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 |
0 |
713 |
0 |
1 |
1 |
1,405 |
| An estimate of the inflation risk premium using a three-factor affine term structure model |
0 |
0 |
1 |
193 |
0 |
1 |
5 |
680 |
| Arbitrage-free affine models of the forward price of foreign currency |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
105 |
| Arbitrage-free models of stocks and bonds |
0 |
0 |
2 |
48 |
0 |
0 |
6 |
157 |
| Betting against beta (and gamma) using government bonds |
0 |
1 |
1 |
41 |
1 |
3 |
8 |
188 |
| Does monetary policy affect stock prices and Treasury yields? An error correction and simultaneous equation approach |
0 |
0 |
0 |
385 |
0 |
0 |
0 |
1,201 |
| Econometrics of the Effects of Stock Market Development on Growth and Private Investment in Lower Income Countries |
0 |
0 |
1 |
741 |
0 |
0 |
3 |
2,501 |
| Econometrics of the Real Effects of Cross-Border Capital Flows in Emerging Markets |
0 |
0 |
0 |
460 |
0 |
2 |
3 |
1,208 |
| Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses |
0 |
0 |
0 |
370 |
0 |
0 |
1 |
1,125 |
| Estimates of the term premium on near-dated federal funds futures contracts |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
750 |
| Foreign portfolio investment, foreign bank lending, and economic growth |
0 |
1 |
2 |
1,583 |
1 |
7 |
36 |
5,824 |
| Implied interest rate skew, term premiums, and the \"conundrum\" |
0 |
0 |
0 |
58 |
0 |
1 |
4 |
329 |
| 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 |
0 |
3 |
858 |
| Momentum and the term structure of interest rates |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
99 |
| More on U.S. Treasury term premiums: spot and expected measures |
0 |
0 |
0 |
58 |
1 |
1 |
2 |
191 |
| Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs? |
0 |
0 |
0 |
247 |
0 |
1 |
3 |
936 |
| The effect of monetary policy on monthly and quarterly stock market returns: cross-country evidence and sensitivity analyses |
0 |
0 |
0 |
619 |
0 |
1 |
6 |
1,815 |
| 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 |
0 |
474 |
0 |
1 |
1 |
1,235 |
| What do financial asset prices say about the housing market? |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
240 |
| Total Working Papers |
0 |
2 |
7 |
6,836 |
3 |
21 |
87 |
21,633 |
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