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 3 8 17 2,960
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 0 1 7 161
Bank capital regulation with and without state-contingent penalties 0 0 0 288 6 7 14 905
Bank capital standards for market risk: a welfare analysis 0 0 0 0 0 0 4 27
Bank capital standards for market risk: a welfare analysis 0 0 0 32 3 4 9 136
Consumption-based modeling of long-horizon returns 0 0 1 101 0 0 7 379
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 1 3 10 230
Economic determinants of the nominal treasury yield curve 0 0 1 864 5 11 23 3,434
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 7 8 23 1,694
Liquidity Crises and the Market-Maker of Last Resort 0 0 9 9 2 3 23 26
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 2 3 11 1,620
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 1 7 858
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 10 11 25 222
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 0 1 87 2 3 11 363
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 1 282 3 8 18 1,088
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 3 3 15 587
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 2 2 15 407
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 2 4 13 979
The Permanent Income Hypothesis Revisited 0 0 0 128 5 7 20 554
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 0 3 166
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 1 5 14 188
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 8 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 2 4 14 417
The permanent income hypothesis revisited 0 0 0 569 5 6 12 2,430
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 1 1,302 1 5 14 4,311
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 2 2 7 201
Total Working Papers 0 0 14 5,109 67 109 344 24,425

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 5 10 16 484
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 3 3 8 28
Bank capital for market risk: a study in incentive compatible regulation 0 0 0 113 1 2 5 478
Bank capital regulation with and without state-contingent penalties 0 0 0 74 3 5 13 317
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 0 1 5 43
Comment on: "Estimating the expected marginal rate of substitution" 0 0 0 7 3 3 7 76
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS 0 0 3 50 2 8 26 155
Economic determinants of the nominal treasury yield curve 0 0 4 413 3 5 22 1,244
Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment 0 0 0 2 0 2 9 31
Explaining the decline in the auction rate securities market 0 0 1 51 1 4 9 125
Financial crises and coordination failure: A comment 0 0 0 27 4 7 11 79
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 1 1 5 107
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 0 8 208
Inflation and Asset Returns in a Monetary Economy 0 0 0 314 0 9 25 886
Investing social security trusts funds in the stock market 0 0 0 34 1 4 9 190
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 1 2 773 0 3 18 1,436
Monetary policy shocks and long-term interest rates 0 0 2 110 3 5 17 250
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 273 0 0 10 672
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 0 81 1 4 10 626
Peso problem explanations for term structure anomalies 0 0 0 173 6 17 37 773
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 1 2 5 35
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 1 36 2 2 12 239
The Permanent Income Hypothesis Revisited 0 0 0 175 3 5 12 821
The crisis of 1998 and the role of the central bank 0 0 1 192 1 2 14 587
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 1 4 7 385
The role of time-critical liquidity in financial markets 0 0 0 12 0 1 11 63
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 2 4 9 972
Whither the stock market? 0 0 0 68 1 1 4 270
Total Journal Articles 0 1 16 3,730 48 114 344 11,580

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Statistics updated 2026-05-06