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 3 5 2,947
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 1 3 7 160
Bank capital regulation with and without state-contingent penalties 0 0 0 288 2 5 8 897
Bank capital standards for market risk: a welfare analysis 0 0 0 0 0 1 1 24
Bank capital standards for market risk: a welfare analysis 0 0 0 32 1 2 2 129
Consumption-based modeling of long-horizon returns 0 0 1 101 0 2 3 375
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 0 2 4 223
Economic determinants of the nominal treasury yield curve 0 0 1 864 1 3 10 3,417
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 3 6 13 1,679
Liquidity Crises and the Market-Maker of Last Resort 0 1 9 9 1 9 16 16
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 2 3 6 1,614
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 3 4 855
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 2 4 7 358
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 1 282 1 5 8 1,078
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 2 5 8 580
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 1 4 5 396
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 1 5 7 972
The Permanent Income Hypothesis Revisited 0 0 0 128 4 5 6 540
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 1 2 3 165
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 3 5 7 181
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 2 2 5 407
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 3 7 79
The permanent income hypothesis revisited 0 0 1 569 1 2 4 2,421
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 1 1,302 2 2 8 4,304
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 2 3 4 198
Total Working Papers 0 1 15 5,109 37 91 162 24,216

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 3 5 472
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 2 3 4 23
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 1 3 7 310
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 0 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 3 6 12 139
Economic determinants of the nominal treasury yield curve 0 1 5 413 2 7 17 1,235
Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment 0 0 0 2 0 2 2 24
Explaining the decline in the auction rate securities market 0 0 1 51 0 2 3 119
Financial crises and coordination failure: A comment 0 0 0 27 1 3 3 71
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 1 2 3 104
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 1 1 5 204
Inflation and Asset Returns in a Monetary Economy 0 0 0 314 2 12 17 874
Investing social security trusts funds in the stock market 0 0 0 34 0 2 2 183
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 0 1 772 0 1 15 1,427
Monetary policy shocks and long-term interest rates 0 0 2 110 2 4 8 240
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 1 3 273 0 3 5 666
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 0 81 3 4 8 621
Peso problem explanations for term structure anomalies 0 0 0 173 3 4 8 742
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 2 6 233
The Permanent Income Hypothesis Revisited 0 0 1 175 0 2 5 812
The crisis of 1998 and the role of the central bank 0 0 1 191 0 4 6 578
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 2 2 380
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 0 3 3 966
Whither the stock market? 0 0 0 68 0 1 1 267
Total Journal Articles 0 2 17 3,727 22 80 154 11,357

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Statistics updated 2026-01-09