Ralph S.J. Koijen

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Vychází ze zplnomocnění pro financování

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Jules H. van BinsbergenNippon Life Professor in Finance, The Wharton School, University of Pennsylvania, NBER and CEPRE-mailová adresa ověřena na: wharton.upenn.edu
Motohiro YogoPrinceton UniversityE-mailová adresa ověřena na: princeton.edu
Stijn Van NieuwerburghProfessor of Finance, Columbia Business SchoolE-mailová adresa ověřena na: gsb.columbia.edu
Niels Joachim GormsenUniversity of Chicago, Booth School of BusinessE-mailová adresa ověřena na: chicagobooth.edu
François KoulischerUniversity of Luxembourg, Department of FinanceE-mailová adresa ověřena na: uni.lu
Hanno LustigMizuho Financial Group Professor of Finance, Stanford Graduate School of BusinessE-mailová adresa ověřena na: stanford.edu
Juan Rubio-RamírezEconomics Professor at Emory UniversityE-mailová adresa ověřena na: emory.edu
Xavier GabaixProf. of economics, HarvardE-mailová adresa ověřena na: fas.harvard.edu
Jesus Fernandez-VillaverdeProfessor of Economics, University of PennsylvaniaE-mailová adresa ověřena na: econ.upenn.edu
Lasse Heje PedersenCopenhagen Business School, NYU, AQR, and CEPRE-mailová adresa ověřena na: cbs.dk
Tobias J. MoskowitzYale UniversityE-mailová adresa ověřena na: yale.edu
Benoît NguyenBanque de FranceE-mailová adresa ověřena na: banque-france.fr
Coen TeulingsProfessor economics, University of Amsterdam (UvA)E-mailová adresa ověřena na: cpb.nl
Lucrezia ReichlinProfessor of economics, London Business SchoolE-mailová adresa ověřena na: london.edu
Giancarlo CorsettiPierre Werner Chair, Professor of Economics, European University InstituteE-mailová adresa ověřena na: eui.eu
Ricardo ReisA.W. Phillips Professor of Economics, LSEE-mailová adresa ověřena na: lse.ac.uk
Helene ReyLord Bagri Professor of Economics, London Business SchoolE-mailová adresa ověřena na: london.edu
Robert J. RichmondAssociate Professor of Finance, NYU SternE-mailová adresa ověřena na: stern.nyu.edu
Alessandro SbuelzProfessor, School of Banking, Finance, and Insurance, UCSC (Milan)E-mailová adresa ověřena na: unicatt.it
Roine VestmanAssociate Professor, Stockholm UniversityE-mailová adresa ověřena na: ne.su.se

Sledovat

Ralph S.J. Koijen

AQR Capital Management Distinguished Service Professor of Finance and Fama Faculty Fellow

E-mailová adresa ověřena na: chicagobooth.edu - Domovská stránka

Asset Pricing Insurance Econometrics


Název Seřadit podle citací Seřadit podle roku Seřadit podle názvu	Citace Citace	Rok
Coronavirus: Impact on stock prices and growth expectations NJ Gormsen, RSJ Koijen The Review of Asset Pricing Studies 10 (4), 574-597, 2020	742	2020
Predictive regressions: A present‐value approach JH Van Binsbergen, RSJ Koijen The Journal of Finance 65 (4), 1439-1471, 2010	594	2010
A demand system approach to asset pricing RSJ Koijen, M Yogo Journal of Political Economy 127 (4), 1475-1515, 2019	518*	2019
On the timing and pricing of dividends J Binsbergen, M Brandt, R Koijen American Economic Review 102 (4), 1596-1618, 2012	510	2012
Carry RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt Journal of Financial Economics 127 (2), 197-225, 2018	470	2018
The term structure of interest rates in a DSGE model with recursive preferences JH Van Binsbergen, J Fernández-Villaverde, RSJ Koijen, ... Journal of Monetary Economics 59 (7), 634-648, 2012	387*	2012
The cross-section and time series of stock and bond returns RSJ Koijen, H Lustig, S Van Nieuwerburgh Journal of Monetary Economics 88, 50-69, 2017	319	2017
Equity yields J Van Binsbergen, W Hueskes, R Koijen, E Vrugt Journal of Financial Economics 110 (3), 503-519, 2013	300	2013
In search of the origins of financial fluctuations: The inelastic markets hypothesis X Gabaix, RSJ Koijen https://ssrn.com/abstract=3686935, 2021	285	2021
Predictability of returns and cash flows RSJ Koijen, S Van Nieuwerburgh Annu. Rev. Financ. Econ. 3 (1), 467-491, 2011	277	2011
The cost of financial frictions for life insurers RSJ Koijen, M Yogo American Economic Review 105 (1), 445-475, 2015	268	2015
The term structure of returns: Facts and theory JH Van Binsbergen, RSJ Koijen Journal of Financial Economics 124 (1), 1-21, 2017	263	2017
Shadow insurance RSJ Koijen, M Yogo Econometrica 84 (3), 1265-1287, 2016	236	2016
Mortgage timing RSJ Koijen, O Van Hemert, S Van Nieuwerburgh Journal of Financial Economics 93 (2), 292-324, 2009	223	2009
Quantitative easing in the euro area: The dynamics of risk exposures and the impact on asset prices RSJ Koijen, F Koulischer, B Nguyen, M Yogo Banque de France Working Papers, 2016	210*	2016
When can life cycle investors benefit from time-varying bond risk premia? RSJ Koijen, TE Nijman, BJM Werker Review of Financial Studies 23 (2), 741-780, 2010	206	2010
Optimal decentralized investment management JH Van Binsbergen, MW Brandt, RSJ Koijen The Journal of Finance 63 (4), 1849-1895, 2008	197	2008
Saving and investing over the life cycle and the role of collective pension funds L Bovenberg, R Koijen, T Nijman, C Teulings De Economist 155, 347-415, 2007	188	2007
The cross‐section of managerial ability, incentives, and risk preferences RSJ Koijen The Journal of Finance 69 (3), 1051-1098, 2014	166*	2014
Health and mortality delta: Assessing the welfare cost of household insurance choice RSJ Koijen, S Van Nieuwerburgh, M Yogo The Journal of Finance 71 (2), 957-1010, 2016	147	2016

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