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 1 22 1 5 15 80
A Term Structure of Growth 0 0 1 16 0 0 8 67
Carry 0 0 0 33 2 4 27 228
Coronavirus: Impact on Stock Prices and Growth Expectations 6 17 42 42 34 83 187 187
Determinants and consequences of mortgage default 0 0 0 10 5 6 17 211
Equity Yields 0 1 3 42 1 4 24 162
Exchange Rates and Asset Prices in a Global Demand System 1 1 13 13 1 4 35 35
Financial Health Economics 0 0 1 144 2 3 18 327
Financing the War on Cancer 0 0 0 7 0 1 7 23
Granular Instrumental Variables 2 16 24 24 9 28 52 52
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 1 1 1 31 3 4 8 161
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice 0 0 0 0 2 3 10 91
Inspecting the Mechanism of Quantitative Easing in the Euro Area 0 1 7 43 5 9 35 66
Likelihood Estimation of DSGE Models with Epstein-Zin Preferences 0 0 9 111 3 4 36 298
Mortgage Timing 0 0 1 59 0 2 12 289
On the Timing and Pricing of Dividends 0 0 0 45 0 0 7 181
On the Timing and Pricing of Dividends 0 0 0 6 0 0 4 49
Optimal Decentralized Investment Management 0 0 0 94 3 4 11 444
Optimal Health and Longevity Insurance 0 0 0 0 0 1 5 80
Predictability of Returns and Cash Flows 0 2 5 81 2 8 24 348
Predictive Regressions: A Present-value Approach 0 0 1 59 3 9 21 202
Risk of Life Insurers: Recent Trends and Transmission Mechanisms 0 1 3 42 1 7 19 153
Shadow Insurance 1 1 1 33 2 3 24 117
The Bond Risk Premium and the Cross-Section of Equity Returns 0 1 1 14 0 1 6 86
The Cost of Financial Frictions for Life Insurers 0 0 0 19 0 1 5 83
The Cost of Financial Frictions for Life Insurers 0 0 0 17 0 1 4 83
The Cross-Section and Time-Series of Stock and Bond Returns 0 1 1 64 0 2 4 245
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 120 1 2 10 462
The Fragility of Market Risk Insurance 0 0 0 33 1 4 19 125
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 155 2 3 12 396
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 71 0 1 8 232
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences 0 0 0 36 0 1 7 201
The Term Structure of Returns: Facts and Theory 0 0 1 72 1 9 18 135
Which Investors Matter for Equity Valuations and Expected Returns? 1 1 11 11 4 10 29 29
Total Working Papers 12 45 127 1,569 88 227 728 5,928


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 1 59 0 2 8 195
Momentum and Mean Reversion in Strategic Asset Allocation 1 2 5 25 1 3 21 81
Mortgage timing 0 2 6 138 1 7 24 453
On the Timing and Pricing of Dividends 0 1 1 102 0 3 20 406
Optimal Annuity Risk Management 0 0 0 11 0 1 4 79
Optimal Decentralized Investment Management 0 0 0 41 3 4 12 261
Predictability of Returns and Cash Flows 1 3 10 77 3 11 41 316
Predictive Regressions: A Present‐Value Approach 0 0 1 42 5 12 28 264
The term structure of interest rates in a DSGE model with recursive preferences 1 1 10 235 3 17 61 763
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? 0 0 2 49 0 0 7 146
Total Journal Articles 3 9 36 779 16 60 226 2,964


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 1 7 35 3 5 21 110
Total Chapters 0 1 7 35 3 5 21 110


Statistics updated 2021-05-05