Search filters

List of works by Ralph Koijen

A Demand System Approach to Asset Pricing

scientific article published in November 2015

Carry

scientific article published in August 2013

Coronavirus: Impact on Stock Prices and Growth Expectations

scientific article published in June 2020

Equity Yields

Exchange Rates and Asset Prices in a Global Demand System

scientific article published in June 2020

Financial Health Economics

scientific article published in April 2014

Financing the War on Cancer

Granular Instrumental Variables

scientific article published in December 2020

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

scientific article published in August 2011

Inspecting the Mechanism of Quantitative Easing in the Euro Area

scientific article published in August 2019

Mortgage Timing

scientific article published in September 2007

On the Timing and Pricing of Dividends

scientific article published in October 2010

Optimal Decentralized Investment Management

scientific article published in April 2006

Predictability of Returns and Cash Flows

scientific article published in December 2010

Predictive Regressions: A Present-value Approach

scientific article published in August 2010

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

Shadow Insurance

scientific article published in October 2013

The Cost of Financial Frictions for Life Insurers

scientific article published in August 2012

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

scientific article published in January 2010

The Fragility of Market Risk Insurance

scientific article published in January 2018

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

The Term Structure of Returns: Facts and Theory

scientific article published in June 2015

Which Investors Matter for Equity Valuations and Expected Returns?

scientific article published in June 2020