Ralph S. J. Koijen - Publications, H-index & Citations

Ralph S. J. Koijen

National Bureau of Economic Research

47H指数

214论文数

8.5K被引数

收录论文 24

发表时间

Aggregate lapsation risk

JOURNAL OF FINANCIAL ECONOMICS

IF12

2024-05-01

PREAI

Koijen, Ralph S. J.; Lee, Hae Kang; Van Nieuwerburgh, Stijn

Financial Markets and the COVID-19 Pandemic 金融市场与新型冠状病毒肺炎大流行

financial economics

IF5.2

2023-11-01

OAAI

Gormsen, Niels J.; Koijen, Ralph S. J.

Which Investors Matter for Equity Valuations and Expected Returns?

REVIEW OF ECONOMIC STUDIES

IF6.4

2023-08-21

OAAI

Koijen, Ralph S. J.; Richmond, Robert J.; Yogo, Motohiro

Understanding the Ownership Structure of Corporate Bonds

american economic review

IF6.7

2023-03-01

PREAI

Koijen, Ralph S. J.; Yogo, Motohiro

New Perspectives on Insurance

REVIEW OF FINANCIAL STUDIES

IF5.4

2022-09-09

PREAI

Koijen, Ralph S. J.; Yogo, Motohiro

The Fragility of Market Risk Insurance

JOURNAL OF FINANCE

IF9.5

2022-02-25

OAAI

Koijen, Ralph S. J.; Yogo, Motohiro

COVID-19 and Its Impact on Financial Markets and the Real Economy

REVIEW OF FINANCIAL STUDIES

IF5.4

2021-08-03

OAAI

Goldstein, Itay; Koijen, Ralph S. J.; Mueller, Holger M.

Inspecting the mechanism of quantitative easing in the euro area

JOURNAL OF FINANCIAL ECONOMICS

IF12

2021-04-01

OAAI

Koijen, Ralph S. J.; Koulischer, Francois; Nguyen, Benoit; Yogo, Motohiro

Review Article: Perspectives on the Future of Asset Pricing

REVIEW OF FINANCIAL STUDIES

IF5.4

2021-02-09

OAAI

Brunnermeier, Markus; Farhi, Emmanuel; Koijen, Ralph S. J.; Krishnamurthy, Arvind; Ludvigson, Sydney C.; Lustig, Hanno; Nagel, Stefan; Piazzesi, Monika

COMBINING LIFE AND HEALTH INSURANCE

QUARTERLY JOURNAL OF ECONOMICS

IF12.7

2019-10-30

PREAI

Koijen, Ralph S. J.; Van Nieuwerburgh, Stijn

A Demand System Approach to Asset Pricing

JOURNAL OF POLITICAL ECONOMY

IF6.3

2019-08-01

172

OAAI

Koijen, Ralph S. J.; Yogo, Motohiro

Carry 携带

JOURNAL OF FINANCIAL ECONOMICS

IF12

2018-02-01

159

OAAI

Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, Lasse Heje; Vrugt, Evert B.

The cross-section and time series of stock and bond returns

JOURNAL OF MONETARY ECONOMICS

IF4.1

2017-06-01

OAAI

Koijen, Ralph S. J.; Lustig, Hanno; Van Nieuwerburgh, Stijn

Euro-Area Quantitative Easing and Portfolio Rebalancing

AMERICAN ECONOMIC REVIEW

IF11.6

2017-05-01

PREAI

Koijen, Ralph S. J.; Koulischer, Francois; Nguyen, Benoit; Yogo, Motohiro

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

JOURNAL OF FINANCE

IF9.5

2016-03-18

OAAI

Koijen, Ralph S. J.; Van Nieuwerburgh, Stijn; Yogo, Motohiro

Financial Health Economics

ECONOMETRICA

IF7.1

2016-01-01

OAAI

Koijen, Ralph S. J.; Philipson, Tomas J.; Uhlig, Harald

SHADOW INSURANCE

ECONOMETRICA

IF7.1

2016-01-01

OAAI

Koijen, Ralph S. J.; Yogo, Motohiro

The Cost of Financial Frictions for Life Insurers

AMERICAN ECONOMIC REVIEW

IF11.6

2015-01-01

OAAI

Koijen, Ralph S. J.; Yogo, Motohiro

The term structure of interest rates in a DSGE model with recursive preferences

JOURNAL OF MONETARY ECONOMICS

IF4.1

2012-11-01

116

OAAI

van Binsbergen, Jules H.; Fernandez-Villaverde, Jesus; Koijen, Ralph S. J.; Rubio-Ramirez, Juan

Predictability of Returns and Cash Flows

ANNUAL REVIEW OF FINANCIAL ECONOMICS

IF0

2011-12-01

122

OAAI

Koijen, Ralph S. J.; Van Nieuwerburgh, Stijn

研究方向