Ralph S. J. Koijen

University of Chicago - Booth School of Business

Professor of Finance

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

http://faculty.chicagobooth.edu/ralph.koijen/

Centre for Economic Policy Research (CEPR)

London

United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

33

DOWNLOADS
Rank 174

SSRN RANKINGS

Top 174

in Total Papers Downloads

70,902

SSRN CITATIONS
Rank 504

SSRN RANKINGS

Top 504

in Total Papers Citations

881

CROSSREF CITATIONS

824

Scholarly Papers (33)

1.
Downloads 12,270 ( 326)
Citation 13

Carry

Fama-Miller Working Paper
Number of pages: 67 Posted: 26 Jul 2013 Last Revised: 01 Nov 2016
University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 11,409 (376)
Citation 4

Abstract:

Loading...

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
University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 707 (37,602)
Citation 10

Abstract:

Loading...

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 Last Revised: 07 Sep 2013
University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 149 (211,244)

Abstract:

Loading...

Carry

CEPR Discussion Paper No. DP9771
Number of pages: 66 Posted: 02 Dec 2013
University of Chicago - Booth School of Business, Yale University, Yale SOM, AQR Capital Management, LLC and VU University Amsterdam, PGO-IM
Downloads 5 (685,943)
  • Add to Cart

Abstract:

Loading...

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

2.

Coronavirus: Impact on Stock Prices and Growth Expectations

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-22
Number of pages: 35 Posted: 17 Mar 2020 Last Revised: 26 May 2020
Niels Joachim Gormsen and Ralph S. J. Koijen
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 6,154 (1,165)
Citation 35

Abstract:

Loading...

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 3,857 (2,584)
Citation 5

Abstract:

Loading...

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 714 (37,099)

Abstract:

Loading...

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 246 (133,173)

Abstract:

Loading...

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
Downloads 2 (713,225)
Citation 10
  • Add to Cart

Abstract:

Loading...

bond risk premium, cross-section of stock returns

4.

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
Downloads 4,599 (1,942)
Citation 5

Abstract:

Loading...

Return predictability, Momentum, Mean reversion, Portfolio choice

5.
Downloads 4,004 ( 2,470)
Citation 82

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 3,928 (2,503)
Citation 88

Abstract:

Loading...

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 University of Chicago - Booth School of Business
Downloads 76 (339,716)

Abstract:

Loading...

6.
Downloads 3,770 ( 2,724)
Citation 31

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 3,301 (3,350)
Citation 13

Abstract:

Loading...

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 University of Chicago - Booth School of Business
Downloads 298 (108,867)
Citation 41

Abstract:

Loading...

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 University of Chicago - Booth School of Business
Downloads 138 (224,873)
Citation 1

Abstract:

Loading...

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 University of Chicago - Booth School of Business
Downloads 33 (496,203)

Abstract:

Loading...

7.
Downloads 3,576 ( 2,976)
Citation 47

A Demand System Approach to Asset Pricing

Journal of Political Economy, Vol. 127, No. 4, 2019
Number of pages: 62 Posted: 14 Dec 2014 Last Revised: 21 Jun 2019
Ralph S. J. Koijen and Motohiro Yogo
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 3,522 (2,999)
Citation 44

Abstract:

Loading...

Asset pricing model, Demand system, Institutional investors, Liquidity, Portfolio choice

A Demand System Approach to Asset Pricing

NBER Working Paper No. w21749
Number of pages: 63 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 54 (407,194)
Citation 3

Abstract:

Loading...

8.
Downloads 3,228 ( 3,548)
Citation 10

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 3,192 (3,544)
Citation 3

Abstract:

Loading...

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
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 36 (481,309)
Citation 6

Abstract:

Loading...

9.
Downloads 2,879 ( 4,327)
Citation 42

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 2,854 (4,289)
Citation 5

Abstract:

Loading...

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 24 (549,135)
Citation 18

Abstract:

Loading...

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
Downloads 1 (727,094)
Citation 1
  • Add to Cart

Abstract:

Loading...

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

10.
Downloads 2,758 ( 4,653)
Citation 45

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, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM
Downloads 2,348 (5,934)
Citation 7

Abstract:

Loading...

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, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM
Downloads 360 (88,035)
Citation 5

Abstract:

Loading...

Equity Yields

NBER Working Paper No. w17416
Number of pages: 42 Posted: 21 Sep 2011
University of Pennsylvania - The Wharton School, APG Asset Management, University of Chicago - Booth School of Business and VU University Amsterdam, PGO-IM
Downloads 50 (421,813)
Citation 11

Abstract:

Loading...

11.

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
Downloads 2,394 (5,871)
Citation 8

Abstract:

Loading...

mutual fund performance measurement, structural estimation

12.
Downloads 2,095 ( 7,353)
Citation 47

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 1,834 (9,033)
Citation 23

Abstract:

Loading...

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
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 224 (146,165)
Citation 10

Abstract:

Loading...

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 37 (476,572)

Abstract:

Loading...

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:

Loading...

13.
Downloads 1,669 ( 10,737)
Citation 53

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 1,423 (13,540)
Citation 1

Abstract:

Loading...

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 206 (158,391)

Abstract:

Loading...

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 40 (463,024)
Citation 7

Abstract:

Loading...

14.
Downloads 1,634 ( 11,133)
Citation 44

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 1,520 (12,162)
Citation 3

Abstract:

Loading...

Decentralized investment management, performance benchmark

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 114 (260,242)
Citation 3

Abstract:

Loading...

Inspecting the Mechanism of Quantitative Easing in the Euro Area

Banque de France Working Paper No. 601, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-100
Number of pages: 41 Posted: 09 Sep 2016 Last Revised: 30 Jan 2020
University of Chicago - Booth School of Business, Luxembourg School of Finance, Banque de France and Princeton University - Department of Economics
Downloads 1,511 (12,325)
Citation 20

Abstract:

Loading...

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

Inspecting the Mechanism of Quantitative Easing in the Euro Area

NBER Working Paper No. w26152
Number of pages: 46 Posted: 20 Aug 2019
University of Chicago - Booth School of Business, Luxembourg School of Finance, Banque de France and Princeton University - Department of Economics
Downloads 4 (693,746)
  • Add to Cart

Abstract:

Loading...

Inspecting the Mechanism of Quantitative Easing in the Euro Area

CEPR Discussion Paper No. DP13906
Number of pages: 48 Posted: 20 Aug 2019
University of Chicago - Booth School of Business, Luxembourg School of Finance, Banque de France and Princeton University - Department of Economics
Downloads 0
Citation 3
  • Add to Cart

Abstract:

Loading...

16.

Granular Instrumental Variables

Number of pages: 84 Posted: 15 Apr 2019 Last Revised: 30 Jan 2020
Xavier Gabaix and Ralph S. J. Koijen
Harvard University - Department of Economics and University of Chicago - Booth School of Business
Downloads 1,455 (13,436)
Citation 2

Abstract:

Loading...

17.
Downloads 1,432 ( 13,692)
Citation 48

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 1,409 (13,754)
Citation 11

Abstract:

Loading...

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
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 23 (555,830)
Citation 9

Abstract:

Loading...

18.

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 - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 1,296 (15,928)
Citation 10

Abstract:

Loading...

optimal life-cycle portfolio choice, annuity risk

19.
Downloads 1,079 ( 21,004)
Citation 1

The Fragility of Market Risk Insurance

Becker Friedman Institute for Research in Economics Working Paper No. 2018-9
Number of pages: 53 Posted: 24 May 2017 Last Revised: 09 Apr 2020
Ralph S. J. Koijen and Motohiro Yogo
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 1,051 (21,436)
Citation 3

Abstract:

Loading...

Financial crisis, Life insurance industry, Minimum return guarantees, Risk-based capital regulation, Variable annuities

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
Downloads 28 (524,071)

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

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, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
Downloads 1,017 (22,524)
Citation 9

Abstract:

Loading...

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, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
Downloads 51 (418,028)

Abstract:

Loading...

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, University of Chicago - Booth School of Business, Federal Reserve Bank of Atlanta - Research Department and University of Pennsylvania - The Wharton School
Downloads 4 (693,746)
Citation 4
  • Add to Cart

Abstract:

Loading...

DSGE models, Epstein-Zin Preferences, Likelihood Estimation

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 - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 1,069 (20,889)
Citation 19

Abstract:

Loading...

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

Abstract:

Loading...

G11

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 814 (31,051)
Citation 1

Abstract:

Loading...

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
University of Chicago - Booth School of Business, Columbia University Graduate School of Business and Princeton University - Department of Economics
Downloads 20 (576,207)
Citation 4

Abstract:

Loading...

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 717 (36,964)
Citation 1

Abstract:

Loading...

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
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 24 (549,135)
Citation 3

Abstract:

Loading...

24.

Which Investors Matter for Equity Valuations and Expected Returns?

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-92, NYU Stern School of Business
Number of pages: 49 Posted: 28 Jun 2019 Last Revised: 31 Mar 2020
Ralph S. J. Koijen, Robert Richmond and Motohiro Yogo
University of Chicago - Booth School of Business, New York University (NYU) - Department of Finance and Princeton University - Department of Economics
Downloads 728 (36,802)
Citation 2

Abstract:

Loading...

25.

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 - Tilburg University School of Economics and Management and Tilburg University - Center for Economic Research (CentER)
Downloads 654 (42,450)
Citation 8

Abstract:

Loading...

26.

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 641 (43,620)
Citation 43

Abstract:

Loading...

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

27.

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 610 (46,542)
Citation 6

Abstract:

Loading...

28.
Downloads 548 ( 53,307)
Citation 3

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 533 (54,638)

Abstract:

Loading...

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
University of Chicago - Booth School of Business, University of Chicago and University of Chicago - Department of Economics
Downloads 15 (611,251)

Abstract:

Loading...

29.

Exchange Rates and Asset Prices in a Global Demand System

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-91
Number of pages: 53 Posted: 18 Jun 2019 Last Revised: 02 Jun 2020
Ralph S. J. Koijen and Motohiro Yogo
University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 475 (63,868)
Citation 5

Abstract:

Loading...

Asset demand system, Asset pricing, Foreign exchange reserves, Monetary policy, Portfolio choice

30.
Downloads 424 ( 73,311)
Citation 2

Combining Life and Health Insurance

Quarterly Journal of Economics, Forthcoming
Number of pages: 54 Posted: 19 Mar 2018 Last Revised: 09 Oct 2019
Ralph S. J. Koijen and Stijn Van Nieuwerburgh
University of Chicago - Booth School of Business and Columbia University Graduate School of Business
Downloads 416 (74,346)
Citation 2

Abstract:

Loading...

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
Downloads 8 (663,171)
  • Add to Cart

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

31.

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 264 (124,319)
Citation 1

Abstract:

Loading...

32.

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 216 (151,710)
Citation 11

Abstract:

Loading...

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

33.

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
Downloads 0 (711,371)
  • Add to Cart

Abstract:

Loading...