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Selected Bibliography for Ralph S.J. Koijen
Assistant Professor of Finance



Accessing Articles
Published Works | Working Papers

Published Works  

"Predictive Regressions: A Present-Value Approach." Jules H. Van Binsbergen and Ralph S. J. Koijen; The Journal of Finance, 2010, 65(4), pp. 1439-71.
http://dx.doi.org/10.1111/j.1540-6261.2010.01575.x

"When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?" Ralph S. J. Koijen, Theo E. Nijman and Bas J. M. Werker; Review of Financial Studies, 2010, 23(2), pp. 741-80.
http://dx.doi.org/10.1093/rfs/hhp058

"Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk." Ralph S. J. Koijen, Hanno Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan; American Economic Review, 2010, 100(2), pp. 552-56.
http://dx.doi.org/10.1257/aer.100.2.552

"Mortgage Timing." Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh; Journal of Financial Economics, 2009, 93(2), pp. 292-324.
http://dx.doi.org/10.1016/j.jfineco.2008.09.005

"Optimal Decentralized Investment Management." Jules H. Van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen; The Journal of Finance, 2008, 63(4), pp. 1849-95.
http://dx.doi.org/10.1111/j.1540-6261.2008.01376.x

Essays on Asset Pricing; Ralph S. J. Koijen; Ph.D Dissertation, Tilburg University, 2008.

"Saving and Investing over the Life Cycle and the Role of Collective Pension Funds." Lans Bovenberg, Ralph Koijen, Theo Nijman and Coen Teulings; De Economist, 2007, 155(4), pp. 347-415.
http://dx.doi.org/10.1007/s10645-007-9070-1

Working Papers  

The Cost of Financial Frictions for Life Insurers; Ralph S. J. Koijen and Motohiro Yogo; NBER  Working Paper Series No. 18321; Cambridge: National Bureau of Economic Research, 2012.
http://www.nber.org/papers/w18321

 

The Cross-Section and Time-Series of Stock and Bond Returns; Ralph S. J. Koijen, Hanno Lustig and Stijn Van Nieuwerburgh; NBER Working Papers: 15688; Cambridge: National Bureau of Economic Research, 2010.
http://www.nber.org/papers/w15688

Predictive Regressions: A Present-Value Approach; Jules H. van Binsbergen and Ralph S. J. Koijen; NBER Working Papers: 16263; Cambridge: National Bureau of Economic Research, 2010.
http://www.nber.org/papers/w16263

Predictability of Returns and Cash Flows; Ralph S. J. Koijen and Stijn Van Nieuwerburgh; NBER Working Papers: 16648; Cambridge: National Bureau of Economic Research, 2010.
http://www.nber.org/papers/w16648

On the Timing and Pricing of Dividends; Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen; NBER Working Papers: 16455; Cambridge: National Bureau of Economic Research, 2010.
http://www.nber.org/papers/w16455

The Term Structure of Interest Rates in a Dsge Model with Recursive Preferences; Jules van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan F. Rubio-Ramírez; NBER Working Paper Series   No. 15890; Cambridge: National Bureau of Economic Research, 2010.
http://www.nber.org/papers/w15890

Mortgage Timing; Ralph S. J. Koijen, Otto Van Hemert and Stijn Van Nieuwerburgh; NBER Working Papers: 13361; Cambridge: National Bureau of Economic Research, 2007.
http://www.nber.org/papers/w13361

Optimal Decentralized Investment Management; Jules H. van Binsbergen, Michael W. Brandt and Ralph S. J. Koijen; NBER Working Papers: 12144; Cambridge: National Bureau of Economic Research, 2006.
http://www.nber.org/papers/w12144

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