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 1 2,943
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 0 0 2 154
Bank capital regulation with and without state-contingent penalties 0 0 0 288 0 1 3 891
Bank capital standards for market risk: a welfare analysis 0 0 0 32 0 0 0 127
Bank capital standards for market risk: a welfare analysis 0 0 0 0 0 0 1 23
Consumption-based modeling of long-horizon returns 0 0 0 100 0 0 1 372
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 0 0 2 220
Economic determinants of the nominal treasury yield curve 0 0 2 863 2 3 11 3,413
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 1 4 8 1,672
Liquidity Crises and the Market-Maker of Last Resort 6 6 6 6 1 4 4 4
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 1 2 4 1,610
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 0 0 851
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 1 1 2 198
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 1 1 2 87 2 2 7 354
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 1 1 2 282 1 1 2 1,071
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 2 2 8 574
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 0 0 1 392
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 1 1 966
The Permanent Income Hypothesis Revisited 0 0 0 128 1 1 2 535
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 1 1 163
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 1 1 1 175
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 2 2 74
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 2 403
The permanent income hypothesis revisited 0 1 1 569 0 1 2 2,418
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 0 1,301 2 2 5 4,299
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 8 9 13 5,103 15 30 73 24,096

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 0 0 1 468
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 0 1 20
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 1 1 304
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 0 0 0 38
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 1 1 2 48 1 2 6 130
Economic determinants of the nominal treasury yield curve 2 2 5 411 2 3 14 1,224
Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment 0 0 0 2 0 0 0 22
Explaining the decline in the auction rate securities market 0 0 0 50 0 0 0 116
Financial crises and coordination failure: A comment 0 0 0 27 0 0 0 68
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 0 0 1 102
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 1 1 2 201
Inflation and Asset Returns in a Monetary Economy 0 0 1 314 1 4 8 862
Investing social security trusts funds in the stock market 0 0 0 34 0 0 0 181
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 0 1 771 1 3 13 1,419
Monetary policy shocks and long-term interest rates 1 1 1 109 1 1 8 234
On biases in tests of the expectations hypothesis of the term structure of interest rates 1 1 3 272 1 1 4 663
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 2 81 0 2 9 616
Peso problem explanations for term structure anomalies 0 0 0 173 0 0 4 736
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 0 35 2 2 2 229
The Permanent Income Hypothesis Revisited 0 1 1 175 0 2 2 809
The crisis of 1998 and the role of the central bank 0 0 1 191 0 0 1 573
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 3 378
The role of time-critical liquidity in financial markets 0 0 0 12 0 1 2 52
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 0 0 3 963
Whither the stock market? 0 0 0 68 0 0 0 266
Total Journal Articles 5 6 17 3,719 10 23 86 11,246

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Statistics updated 2025-06-06