David Aaron Marshall

Names

Identifer

Contact

Affiliations

• Federal Reserve Bank of Chicago
  • EDIRC entry
  • location:

Research profile

author of:

• Inflation and Asset Returns in a Monetary Economy (RePEc:bla:jfinan:v:47:y:1992:i:4:p:1315-42)
  by Marshall, David A
• Fundamental Economic Shocks and The Macroeconomy (RePEc:chb:bcchwp:351)
  by Charles L. Evans & David A. Marshall
• Equity-Premium And Risk-Free-Rate Puzzles At Long Horizons (RePEc:cup:macdyn:v:1:y:1997:i:02:p:452-484_00)
  by Daniel, Kent & Marshall, David
• Comment On “Capm Risk Adjustment For Exact Aggregation Over Financial Assets,” By Barnett, Liu, And Jensen (RePEc:cup:macdyn:v:1:y:1997:i:02:p:513-517_00)
  by Marshall, David A.
• The Permanent Income Hypothesis Revisited (RePEc:ecm:emetrp:v:59:y:1991:i:2:p:397-423)
  by Christiano, Lawrence J & Eichenbaum, Martin & Marshall, David
• Monetary policy and the term structure of nominal interest rates: Evidence and theory (RePEc:eee:crcspp:v:49:y:1998:i::p:53-111)
  by Evans, Charles L. & Marshall, David A.
• Bank capital regulation with and without state-contingent penalties (RePEc:eee:crcspp:v:54:y:2001:i:1:p:139-184)
  by Marshall, David A. & Prescott, Edward Simpson
• State-contingent bank regulation with unobserved actions and unobserved characteristics (RePEc:eee:dyncon:v:30:y:2006:i:11:p:2015-2049)
  by Marshall, David A. & Prescott, Edward Simpson
• Financial crises and coordination failure: A comment (RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:547-555)
  by Marshall, David A.
• On biases in tests of the expectations hypothesis of the term structure of interest rates (RePEc:eee:jfinec:v:44:y:1997:i:3:p:309-348)
  by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A.
• The implications of first-order risk aversion for asset market risk premiums (RePEc:eee:moneco:v:40:y:1997:i:1:p:3-39)
  by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A.
• Peso problem explanations for term structure anomalies (RePEc:eee:moneco:v:48:y:2001:i:2:p:241-270)
  by Bekaert, Geert & Hodrick, Robert J. & Marshall, David A.
• Comment on: "Estimating the expected marginal rate of substitution" (RePEc:eee:moneco:v:52:y:2005:i:5:p:971-979)
  by Marshall, David A.
• Economic determinants of the nominal treasury yield curve (RePEc:eee:moneco:v:54:y:2007:i:7:p:1986-2003)
  by Evans, Charles L. & Marshall, David A.
• Monetary policy shocks and long-term interest rates (RePEc:fip:fedhep:y:1996:i:mar:p:2-17:n:v.20no.2)
  by Wendy Edelberg & David A. Marshall
• Understanding the Asian crisis: systemic risk as coordination failure (RePEc:fip:fedhep:y:1998:i:qiii:p:13-38:n:v.22no.3)
  by David A. Marshall
• The crisis of 1998 and the role of the central bank (RePEc:fip:fedhep:y:2001:i:qi:p:2-23:n:v.25no.1)
  by David A. Marshall
• Origins of the use of Treasury debt in open market operations: lessons for the present (RePEc:fip:fedhep:y:2002:i:qi:p:45-54:n:v.26no.1)
  by David A. Marshall
• The role of time-critical liquidity in financial markets (RePEc:fip:fedhep:y:2013:i:qii:p:30-46:n:v.37no.2)
  by David A. Marshall & Robert Steigerwald
• On biases in tests of the expectations hypothesis of the term structure of interest rates (RePEc:fip:fedhfi:wp-96-3)
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall
• The equity premium puzzle and the risk-free rate puzzle at long horizons (RePEc:fip:fedhfi:wp-96-4)
  by Kent D. Daniel & David A. Marshall
• \"Peso problem\" explanations for term structure anomalies (RePEc:fip:fedhfi:wp-97-07)
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall
• Bank capital standards for market risk: a welfare analysis (RePEc:fip:fedhfi:wp-97-09)
  by David A. Marshall & Subu Venkataraman
• Bank capital for market risk: a study in incentive compatible regulation (RePEc:fip:fedhle:y:1996:i:apr:n:104)
  by David A. Marshall & Subu Venkataraman
• Whither the stock market? (RePEc:fip:fedhle:y:1998:i:aug:n:132)
  by Denise Duffy & David A. Marshall
• Investing social security trusts funds in the stock market (RePEc:fip:fedhle:y:1999:i:dec:n:148)
  by David A. Marshall & Genevieve Pham-Kanter
• A retrospective on the Asian crisis of 1997: was it foreseen? (RePEc:fip:fedhle:y:2001:i:jan:n:161)
  by Darrin Halcomb & David A. Marshall
• Explaining the decline in the auction rate securities market (RePEc:fip:fedhle:y:2008:i:nov:n:256)
  by Adrian D'Silva & Haley Gregg & David A. Marshall
• Financial market utilities and the challenge of just-in-time liquidity (RePEc:fip:fedhle:y:2009:i:nov:n:268a)
  by Richard Heckinger & David A. Marshall & Robert Steigerwald
• Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions (RePEc:fip:fedhma:94-20)
  by Albert Marcet & David A. Marshall
• The effect of costly consumption adjustment on asset price volatility (RePEc:fip:fedhma:94-21)
  by David A. Marshall & Nayan G. Parekh
• The implications of first-order risk aversion for asset market risk premiums (RePEc:fip:fedhma:94-22)
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall
• Asset return volatility with extremely small costs of consumption adjustment (RePEc:fip:fedhma:94-23)
  by David A. Marshall
• Monetary policy and the term structure of nominal interest rates: evidence and theory (RePEc:fip:fedhma:wp-97-10)
  by Charles L. Evans & David A. Marshall
• Bank capital standards for market risk: a welfare analysis (RePEc:fip:fedhpr:547)
  by David A. Marshall & Subu Venkataraman
• Bank capital regulation with and without state-contingent penalties (RePEc:fip:fedhwp:wp-00-10)
  by David A. Marshall & Edward Simpson Prescott
• Economic determinants of the nominal treasury yield curve (RePEc:fip:fedhwp:wp-01-16)
  by Charles L. Evans & David A. Marshall
• State-contingent bank regulation with unobserved action and unobserved characteristics (RePEc:fip:fedhwp:wp-02-24)
  by David A. Marshall & Edward Simpson Prescott
• Consumption-based modeling of long-horizon returns (RePEc:fip:fedhwp:wp-98-18)
  by Kent D. Daniel & David A. Marshall
• Thoughts on financial derivatives, systematic risk, and central banking: a review of some recent developments (RePEc:fip:fedhwp:wp-99-20)
  by William C. Hunter & David A. Marshall
• Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions (RePEc:fip:fedmem:91)
  by Albert Marcet & David A. Marshall
• The permanent income hypothesis revisited (RePEc:fip:fedmsr:129)
  by Lawrence J. Christiano & Martin S. Eichenbaum & David A. Marshall
• Search, Bargaining, Money and Prices: Recent Results and Policy Implications: Comment (RePEc:mcb:jmoncb:v:25:y:1993:i:3:p:577-81)
  by Marshall, David A
• Estimating Policy-Invariant Deep Parameters in the Financial Sector When Risk and Growth Matter: Comment (RePEc:mcb:jmoncb:v:27:y:1995:i:4:p:1436-40)
  by Marshall, David A
• Fundamental Economic Shocks and the Macroeconomy (RePEc:mcb:jmoncb:v:41:y:2009:i:8:p:1515-1555)
  by Charles L. Evans & David A. Marshall
• On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates (RePEc:nbr:nberte:0191)
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall
• The Permanent Income Hypothesis Revisited (RePEc:nbr:nberwo:2209)
  by Lawrence J. Christiano & Martin Eichenbaum & David Marshall
• The Implications of First-Order Risk Aversion for Asset Market Risk Premiums (RePEc:nbr:nberwo:4624)
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall
• "Peso Problem" Explanations for Term Structure Anomalies (RePEc:nbr:nberwo:6147)
  by Geert Bekaert & Robert J. Hodrick & David A. Marshall
• Bank Capital Standards for Market Risk: A Welfare Analysis (RePEc:oup:revfin:v:2:y:1999:i:2:p:125-157.)
  by David Marshall & Subu Venkataraman
• The implications of first-order risk aversion for asset market risk premiums (RePEc:tiu:tiucen:85c0b822-2525-4400-90af-12aa49287b40)
  by Bekaert, G.R.J. & Hodrick, R. & Marshall, D.
• Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations (RePEc:upf:upfgen:17)
  by Albert Marcet & David A. Marshall
• Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions (RePEc:upf:upfgen:76)
  by Albert Marcet & David A. Marshall