ralph koijen : Citation Profile

London Business School (LBS)

24

H index

26

i10 index

2080

Citations

RESEARCH PRODUCTION:

10

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 109
   Journals where ralph koijen has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 16 (0.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko589
   Updated: 2025-03-08    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Yogo, Motohiro (6)

Gabaix, Xavier (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with ralph koijen.

Is cited by:

Marfe, Roberto (45)

Van Nieuwerburgh, Stijn (31)

Lopez, Pierlauro (24)

Yogo, Motohiro (20)

Chernov, Mikhail (20)

Boyarchenko, Nina (18)

Giglio, Stefano (16)

van Binsbergen, Jules (15)

Weber, Michael (14)

Fernandez-Villaverde, Jesus (14)

Sustek, Roman (13)

Cites to:

Campbell, John (50)

Cochrane, John (18)

van Binsbergen, Jules (17)

Van Nieuwerburgh, Stijn (16)

Yogo, Motohiro (15)

Shiller, Robert (14)

Epstein, Larry (14)

Hansen, Lars (12)

Ang, Andrew (12)

Zin, Stanley (12)

Gabaix, Xavier (11)

Main data

Where ralph koijen has published?

Journals with more than one article published# docs
Journal of Finance2
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc29
2011 Meeting Papers / Society for Economic Dynamics2
2009 Meeting Papers / Society for Economic Dynamics2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing ralph koijen (2025 and 2024)

YearTitle of citing document
2024Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168.

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2024The Market-Based Probability of Stock Returns. (2023). Olkhov, Victor. In: Papers. RePEc:arx:papers:2302.07935.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

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2024Strategic Informed Trading and the Value of Private Information. (2024). Robertson, Scott ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2404.08757.

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2024A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2024Banks operational resilience during pandemics. (2024). Ferri, Giovanni ; Vacca, Valerio ; Pesic, Valerio ; Orame, Andrea ; Demma, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_833_24.

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2024Green granular borrowers. (2024). Cascarano, Michele ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1471_24.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Chen, Hui ; Kogan, Leonid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753.

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2024A Portfolio Approach to Global Imbalances. (2024). Zhang, Tony ; Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2025-2076.

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2024Insensitive Investors. (2024). Kilic, Mete ; Frydman, Cary ; Charles, Constantin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2473-2503.

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2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

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2024Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728.

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2024.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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2024Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Rodnyansky, Alexander ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_552.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2024Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439.

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2024Navigating shocks: the performance of the eu corporate sector from the pandemic to the energy crisis. (2024). Vogel, Lukas ; Archanskaia, Liza ; Simons, Wouter ; Nikolov, Plamen. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2024013.

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2025Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; de Souza, Tomaas Carrera ; Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:826.

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2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274.

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2024Investor heterogeneity and large-scale asset purchases. (2024). de Falco, Veronica ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20242938.

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2025The implications of CIP deviations for international capital flows. (2025). Vandeweyer, Quentin ; Kubitza, Christian ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017.

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2025Investment funds and euro disaster risk. (2025). Georgiadis, Georgios ; Kaufmann, Christoph ; Longaric, Pablo Anaya ; Cera, Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20253029.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

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2024The integral of the squared Gaussian process. (2024). Reus, Lorenzo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s096007792301319x.

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2024How did small business respond to unexpected shocks? Evidence from a natural experiment in China. (2024). Chen, Muzi ; Huang, Difang ; Zhou, YE ; Yang, Xiaoguang ; Wang, Yunlong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001773.

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2024International portfolio rebalancing and fiscal policy spillovers. (2024). Alpanda, Sami ; Kabaca, Serdar ; Aysun, Uluc. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001179.

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2024Individual investment adaptations to COVID-19 lockdowns. (2024). Chen, Zixuan ; Wang, Bin ; Huang, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001948.

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2024A sharing rule for multi-period interest-sensitive insurance contracts. (2024). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000366.

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2024The time-varying U.S. treasury bond demand elasticity. (2024). Yang, Bohan ; Wang, Bin. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002908.

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2024Which daily equity returns improve output forecasts?. (2024). Lang, William J ; Jahan-Pavar, Mohammad R. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003811.

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2024Utility-implied term structures of equity risk premia. (2024). Piccotti, Louis R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004312.

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2024Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464.

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2024Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. (2024). Zeng, Mudong ; Liu, Jingyuan ; Guo, XU. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003664.

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2024Solving constrained consumption–investment problems by decomposition algorithms. (2024). Homem-De, Tito ; Castaeda, Pablo ; Garcia, Javier ; Lagos, Guido ; Pagnoncelli, Bernardo K. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:292-302.

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2024Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers. (2024). Yang, Charles C ; Lee, Wing Yan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004581.

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2024The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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2024A consumption-based term structure model of bonds and equity. (2024). Suzuki, Masataka. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002424.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024Reputation, commitment, and financial market regulation. (2024). Zhan, Peng ; He, Hui ; Jin, Yifei ; Xue, Qinyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005994.

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2024Economic policy uncertainty and dividend policy: Insight from private firms. (2024). Park, Kunsu ; Choi, Young Mok. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006240.

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2024Why do life insurers hold sin bonds? Evidence from investment delegation. (2024). Wang, Shuai ; Brisker, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013375.

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2024The volatility of stock investor returns. (2024). Zheng, Xin ; Dichev, Ilia D. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000454.

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2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2024You can’t always get what you want (where you want it): Cross-border effects of the US money market fund reform. (2024). Paludkiewicz, Karol ; Greppmair, Stefan ; Fricke, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001320.

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2024Risk-neutral valuation of GLWB riders in variable annuities. (2024). Zoccolan, Ivan ; Maggistro, Rosario ; Bacinello, Anna Rita. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:1-14.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Firm-level political risk and credit markets. (2024). van Lent, Laurence ; Tahoun, Ahmed ; Nikolaev, Valeri ; Gad, Mahmoud. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000666.

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2024When gambling for resurrection is too risky. (2024). Kirti, Divya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000451.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2024Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic. (2024). Fatica, Serena ; Panzica, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001559.

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2024Nonlinearities and a pecking order in cross-border investment. (2024). Sarkissian, Sergei ; Holland, Sara B ; Schill, Michael J ; Warnock, Francis E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s037842662400164x.

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2024Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717.

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2024Keeping short sellers at bay: The deterring role of corporate lobbying. (2024). Guldiken, Orhun ; Abdurakhmonov, Mirzokhidjon ; Xu, LE ; Sim, Dasol. In: Journal of Business Research. RePEc:eee:jbrese:v:184:y:2024:i:c:s0148296324003886.

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2024Beyond preferences: Beliefs in sustainable investing. (2024). Viehweger, Martin ; Schauer, Victor ; Luz, Valentin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:584-607.

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2024Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709.

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2024Causal effects of closing businesses in a pandemic. (2024). Sauvagnat, Julien ; Grassi, Basile ; Bonelli, Maxime ; Barrot, Jean-Noel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000175.

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2024Aggregate lapsation risk. (2024). Van Nieuwerburgh, Stijn ; Lee, Hae Kang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000424.

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2024Financial market concentration and misallocation. (2024). Sockin, Michael ; Neuhann, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000989.

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More than 100 citations found, this list is not complete...

Works by ralph koijen:

YearTitleTypeCited
2010Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review.
[Full Text][Citation analysis]		article15
2012On the Timing and Pricing of Dividends In: American Economic Review.
[Full Text][Citation analysis]		article196
2011On the Timing and Pricing of Dividends.(2011) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 196		paper
2010On the Timing and Pricing of Dividends.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 196		paper
2011Predictability of Returns and Cash Flows In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article81
2010Predictability of Returns and Cash Flows.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2008Optimal Decentralized Investment Management In: Journal of Finance.
[Full Text][Citation analysis]		article44
2006Optimal Decentralized Investment Management.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 44		paper
2010Predictive Regressions: A Present‐Value Approach In: Journal of Finance.
[Full Text][Citation analysis]		article190
2010Predictive Regressions: A Present-value Approach.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 190		paper
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper202
2012The term structure of interest rates in a DSGE model with recursive preferences.(2012) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 202		article
2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
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2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences.(2010) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 202		paper
2012The Cross-Section and Time-Series of Stock and Bond Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2010The Cross-Section and Time-Series of Stock and Bond Returns.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2009Mortgage timing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article64
2007Mortgage Timing.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2010Determinants and consequences of mortgage default In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper6
2009Momentum and Mean Reversion in Strategic Asset Allocation In: Management Science.
[Full Text][Citation analysis]		article28
2014Judging the Quality of Survey Data by Comparison with Truth as Measured by Administrative Records: Evidence From Sweden In: NBER Chapters.
[Full Text][Citation analysis]		chapter29
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice In: NBER Working Papers.
[Full Text][Citation analysis]		paper54
2009Optimal Health and Longevity Insurance.(2009) In: 2009 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice.(2011) In: 2011 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2011Equity Yields In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
2012The Cost of Financial Frictions for Life Insurers In: NBER Working Papers.
[Full Text][Citation analysis]		paper72
2012The Cost of Financial Frictions for Life Insurers.(2012) In: 2012 Meeting Papers.
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2013Carry In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2013Shadow Insurance In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2014Financial Health Economics In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
2015The Term Structure of Returns: Facts and Theory In: NBER Working Papers.
[Full Text][Citation analysis]		paper91
2015A Demand System Approach to Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper163
2017Risk of Life Insurers: Recent Trends and Transmission Mechanisms In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2018The Fragility of Market Risk Insurance In: NBER Working Papers.
[Full Text][Citation analysis]		paper27
2018Financing the War on Cancer In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2019Inspecting the Mechanism of Quantitative Easing in the Euro Area In: NBER Working Papers.
[Full Text][Citation analysis]		paper57
2020Exchange Rates and Asset Prices in a Global Demand System In: NBER Working Papers.
[Full Text][Citation analysis]		paper38
2020Coronavirus: Impact on Stock Prices and Growth Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper295
2020Which Investors Matter for Equity Valuations and Expected Returns? In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
2020Granular Instrumental Variables In: NBER Working Papers.
[Full Text][Citation analysis]		paper31
2021In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis In: NBER Working Papers.
[Full Text][Citation analysis]		paper46
2021The Evolution from Life Insurance to Financial Engineering In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2022Understanding the Ownership Structure of Corporate Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2022Aggregate Lapsation Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2023Asset Demand of U.S. Households In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2011Optimal Annuity Risk Management In: Review of Finance.
[Full Text][Citation analysis]		article23
2010When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article49
2008Likelihood Estimation of DSGE Models with Epstein-Zin Preferences In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper29
2009The Bond Risk Premium and the Cross-Section of Equity Returns In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper0
2011A Term Structure of Growth In: 2011 Meeting Papers.
[Full Text][Citation analysis]		paper0

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