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 4 12 13 2,956
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 1 2 7 161
Bank capital regulation with and without state-contingent penalties 0 0 0 288 0 3 8 898
Bank capital standards for market risk: a welfare analysis 0 0 0 32 0 4 5 132
Bank capital standards for market risk: a welfare analysis 0 0 0 0 0 3 4 27
Consumption-based modeling of long-horizon returns 0 0 1 101 0 4 7 379
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 2 6 9 229
Economic determinants of the nominal treasury yield curve 0 0 1 864 5 12 18 3,428
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 0 10 18 1,686
Liquidity Crises and the Market-Maker of Last Resort 0 0 9 9 1 9 24 24
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 0 5 9 1,617
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 0 3 6 857
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 0 10 14 211
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 0 1 87 1 5 9 361
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 0 6 12 584
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 1 282 4 7 14 1,084
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 0 10 13 405
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 4 10 975
The Permanent Income Hypothesis Revisited 0 0 0 128 1 12 14 548
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 2 4 166
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 1 6 10 184
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 3 10 82
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 9 12 414
The permanent income hypothesis revisited 0 0 1 569 0 4 7 2,424
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 1 1,302 4 8 13 4,310
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 3 5 199
Total Working Papers 0 0 15 5,109 25 162 275 24,341

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 5 7 11 479
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 4 5 25
Bank capital for market risk: a study in incentive compatible regulation 0 0 0 113 1 4 4 477
Bank capital regulation with and without state-contingent penalties 0 0 0 74 2 5 11 314
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 1 3 5 43
Comment on: "Estimating the expected marginal rate of substitution" 0 0 0 7 0 4 4 73
EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS 0 1 3 50 5 16 24 152
Economic determinants of the nominal treasury yield curve 0 0 4 413 1 7 19 1,240
Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment 0 0 0 2 2 7 9 31
Explaining the decline in the auction rate securities market 0 0 1 51 2 4 7 123
Financial crises and coordination failure: A comment 0 0 0 27 3 5 7 75
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 0 3 4 106
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 5 8 208
Inflation and Asset Returns in a Monetary Economy 0 0 0 314 5 10 24 882
Investing social security trusts funds in the stock market 0 0 0 34 3 6 8 189
Monetary policy and the term structure of nominal interest rates: Evidence and theory 1 1 2 773 1 7 18 1,434
Monetary policy shocks and long-term interest rates 0 0 2 110 2 9 14 247
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 2 273 0 6 10 672
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 0 81 2 6 10 624
Peso problem explanations for term structure anomalies 0 0 0 173 7 24 27 763
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 1 4 4 34
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 1 36 0 5 10 237
The Permanent Income Hypothesis Revisited 0 0 1 175 2 6 11 818
The crisis of 1998 and the role of the central bank 0 1 1 192 0 7 12 585
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 1 2 4 382
The role of time-critical liquidity in financial markets 0 0 0 12 1 8 12 63
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 1 3 6 969
Whither the stock market? 0 0 0 68 0 2 3 269
Total Journal Articles 1 3 17 3,730 48 179 291 11,514

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Statistics updated 2026-03-04