Access Statistics for David Aaron Marshall

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
"Peso Problem" Explanations for Term Structure Anomalies 0 0 0 534 0 0 2 2,944
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 1 4 6 159
Bank capital regulation with and without state-contingent penalties 0 0 0 288 2 3 6 895
Bank capital standards for market risk: a welfare analysis 0 0 0 32 1 1 1 128
Bank capital standards for market risk: a welfare analysis 0 0 0 0 1 1 2 24
Consumption-based modeling of long-horizon returns 0 1 1 101 2 3 3 375
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 2 2 4 223
Economic determinants of the nominal treasury yield curve 0 1 1 864 2 3 9 3,416
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 2 3 10 1,676
Liquidity Crises and the Market-Maker of Last Resort 0 2 9 9 2 10 15 15
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 0 1 4 1,612
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 2 3 854
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 2 4 201
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 0 1 87 1 2 5 356
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 1 282 3 5 7 1,077
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 2 4 8 578
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 2 3 4 395
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 1 4 6 971
The Permanent Income Hypothesis Revisited 0 0 0 128 1 1 2 536
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 1 1 2 164
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 1 2 4 178
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 3 7 79
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 3 405
The permanent income hypothesis revisited 0 0 1 569 1 1 3 2,420
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 1 1 1,302 0 2 6 4,302
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 1 1 2 196
Total Working Papers 0 5 15 5,109 29 65 128 24,179

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A retrospective on the Asian crisis of 1997: was it foreseen? 0 0 0 151 1 4 5 472
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 1 1 2 21
Bank capital for market risk: a study in incentive compatible regulation 0 0 0 113 0 0 0 473
Bank capital regulation with and without state-contingent penalties 0 0 0 74 0 4 6 309
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 2 2 2 40
Comment on: "Estimating the expected marginal rate of substitution" 0 0 0 7 0 0 0 69
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS 0 0 2 49 2 3 10 136
Economic determinants of the nominal treasury yield curve 1 1 5 413 4 6 15 1,233
Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment 0 0 0 2 2 2 2 24
Explaining the decline in the auction rate securities market 0 0 1 51 2 2 3 119
Financial crises and coordination failure: A comment 0 0 0 27 1 2 2 70
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 1 1 2 103
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 0 4 203
Inflation and Asset Returns in a Monetary Economy 0 0 0 314 8 10 15 872
Investing social security trusts funds in the stock market 0 0 0 34 2 2 2 183
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 0 1 772 1 3 15 1,427
Monetary policy shocks and long-term interest rates 0 1 2 110 2 3 8 238
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 1 4 273 1 3 6 666
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 0 81 1 2 5 618
Peso problem explanations for term structure anomalies 0 0 0 173 0 1 5 739
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 0 0 1 30
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 1 36 1 1 5 232
The Permanent Income Hypothesis Revisited 0 0 1 175 1 2 5 812
The crisis of 1998 and the role of the central bank 0 0 1 191 3 4 6 578
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 2 2 3 380
The role of time-critical liquidity in financial markets 0 0 0 12 0 2 4 55
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 2 3 5 966
Whither the stock market? 0 0 0 68 1 1 1 267
Total Journal Articles 1 3 18 3,727 41 66 139 11,335

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Statistics updated 2025-12-06