Author Page for Ralph S. J. Koijen

Carry

Fama-Miller Working Paper

Number of pages: 67 Posted: 26 Jul 2013 Last Revised: 01 Nov 2016

Ralph S. J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

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Citation 4

Abstract:

Carry

Chicago Booth Research Paper No. 15-20

Number of pages: 67 Posted: 19 Jul 2015 Last Revised: 01 Nov 2016

Ralph S. J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

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Citation 4

Abstract:

Carry

NBER Working Paper No. w19325

Number of pages: 65 Posted: 17 Aug 2013 Last Revised: 07 Sep 2013

Ralph S. J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

Downloads 115 (221,915)

Citation 4

Abstract:

Carry

CEPR Discussion Paper No. DP9771

Number of pages: 66 Posted: 02 Dec 2013

Ralph S. J. Koijen, Tobias J. Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt

University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM

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Citation 4

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2.

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

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Citation 26

4

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

Journal of Monetary Economics, Forthcoming, AFA 2010 Atlanta Meetings Paper, EFA 2009 Bergen 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

University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business

Downloads 3,604 (2,293)

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

University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business

Downloads 702 (31,684)

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

University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business

Downloads 240 (115,920)

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

University of Chicago - Booth School of Business, Stanford Graduate School of Business and Columbia University Graduate School of Business

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Citation 26

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Abstract:

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

University of Chicago - Booth School of Business, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics

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Citation 7

Abstract:

4.

Predictive Regressions: A Present-Value Approach

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Citation 30

2

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 University of Chicago - Booth School of Business

Downloads 3,749 (2,132)

Citation 30

Abstract:

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 University of Chicago - Booth School of Business

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Citation 30

Abstract:

5.

On the Timing and Pricing of Dividends

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Citation 13

4

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 University of Chicago - Booth School of Business

Downloads 3,110 (2,974)

Citation 12

Abstract:

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 University of Chicago - Booth School of Business

Downloads 287 (96,071)

Citation 12

Abstract:

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 University of Chicago - Booth School of Business

Downloads 134 (197,140)

Citation 13

Abstract:

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 University of Chicago - Booth School of Business

Downloads 28 (452,360)

Citation 13

Abstract:

6.

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

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 2,970 (3,214)

Citation 1

Abstract:

Shadow Insurance

NBER Working Paper No. w19568

Number of pages: 51 Posted: 25 Oct 2013

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 25 (474,619)

Citation 1

Abstract:

7.

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

Jules H. van Binsbergen, Wouter Hueskes, Ralph S. J. Koijen and Evert B. Vrugt

University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM

Downloads 2,234 (5,217)

Abstract:

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

Jules H. van Binsbergen, Wouter Hueskes, Ralph S. J. Koijen and Evert B. Vrugt

University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM

Downloads 346 (77,698)

Abstract:

Equity Yields

NBER Working Paper No. w17416

Number of pages: 42 Posted: 21 Sep 2011

Jules H. van Binsbergen, Wouter Hueskes, Ralph S. J. Koijen and Evert B. Vrugt

University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM

Downloads 45 (384,319)

Abstract:

8.

The Term Structure of Returns: Facts and Theory

Downloads 2,589 ( 4,168)

Citation 1

3

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 University of Chicago - Booth School of Business

Downloads 2,573 (4,123)

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 University of Chicago - Booth School of Business

Downloads 15 (528,605)

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

University of Chicago - Booth School of Business and University of Pennsylvania - The Wharton School

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Citation 1

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Abstract:

9.

A Demand System Approach to Asset Pricing

Downloads 2,548 ( 4,325)

2

A Demand System Approach to Asset Pricing

Number of pages: 62 Posted: 14 Dec 2014 Last Revised: 10 Aug 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 2,529 (4,288)

Abstract:

A Demand System Approach to Asset Pricing

NBER Working Paper No. w21749

Number of pages: 64 Posted: 23 Nov 2015

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 19 (504,588)

Abstract:

10.

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

University of Chicago - Booth School of Business

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Citation 19

Abstract:

11.

Predictability of Returns and Cash Flows

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Citation 14

4

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

University of Chicago - Booth School of Business and Columbia University Graduate School of Business

Downloads 1,667 (8,553)

Citation 14

Abstract:

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

University of Chicago - Booth School of Business and Columbia University Graduate School of Business

Downloads 214 (131,177)

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

University of Chicago - Booth School of Business and Columbia University Graduate School of Business

Downloads 34 (424,207)

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

University of Chicago - Booth School of Business and Columbia University Graduate School of Business

Abstract:

12.

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

University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business

Downloads 1,398 (11,374)

Citation 18

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

University of Chicago - Booth School of Business, affiliation not provided to SSRN and Columbia University Graduate School of Business

Downloads 171 (163,710)

Citation 18

Abstract:

Mortgage Timing

NBER Working Paper No. w13361

Number of pages: 53 Posted: 10 Sep 2007 Last Revised: 06 Jul 2010

Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh

University of Chicago - Booth School of Business, Man AHL and Columbia University Graduate School of Business

Downloads 35 (419,955)

Citation 18

Abstract:

13.

Optimal Decentralized Investment Management

Downloads 1,534 ( 9,981)

Citation 18

2

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 University of Chicago - Booth School of Business

Downloads 1,431 (10,957)

Citation 18

Abstract:

Optimal Decentralized Investment Management

NBER Working Paper No. w12144

Number of pages: 61 Posted: 18 May 2006 Last Revised: 08 Sep 2010

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 University of Chicago - Booth School of Business

Downloads 103 (240,341)

Citation 18

Abstract:

14.

The Cost of Financial Frictions for Life Insurers

Downloads 1,268 ( 13,597)

Citation 5

2

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

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 1,249 (13,607)

Citation 5

Abstract:

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

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 19 (504,588)

Citation 5

Abstract:

15.

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

University of Chicago - Booth School of Business, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Downloads 1,253 (13,787)

Citation 4

Abstract:

16.

Inspecting the Mechanism of Quantitative Easing in the Euro Area

Banque de France Working Paper No. 601

Number of pages: 47 Posted: 09 Sep 2016 Last Revised: 23 Mar 2018

Ralph S. J. Koijen, Francois Koulischer, Benoît Nguyen and Motohiro Yogo

University of Chicago - Booth School of Business, Banque centrale du Luxembourg, Banque de France and Princeton University - Department of Economics

Downloads 1,064 (18,074)

Abstract:

17.

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

Downloads 1,057 ( 17,884)

Citation 27

2

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

University of Chicago - Booth School of Business, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Downloads 1,057 (17,556)

Citation 27

Abstract:

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

University of Chicago - Booth School of Business, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Abstract:

18.

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

Downloads 1,013 ( 19,092)

Citation 11

3

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

Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan Francisco Rubio-Ramirez

University of Pennsylvania - The Wharton School, University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Downloads 962 (20,270)

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

Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan Francisco Rubio-Ramirez

University of Pennsylvania - The Wharton School, University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Downloads 47 (373,886)

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

Jesús Fernández-Villaverde, Ralph S. J. Koijen, Juan Francisco Rubio-Ramirez and Jules H. van Binsbergen

University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), University of Chicago - Booth School of Business, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - The Wharton School

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Citation 11

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19.

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

Downloads 745 ( 29,848)

Citation 4

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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

University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics

Downloads 729 (30,254)

Citation 4

Abstract:

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

University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics

Downloads 16 (522,508)

Citation 4

Abstract:

20.

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

University of Chicago - Booth School of Business, Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Downloads 640 (36,522)

Citation 2

Abstract:

21.

The Fragility of Market Risk Insurance

Downloads 597 ( 40,134)

3

The Fragility of Market Risk Insurance

Becker Friedman Institute for Research in Economics Working Paper No. 2018-9

Number of pages: 45 Posted: 24 May 2017 Last Revised: 16 May 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 577 (41,374)

Abstract:

The Fragility of Market Risk Insurance

NBER Working Paper No. w24182

Number of pages: 46 Posted: 09 Jan 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Abstract:

The Fragility of Market Risk Insurance

CEPR Discussion Paper No. DP12560

Number of pages: 47 Posted: 08 Jan 2018

Ralph S. J. Koijen and Motohiro Yogo

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Abstract:

22.

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 University of Chicago - Booth School of Business

Downloads 580 (41,571)

Citation 2

Abstract:

23.

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

Downloads 531 ( 46,530)

2

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

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 512 (48,117)

Abstract:

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

University of Chicago - Booth School of Business and Princeton University - Department of Economics

Downloads 19 (504,588)

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Abstract:

24.

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 University of Chicago - Booth School of Business

Downloads 515 (48,702)

Citation 11

Abstract:

25.

Financial Health Economics

Downloads 482 ( 52,860)

Citation 1

2

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

University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics

Downloads 470 (54,017)

Citation 1

Abstract:

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

University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics

Downloads 12 (547,095)

Citation 1

Abstract:

26.

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 University of Chicago - Booth School of Business

Downloads 256 (108,984)

Citation 10

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27.

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

University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Stockholm University - Department of Economics

Downloads 194 (142,936)

Citation 4

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28.

Financing the War on Cancer

Downloads 113 (234,184)

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Financing the War on Cancer

Number of pages: 30 Posted: 19 Mar 2018 Last Revised: 04 Aug 2018

Ralph S. J. Koijen and Stijn Van Nieuwerburgh

University of Chicago - Booth School of Business and Columbia University Graduate School of Business

Downloads 110 (240,341)

Abstract:

Financing the War on Cancer

NBER Working Paper No. w24730

Number of pages: 31 Posted: 18 Jun 2018

Ralph S. J. Koijen and Stijn Van Nieuwerburgh

University of Chicago - Booth School of Business and Columbia University Graduate School of Business

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Abstract:

Financing the War on Cancer

CEPR Discussion Paper No. DP12990

Number of pages: 33 Posted: 18 Jun 2018 Last Revised: 25 Jun 2018

Ralph S. J. Koijen and Stijn Van Nieuwerburgh

University of Chicago - Booth School of Business and Columbia University Graduate School of Business

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Abstract:

29.

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

University of Chicago - Booth School of Business and Princeton University - Department of Economics

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Ralph S. J. Koijen

University of Chicago - Booth School of Business

Professor of Finance

Centre for Economic Policy Research (CEPR)

National Bureau of Economic Research (NBER)

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Scholarly Papers (29)

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Carry

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

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The Term Structure of Returns: Facts and Theory

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

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The Fragility of Market Risk Insurance

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The Fragility of Market Risk Insurance

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Risk of Life Insurers: Recent Trends and Transmission Mechanisms

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