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Details about Ralph Koijen

Workplace:London Business School (LBS), (more information at EDIRC)

Access statistics for papers by Ralph Koijen.

Last updated 2013-07-04. Update your information in the RePEc Author Service.

Short-id: pko589


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Working Papers

2018

  1. Financing the War on Cancer
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. The Fragility of Market Risk Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2017

  1. Risk of Life Insurers: Recent Trends and Transmission Mechanisms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2015

  1. A Demand System Approach to Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. The Term Structure of Returns: Facts and Theory
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)

2014

  1. Financial Health Economics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2013

  1. Carry
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Shadow Insurance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2012

  1. Equity Yields
    Working Papers, Becker Friedman Institute for Research In Economics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (1)
  2. The Cost of Financial Frictions for Life Insurers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (2)
  3. The Cross-Section and Time-Series of Stock and Bond Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (16)

2011

  1. A Term Structure of Growth
    2011 Meeting Papers, Society for Economic Dynamics Downloads
  2. Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009)
    2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)
  3. On the Timing and Pricing of Dividends
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (6)
    Also in Working Papers, Becker Friedman Institute for Research In Economics (2010) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)

    See also Journal Article in American Economic Review (2012)

2010

  1. Determinants and consequences of mortgage default
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (4)
  2. Predictability of Returns and Cash Flows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Annual Review of Financial Economics (2011)
  3. Predictive Regressions: A Present-value Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (91)
    See also Journal Article in Journal of Finance (2010)
  4. The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (11)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010) Downloads View citations (13)

    See also Journal Article in Journal of Monetary Economics (2012)

2009

  1. The Bond Risk Premium and the Cross-Section of Equity Returns
    2009 Meeting Papers, Society for Economic Dynamics Downloads

2008

  1. Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)

2007

  1. Mortgage Timing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Financial Economics (2009)

2006

  1. Optimal Decentralized Investment Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Finance (2008)

Journal Articles

2012

  1. On the Timing and Pricing of Dividends
    American Economic Review, 2012, 102, (4), 1596-1618 Downloads View citations (69)
    See also Working Paper (2011)
  2. The term structure of interest rates in a DSGE model with recursive preferences
    Journal of Monetary Economics, 2012, 59, (7), 634-648 Downloads View citations (70)
    See also Working Paper (2010)

2011

  1. Optimal Annuity Risk Management
    Review of Finance, 2011, 15, (4), 799-833 Downloads View citations (10)
  2. Predictability of Returns and Cash Flows
    Annual Review of Financial Economics, 2011, 3, (1), 467-491 Downloads View citations (27)
    See also Working Paper (2010)

2010

  1. Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
    American Economic Review, 2010, 100, (2), 552-56 Downloads View citations (10)
  2. Predictive Regressions: A Present-Value Approach
    Journal of Finance, 2010, 65, (4), 1439-1471 Downloads View citations (101)
    See also Working Paper (2010)
  3. When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
    Review of Financial Studies, 2010, 23, (2), 741-780 Downloads View citations (26)

2009

  1. Momentum and Mean Reversion in Strategic Asset Allocation
    Management Science, 2009, 55, (7), 1199-1213 Downloads View citations (17)
  2. Mortgage timing
    Journal of Financial Economics, 2009, 93, (2), 292-324 Downloads View citations (59)
    See also Working Paper (2007)

2008

  1. Optimal Decentralized Investment Management
    Journal of Finance, 2008, 63, (4), 1849-1895 Downloads View citations (26)
    See also Working Paper (2006)

Chapters

2014

  1. Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden
    A chapter in Improving the Measurement of Consumer Expenditures, 2014, pp 308-346 Downloads View citations (17)
 
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