Ralph S.J. Koijen
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Links to code and data

  1. On the timing and pricing of dividends.
  2. Health and mortality delta: Assessing the welfare cost of household insurance choice.
  3. Shadow insurance.
  4. Financial health economics.
  5. The cost of financial frictions for life insurers.
  6. On the timing and pricing of dividends: Reply.
  7. Carry.
  8. Update carry returns for the international factors and commodities (until July 2021).
  9. A demand system approach to asset pricing (code, liquidity measures, instrument for market equity, corrected manager codes, long-horizon expected returns).
  • Home
  • Research
  • CV
  • Graduate advising
  • Asset pricing notes
  • Insurance notes
  • Outside activities