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 0 2,942
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 0 0 0 152
Bank capital regulation with and without state-contingent penalties 0 0 0 288 0 0 0 888
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 22
Consumption-based modeling of long-horizon returns 0 0 0 100 1 1 2 372
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 0 1 2 219
Economic determinants of the nominal treasury yield curve 0 2 5 863 0 2 9 3,404
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 0 1 2 1,665
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 0 0 3 1,606
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 0 0 0 196
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 1 3 86 0 3 6 350
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 1 3 4 569
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 1 1 3 281 1 1 3 1,070
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 0 0 1 391
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 1 236 0 0 1 965
The Permanent Income Hypothesis Revisited 0 0 0 128 0 1 2 534
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 0 1 162
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 0 0 0 174
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 1 72
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 0 401
The permanent income hypothesis revisited 0 0 0 568 0 1 2 2,417
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 1 1,301 0 0 10 4,294
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 1 4 13 5,094 3 14 50 24,037

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 2 151 0 0 3 467
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 0 3 19
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 0 1 303
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 0 0 2 46 0 1 3 125
Economic determinants of the nominal treasury yield curve 0 2 5 408 1 7 17 1,217
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 1 116
Financial crises and coordination failure: A comment 0 0 0 27 0 0 3 68
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 0 0 0 101
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 0 0 199
Inflation and Asset Returns in a Monetary Economy 0 0 3 313 0 0 6 854
Investing social security trusts funds in the stock market 0 0 1 34 0 0 1 181
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 0 5 770 1 2 19 1,408
Monetary policy shocks and long-term interest rates 0 0 1 108 0 0 4 226
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 269 0 0 2 659
Origins of the use of Treasury debt in open market operations: lessons for the present 0 1 1 80 1 3 6 610
Peso problem explanations for term structure anomalies 0 0 0 173 1 2 5 734
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 0 0 0 29
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 0 35 0 0 2 227
The Permanent Income Hypothesis Revisited 0 0 0 174 0 0 1 807
The crisis of 1998 and the role of the central bank 0 0 1 190 0 0 3 572
The implications of first-order risk aversion for asset market risk premiums 0 0 1 87 0 0 4 375
The role of time-critical liquidity in financial markets 0 0 0 12 0 0 1 50
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 0 1 3 961
Whither the stock market? 0 0 0 68 0 0 1 266
Total Journal Articles 0 3 22 3,705 4 16 89 11,176

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Statistics updated 2024-09-04