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 3 21 0 4 21 69
A Term Structure of Growth 0 0 0 15 2 3 11 62
Carry 0 0 1 33 2 2 18 203
Coronavirus: Impact on Stock Prices and Growth Expectations 2 3 3 3 7 10 10 10
Determinants and consequences of mortgage default 0 0 0 10 2 3 17 197
Equity Yields 0 1 1 40 5 10 24 148
Exchange Rates and Asset Prices in a Global Demand System 7 12 12 12 6 18 18 18
Financial Health Economics 0 1 7 144 0 2 19 311
Financing the War on Cancer 0 0 0 7 1 1 6 17
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 2 2 14 83
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 1 30 0 0 11 153
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 1 37 37 4 8 39 39
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 4 6 14 108 5 12 37 274
Mortgage Timing 0 0 0 58 1 4 13 281
On the Timing and Pricing of Dividends 0 0 0 6 0 0 7 45
On the Timing and Pricing of Dividends 0 0 0 45 0 2 9 176
Optimal Decentralized Investment Management 0 0 0 94 0 2 8 435
Optimal Health and Longevity Insurance 0 0 0 0 1 2 12 77
Predictability of Returns and Cash Flows 0 1 3 77 4 8 22 332
Predictive Regressions: A Present-value Approach 0 1 2 59 2 5 9 186
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 1 3 40 2 3 27 137
Shadow Insurance 0 0 0 32 6 17 26 110
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 0 13 1 3 6 83
The Cost of Financial Frictions for Life Insurers 0 0 0 19 0 1 5 79
The Cost of Financial Frictions for Life Insurers 0 0 0 17 0 1 7 80
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 2 63 1 2 14 243
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 2 120 2 4 11 456
The Fragility of Market Risk Insurance 0 0 2 33 2 5 20 111
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 3 155 0 3 23 387
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 1 71 0 3 20 227
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 36 0 3 28 197
The Term Structure of Returns: Facts and Theory 0 0 1 71 1 4 12 121
Which Investors Matter for Equity Valuations and Expected Returns? 7 7 7 7 9 11 11 11
Total Working Papers 20 34 105 1,476 68 158 535 5,358

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 1 1 59 1 2 10 189
Momentum and Mean Reversion in Strategic Asset Allocation 0 1 5 21 4 9 24 69
Mortgage timing 0 0 13 132 1 5 42 434
On the Timing and Pricing of Dividends 0 0 1 101 0 4 20 390
Optimal Annuity Risk Management 0 0 0 11 0 0 4 75
Optimal Decentralized Investment Management 0 0 3 41 0 3 17 252
Predictability of Returns and Cash Flows 1 2 9 69 4 15 40 290
Predictive Regressions: A Present‐Value Approach 0 1 3 42 3 10 33 246
The term structure of interest rates in a DSGE model with recursive preferences 0 5 16 230 2 12 66 714
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 1 6 48 0 3 17 142
Total Journal Articles 1 11 57 754 15 63 273 2,801

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 1 2 6 30 2 5 15 94
Total Chapters 1 2 6 30 2 5 15 94

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Statistics updated 2020-08-05