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 4 17 2,960
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 0 0 7 161
Bank capital regulation with and without state-contingent penalties 0 0 0 288 0 7 14 905
Bank capital standards for market risk: a welfare analysis 0 0 0 32 0 4 9 136
Bank capital standards for market risk: a welfare analysis 0 0 0 0 1 1 5 28
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 0 1 10 230
Economic determinants of the nominal treasury yield curve 0 0 1 864 0 6 21 3,434
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 0 8 22 1,694
Liquidity Crises and the Market-Maker of Last Resort 0 0 3 9 0 2 22 26
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 1 4 11 1,621
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 2 8 859
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 11 24 222
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 0 0 87 1 3 10 364
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 1 4 14 588
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 282 2 6 19 1,090
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 0 2 15 407
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 4 13 979
The Permanent Income Hypothesis Revisited 0 0 0 128 0 6 19 554
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 0 4 13 188
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 0 3 14 417
The permanent income hypothesis revisited 0 0 0 569 0 6 12 2,430
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 1 1,302 6 7 18 4,317
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 2 4 9 203
Total Working Papers 0 0 6 5,109 15 99 344 24,440

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 5 16 484
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 3 8 28
Bank capital for market risk: a study in incentive compatible regulation 0 0 0 113 0 1 5 478
Bank capital regulation with and without state-contingent penalties 0 0 0 74 0 3 13 317
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 1 1 6 44
Comment on: "Estimating the expected marginal rate of substitution" 0 0 0 7 0 3 7 76
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS 0 0 2 50 2 5 27 157
Economic determinants of the nominal treasury yield curve 0 0 2 413 3 7 23 1,247
Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment 0 0 0 2 0 0 9 31
Explaining the decline in the auction rate securities market 0 0 1 51 0 2 9 125
Financial crises and coordination failure: A comment 0 0 0 27 0 4 11 79
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 0 1 5 107
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 0 7 208
Inflation and Asset Returns in a Monetary Economy 0 0 0 314 3 7 27 889
Investing social security trusts funds in the stock market 0 0 0 34 0 1 9 190
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 0 2 773 2 4 19 1,438
Monetary policy shocks and long-term interest rates 0 0 1 110 2 5 18 252
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 1 273 0 0 9 672
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 0 81 0 2 10 626
Peso problem explanations for term structure anomalies 0 0 0 173 0 10 37 773
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 0 1 5 35
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 1 36 0 2 10 239
The Permanent Income Hypothesis Revisited 0 0 0 175 1 4 13 822
The crisis of 1998 and the role of the central bank 0 0 1 192 0 2 14 587
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 3 7 385
The role of time-critical liquidity in financial markets 0 0 0 12 1 1 12 64
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 0 3 9 972
Whither the stock market? 0 0 0 68 0 1 4 270
Total Journal Articles 0 0 11 3,730 15 81 349 11,595

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Statistics updated 2026-06-04