| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Modern Look At Asset Pricing and Short-Term Interest Rates |
1 |
1 |
11 |
30 |
1 |
3 |
24 |
157 |
| A New Micro Model of Exchange Rate Dynamics |
10 |
16 |
52 |
245 |
17 |
49 |
133 |
591 |
| A New Micro Model of Exchange Rate Dynamics |
7 |
12 |
35 |
273 |
18 |
33 |
95 |
578 |
| A New Micro Model of Exchange Rate Dynamics (March 2004) |
2 |
2 |
6 |
43 |
2 |
3 |
15 |
102 |
| Are Different-Currency Assets Imperfect Substitutes? |
0 |
0 |
14 |
66 |
5 |
25 |
87 |
329 |
| Dividend Variability and Stock Market Swings |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
249 |
| Do Currency Markets Absorb News Quickly? |
3 |
6 |
21 |
161 |
9 |
23 |
71 |
385 |
| Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
153 |
| Do Expected Shifts in Inflation Policy Affect Real Rates? |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
118 |
| Do Expected Shifts in Inflation Policy Affect Real Rates? |
1 |
1 |
4 |
63 |
5 |
17 |
47 |
495 |
| Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? |
0 |
0 |
0 |
0 |
4 |
4 |
14 |
228 |
| Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? |
0 |
0 |
0 |
1 |
3 |
6 |
17 |
171 |
| Do Stationary Risk Premia Explain It All? Evidence from the Term Struct |
1 |
1 |
5 |
63 |
6 |
9 |
23 |
193 |
| Do Stationary Risk Premia Explain It All? Evidence from the Term Structure |
0 |
0 |
0 |
0 |
1 |
9 |
19 |
159 |
| Estimating General Markov Switching Models |
0 |
0 |
1 |
1 |
0 |
5 |
12 |
144 |
| Exchange Rate Fundamentals and Order Flow |
5 |
13 |
73 |
103 |
12 |
34 |
131 |
182 |
| Exchange Rate Fundamentals and Order Flow (July 2004) |
5 |
6 |
24 |
124 |
8 |
14 |
96 |
370 |
| Expected Returns, Time-Varying Risk and Risk Premia |
0 |
0 |
0 |
0 |
3 |
4 |
14 |
217 |
| FX Trading and Exchange Rate Dynamics |
3 |
11 |
37 |
359 |
10 |
27 |
83 |
1,023 |
| FX trading and Exchange Rate Dynamics |
3 |
10 |
31 |
151 |
5 |
24 |
97 |
464 |
| Foreign Exchange Market Microstructure |
4 |
14 |
55 |
188 |
9 |
23 |
124 |
338 |
| How is Macro News Transmitted to Exchange Rates? |
5 |
10 |
38 |
280 |
6 |
24 |
88 |
669 |
| How is Macro News Transmitted to Exchange Rates? (December 2003) |
1 |
2 |
10 |
42 |
3 |
10 |
26 |
112 |
| Index-Linked Debt and the Real term Styructure: New Estimates and Implications from the U.K. Bond Market |
0 |
0 |
0 |
0 |
2 |
15 |
60 |
783 |
| International Capital Flows in a World of Greater Financial Integration |
6 |
11 |
27 |
159 |
7 |
22 |
64 |
310 |
| International Capital Flows, Returns and World Financial Integration |
1 |
2 |
19 |
91 |
7 |
17 |
82 |
241 |
| International Capital Flows, Returns and World Financial Integration |
0 |
5 |
32 |
163 |
10 |
31 |
90 |
379 |
| Inventory Information |
1 |
1 |
10 |
90 |
7 |
15 |
54 |
316 |
| Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation? |
1 |
4 |
9 |
177 |
6 |
11 |
39 |
864 |
| Measuring Current and Anticipated Future Credit Estimates for Brady Bonds |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
204 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
4 |
8 |
30 |
190 |
10 |
24 |
84 |
445 |
| Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting |
6 |
9 |
35 |
138 |
10 |
28 |
109 |
344 |
| Order Flow and Exchange Rate Dynamics |
4 |
13 |
56 |
440 |
7 |
33 |
128 |
1,039 |
| Order Flow and Exchange Rate Dynamics |
2 |
8 |
27 |
191 |
14 |
30 |
89 |
555 |
| Order Flow and Exchange Rate Dynamics |
3 |
6 |
42 |
432 |
7 |
23 |
114 |
1,400 |
| Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets |
0 |
2 |
4 |
29 |
4 |
10 |
24 |
153 |
| Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
90 |
| Peso Problems: Their Theoretical and Empirical Implications |
0 |
0 |
1 |
3 |
12 |
21 |
67 |
333 |
| Portfolio Balance, Price Impact, and Secret Intervention |
3 |
4 |
13 |
198 |
4 |
9 |
55 |
656 |
| Solving General Equilibrium Models with Incomplete Markets and Many Assets |
1 |
5 |
22 |
82 |
3 |
20 |
80 |
187 |
| Solving General Equilibrium Models with Incomplete Markets and Many Assets |
3 |
11 |
36 |
91 |
15 |
49 |
130 |
295 |
| The Changing Nature of the Output-Inflation Trade-off |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
86 |
| The Response of Exchange Rates to Permanent and Transitory Shocks under Floating Exchange Rates |
0 |
0 |
0 |
0 |
2 |
6 |
18 |
186 |
| Trends in Expected Returns in Currency and Bond Markets |
0 |
0 |
0 |
0 |
1 |
6 |
26 |
332 |
| Trends in Expected Returns in Currency and Bond Markets |
2 |
5 |
11 |
45 |
8 |
25 |
66 |
234 |
| Trends in Expected Returns in Currency and Bond Markets |
0 |
0 |
0 |
0 |
2 |
5 |
21 |
160 |
| Understanding Order Flow |
1 |
5 |
44 |
83 |
2 |
12 |
80 |
138 |
| Understanding Order Flow |
6 |
20 |
116 |
212 |
12 |
37 |
220 |
415 |
| Were Price Changes during the Great Depression Anticipated? Evidence from Nominal Interest Rates |
0 |
0 |
1 |
1 |
1 |
7 |
97 |
753 |
| What are the Origins of Foreign Exchange Movements? |
0 |
3 |
21 |
107 |
7 |
17 |
56 |
211 |
| Where Are We Now? Real-Time Estimates of the Macro Economy |
0 |
0 |
15 |
68 |
2 |
6 |
38 |
146 |
| Where Are We Now? Real-Time Estimates of the Macro Economy |
0 |
1 |
8 |
83 |
0 |
4 |
21 |
149 |
| Where Are We Now? Real-Time Estimates of the Macroeconomy |
0 |
2 |
5 |
22 |
1 |
11 |
32 |
70 |
| Where Are We Now? Real-time Estimates of the Macro Economy |
0 |
0 |
6 |
52 |
4 |
8 |
31 |
119 |
| Total Working Papers |
95 |
230 |
1,007 |
5,340 |
295 |
852 |
3,248 |
19,020 |