Ralph S. J. Koijen

Optimal Decentralized Investment Management

Year: 2006
Journal: Journal of Finance
Authors: Jules H. Van Binsbergen; Michael W. Brandt; Ralph S.J. Koijen

Mortgage Timing

Year: 2007
Journal: Journal of Financial Economics
Authors: Ralph SJ Koijen; Otto van Hemert; Stijn van Nieuwerburgh

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

Year: 2010
Journal: Journal of Monetary Economics
Authors: Jules van Binsbergen; Jess Fernández-Villaverde; Ralph S.J. Koijen; Juan F. Rubio-Ramírez

Predictive Regressions: A Present-Value Approach

Year: 2010
Journal: Journal of Finance
Authors: Jules H. van Binsbergen; Ralph S.J. Koijen

On the Timing and Pricing of Dividends

Year: 2010
Journal: American Economic Review
Authors: Jules H. Van Binsbergen; Michael W. Brandt; Ralph S.J. Koijen

Predictability of Returns and Cash Flows

Year: 2010
Journal: Annual Review of Financial Economics
Authors: Ralph S.J. Koijen; Stijn Van Nieuwerburgh

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

Year: 2010
Journal: Journal of Monetary Economics
Authors: Ralph SJ Koijen; Hanno Lustig; Stijn Van Nieuwerburgh

The Cost of Financial Frictions for Life Insurers

Year: 2012
Journal: American Economic Review
Authors: Ralph S.J. Koijen; Motohiro Yogo

Carry

Year: 2013
Journal: Journal of Financial Economics
Authors: Ralph S.J. Koijen; Tobias J. Moskowitz; Lasse Heje Pedersen; Evert B. Vrugt

Shadow Insurance

Year: 2013
Journal: Econometrica
Authors: Ralph S.J. Koijen; Motohiro Yogo

The Term Structure of Returns: Facts and Theory

Year: 2015
Journal: Journal of Financial Economics
Authors: Jules H. Van Binsbergen; Ralph S.J. Koijen

A Demand System Approach to Asset Pricing

Year: 2015
Journal: Journal of Political Economy
Authors: Ralph S.J. Koijen; Motohiro Yogo

The Term Structure of Returns: Facts and Theory

Year: 2015
Journal: No Journal Matched
Authors: Jules H. Van Binsbergen; Ralph S. J. Koijen

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

Year: 2017
Journal: No Journal Matched
Authors: Ralph S.J. Koijen; Motohiro Yogo

Inspecting the Mechanism of Quantitative Easing in the Euro Area

Year: 2019
Journal: Journal of Financial Economics
Authors: Ralph S. J. Koijen; Francois Koulischer; Benoit Nguyen; Motohiro Yogo

Coronavirus Impact on Stock Prices and Growth Expectations

Year: 2020
Journal: Review of Asset Pricing Studies
Authors: Niels J. Gormsen; Ralph S. J. Koijen

Granular Instrumental Variables

Year: 2020
Journal: Journal of Political Economy
Authors: Xavier Gabaix; Ralph S. J. Koijen

Exchange Rates and Asset Prices in a Global Demand System

Year: 2020
Journal: No Journal Matched
Authors: Ralph S. J. Koijen; Motohiro Yogo

Which Investors Matter for Equity Valuations and Expected Returns

Year: 2020
Journal: Review of Economic Studies
Authors: Ralph S. J. Koijen; Robert J. Richmond; Motohiro Yogo

The Evolution from Life Insurance to Financial Engineering

Year: 2021
Journal: No Journal Matched
Authors: Ralph S. J. Koijen; Motohiro Yogo

In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis

Year: 2021
Journal: No Journal Matched
Authors: Xavier Gabaix; Ralph S. J. Koijen

Understanding the Ownership Structure of Corporate Bonds

Year: 2022
Journal: American Economic Review
Authors: Ralph S. J. Koijen; Motohiro Yogo

Aggregate Lapsation Risk

Year: 2022
Journal: Journal of Financial Economics
Authors: Ralph S. J. Koijen; Hae Kang Lee; Stijn Van Nieuwerburgh