Dmitry Kuvshinov

Universitat Pompeu Fabra

Ramon Trias Fargas, 25-27

Barcelona, E-08005

Spain

SCHOLARLY PAPERS

5

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Top 7,297

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160

CROSSREF CITATIONS

19

Scholarly Papers (5)

1.
Downloads 1,403 ( 19,941)
Citation 56

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 2022
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 638 (59,225)
Citation 1

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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
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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

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 6

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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

3.

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 152 (271,320)

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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: 25 Jun 2022
Dmitry Kuvshinov, Björn Richter and Kaspar Zimmermann
Universitat Pompeu Fabra, Universitat Pompeu Fabra and Leibniz Institute for Financial Research SAFE
Downloads 70 (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
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banking crises, bank risk, leverage, long-run trends, macro-financial linkages

5.

The Co-Movement Puzzle

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 79 Posted: 15 Dec 2018 Last Revised: 03 Jul 2022
Dmitry Kuvshinov
Universitat Pompeu Fabra
Downloads 94 (382,852)
Citation 3

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discount rates, risk premia, return predictability, excess volatility, discount rate co-movement