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Ralph S.J. Koijen
Ralph S.J. Koijen
AQR Capital Management Distinguished Service Professor of Finance and Fama Faculty Fellow
Verified email at chicagobooth.edu - Homepage
Title
Cited by
Cited by
Year
Coronavirus: Impact on stock prices and growth expectations
NJ Gormsen, RSJ Koijen
The Review of Asset Pricing Studies 10 (4), 574-597, 2020
7722020
Predictive regressions: A present‐value approach
JH Van Binsbergen, RSJ Koijen
The Journal of Finance 65 (4), 1439-1471, 2010
6022010
A demand system approach to asset pricing
RSJ Koijen, M Yogo
Journal of Political Economy 127 (4), 1475-1515, 2019
5542019
On the timing and pricing of dividends
J Binsbergen, M Brandt, R Koijen
American Economic Review 102 (4), 1596-1618, 2012
5182012
Carry
RSJ Koijen, TJ Moskowitz, LH Pedersen, EB Vrugt
Journal of Financial Economics 127 (2), 197-225, 2018
4872018
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
391*2012
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
3252017
In search of the origins of financial fluctuations: The inelastic markets hypothesis
X Gabaix, RSJ Koijen
https://ssrn.com/abstract=3686935, 2021
3132021
Equity yields
J Van Binsbergen, W Hueskes, R Koijen, E Vrugt
Journal of Financial Economics 110 (3), 503-519, 2013
3012013
Predictability of returns and cash flows
RSJ Koijen, S Van Nieuwerburgh
Annu. Rev. Financ. Econ. 3 (1), 467-491, 2011
2812011
The cost of financial frictions for life insurers
RSJ Koijen, M Yogo
American Economic Review 105 (1), 445-475, 2015
2722015
The term structure of returns: Facts and theory
JH Van Binsbergen, RSJ Koijen
Journal of Financial Economics 124 (1), 1-21, 2017
2692017
Shadow insurance
RSJ Koijen, M Yogo
Econometrica 84 (3), 1265-1287, 2016
2392016
Mortgage timing
RSJ Koijen, O Van Hemert, S Van Nieuwerburgh
Journal of Financial Economics 93 (2), 292-324, 2009
2242009
Quantitative easing in the euro area: The dynamics of risk exposures and the impact on asset prices
RSJ Koijen, F Koulischer, B Nguyen, M Yogo
Banque de France Working Papers, 2016
220*2016
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
2082010
Optimal decentralized investment management
JH Van Binsbergen, MW Brandt, RSJ Koijen
The Journal of Finance 63 (4), 1849-1895, 2008
2032008
Saving and investing over the life cycle and the role of collective pension funds
L Bovenberg, R Koijen, T Nijman, C Teulings
De Economist 155, 347-415, 2007
1922007
The cross‐section of managerial ability, incentives, and risk preferences
RSJ Koijen
The Journal of Finance 69 (3), 1051-1098, 2014
168*2014
Granular instrumental variables
X Gabaix, RSJ Koijen
https://ssrn.com/abstract=3368612, 2020
1592020
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