Ralph S. J. Koijen

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

New York University (NYU) - Department of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

http://www.koijen.net

Centre for Economic Policy Research (CEPR)

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 240

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Top 240

in Total Papers Downloads

47,787

CITATIONS
Rank 2,489

SSRN RANKINGS

Top 2,489

in Total Papers Citations

224

Scholarly Papers (28)

1.
Downloads 7,458 ( 553)
Citation 4

Carry

Fama-Miller Working Paper
Number of pages: 67 Posted: 26 Jul 2013 Last Revised: 01 Nov 2016
New York University (NYU) - Department of Finance, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 7,037 (597)
Citation 4

Abstract:

Carry Trade, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions

Carry

Chicago Booth Research Paper No. 15-20
Number of pages: 67 Posted: 19 Jul 2015 Last Revised: 01 Nov 2016
New York University (NYU) - Department of Finance, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 350 (68,132)
Citation 4

Abstract:

Carry Trade, Predictability, Stocks, Bonds, Currencies, Commodities, Corporate Bonds, Options, Global Recessions, Liquidity Risk, Volatility Risk

Carry

NBER Working Paper No. w19325
Number of pages: 65 Posted: 17 Aug 2013
New York University (NYU) - Department of Finance, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 67 (284,264)
Citation 4

Abstract:

Carry

CEPR Discussion Paper No. DP9771
Number of pages: 66 Posted: 02 Dec 2013
New York University (NYU) - Department of Finance, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 4 (544,527)
Citation 4

Abstract:

bonds, carry trade, commodities, corporate bonds, currencies, global recessions, liquidity risk, options, predictability stocks, volatility risk

The Cross-Section and Time-Series of Stock and Bond Returns

Journal of Monetary Economics, Forthcoming, EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 65 Posted: 11 Feb 2009 Last Revised: 04 May 2017
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 3,258 (2,275)
Citation 26

Abstract:

The Cross-Section and Time-Series of Stock and Bond Returns

NYU Working Paper No. 2451/31423
Number of pages: 64 Posted: 13 Jan 2012 Last Revised: 16 Dec 2014
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 689 (28,685)
Citation 26

Abstract:

The Cross-Section and Time-Series of Stock and Bond Returns

NBER Working Paper No. w15688
Number of pages: 68 Posted: 01 Feb 2010
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 237 (105,064)
Citation 26

Abstract:

The Cross-Section and Time-Series of Stock and Bond Returns

CEPR Discussion Paper No. DP9024
Number of pages: 69 Posted: 28 Sep 2012
Ralph S. J. Koijen, Hanno N. Lustig and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Stanford Graduate School of Business and New York University Stern School of Business, Department of Finance
Downloads 2 (557,451)
Citation 26

Abstract:

bond risk premium, cross-section of stock returns

3.

Momentum and Mean-Reversion in Strategic Asset Allocation

EFA 2006 Zurich Meetings
Number of pages: 34 Posted: 07 Jun 2006 Last Revised: 28 Jan 2009
Ralph S. J. Koijen, Juan Carlos Rodriguez and Alessandro Sbuelz
New York University (NYU) - Department of Finance, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 3,806 (1,494)
Citation 7

Abstract:

Return predictability, Momentum, Mean reversion, Portfolio choice

4.
Downloads 3,641 ( 1,914)
Citation 29

Predictive Regressions: A Present-Value Approach

Number of pages: 48 Posted: 04 Mar 2007 Last Revised: 15 Sep 2013
Jules H. van Binsbergen and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance
Downloads 3,581 (1,931)
Citation 29

Abstract:

predictive regressions, present-value models

Predictive Regressions: A Present-Value Approach

NBER Working Paper No. w16263
Number of pages: 60 Posted: 16 Aug 2010
Jules H. van Binsbergen and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance
Downloads 60 (301,353)
Citation 29

Abstract:

5.
Downloads 3,412 ( 2,133)
Citation 12

On the Timing and Pricing of Dividends

CRSP Working Paper, Chicago Booth Research Paper No. 10-30, Swiss Finance Institute Research Paper No. 11-13
Number of pages: 38 Posted: 12 Feb 2010 Last Revised: 15 Sep 2013
Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance
Downloads 2,987 (2,672)
Citation 11

Abstract:

Equity Risk Premium, Pricing Dividends, Trading Dividends, Return Predictability

On the Timing and Pricing of Dividends

AFA 2012 Chicago Meetings Paper
Number of pages: 38 Posted: 16 Mar 2011 Last Revised: 15 Sep 2013
Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance
Downloads 265 (93,398)
Citation 11

Abstract:

Dividend Strips, Equity Risk Premium, Term Structure of Equity

On the Timing and Pricing of Dividends

MFI Working Paper No. 210-010
Number of pages: 49 Posted: 17 Nov 2010 Last Revised: 15 Sep 2013
Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance
Downloads 133 (178,429)
Citation 12

Abstract:

Equity risk premium, dividend strips, excess volatility

On the Timing and Pricing of Dividends

NBER Working Paper No. w16455
Number of pages: 52 Posted: 18 Oct 2010
Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance
Downloads 27 (417,200)
Citation 12

Abstract:

6.
Downloads 2,772 ( 3,119)
Citation 1

Shadow Insurance

Econometrica, Vol. 84, No. 3, 2016, Swiss Finance Institute Research Paper No. 14-64
Number of pages: 50 Posted: 06 Sep 2013 Last Revised: 19 May 2016
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 2,756 (3,089)
Citation 1

Abstract:

Capital regulation, Demand estimation, Life insurance industry, Regulatory arbitrage, Reinsurance

Shadow Insurance

NBER Working Paper No. w19568
Number of pages: 51 Posted: 25 Oct 2013
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 16 (479,055)
Citation 1

Abstract:

7.
Downloads 2,470 ( 3,796)

Equity Yields

Becker Friedman Institute for Research in Economics Working Paper No. 2012-007
Number of pages: 52 Posted: 27 Jan 2011 Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, APG Asset Management, New York University (NYU) - Department of Finance and VU University Amsterdam, PGO-IM
Downloads 2,092 (4,966)

Abstract:

Growth expectations, Equity risk premium, Term structure of equity

Equity Yields

Chicago Booth Research Paper No. 11-33, Fama-Miller Working Paper
Number of pages: 51 Posted: 08 Sep 2011 Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, APG Asset Management, New York University (NYU) - Department of Finance and VU University Amsterdam, PGO-IM
Downloads 338 (70,978)

Abstract:

Equity Yields

NBER Working Paper No. w17416
Number of pages: 42 Posted: 21 Sep 2011
University of Pennsylvania - The Wharton School, APG Asset Management, New York University (NYU) - Department of Finance and VU University Amsterdam, PGO-IM
Downloads 40 (362,657)

Abstract:

8.
Downloads 2,249 ( 4,477)
Citation 1

The Term Structure of Returns: Facts and Theory

Number of pages: 48 Posted: 23 Apr 2015 Last Revised: 27 Jun 2016
Jules H. van Binsbergen and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance
Downloads 2,235 (4,424)
Citation 1

Abstract:

The Term Structure of Returns: Facts and Theory

NBER Working Paper No. w21234
Number of pages: 38 Posted: 08 Jun 2015
Jules H. van Binsbergen and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance
Downloads 13 (496,372)
Citation 1

Abstract:

The Term Structure of Returns: Facts and Theory

CEPR Discussion Paper No. DP10633
Number of pages: 39 Posted: 01 Jun 2015
Ralph S. J. Koijen and Jules H. van Binsbergen
New York University (NYU) - Department of Finance and University of Pennsylvania - The Wharton School
Downloads 1 (567,857)
Citation 1

Abstract:

corporate bonds, equity, fixed income, term structure, volatility

9.

The Cross-section of Managerial Ability, Incentives, and Risk Preferences

EFA 2008 Athens Meetings Paper, AFA 2009 San Francisco Meetings Paper
Number of pages: 88 Posted: 23 Mar 2009 Last Revised: 17 Oct 2012
Ralph S. J. Koijen
New York University (NYU) - Department of Finance
Downloads 2,010 (4,559)
Citation 18

Abstract:

mutual fund performance measurement, structural estimation

An Equilibrium Model of Institutional Demand and Asset Prices

Number of pages: 53 Posted: 14 Dec 2014 Last Revised: 16 Oct 2016
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 1,797 (6,451)

Abstract:

Asset pricing model, Differentiated product demand systems, Institutional investors, Liquidity, Portfolio choice

An Equilibrium Model of Institutional Demand and Asset Prices

NBER Working Paper No. w21749
Number of pages: 54 Posted: 23 Nov 2015
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 15 (484,858)

Abstract:

11.
Downloads 1,785 ( 6,664)
Citation 14

Predictability of Returns and Cash Flows

Number of pages: 33 Posted: 12 Dec 2010 Last Revised: 09 Jan 2011
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 1,545 (8,358)
Citation 13

Abstract:

return predictability, present-value moel, dividend growth predictability

Predictability of Returns and Cash Flows

NYU Working Paper No. 2451/31426
Number of pages: 33 Posted: 13 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 208 (119,757)
Citation 14

Abstract:

Predictability of Returns and Cash Flows

NBER Working Paper No. w16648
Number of pages: 34 Posted: 29 Dec 2010
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance
Downloads 32 (393,842)
Citation 14

Abstract:

Predictability of Returns and Cash Flows

Annual Review of Financial Economics, Vol. 3, pp. 467-491, 2011
Posted: 10 Jan 2012
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance and New York University Stern School of Business, Department of Finance

Abstract:

12.
Downloads 1,557 ( 8,406)
Citation 17

Mortgage Timing

Number of pages: 67 Posted: 23 Dec 2008 Last Revised: 02 Oct 2015
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Man AHL and New York University Stern School of Business, Department of Finance
Downloads 1,374 (10,108)
Citation 17

Abstract:

Mortgage Timing

NYU Working Paper No. 2451/31424
Number of pages: 67 Posted: 13 Jan 2012
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, affiliation not provided to SSRN and New York University Stern School of Business, Department of Finance
Downloads 149 (162,540)
Citation 17

Abstract:

Mortgage Timing

NBER Working Paper No. w13361
Number of pages: 53 Posted: 10 Sep 2007
Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh
New York University (NYU) - Department of Finance, Man AHL and New York University Stern School of Business, Department of Finance
Downloads 34 (385,543)
Citation 17

Abstract:

13.
Downloads 1,465 ( 9,285)
Citation 18

Optimal Decentralized Investment Management

EFA 2006 Zurich Meetings, AFA 2007 Chicago Meetings Paper
Number of pages: 68 Posted: 02 Mar 2006
Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance
Downloads 1,369 (10,171)
Citation 18

Abstract:

Decentralized investment management, performance benchmark

Optimal Decentralized Investment Management

NBER Working Paper No. w12144
Number of pages: 61 Posted: 18 May 2006
Michael W. Brandt, Jules H. van Binsbergen and Ralph S. J. Koijen
Duke University - Fuqua School of Business, University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance
Downloads 96 (227,670)
Citation 18

Abstract:

14.

Optimal Annuity Risk Management

CentER Working Paper Series No. 2006-78, EFA 2007 Ljubljana Meetings Paper
Number of pages: 53 Posted: 01 Mar 2007 Last Revised: 03 Sep 2009
Ralph S. J. Koijen, Theo Nijman and Bas J. M. Werker
New York University (NYU) - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 1,152 (12,451)
Citation 4

Abstract:

optimal life-cycle portfolio choice, annuity risk

15.
Downloads 1,141 ( 13,876)
Citation 5

The Cost of Financial Frictions for Life Insurers

American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper
Number of pages: 42 Posted: 31 Mar 2012 Last Revised: 13 Nov 2014
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 1,131 (13,787)
Citation 5

Abstract:

Annuities, Capital regulation, Financial crisis, Leverage, Life insurance

The Cost of Financial Frictions for Life Insurers

NBER Working Paper No. w18321
Number of pages: 43 Posted: 18 Aug 2012
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 10 (513,503)
Citation 5

Abstract:

When Can Life-Cycle Investors Benefit from Time-Varying Bond Risk Premia?

EFA 2007 Ljubljana Meetings Paper
Number of pages: 49 Posted: 01 Mar 2007 Last Revised: 04 Feb 2009
Ralph S. J. Koijen, Theo Nijman and Bas J. M. Werker
New York University (NYU) - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 1,053 (15,442)
Citation 27

Abstract:

bond risk premia, life-cycle consumption, portfolio choice

When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Review of Financial Studies, Vol. 23, Issue 2, pp. 741-780, 2009
Posted: 01 Feb 2010
Ralph S. J. Koijen, Theo Nijman and Bas J. M. Werker
New York University (NYU) - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Abstract:

G11

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

PIER Working Paper No. 10-011
Number of pages: 50 Posted: 15 Mar 2010 Last Revised: 15 Sep 2013
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, New York University (NYU) - Department of Finance and Federal Reserve Bank of Atlanta - Research Department
Downloads 904 (19,349)
Citation 11

Abstract:

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

NBER Working Paper No. w15890
Number of pages: 49 Posted: 12 Apr 2010
University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, New York University (NYU) - Department of Finance and Federal Reserve Bank of Atlanta - Research Department
Downloads 47 (339,152)
Citation 11

Abstract:

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

CEPR Discussion Paper No. DP7781
Number of pages: 51 Posted: 19 May 2010
University of Pennsylvania - Department of Economics, New York University (NYU) - Department of Finance, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - The Wharton School
Downloads 4 (544,527)
Citation 11

Abstract:

DSGE models, Epstein-Zin Preferences, Likelihood Estimation

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Journal of Finance, Vol. 71, No. 2, 2016, Netspar Discussion Paper No. 05/2011-050, Chicago Booth Research Paper No. 11-34, Fama-Miller Working Paper, NYU Working Paper No. FIN-11-055
Number of pages: 63 Posted: 10 May 2011 Last Revised: 24 Dec 2015
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Princeton University - Department of Economics
Downloads 668 (29,977)
Citation 2

Abstract:

Annuities, Health insurance, Life-cycle model, Life insurance, Portfolio choice

Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

NBER Working Paper No. w17325
Number of pages: 64 Posted: 29 Aug 2011
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Motohiro Yogo
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Princeton University - Department of Economics
Downloads 10 (513,503)
Citation 2

Abstract:

19.

Appendix Describing the Numerical Method Used in 'When Can Life-Cycle Investors Benefit from Time-Varying Bond Risk Premia?'

Number of pages: 14 Posted: 21 Nov 2006
Ralph S. J. Koijen, Theo Nijman and Bas J. M. Werker
New York University (NYU) - Department of Finance, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)
Downloads 629 (32,550)
Citation 2

Abstract:

20.

Likelihood-Based Estimation of Exactly-Solved Present-Value Models

Number of pages: 49 Posted: 28 Jul 2009 Last Revised: 15 Sep 2013
Jules H. van Binsbergen and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance
Downloads 541 (37,701)
Citation 2

Abstract:

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

The Economics, Regulation, and Systemic Risk of Insurance Markets, 2017
Number of pages: 30 Posted: 21 Sep 2015 Last Revised: 15 Jan 2017
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 417 (55,242)

Abstract:

Derivatives, Reinsurance, Securities lending, Shadow insurance, Systemic risk, Variable annuities

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

NBER Working Paper No. w23365
Number of pages: 31 Posted: 01 May 2017
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 18 (467,593)

Abstract:

22.
Downloads 421 ( 55,103)
Citation 1

Financial Health Economics

Number of pages: 78 Posted: 20 Apr 2014 Last Revised: 22 Jan 2015
Ralph S. J. Koijen, Tomas Philipson and Harald Uhlig
New York University (NYU) - Department of Finance, University of Chicago and University of Chicago - Department of Economics
Downloads 411 (56,198)
Citation 1

Abstract:

Health economics, Health care spending, Medical innovation, Risk premium

Financial Health Economics

NBER Working Paper No. w20075
Number of pages: 75 Posted: 28 Apr 2014
Ralph S. J. Koijen, Tomas Philipson and Harald Uhlig
New York University (NYU) - Department of Finance, University of Chicago and University of Chicago - Department of Economics
Downloads 10 (513,503)
Citation 1

Abstract:

23.

On the Timing and Pricing of Dividends: Web Appendix

Number of pages: 17 Posted: 09 Oct 2011
Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School, Duke University - Fuqua School of Business and New York University (NYU) - Department of Finance
Downloads 247 (98,157)
Citation 9

Abstract:

24.

Judging the Quality of Survey Data by Comparison with 'Truth' as Measured by Administrative Records: Evidence from Sweden

Chapter in NBER Book Improving the Measurement of Consumer Expenditures, Christopher Carroll, Thomas Crossley, John Sabelhaus, eds., Forthcoming, NBER Book Series Studies in Income and Wealth, University of Chicago Press, Forthcoming
Number of pages: 36 Posted: 22 Feb 2012 Last Revised: 26 Jan 2014
Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Roine Vestman
New York University (NYU) - Department of Finance, New York University Stern School of Business, Department of Finance and Stockholm University - Department of Economics
Downloads 112 (143,230)
Citation 4

Abstract:

Consumption measurement, consumption inequality, measurement error, surveys, household finance

25.

The Fragility of Market Risk Insurance

Number of pages: 36 Posted: 24 May 2017
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 0 (255,854)

Abstract:

Financial crisis, Guaranteed return products, Life insurance industry, Risk-based capital regulation, Variable annuities

26.

Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.

Number of pages: 50 Posted: 09 Sep 2016
New York University (NYU) - Department of Finance, Banque centrale du Luxembourg, Banque de France and Princeton University - Department of Economics
Downloads 0 (38,157)

Abstract:

Quantitative Easing, Flow of Risk, Portfolio Rebalancing, Risk Concentration

27.

On the Timing and Pricing of Dividends: Reply

Number of pages: 14 Posted: 01 Jun 2016 Last Revised: 04 Jun 2016
Jules H. van Binsbergen and Ralph S. J. Koijen
University of Pennsylvania - The Wharton School and New York University (NYU) - Department of Finance
Downloads 0 (57,259)
Citation 10

Abstract:

Term structure of equity, dividend strips, dividend futures, taxes

28.

Is the Insurance Sector at Risk?

Business Strategy Review, Vol. 25, Issue 2, pp. 30-33, 2014
Number of pages: 4 Posted: 03 Jun 2014
Ralph S. J. Koijen and Motohiro Yogo
New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 0 (552,972)

Abstract: