Ralph S.J. Koijen

Ralph S.J. Koijen

University of Chicago

H-index: 35

North America-United States

About Ralph S.J. Koijen

Ralph S.J. Koijen, With an exceptional h-index of 35 and a recent h-index of 31 (since 2020), a distinguished researcher at University of Chicago, specializes in the field of Asset Pricing, Insurance, Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Aggregate lapsation risk

Asset demand of us households

Understanding the ownership structure of corporate bonds

Financial economics of insurance

Financial markets and the COVID-19 pandemic

International portfolio frictions

Asset embeddings

Which investors matter for equity valuations and expected returns?

Ralph S.J. Koijen Information

University

Position

Professor of Finance Booth School of Business

Citations(all)

8455

Citations(since 2020)

5408

Cited By

5070

hIndex(all)

35

hIndex(since 2020)

31

i10Index(all)

46

i10Index(since 2020)

42

Email

University Profile Page

University of Chicago

Google Scholar

View Google Scholar Profile

Ralph S.J. Koijen Skills & Research Interests

Asset Pricing

Insurance

Econometrics

Top articles of Ralph S.J. Koijen

Title

Journal

Author(s)

Publication Date

Aggregate lapsation risk

Journal of Financial Economics

Ralph SJ Koijen

Hae Kang Lee

Stijn Van Nieuwerburgh

2024

Asset demand of us households

https://ssrn.com/abstract=4251972

Xavier Gabaix

Ralph SJ Koijen

Federico Mainardi

Sangmin Oh

Motohiro Yogo

2023/12

Understanding the ownership structure of corporate bonds

American Economic Review: Insights

Ralph SJ Koijen

Motohiro Yogo

2023/3/1

Financial economics of insurance

Ralph SJ Koijen

Motohiro Yogo

2023/12/31

Financial markets and the COVID-19 pandemic

Niels J Gormsen

Ralph SJ Koijen

2023/11/1

International portfolio frictions

Wenxin Du

Alessandro Fontana

Petr Jakubik

Ralph SJ Koijen

Hyun Song Shin

2023/10/26

Asset embeddings

https://ssrn.com/abstract=4507511

Xavier Gabaix

Ralph SJ Koijen

Motohiro Yogo

2023

Which investors matter for equity valuations and expected returns?

Ralph SJ Koijen

Robert Richmond

Motohiro Yogo

2020/6

New perspectives on insurance

The Review of Financial Studies

Ralph SJ Koijen

Motohiro Yogo

2022/12/1

Global life insurers during a low interest rate environment

AEA Papers and Proceedings

Ralph SJ Koijen

Motohiro Yogo

2022/5/1

The fragility of market risk insurance

The Journal of Finance

Ralph SJ Koijen

Motohiro Yogo

2022/4

The evolution from life insurance to financial engineering

The Geneva Risk and Insurance Review

Ralph SJ Koijen

Motohiro Yogo

2021/9

In search of the origins of financial fluctuations: The inelastic markets hypothesis

https://ssrn.com/abstract=3686935

Xavier Gabaix

Ralph SJ Koijen

2022

Perspectives on the future of asset pricing

The review of financial studies

Markus Brunnermeier

Emmanuel Farhi

Ralph SJ Koijen

Arvind Krishnamurthy

Sydney C Ludvigson

...

2021/4/1

Asset demand systems in macro-finance

NBER Reporter

Ralph SJ Koijen

Motohiro Yogo

2021

The invisible service: The economics, regulation, and systemic risk of insurance markets

Felix Hufeld

Ralph Koijen

Christian Thimann

2021

COVID-19 and its impact on financial markets and the real economy

The Review of Financial Studies

Itay Goldstein

Ralph SJ Koijen

Holger M Mueller

2021/11/1

Exchange rates and asset prices in a global demand system

Ralph SJ Koijen

Motohiro Yogo

2020/6/8

Combining life and health insurance

The Quarterly Journal of Economics

Ralph SJ Koijen

Stijn Van Nieuwerburgh

2020/5/1

Coronavirus: Impact on stock prices and growth expectations

The Review of Asset Pricing Studies

Niels Joachim Gormsen

Ralph SJ Koijen

2020/12

See List of Professors in Ralph S.J. Koijen University(University of Chicago)

Co-Authors

H-index: 63
Giancarlo Corsetti

Giancarlo Corsetti

University of Cambridge

H-index: 58
Lucrezia Reichlin

Lucrezia Reichlin

London Business School

H-index: 56
Xavier Gabaix

Xavier Gabaix

Harvard University

H-index: 47
Stijn Van Nieuwerburgh

Stijn Van Nieuwerburgh

Columbia University in the City of New York

H-index: 45
Helene Rey

Helene Rey

London Business School

H-index: 45
Jesus Fernandez-Villaverde

Jesus Fernandez-Villaverde

University of Pennsylvania

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