Details about David Chapman
| E-mail: |
|
| Phone: | 512.471.6621 |
| Postal address: | Finance Department McCombs School of Business University of Texas at Austin Austin, Texas 78712-1179 |
| Workplace: | Department of Finance, McCombs School of Business, University of Texas-Austin, (more information at EDIRC)
|
Access statistics for papers by David Chapman.
Update your information in the RePEc Author Service.
Short-id: pch85
Jump to
Journal Articles
Working Papers
2006
- Linear Approximations and Tests of Conditional Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc 
1998
- Is the Short Rate Drift Actually Nonlinear?
Finance, EconWPA View citations
- Using Proxies for the Short Rate: When are Three Months Like an Instant?
Finance, EconWPA View citations
See also Journal Article in Review of Financial Studies (1999)
1996
- Approximating the Asset Pricing Kernel
Working Papers, Rochester, Business - Financial Research and Policy Studies View citations
1992
- Bond Yields, returns, and Aggregate Activity
Working Papers, Rochester, Business - Ph.D.,
- Cotrending and the Stationarity of the Real Interest Rate
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations
Journal Articles
2002
- Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?
Review of Economic Dynamics, 2002, 5, (3), 618-645 View citations
1999
- Using Proxies for the Short Rate: When Are Three Months Like an Instant?
Review of Financial Studies, 1999, 12, (4), 763-806 View citations
See also Working Paper (1998)
1998
- Habit Formation and Aggregate Consumption
Econometrica, 1998, 66, (5), 1223-1230 View citations
EconPapers is hosted by the
Swedish Business School at Örebro University.