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 10 14 2,957
Asset return volatility with extremely small costs of consumption adjustment 0 0 0 1 0 1 7 161
Bank capital regulation with and without state-contingent penalties 0 0 0 288 1 2 9 899
Bank capital standards for market risk: a welfare analysis 0 0 0 32 1 4 6 133
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 0 6 9 229
Economic determinants of the nominal treasury yield curve 0 0 1 864 1 12 18 3,429
Fundamental Economic Shocks and The Macroeconomy 0 0 0 382 1 8 18 1,687
Liquidity Crises and the Market-Maker of Last Resort 0 0 9 9 0 8 24 24
Monetary policy and the term structure of nominal interest rates: evidence and theory 0 0 0 6 1 4 9 1,618
On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates 0 0 0 186 1 3 7 858
On biases in tests of the expectations hypothesis of the term structure of interest rates 0 0 0 0 1 11 15 212
Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions 0 0 1 87 0 3 9 361
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 0 4 0 4 12 584
Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions 0 0 1 282 1 7 15 1,085
State-contingent bank regulation with unobserved action and unobserved characteristics 0 0 0 56 0 9 13 405
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums 0 0 0 236 2 5 11 977
The Permanent Income Hypothesis Revisited 0 0 0 128 1 9 15 549
The effect of costly consumption adjustment on asset price volatility 0 0 0 0 0 1 3 166
The equity premium puzzle and the risk-free rate puzzle at long horizons 0 0 0 0 3 6 13 187
The implications of first-order risk aversion for asset market risk premiums 0 0 0 0 1 8 12 415
The implications of first-order risk aversion for asset market risk premiums 0 0 0 12 0 3 8 82
The permanent income hypothesis revisited 0 0 1 569 1 4 8 2,425
Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments 0 0 1 1,302 0 6 13 4,310
\"Peso problem\" explanations for term structure anomalies 0 0 0 29 0 1 5 199
Total Working Papers 0 0 15 5,109 17 142 284 24,358

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 0 7 11 479
Bank Capital Standards for Market Risk: A Welfare Analysis 0 0 0 2 0 2 5 25
Bank capital for market risk: a study in incentive compatible regulation 0 0 0 113 0 4 4 477
Bank capital regulation with and without state-contingent penalties 0 0 0 74 0 4 11 314
COMMENT ON “CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS,” BY BARNETT, LIU, AND JENSEN 0 0 0 8 0 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 1 14 25 153
Economic determinants of the nominal treasury yield curve 0 0 4 413 1 6 19 1,241
Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment 0 0 0 2 0 7 9 31
Explaining the decline in the auction rate securities market 0 0 1 51 1 5 8 124
Financial crises and coordination failure: A comment 0 0 0 27 0 4 7 75
Financial market utilities and the challenge of just-in-time liquidity 0 0 0 26 0 2 4 106
Fundamental Economic Shocks and the Macroeconomy 0 0 0 59 0 4 8 208
Inflation and Asset Returns in a Monetary Economy 0 0 0 314 4 12 26 886
Investing social security trusts funds in the stock market 0 0 0 34 0 6 8 189
Monetary policy and the term structure of nominal interest rates: Evidence and theory 0 1 2 773 2 9 19 1,436
Monetary policy shocks and long-term interest rates 0 0 2 110 0 7 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 1 4 11 625
Peso problem explanations for term structure anomalies 0 0 0 173 4 25 31 767
Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment 0 0 0 3 0 4 4 34
State-contingent bank regulation with unobserved actions and unobserved characteristics 0 0 1 36 0 4 10 237
The Permanent Income Hypothesis Revisited 0 0 1 175 0 6 10 818
The crisis of 1998 and the role of the central bank 0 1 1 192 1 8 13 586
The implications of first-order risk aversion for asset market risk premiums 0 0 0 87 2 4 6 384
The role of time-critical liquidity in financial markets 0 0 0 12 0 8 11 63
Understanding the Asian crisis: systemic risk as coordination failure 0 0 0 416 1 4 7 970
Whither the stock market? 0 0 0 68 0 2 3 269
Total Journal Articles 0 3 17 3,730 18 175 303 11,532

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09