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 2 4 2,938
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 0 0 1 151
Bank capital regulation with and without state-contingent penalties 0 0 0 287 0 0 1 886
Bank capital standards for market risk: a welfare analysis 0 0 0 32 0 1 5 127
Bank capital standards for market risk: a welfare analysis 0 0 0 0 0 0 1 19
Consumption-based modeling of long-horizon returns 0 0 1 100 0 0 4 370
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 0 1 2 217
Economic determinants of the nominal treasury yield curve 0 0 1 856 2 4 33 3,341
Fundamental Economic Shocks and The Macroeconomy 0 0 1 381 1 2 13 1,656
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 0 1 7 1,597
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 2 186 0 0 5 851
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 0 3 196
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 2 3 82 2 4 8 342
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 1 1 1 277 1 1 2 1,064
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 1 2 4 563
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 0 0 0 389
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 1 235 0 0 3 964
The Permanent Income Hypothesis Revisited 0 0 0 128 0 0 1 528
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 0 0 161
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 0 0 7 174
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 3 400
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 1 7 71
The permanent income hypothesis revisited 0 0 0 568 0 0 4 2,414
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 4 5 20 1,291 7 14 71 4,239
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 3 7 20 187
Total Working Papers 5 8 30 5,066 17 40 209 23,845


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 0 149 1 1 1 464
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 0 1 15
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 1 74 0 0 4 301
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 2 5 43 1 3 9 118
Economic determinants of the nominal treasury yield curve 0 0 5 401 2 11 57 1,145
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 0 115
Financial crises and coordination failure: A comment 0 0 0 27 0 0 0 64
Financial market utilities and the challenge of just-in-time liquidity 0 0 1 25 0 0 5 100
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 0 5 198
Inflation and Asset Returns in a Monetary Economy 0 0 2 307 0 2 10 839
Investing social security trusts funds in the stock market 0 0 0 33 0 0 0 180
Monetary policy and the term structure of nominal interest rates: Evidence and theory 1 1 9 757 2 3 25 1,361
Monetary policy shocks and long-term interest rates 1 3 5 103 1 3 6 209
On biases in tests of the expectations hypothesis of the term structure of interest rates 1 1 1 268 3 7 31 607
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 0 76 0 0 4 601
Peso problem explanations for term structure anomalies 0 0 1 171 0 1 9 727
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 34 0 1 3 220
The Permanent Income Hypothesis Revisited 0 0 1 173 0 1 9 803
The crisis of 1998 and the role of the central bank 0 0 0 189 0 1 5 567
The implications of first-order risk aversion for asset market risk premiums 0 0 0 84 0 1 13 367
The role of time-critical liquidity in financial markets 0 0 0 11 0 1 4 48
Understanding the Asian crisis: systemic risk as coordination failure 0 1 4 414 0 6 13 952
Whither the stock market? 0 0 0 68 0 0 0 265
Total Journal Articles 3 8 35 3,651 10 42 214 10,897


Statistics updated 2022-08-04