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Ralph S.J. Koijen
Ralph S.J. Koijen
AQR Capital Management Distinguished Service Professor of Finance and Fama Faculty Fellow
Geverifieerd e-mailadres voor chicagobooth.edu - Homepage
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Coronavirus: Impact on stock prices and growth expectations
NJ Gormsen, RSJ Koijen
The Review of Asset Pricing Studies 10 (4), 574-597, 2020
8402020
A demand system approach to asset pricing
RSJ Koijen, M Yogo
Journal of Political Economy 127 (4), 1475-1515, 2019
7302019
Predictive regressions: A present‐value approach
JH Van Binsbergen, RSJ Koijen
The Journal of Finance 65 (4), 1439-1471, 2010
6462010
Firm-level exposure to epidemic diseases: Covid-19, SARS, and H1N1
TA Hassan, S Hollander, L Van Lent, M Schwedeler, A Tahoun
The Review of Financial Studies 36 (12), 4919-4964, 2023
5982023
On the timing and pricing of dividends
J Binsbergen, M Brandt, R Koijen
American Economic Review 102 (4), 1596-1618, 2012
5532012
Carry
RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt
Journal of Financial Economics 127 (2), 197-225, 2018
5182018
The term structure of interest rates in a DSGE model with recursive preferences
JH Van Binsbergen, J Fernández-Villaverde, RSJ Koijen, ...
Journal of Monetary Economics 59 (7), 634-648, 2012
405*2012
In search of the origins of financial fluctuations: The inelastic markets hypothesis
X Gabaix, RSJ Koijen
https://ssrn.com/abstract=3686935, 2021
4022021
The cross-section and time series of stock and bond returns
RSJ Koijen, H Lustig, S Van Nieuwerburgh
Journal of Monetary Economics 88, 50-69, 2017
3352017
Equity yields
J Van Binsbergen, W Hueskes, R Koijen, E Vrugt
Journal of Financial Economics 110 (3), 503-519, 2013
3192013
The cost of financial frictions for life insurers
RSJ Koijen, M Yogo
American Economic Review 105 (1), 445-475, 2015
3152015
The term structure of returns: Facts and theory
JH Van Binsbergen, RSJ Koijen
Journal of financial economics 124 (1), 1-21, 2017
3012017
Predictability of returns and cash flows
RSJ Koijen, S Van Nieuwerburgh
Annu. Rev. Financ. Econ. 3 (1), 467-491, 2011
2952011
Shadow insurance
RSJ Koijen, M Yogo
Econometrica 84 (3), 1265-1287, 2016
2652016
Inspecting the mechanism of quantitative easing in the euro area
RSJ Koijen, F Koulischer, B Nguyen, M Yogo
Journal of Financial Economics 140 (1), 1-20, 2021
264*2021
Mortgage timing
RSJ Koijen, O Van Hemert, S Van Nieuwerburgh
Journal of Financial Economics 93 (2), 292-324, 2009
2452009
Granular instrumental variables
X Gabaix, RSJ Koijen
Journal of Political Economy 132 (7), 2274-2303, 2024
2292024
When can life cycle investors benefit from time-varying bond risk premia?
RSJ Koijen, TE Nijman, BJM Werker
Review of Financial Studies 23 (2), 741-780, 2010
2122010
Optimal decentralized investment management
JH Van Binsbergen, MW Brandt, RSJ Koijen
The Journal of Finance 63 (4), 1849-1895, 2008
2082008
Which investors matter for equity valuations and expected returns?
RSJ Koijen, RJ Richmond, M Yogo
Review of Economic Studies 91 (4), 2387-2424, 2024
206*2024
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Artikelen 1–20