 3 17 60 8 41 127 314
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 0 0 51 3 4 15 121
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 0 125 0 0 14 359
Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models 0 1 3 11 0 2 23 37
Mortgage Timing 0 0 0 63 2 3 49 353
On the Timing and Pricing of Dividends 0 0 0 47 0 0 12 212
On the Timing and Pricing of Dividends 0 0 1 9 0 1 11 77
Optimal Decentralized Investment Management 0 0 0 94 1 3 18 476
Optimal Health and Longevity Insurance 0 0 0 0 1 2 10 101
Predictability of Returns and Cash Flows 0 0 0 85 0 1 15 401
Predictive Regressions: A Present-value Approach 0 0 0 65 1 2 18 257
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 0 0 55 1 3 21 228
Shadow Insurance 0 0 0 35 0 0 18 150
The Bond Risk Premium and the Cross-Section of Equity Returns 1 1 2 21 4 5 24 122
The Cost of Financial Frictions for Life Insurers 0 0 0 22 0 1 19 115
The Cost of Financial Frictions for Life Insurers 0 1 1 18 1 2 10 105
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 0 11 268
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 0 10 502
The Evolution from Life Insurance to Financial Engineering 0 0 1 10 3 4 20 53
The Fragility of Market Risk Insurance 0 0 0 34 1 1 19 175
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 159 0 2 24 432
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 40 0 0 7 221
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 76 1 1 14 259
The Term Structure of Returns: Facts and Theory 0 0 1 80 1 2 20 227
Understanding the Ownership Structure of Corporate Bonds 0 0 3 24 0 0 17 68
Which Investors Matter for Equity Valuations and Expected Returns? 0 0 1 32 2 8 36 197
Total Working Papers 5 15 57 1,990 77 171 1,054 8,892


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 1 1 17 226
Momentum and Mean Reversion in Strategic Asset Allocation 0 0 0 33 1 4 20 132
Mortgage timing 0 0 1 176 1 2 25 582
On the Timing and Pricing of Dividends 0 1 2 114 2 6 32 489
Optimal Annuity Risk Management 0 0 1 15 0 0 12 110
Optimal Decentralized Investment Management 0 0 0 50 0 2 14 309
Predictability of Returns and Cash Flows 0 0 3 121 1 1 17 426
Predictive Regressions: A Present‐Value Approach 0 0 0 61 0 2 19 349
The term structure of interest rates in a DSGE model with recursive preferences 0 0 3 258 0 0 31 921
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 0 3 58 0 0 14 176
Total Journal Articles 0 1 13 946 6 18 201 3,720


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 1 55 0 3 11 164
Total Chapters 0 0 1 55 0 3 11 164


Statistics updated 2026-09-10