Access Statistics for J. Benson Durham
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An estimate of the inflation risk premium using a three-factor affine term structure model |
0 |
0 |
1 |
194 |
2 |
7 |
15 |
693 |
| Arbitrage-free affine models of the forward price of foreign currency |
0 |
0 |
0 |
17 |
0 |
5 |
16 |
121 |
| Arbitrage-free models of stocks and bonds |
0 |
0 |
0 |
48 |
0 |
2 |
7 |
163 |
| Betting against beta (and gamma) using government bonds |
0 |
0 |
1 |
41 |
2 |
6 |
17 |
202 |
| Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach |
0 |
0 |
0 |
385 |
1 |
2 |
9 |
1,210 |
| Estimates of the term premium on near-dated federal funds futures contracts |
0 |
0 |
0 |
171 |
0 |
0 |
3 |
753 |
| Foreign portfolio investment, foreign bank lending, and economic growth |
0 |
0 |
5 |
1,586 |
2 |
9 |
48 |
5,860 |
| Implied interest rate skew, term premiums, and the \"conundrum\" |
0 |
0 |
0 |
58 |
0 |
3 |
6 |
334 |
| Jump-diffusion processes and affine term structure models: additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates |
0 |
0 |
0 |
362 |
0 |
2 |
10 |
868 |
| Momentum and the term structure of interest rates |
0 |
0 |
0 |
19 |
1 |
1 |
8 |
106 |
| More on U.S. Treasury term premiums: spot and expected measures |
0 |
1 |
1 |
59 |
2 |
6 |
17 |
207 |
| Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs? |
0 |
0 |
0 |
247 |
1 |
3 |
10 |
945 |
| The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses |
0 |
0 |
0 |
619 |
0 |
3 |
17 |
1,830 |
| The extreme bounds of the cross-section of expected stock returns |
0 |
0 |
0 |
207 |
2 |
5 |
9 |
795 |
| What do financial asset prices say about the housing market? |
0 |
0 |
0 |
70 |
0 |
6 |
12 |
251 |
| Total Working Papers |
0 |
1 |
8 |
4,083 |
13 |
60 |
204 |
14,338 |
5 registered items for which data could not be found
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