NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Ralph Koijen

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

April 2014Financial Health Economics
with Tomas Philipson, Harald Uhlig: w20075
October 2013Shadow Insurance
with Motohiro Yogo: w19568
August 2013Carry
with Tobias J. Moskowitz, Lasse Heje Pedersen, Evert B. Vrugt: w19325
August 2012The Cost of Financial Frictions for Life Insurers
with Motohiro Yogo: w18321
September 2011Equity Yields
with Jules H. van Binsbergen, Wouter Hueskes, Evert B. Vrugt: w17416

Published: van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013. "Equity yields," Journal of Financial Economics, Elsevier, vol. 110(3), pages 503-519.

August 2011Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
with Stijn Van Nieuwerburgh, Motohiro Yogo: w17325
December 2010Predictability of Returns and Cash Flows
with Stijn Van Nieuwerburgh: w16648

Published: Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2011. "Predictability of Returns and Cash Flows," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 467-491, December.

October 2010On the Timing and Pricing of Dividends
with Jules H. van Binsbergen, Michael W. Brandt: w16455

Published: Jules van Binsbergen & Michael Brandt & Ralph Koijen, 2012. "On the Timing and Pricing of Dividends," American Economic Review, American Economic Association, vol. 102(4), pages 1596-1618, June.

August 2010Predictive Regressions: A Present-value Approach
with Jules H. van Binsbergen: w16263

Published: van Binsbergen, Jules H. and Ralph S.J. Koijen, Predictive Regressions: A Present-Value Approach, Journal of Finance, August 2010, 65(4), 1439-1471.

April 2010The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
with Jules van Binsbergen, Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez: w15890

Published: van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012. "The term structure of interest rates in a DSGE model with recursive preferences," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648.

January 2010The Cross-Section and Time-Series of Stock and Bond Returns
with Hanno Lustig, Stijn Van Nieuwerburgh: w15688
September 2007Mortgage Timing
with Otto Van Hemert, Stijn Van Nieuwerburgh: w13361

Published: Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van, 2009. "Mortgage timing," Journal of Financial Economics, Elsevier, vol. 93(2), pages 292-324, August.

April 2006Optimal Decentralized Investment Management
with Jules H. van Binsbergen, Michael W. Brandt: w12144

Published: van Binsbergen, Jules H., Michael W. Brandt, and Ralph S.J. Koijen, Optimal Decentralized Investment Managament, Journal of Finance 63(4) (2008): 1849-1895.

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us