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

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 4,779

in Total Papers Citations

330

CROSSREF CITATIONS

22

Scholarly Papers (6)

1.
Downloads 1,548 (20,943)
Citation 105

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
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 University of California, Davis - Department of Economics
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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
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 University of California, Davis - Department of Economics
Downloads 720 (61,213)
Citation 10

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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
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 University of California, Davis - Department of Economics
Downloads 18 (929,107)
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
Banco de España, Universitat Pompeu Fabra, Imperial College London and Universitat Pompeu Fabra
Downloads 459 (108,805)

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

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
Downloads 416 (121,913)
Citation 7

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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 234 (223,726)

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

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
Downloads 113 (480,966)

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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 51 (664,397)

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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 152 (328,597)
Citation 3

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