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 |
A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries |
0 |
0 |
1 |
713 |
0 |
0 |
1 |
1,404 |
An estimate of the inflation risk premium using a three-factor affine term structure model |
0 |
0 |
1 |
193 |
1 |
2 |
4 |
678 |
Arbitrage-free affine models of the forward price of foreign currency |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
104 |
Arbitrage-free models of stocks and bonds |
0 |
1 |
3 |
48 |
0 |
4 |
7 |
156 |
Betting against beta (and gamma) using government bonds |
0 |
0 |
0 |
40 |
0 |
2 |
2 |
182 |
Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach |
0 |
0 |
2 |
385 |
0 |
0 |
4 |
1,201 |
Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries |
0 |
1 |
2 |
741 |
0 |
1 |
7 |
2,501 |
Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets |
0 |
0 |
0 |
460 |
0 |
1 |
2 |
1,206 |
Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses |
0 |
0 |
1 |
370 |
0 |
0 |
3 |
1,125 |
Estimates of the term premium on near-dated federal funds futures contracts |
0 |
0 |
0 |
171 |
0 |
1 |
2 |
750 |
Foreign portfolio investment, foreign bank lending, and economic growth |
0 |
0 |
3 |
1,581 |
3 |
10 |
41 |
5,805 |
Implied interest rate skew, term premiums, and the \"conundrum\" |
0 |
0 |
0 |
58 |
1 |
1 |
1 |
326 |
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 |
1 |
2 |
857 |
Momentum and the term structure of interest rates |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
98 |
More on U.S. Treasury term premiums: spot and expected measures |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
189 |
Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs? |
0 |
0 |
1 |
247 |
0 |
0 |
4 |
935 |
The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses |
0 |
0 |
2 |
619 |
0 |
1 |
4 |
1,811 |
The extreme bounds of the cross-section of expected stock returns |
0 |
0 |
0 |
207 |
0 |
0 |
1 |
786 |
Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia |
0 |
0 |
1 |
474 |
0 |
0 |
3 |
1,234 |
What do financial asset prices say about the housing market? |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
239 |
Total Working Papers |
0 |
2 |
18 |
6,833 |
5 |
24 |
89 |
21,587 |
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