Ralph S. J. Koijen

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Studies published by Ralph S. J. Koijen (alternate spellings: Ralph Koijen).

Studies lacking replication:

  • Ralph S. J. Koijen, Motohiro Yogo. Shadow Insurance (ECTA 2016).
    JEL codes: G22, G28, L11, L51. Methods: Ordinary least squares (OLS), Instrumental variable (IV), Logit, Generalized method of moments (GMM) Software: Stata
    Data unavailable; Readme available; Code available


Replicated studies:

  • Jules van Binsbergen, Michael Brandt, Ralph S. J. Koijen. On the Timing and Pricing of Dividends (AER 2012).
    JEL codes: G12, G35. Methods: Newey-West standard errors, Bootstrap, Ordinary least squares (OLS) Software: MATLAB
    Data available; Readme availability unknown; Code available
    Replication: Florian Schulz. AER 2016.
    JEL codes: G10, G12. Keywords: Equity risk premium, Term structure, Dividends, Investment taxes
    Data: -. Type: -. Result: -. Call into question: -. Replication authors statement: -.

Replications:

Corrections:

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