ralph koijen

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Affiliations

• London Business School (LBS)
  • EDIRC entry
  • location:

Research profile

author of:

• Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
  American Economic Review, American Economic Association (2010)
  by Ralph S. J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan
  (ReDIF-article, aea:aecrev:v:100:y:2010:i:2:p:552-56)
• On the Timing and Pricing of Dividends
  American Economic Review, American Economic Association (2012)
  by Jules van Binsbergen & Michael Brandt & Ralph Koijen
  (ReDIF-article, aea:aecrev:v:102:y:2012:i:4:p:1596-1618)
• Predictability of Returns and Cash Flows
  Annual Review of Financial Economics, Annual Reviews (2011)
  by Ralph S.J. Koijen & Stijn Van Nieuwerburgh
  (ReDIF-article, anr:refeco:v:3:y:2011:p:467-491)
• Optimal Decentralized Investment Management
  Journal of Finance, American Finance Association (2008)
  by JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN
  (ReDIF-article, bla:jfinan:v:63:y:2008:i:4:p:1849-1895)
• Predictive Regressions: A Present‐Value Approach
  Journal of Finance, American Finance Association (2010)
  by JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN
  (ReDIF-article, bla:jfinan:v:65:y:2010:i:4:p:1439-1471)
• On the Timing and Pricing of Dividends
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011)
  by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen
  (ReDIF-paper, chf:rpseri:rp1113)
• The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
  by Rubio-Ramírez, Juan Francisco & Fernández-Villaverde, Jesús & Koijen, Ralph & van Binsbergen, Jules
  (ReDIF-paper, cpr:ceprdp:7781)
• The Cross-Section and Time-Series of Stock and Bond Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
  by Van Nieuwerburgh, Stijn & Lustig, Hanno & Koijen, Ralph
  (ReDIF-paper, cpr:ceprdp:9024)
• Mortgage timing
  Journal of Financial Economics, Elsevier (2009)
  by Koijen, Ralph S.J. & Hemert, Otto Van & Nieuwerburgh, Stijn Van
  (ReDIF-article, eee:jfinec:v:93:y:2009:i:2:p:292-324)
• The term structure of interest rates in a DSGE model with recursive preferences
  Journal of Monetary Economics, Elsevier (2012)
  by van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan
  (ReDIF-article, eee:moneco:v:59:y:2012:i:7:p:634-648)
• Determinants and consequences of mortgage default
  Working Papers (Old Series), Federal Reserve Bank of Cleveland (2010)
  by Yuliya Demyanyk & Ralph S. J. Koijen & Otto van Hemert
  (ReDIF-paper, fip:fedcwp:1019)
• Momentum and Mean Reversion in Strategic Asset Allocation
  Management Science, INFORMS (2009)
  by Ralph S. J. Koijen & Juan Carlos Rodríguez & Alessandro Sbuelz
  (ReDIF-article, inm:ormnsc:v:55:y:2009:i:7:p:1199-1213)
• Judging the Quality of Survey Data by Comparison with "Truth" as Measured by Administrative Records: Evidence From Sweden
  NBER Chapters, National Bureau of Economic Research, Inc (2014)
  by Ralph Koijen & Stijn Van Nieuwerburgh & Roine Vestman
  (ReDIF-chapter, nbr:nberch:12664)
• Optimal Decentralized Investment Management
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen
  (ReDIF-paper, nbr:nberwo:12144)
• Mortgage Timing
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Ralph S.J. Koijen & Otto Van Hemert & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:13361)
• The Cross-Section and Time-Series of Stock and Bond Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:15688)
• The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez
  (ReDIF-paper, nbr:nberwo:15890)
• Predictive Regressions: A Present-value Approach
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Jules H. van Binsbergen & Ralph S.J. Koijen
  (ReDIF-paper, nbr:nberwo:16263)
• On the Timing and Pricing of Dividends
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen
  (ReDIF-paper, nbr:nberwo:16455)
• Predictability of Returns and Cash Flows
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Ralph S.J. Koijen & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:16648)
• Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Ralph Koijen & Stijn Van Nieuwerburgh & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:17325)
• Equity Yields
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt
  (ReDIF-paper, nbr:nberwo:17416)
• The Cost of Financial Frictions for Life Insurers
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Ralph S.J. Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:18321)
• Carry
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt
  (ReDIF-paper, nbr:nberwo:19325)
• Shadow Insurance
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Ralph S.J. Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:19568)
• Financial Health Economics
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Ralph Koijen & Tomas Philipson & Harald Uhlig
  (ReDIF-paper, nbr:nberwo:20075)
• The Term Structure of Returns: Facts and Theory
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Jules H. van Binsbergen & Ralph S.J. Koijen
  (ReDIF-paper, nbr:nberwo:21234)
• A Demand System Approach to Asset Pricing
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Ralph S.J. Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:21749)
• Risk of Life Insurers: Recent Trends and Transmission Mechanisms
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Ralph S.J. Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:23365)
• The Fragility of Market Risk Insurance
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Ralph Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:24182)
• Financing the War on Cancer
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Ralph Koijen & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:24730)
• Inspecting the Mechanism of Quantitative Easing in the Euro Area
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:26152)
• Exchange Rates and Asset Prices in a Global Demand System
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Ralph S. J. Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:27342)
• Coronavirus: Impact on Stock Prices and Growth Expectations
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Niels J. Gormsen & Ralph S. J. Koijen
  (ReDIF-paper, nbr:nberwo:27387)
• Which Investors Matter for Equity Valuations and Expected Returns?
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:27402)
• Granular Instrumental Variables
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Xavier Gabaix & Ralph S. J. Koijen
  (ReDIF-paper, nbr:nberwo:28204)
• In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Xavier Gabaix & Ralph S. J. Koijen
  (ReDIF-paper, nbr:nberwo:28967)
• The Evolution from Life Insurance to Financial Engineering
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Ralph S. J. Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:29030)
• Understanding the Ownership Structure of Corporate Bonds
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Ralph S. J. Koijen & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:29679)
• Aggregate Lapsation Risk
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Ralph S. J. Koijen & Hae Kang Lee & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:30187)
• Asset Demand of U.S. Households
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Oh & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:32001)
• Limited Risk Transfer Between Investors: A New Benchmark for Macro-Finance Models
  NBER Working Papers, National Bureau of Economic Research, Inc (2025)
  by Xavier Gabaix & Ralph S. J. Koijen & Federico Mainardi & Sangmin Simon Oh & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:33336)
• Optimal Annuity Risk Management
  Review of Finance, European Finance Association (2011)
  by Ralph S. J. Koijen & Theo E. Nijman & Bas J. M. Werker
  (ReDIF-article, oup:revfin:v:15:y:2011:i:4:p:799-833)
• When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
  The Review of Financial Studies, Society for Financial Studies (2010)
  by Ralph S. J. Koijen & Theo E. Nijman & Bas J. M. Werker
  (ReDIF-article, oup:rfinst:v:23:y:2010:i:2:p:741-780)
• The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
  PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2010)
  by Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez
  (ReDIF-paper, pen:papers:10-011)
• Likelihood Estimation of DSGE Models with Epstein-Zin Preferences
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by Ralph S.J. Koijen & Jules H. van Binsbergen & Juan F. Rubio-Ramírez & Jesus Fernandez-Villaverde
  (ReDIF-paper, red:sed008:1099)
• The Bond Risk Premium and the Cross-Section of Equity Returns
  2009 Meeting Papers, Society for Economic Dynamics (2009)
  by Stijn Van Nieuwerburgh & Hanno Lustig & Ralph S.J. Koijen
  (ReDIF-paper, red:sed009:12)
• Optimal Health and Longevity Insurance
  2009 Meeting Papers, Society for Economic Dynamics (2009)
  by Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S.J. Koijen
  (ReDIF-paper, red:sed009:185)
• Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice
  2011 Meeting Papers, Society for Economic Dynamics (2011)
  by Stijn Van Nieuwerburgh & Motohiro Yogo & Ralph S. J. Koijen
  (ReDIF-paper, red:sed011:633)
• A Term Structure of Growth
  2011 Meeting Papers, Society for Economic Dynamics (2011)
  by Wouter Hueskes & Ralph S.J. Koijen & Evert B. Vrugt & Jules H. van Binsbergen
  (ReDIF-paper, red:sed011:672)
• The Cost of Financial Frictions for Life Insurers
  2012 Meeting Papers, Society for Economic Dynamics (2012)
  by Motohiro Yogo & Ralph Koijen
  (ReDIF-paper, red:sed012:83)