IDEAS home Printed from https://ideas.repec.org/f/pko589.html
   My authors  Follow this author

Ralph Koijen

Personal Details

First Name:Ralph
Middle Name:
Last Name:Koijen
Suffix:
RePEc Short-ID:pko589
[This author has chosen not to make the email address public]

Affiliation

London Business School (LBS)

London, United Kingdom
http://www.london.edu/
RePEc:edi:lobusuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Oh & Motohiro Yogo, 2023. "Asset Demand of U.S. Households," NBER Working Papers 32001, National Bureau of Economic Research, Inc.
  2. Ralph S. J. Koijen & Motohiro Yogo, 2022. "Understanding the Ownership Structure of Corporate Bonds," NBER Working Papers 29679, National Bureau of Economic Research, Inc.
  3. Ralph S. J. Koijen & Hae Kang Lee & Stijn Van Nieuwerburgh, 2022. "Aggregate Lapsation Risk," NBER Working Papers 30187, National Bureau of Economic Research, Inc.
  4. Ralph S. J. Koijen & Motohiro Yogo, 2021. "The Evolution from Life Insurance to Financial Engineering," NBER Working Papers 29030, National Bureau of Economic Research, Inc.
  5. Xavier Gabaix & Ralph S. J. Koijen, 2021. "In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis," NBER Working Papers 28967, National Bureau of Economic Research, Inc.
  6. Ralph S. J. Koijen & Motohiro Yogo, 2020. "Exchange Rates and Asset Prices in a Global Demand System," NBER Working Papers 27342, National Bureau of Economic Research, Inc.
  7. Xavier Gabaix & Ralph S. J. Koijen, 2020. "Granular Instrumental Variables," NBER Working Papers 28204, National Bureau of Economic Research, Inc.
  8. Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," NBER Working Papers 27402, National Bureau of Economic Research, Inc.
  9. Niels J. Gormsen & Ralph S. J. Koijen, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," NBER Working Papers 27387, National Bureau of Economic Research, Inc.
  10. Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers 26152, National Bureau of Economic Research, Inc.
  11. Ralph Koijen & Stijn Van Nieuwerburgh, 2018. "Financing the War on Cancer," NBER Working Papers 24730, National Bureau of Economic Research, Inc.
  12. Ralph Koijen & Motohiro Yogo, 2018. "The Fragility of Market Risk Insurance," NBER Working Papers 24182, National Bureau of Economic Research, Inc.
  13. Ralph S.J. Koijen & Motohiro Yogo, 2017. "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers 23365, National Bureau of Economic Research, Inc.
  14. Ralph S.J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," NBER Working Papers 21749, National Bureau of Economic Research, Inc.
  15. Jules H. van Binsbergen & Ralph S.J. Koijen, 2015. "The Term Structure of Returns: Facts and Theory," NBER Working Papers 21234, National Bureau of Economic Research, Inc.
  16. Ralph Koijen & Tomas Philipson & Harald Uhlig, 2014. "Financial Health Economics," NBER Working Papers 20075, National Bureau of Economic Research, Inc.
  17. Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013. "Carry," NBER Working Papers 19325, National Bureau of Economic Research, Inc.
    • Moskowitz, Tobias J & Pedersen, Lasse Heje & Koijen, Ralph & Vrugt, Evert B., 2013. "Carry," CEPR Discussion Papers 9771, C.E.P.R. Discussion Papers.
  18. Ralph S.J. Koijen & Motohiro Yogo, 2013. "Shadow Insurance," NBER Working Papers 19568, National Bureau of Economic Research, Inc.
  19. Van Nieuwerburgh, Stijn & Lustig, Hanno & Koijen, Ralph, 2012. "The Cross-Section and Time-Series of Stock and Bond Returns," CEPR Discussion Papers 9024, C.E.P.R. Discussion Papers.
  20. Ralph S.J. Koijen & Motohiro Yogo, 2012. "The Cost of Financial Frictions for Life Insurers," NBER Working Papers 18321, National Bureau of Economic Research, Inc.
  21. Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2011. "On the Timing and Pricing of Dividends," Swiss Finance Institute Research Paper Series 11-13, Swiss Finance Institute.
  22. Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo, 2011. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," NBER Working Papers 17325, National Bureau of Economic Research, Inc.
  23. Wouter Hueskes & Ralph S.J. Koijen & Evert B. Vrugt & Jules H. van Binsbergen, 2011. "A Term Structure of Growth," 2011 Meeting Papers 672, Society for Economic Dynamics.
  24. Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011. "Equity Yields," NBER Working Papers 17416, National Bureau of Economic Research, Inc.
  25. Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2010. "Predictability of Returns and Cash Flows," NBER Working Papers 16648, National Bureau of Economic Research, Inc.
  26. Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Koijen, Ralph & van Binsbergen, Jules, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," CEPR Discussion Papers 7781, C.E.P.R. Discussion Papers.
  27. Yuliya Demyanyk & Ralph S. J. Koijen & Otto van Hemert, 2010. "Determinants and consequences of mortgage default," Working Papers (Old Series) 1019, Federal Reserve Bank of Cleveland.
  28. Jules H. van Binsbergen & Ralph S.J. Koijen, 2010. "Predictive Regressions: A Present-value Approach," NBER Working Papers 16263, National Bureau of Economic Research, Inc.
  29. Stijn Van Nieuwerburgh & Hanno Lustig & Ralph S.J. Koijen, 2009. "The Bond Risk Premium and the Cross-Section of Equity Returns," 2009 Meeting Papers 12, Society for Economic Dynamics.
  30. Ralph S.J. Koijen & Jules H. van Binsbergen & Juan F. Rubio-Ramírez & Jesus Fernandez-Villaverde, 2008. "Likelihood Estimation of DSGE Models with Epstein-Zin Preferences," 2008 Meeting Papers 1099, Society for Economic Dynamics.
  31. Ralph S.J. Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh, 2007. "Mortgage Timing," NBER Working Papers 13361, National Bureau of Economic Research, Inc.
  32. Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006. "Optimal Decentralized Investment Management," NBER Working Papers 12144, National Bureau of Economic Research, Inc.

Articles

  1. 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.
  2. 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.
  3. Ralph S. J. Koijen & Theo E. Nijman & Bas J. M. Werker, 2011. "Optimal Annuity Risk Management," Review of Finance, European Finance Association, vol. 15(4), pages 799-833.
  4. 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.
  5. Ralph S. J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2010. "Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk," American Economic Review, American Economic Association, vol. 100(2), pages 552-556, May.
  6. JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN, 2010. "Predictive Regressions: A Present‐Value Approach," Journal of Finance, American Finance Association, vol. 65(4), pages 1439-1471, August.
  7. Ralph S. J. Koijen & Theo E. Nijman & Bas J. M. Werker, 2010. "When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?," The Review of Financial Studies, Society for Financial Studies, vol. 23(2), pages 741-780, February.
  8. Ralph S. J. Koijen & Juan Carlos Rodríguez & Alessandro Sbuelz, 2009. "Momentum and Mean Reversion in Strategic Asset Allocation," Management Science, INFORMS, vol. 55(7), pages 1199-1213, July.
  9. 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.
  10. JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN, 2008. "Optimal Decentralized Investment Management," Journal of Finance, American Finance Association, vol. 63(4), pages 1849-1895, August.

Chapters

  1. Ralph Koijen & Stijn Van Nieuwerburgh & Roine Vestman, 2014. "Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden," NBER Chapters, in: Improving the Measurement of Consumer Expenditures, pages 308-346, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Recursive Impact Factor
  21. Breadth of citations across fields
  22. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 29 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2007-09-09 2010-02-20 2010-04-17 2010-04-17 2011-09-22 2012-07-14 2019-09-02 2020-07-13 2020-07-20 2021-02-01 2021-07-19 2022-07-25. Author is listed
  2. NEP-IAS: Insurance Economics (9) 2011-08-29 2012-08-23 2012-10-27 2013-11-02 2017-05-21 2018-01-22 2018-08-27 2021-08-23 2022-02-28. Author is listed
  3. NEP-FMK: Financial Markets (5) 2006-04-22 2015-06-13 2020-07-20 2021-08-23 2022-02-28. Author is listed
  4. NEP-RMG: Risk Management (4) 2017-05-21 2018-01-22 2021-08-23 2022-07-25
  5. NEP-BEC: Business Economics (3) 2010-02-20 2010-04-17 2011-01-16
  6. NEP-FDG: Financial Development and Growth (3) 2021-07-19 2022-02-28 2024-01-22
  7. NEP-HEA: Health Economics (3) 2011-08-29 2014-05-17 2022-07-25
  8. NEP-IFN: International Finance (3) 2012-10-27 2015-12-28 2020-07-13
  9. NEP-UPT: Utility Models and Prospect Theory (3) 2010-04-17 2010-04-17 2012-07-14
  10. NEP-MON: Monetary Economics (2) 2019-09-02 2020-07-13
  11. NEP-AGE: Economics of Ageing (1) 2011-08-29
  12. NEP-CWA: Central and Western Asia (1) 2021-07-19
  13. NEP-DGE: Dynamic General Equilibrium (1) 2010-04-17
  14. NEP-ECM: Econometrics (1) 2021-02-01
  15. NEP-EEC: European Economics (1) 2019-09-02
  16. NEP-FIN: Finance (1) 2006-04-22
  17. NEP-INO: Innovation (1) 2014-05-17
  18. NEP-ISF: Islamic Finance (1) 2021-08-23
  19. NEP-MIC: Microeconomics (1) 2010-08-21
  20. NEP-ORE: Operations Research (1) 2022-02-28
  21. NEP-URE: Urban and Real Estate Economics (1) 2007-09-09

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ralph Koijen should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.