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David Chapman

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Personal Details

First Name:David
Middle Name:
Last Name:Chapman
Suffix:
RePEc Short-ID:pch85
Email:
Homepage:
Postal Address:Finance Department CSOM, Fulton 330 Boston College 140 Commonwealth Ave. Chestnut Hill, MA 02467
Phone:617.552.3989
Location: Chestnut Hill, Massachusetts (United States)
Homepage: http://www.bc.edu/schools/csom/departments/finance.html
Email:
Phone: (617) 552 3985
Fax: (617) 552 2097
Postal: Chestnut Hill, MA 02167
Handle: RePEc:edi:fdbocus (more details at EDIRC)
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  1. Michael W. Brandt & David A. Chapman, 2006. "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers 12513, National Bureau of Economic Research, Inc.
  2. David A. Chapman & Neil D. Pearson, 1998. "Is the Short Rate Drift Actually Nonlinear?," Finance 9808005, EconWPA.
  3. David A. Chapman & John B. Long Jr. & Neil D. Pearson, 1998. "Using Proxies for the Short Rate: When are Three Months Like an Instant?," Finance 9808004, EconWPA, revised 07 Oct 1998.
  4. Chapman, D.A., 1996. "Approximating the Asset Pricing Kernel," Papers 96-02, Rochester, Business - Financial Research and Policy Studies.
  5. Chapman, D.A., 1992. "Cotrending and the Stationarity of the Real Interest Rate," RCER Working Papers 330, University of Rochester - Center for Economic Research (RCER).
  6. Chapman, D.A., 1992. "Bond Yields, returns, and Aggregate Activity," Papers 53, Rochester, Business - Ph.D.,.
  1. David A. Chapman & Valery Polkovnichenko, 2009. "First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes," Journal of Finance, American Finance Association, vol. 64(4), pages 1863-1887, 08.
  2. Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A., 2004. "Why constrain your mutual fund manager?," Journal of Financial Economics, Elsevier, vol. 73(2), pages 289-321, August.
  3. David A. Chapman, 2002. "Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 618-645, July.
  4. David A. Chapman & Neil D. Pearson, 2000. "Is the Short Rate Drift Actually Nonlinear?," Journal of Finance, American Finance Association, vol. 55(1), pages 355-388, 02.
  5. Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999. "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 763-806.
  6. David A. Chapman, 1998. "Habit Formation and Aggregate Consumption," Econometrica, Econometric Society, vol. 66(5), pages 1223-1230, September.
  7. Chapman, David A., 1997. "The cyclical properties of consumption growth and the real term structure," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 145-172, July.
  8. Chapman, David A, 1997. " Approximating the Asset Pricing Kernel," Journal of Finance, American Finance Association, vol. 52(4), pages 1383-1410, September.
  9. Chapman, David A. & Ogaki, Masao, 1993. "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, vol. 42(2-3), pages 133-138.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 1998-10-02. Author is listed
  2. NEP-FIN: Finance (1) 2006-09-30. Author is listed
  3. NEP-FMK: Financial Markets (3) 1998-10-08 1998-10-08 2006-09-30. Author is listed
  4. NEP-IFN: International Finance (1) 1998-10-02. Author is listed
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