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 3 19 2,963
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 0 2 8 163
Bank capital regulation with and without state-contingent penalties 0 0 0 288 0 1 14 906
Bank capital standards for market risk: a welfare analysis 0 0 0 0 0 1 6 29
Bank capital standards for market risk: a welfare analysis 0 0 0 32 3 3 12 139
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 0 9 230
Economic determinants of the nominal treasury yield curve 0 0 1 864 0 2 23 3,436
Fundamental Economic Shocks and The Macroeconomy 0 1 1 383 1 3 24 1,697
Liquidity Crises and the Market-Maker of Last Resort 0 0 2 9 0 0 21 26
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 1 4 14 1,625
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 2 9 861
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 1 24 223
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 0 0 87 0 0 10 364
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 282 0 2 20 1,092
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 0 1 15 589
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 1 1 16 408
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 1 2 14 981
The Permanent Income Hypothesis Revisited 0 0 0 128 0 0 19 554
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 2 5 168
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 0 0 12 188
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 1 14 418
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 0 6 82
The permanent income hypothesis revisited 0 0 0 569 0 1 12 2,431
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 1 1,302 1 2 19 4,319
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 1 1 9 204
Total Working Papers 0 1 6 5,110 10 35 361 24,475

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 1 1 17 485
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 0 8 28
Bank capital for market risk: a study in incentive compatible regulation 0 0 0 113 0 0 5 478
Bank capital regulation with and without state-contingent penalties 0 0 0 74 0 2 14 319
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 0 1 7 45
Comment on: "Estimating the expected marginal rate of substitution" 0 0 0 7 1 1 8 77
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS 0 0 1 50 1 1 25 158
Economic determinants of the nominal treasury yield curve 0 1 2 414 0 2 22 1,249
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 0 51 0 0 8 125
Financial crises and coordination failure: A comment 0 0 0 27 0 0 11 79
Financial market utilities and the challenge of just-in-time liquidity 1 1 1 27 2 2 7 109
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 1 6 209
Inflation and Asset Returns in a Monetary Economy 0 0 0 314 0 1 28 890
Investing social security trusts funds in the stock market 0 0 0 34 0 0 9 190
Monetary policy and the term structure of nominal interest rates: Evidence and theory 1 1 2 774 3 4 18 1,442
Monetary policy shocks and long-term interest rates 0 0 1 110 1 1 18 253
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 1 1 11 627
Peso problem explanations for term structure anomalies 0 0 0 173 0 3 38 776
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 0 0 5 35
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 0 36 0 0 8 239
The Permanent Income Hypothesis Revisited 0 0 0 175 0 1 13 823
The crisis of 1998 and the role of the central bank 0 0 1 192 0 0 13 587
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 0 7 385
The role of time-critical liquidity in financial markets 0 0 0 12 0 1 12 65
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 0 1 10 973
Whither the stock market? 0 0 0 68 0 0 4 270
Total Journal Articles 2 3 9 3,733 10 24 350 11,619

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Statistics updated 2026-09-10