David A. Chapman

Finance · 2000–2004

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #2,296 of 10,518 by trust here, #1,496 by citations
• Economics and Econometrics — 6 citations into it; #4,918 of 23,481 by trust here, #3,749 by citations

Whom David A. Chapman trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Kenneth J. Singleton
2. Qiang Dai
3. G. Duffee
4. Lars Peter Hansen
5. D. Ahn
6. Michael W. Brandt
7. Pedro Santa-clara

Who trusts David A. Chapman overall

1. Jianqing Fan
2. Garland B. Durham
3. Jun Yu
4. Jiti Gao
5. Emmanuel Gobet
6. Jessica A. Wachter
7. Peter C. B. Phillips
8. Wenyang Zhang
9. Chunming Zhang
10. Christopher S. Jones

Papers from David A. Chapman's perspective

Ordered by how strongly the researchers David A. Chapman trusts endorse each paper. Same corpus, a different order for every researcher.

1. Term premia and interest rate forecasts in affine models
2. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
4. Specification Analysis of Affine Term Structure Models
5. Expectation puzzles, time-varying risk premia, and affine models of the term structure
6. Estimation of affine asset pricing models using the empirical characteristic function
7. Term Structure Dynamics in Theory and Reality
8. Quadratic Term Structure Models: Theory and Evidence
9. Common risk factors in the returns on stocks and bonds
10. Portfolio Performance and Agency

Their papers

• Is the Short Rate Drift Actually Nonlinear (2000) — 271 citations
• Why constrain your mutual fund manager (2004) — 523 citations
• Comparing Multifactor Models of the Term Structure (2002) — 59 citations