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 1 1 1 2,943
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 1 1 2 154
Bank capital regulation with and without state-contingent penalties 0 0 0 288 0 1 2 890
Bank capital standards for market risk: a welfare analysis 0 0 0 0 0 1 1 23
Bank capital standards for market risk: a welfare analysis 0 0 0 32 0 0 0 127
Consumption-based modeling of long-horizon returns 0 0 0 100 0 0 1 372
Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations 0 0 0 1 0 1 2 220
Economic determinants of the nominal treasury yield curve 0 0 3 863 1 3 11 3,410
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 1 2 4 1,668
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 0 0 3 1,608
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 1 197
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 0 1 86 1 1 5 352
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 0 2 7 572
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 3 281 0 0 3 1,070
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 1 1 1 392
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 0 0 0 965
The Permanent Income Hypothesis Revisited 0 0 0 128 0 0 1 534
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 0 0 162
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 0 72
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 0 0 1 402
The permanent income hypothesis revisited 0 0 0 568 0 0 1 2,417
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 0 1,301 1 1 3 4,297
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 0 0 194
Total Working Papers 0 0 7 5,094 7 15 50 24,066

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 2 468
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 1 1 20
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 47 1 2 5 128
Economic determinants of the nominal treasury yield curve 0 1 4 409 1 3 16 1,221
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 0 116
Financial crises and coordination failure: A comment 0 0 0 27 0 0 0 68
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 1 1 1 102
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 1 1 200
Inflation and Asset Returns in a Monetary Economy 0 0 2 314 0 1 7 858
Investing social security trusts funds in the stock market 0 0 0 34 0 0 0 181
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 0 1 771 2 4 17 1,416
Monetary policy shocks and long-term interest rates 0 0 1 108 0 3 9 233
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 2 2 271 0 2 4 662
Origins of the use of Treasury debt in open market operations: lessons for the present 0 0 2 81 0 1 8 614
Peso problem explanations for term structure anomalies 0 0 0 173 1 2 5 736
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 1 1 1 30
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 0 35 0 0 0 227
The Permanent Income Hypothesis Revisited 0 0 0 174 0 0 0 807
The crisis of 1998 and the role of the central bank 0 1 1 191 0 1 1 573
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 0 1 5 378
The role of time-critical liquidity in financial markets 0 0 0 12 0 0 1 51
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 0 2 4 963
Whither the stock market? 0 0 0 68 0 0 0 266
Total Journal Articles 0 4 15 3,713 8 27 89 11,223

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Statistics updated 2025-03-03