Dmitry Kuvshinov

Universitat Pompeu Fabra

Ramon Trias Fargas, 25-27

Barcelona, E-08005

Spain

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 35,464

SSRN RANKINGS

Top 35,464

in Total Papers Downloads

1,398

SSRN CITATIONS
Rank 13,294

SSRN RANKINGS

Top 13,294

in Total Papers Citations

59

CROSSREF CITATIONS

20

Scholarly Papers (4)

1.
Downloads 1,136 ( 19,838)
Citation 23

The Rate of Return on Everything, 1870–2015

NBER Working Paper No. w24112
Number of pages: 174 Posted: 19 Dec 2017 Last Revised: 09 Jan 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 675 (40,834)
Citation 1

Abstract:

Loading...

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 443 (70,163)
Citation 1

Abstract:

Loading...

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 (599,489)
Citation 18
  • Add to Cart

Abstract:

Loading...

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

The Big Bang: Stock Market Capitalization in the Long Run

CEPR Discussion Paper No. DP14468
Number of pages: 87 Posted: 30 Aug 2018 Last Revised: 05 Mar 2020
Dmitry Kuvshinov and Kaspar Zimmermann
Universitat Pompeu Fabra and University of Bonn - Department of Economics
Downloads 156 (206,508)
Citation 3

Abstract:

Loading...

stock market capitalization, wealth-to-income ratios, return predictability, equity valuations, risk premiums

The Big Bang: Stock Market Capitalization in the Long Run

CEPR Discussion Paper No. DP14468
Number of pages: 90 Posted: 25 Mar 2020
Dmitry Kuvshinov and Kaspar Zimmermann
Universitat Pompeu Fabra and University of Bonn - Department of Economics
Downloads 0
  • Add to Cart

Abstract:

Loading...

equity valuations, return predictability, risk premiums, stock market capitalization, wealth-to-income ratios

3.

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

Number of pages: 47 Posted: 26 Mar 2020
Dmitry Kuvshinov and Kaspar Zimmermann
Universitat Pompeu Fabra and University of Bonn - Department of Economics
Downloads 57 (397,025)

Abstract:

Loading...

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

4.

The Time Varying Risk Puzzle

Number of pages: 76 Posted: 15 Dec 2018
Dmitry Kuvshinov
Universitat Pompeu Fabra
Downloads 49 (424,912)
Citation 4

Abstract:

Loading...

discount rates, risk premiums, return predictability, excess volatility, comovement, sentiment, corporate bond spreads