2026 Ralph S. J. Koijen: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	50	1373	1222	833	723	178	11731

Research.com Recognitions

2019 - Fischer Black Prize, American Finance Association (AFA)

Overview

Ralph S. J. Koijen is affiliated with the University of Chicago in the United States. Their research mainly spans the fields of economics, econometrics, and finance, with a focus on subfields such as economics and econometrics, finance, accounting, demography, and strategy and management.

Their work centers on topics including financial markets and investment strategies, insurance and financial risk management, housing market and economics, banking stability, regulation, and efficiency, insurance, mortality, demography, and risk management, financial literacy, pension, and retirement analysis, as well as market dynamics and volatility.

Among frequent co-authors are Motohiro Yogo, Xavier Gabaix, Robert Richmond, Niels Joachim Gormsen, and Stijn Van Nieuwerburgh.

Ralph S. J. Koijen has published widely in several venues, with frequent publications appearing in:

SSRN Electronic Journal
Review of Financial Studies
Zenodo (CERN European Organization for Nuclear Research)
Journal of Financial Economics
AEA Papers and Proceedings

Some of their recent papers include:

"Inspecting the mechanism of quantitative easing in the euro area," 2020, Journal of Financial Economics
"Coronavirus: Impact on Stock Prices and Growth Expectations," 2020, The Review of Asset Pricing Studies (co-authored with Niels Joachim Gormsen)
"Coronavirus: Impact on Stock Prices and Growth Expectations," 2020, SSRN Electronic Journal (co-authored with Niels Joachim Gormsen)
"COVID-19 and Its Impact on Financial Markets and the Real Economy," 2021, Review of Financial Studies (co-authored with Itay Goldstein)
"Review Article: Perspectives on the Future of Asset Pricing," 2020, Review of Financial Studies (co-authored with Markus K. Brunnermeier)

Ralph S. J. Koijen has also contributed to academic literature in book form, with publications under Princeton University Press. Titles include two editions of "Financial Economics of Insurance" released in 2023.

Their contributions have been recognized with the Fischer Black Prize awarded by the American Finance Association in 2019.

Best Publications

Predictive Regressions: A Present-value Approach

Jules van Binsbergen;Ralph Koijen

766
Citations
Predictive Regressions: A Present-value Approach

Jules H. Van Binsbergen;Ralph S. J. Koijen

629
Citations
On the timing and pricing of dividends

Jules H van Binsbergen;Michael W Brandt;Ralph S.J. Koijen

567
Citations
Coronavirus: Impact on Stock Prices and Growth Expectations

Niels Joachim Gormsen;Ralph S. J. Koijen

533
Citations
A Demand System Approach to Asset Pricing

Ralph S.J. Koijen;Motohiro Yogo

511
Citations
The Cross-Section and Time-Series of Stock and Bond Returns

Ralph S.J. Koijen;Hanno Lustig;Stijn Van Nieuwerburgh

478
Citations
Coronavirus: Impact on Stock Prices and Growth Expectations

Unknown

470
Citations
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

Jules H. van Binsbergen;Jesús Fernández-Villaverde;Jesús Fernández-Villaverde;Ralph S.J. Koijen;Juan Rubio-Ramírez

371
Citations
The cost of financial frictions for life insurers

Ralph S. J. Koijen;Motohiro Yogo

330
Citations
Predictability of Returns and Cash Flows

Ralph S.J. Koijen;Stijn Van Nieuwerburgh

298
Citations
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis

Xavier Gabaix;Ralph S. J. Koijen

296
Citations
Carry

Unknown

284
Citations
The term structure of returns: Facts and theory ☆

Jules H. van Binsbergen;Jules H. van Binsbergen;Ralph S.J. Koijen;Ralph S.J. Koijen;Ralph S.J. Koijen

280
Citations
In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis

Xavier Gabaix;Ralph S. J. Koijen;Ralph S. J. Koijen;Ralph S. J. Koijen

251
Citations
When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?

Ralph S. J. Koijen;Theo E. Nijman;Bas J. M. Werker

219
Citations
Equity yields

Unknown

211
Citations
Optimal Decentralized Investment Management

Jules H. Van Binsbergen;Michael W. Brandt;Ralph S. J. Koijen

203
Citations
COVID-19 and Its Impact on Financial Markets and the Real Economy

Itay Goldstein;Ralph S J Koijen;Holger M Mueller

181
Citations
Saving and Investing Over the Life Cycle and the Role of Collective Pension Funds

Lans Bovenberg;Ralph Koijen;Theo Nijman;Coen Teulings

181
Citations
Which Investors Matter for Equity Valuations and Expected Returns

Ralph Koijen;Robert Richmond;Motohiro Yogo

179
Citations
The Cross‐Section of Managerial Ability, Incentives, and Risk Preferences

Ralph S.J. Koijen

124
Citations
Euro-area quantitative easing and portfolio rebalancing

Ralph S. J. Koijen;François Koulischer;Benoît Nguyen;Motohiro Yogo

113
Citations
Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice

Ralph S.J. Koijen;Stijn Van Nieuwerburgh;Motohiro Yogo

112
Citations
Momentum and Mean Reversion in Strategic Asset Allocation

Ralph S. J. Koijen;Juan Carlos Rodríguez;Alessandro Sbuelz

100
Citations
Predictability of Returns and Cash Flows

Ralph Koijen;Stijn Van Nieuwerburgh

64
Citations
Appendix to: When Can Life-cycle Investors Benefit from Time-varying Bond Risk Premia?

Theo Nijman;Bas Werker;Ralph Koijen

10
Citations
An Equilibrium Model of Institutional Demand and Asset Prices

Ralph S. J. Koijen;Ralph S. J. Koijen;Ralph S. J. Koijen;Motohiro Yogo

8
Citations

Frequent Co-Authors

Motohiro Yogo Princeton University

Stijn Van Nieuwerburgh Columbia University

Michael W. Brandt Duke University

Jesús Fernández-Villaverde University of Pennsylvania

Theo Nijman Tilburg University

Hanno Lustig Stanford University

Juan Francisco Rubio-Ramirez Emory University

Xavier Gabaix Harvard University

Harald Uhlig University of Chicago

Monika Piazzesi Stanford University

External Links

Personal website of Ralph S. J. Koijen

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