Dmitry Kuvshinov

Universitat Pompeu Fabra

Ramon Trias Fargas, 25-27

Barcelona, E-08005

Spain

Barcelona School of Economics

Carrer de Ramon Trias Fargas, 25-27

Barcelona, 08005

Spain

  • Universitat Pompeu Fabra

  • Barcelona School of Economics

SCHOLARLY PAPERS

7

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3,727

TOTAL CITATIONS
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Top 3,796

in Total Papers Citations

66

Scholarly Papers (7)

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1.

The Rate of Return on Everything, 1870–2015

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Citation 49

The Rate of Return on Everything, 1870–2015

NBER Working Paper No. w24112
Number of pages: 174 Posted: 19 Dec 2017 Last Revised: 21 May 2023
Òscar Jordà, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, Universitat Pompeu Fabra, University of Bonn - Department of Economics and Columbia University
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The Rate of Return on Everything, 1870-2015

CESifo Working Paper Series No. 6899
Number of pages: 124 Posted: 19 Apr 2018
Òscar Jordà, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, Universitat Pompeu Fabra, University of Bonn - Department of Economics and Columbia University
Downloads 754 (67,008)
Citation 11

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return on capital, interest rates, yields, dividends, rents, capital gains, risk premiums, household wealth, housing markets

The Rate of Return on Everything, 1870-2015

CEPR Discussion Paper No. DP12509
Number of pages: 177 Posted: 19 Dec 2017 Last Revised: 20 May 2019
Òscar Jordà, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, Universitat Pompeu Fabra, University of Bonn - Department of Economics and Columbia University
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Citation 38
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capital gains, dividends, household wealth, housing markets, interest rates, rents, return on capital, risk premiums, yields

2.

Monetary Policy, Inflation, and Crises: Evidence From History and Administrative Data

Number of pages: 58 Posted: 20 Dec 2022 Last Revised: 07 Jun 2023
Gabriel Jiménez, Dmitry Kuvshinov, José-Luis Peydró and Björn Richter
Banco de España, Universitat Pompeu Fabra, Imperial College London and Universitat Pompeu Fabra
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Citation 3

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banking crises, monetary policy, financial stability, credit, asset prices, banks, macro-finance

3.

The Big Bang: Stock Market Capitalization in the Long Run

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Citation 8

The Big Bang: Stock Market Capitalization in the Long Run

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 105 Posted: 30 Aug 2018 Last Revised: 28 Sep 2021
Dmitry Kuvshinov and Kaspar Zimmermann
Universitat Pompeu Fabra and Leibniz Institute for Financial Research SAFE
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Citation 8

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stock market capitalization, equity issuance, corporate profits, wealth-to-income ratios, long-run trends

The Big Bang: Stock Market Capitalization in the Long Run

CEPR Discussion Paper No. DP14468
Number of pages: 108 Posted: 25 Mar 2020 Last Revised: 22 Sep 2021
Dmitry Kuvshinov and Kaspar Zimmermann
Universitat Pompeu Fabra and Leibniz Institute for Financial Research SAFE
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corporate profits, Equity issuance, long-run trends, stock market capitalization, wealth-to-income ratios

4.

The Expected Return on Risky Assets: International Long-run Evidence

Number of pages: 53 Posted: 26 Mar 2020 Last Revised: 01 Jun 2021
Dmitry Kuvshinov and Kaspar Zimmermann
Universitat Pompeu Fabra and Leibniz Institute for Financial Research SAFE
Downloads 278 (220,379)
Citation 2

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expected returns, risk premia, real interest rates, return predictability, long-run trends

5.

The Shifts and the Shocks: Bank Risk, Leverage, and the Macroeconomy

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Citation 1

The Shifts and the Shocks: Bank Risk, Leverage, and the Macroeconomy

Number of pages: 38 Posted: 18 Oct 2021 Last Revised: 16 Dec 2022
Dmitry Kuvshinov, Björn Richter and Kaspar Zimmermann
Universitat Pompeu Fabra, Universitat Pompeu Fabra and Leibniz Institute for Financial Research SAFE
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bank risk, leverage, financial shocks, macro-financial linkages, long-run trends

The Shifts and the Shocks: Bank Risk, Leverage, and the Macroeconomy

ECB Working Paper No. 2022/2672
Number of pages: 49 Posted: 28 Jun 2022
Dmitry Kuvshinov, Kaspar Zimmermann and Björn Richter
Universitat Pompeu Fabra, Leibniz Institute for Financial Research SAFE and Universitat Pompeu Fabra
Downloads 65 (692,720)
Citation 1

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banking crises, bank risk, leverage, long-run trends, macro-financial linkages

6.

The Co-Movement Puzzle

Number of pages: 82 Posted: 15 Dec 2018 Last Revised: 27 Sep 2023
Dmitry Kuvshinov
Universitat Pompeu Fabra
Downloads 196 (308,835)
Citation 3

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discount rates, risk premia, co-movement, return predictability, excess volatility, equities, corporate bonds, real estate

7.

Sectoral Dynamics of Safe Assets in Advanced Economies

Number of pages: 42 Posted: 16 Apr 2024
Madalen Castells-Jauregui, Dmitry Kuvshinov, Björn Richter and Victoria Vanasco
European Central Bank (ECB) - Directorate General Research, Universitat Pompeu Fabra, Universitat Pompeu Fabra and CREi
Downloads 31 (914,770)

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safe assets, capital flows, financial accounts, business cycles, financial stability