Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Asset Pricing Models with and without Consumption: An Empirical Evaluation |
0 |
0 |
1 |
50 |
0 |
0 |
4 |
176 |
COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
408 |
Commodity Prices, Overshooting, Money Surprises, and Fed Credibility |
0 |
0 |
0 |
104 |
0 |
0 |
3 |
385 |
Consumer Confidence and Elections |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
245 |
Consumer Confidence and Elections |
0 |
0 |
0 |
76 |
1 |
2 |
6 |
351 |
EMU and European Stock Market Integration |
0 |
0 |
0 |
941 |
0 |
0 |
2 |
2,710 |
Evidence on stock market speculative bubbles: Japan, United States and Great Britain |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
643 |
Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
594 |
Inflationary bias and openness |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
247 |
Intertemporal asset pricing models and the cross section of expected stock returns |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
214 |
MARGIN REQUIREMENTS, VOLATILITY, AND THE TRANSITORY COMPONENT OF STOCK PRICES |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
703 |
MONETARY POLICY GAMES, INFLATIONARY BIAS AND OPENNESS |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
333 |
Margin requirements, price fluctuations and market participation in metal and stock index futures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
366 |
Margin requirements, speculative trading and stock price fluctuations: the case of Japan |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
572 |
Margin requirements, volatility and the transitory component of stock prices |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
250 |
Margin requirements, volatility, and the transitory component of stock prices |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
286 |
Money and interest rates: the effects of temporal aggregation and data revisions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
160 |
Price Volatility and Futures Margins |
0 |
0 |
0 |
143 |
0 |
0 |
2 |
511 |
STOCK MARKET BUBBLES BEFORE THE CRASH OF 1987 |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
991 |
Stock market bubbles before the crash of 1987? |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
1,084 |
Stock prices: nominal versus real shocks |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
301 |
THE EVOLUTION OF FEDERAL RESERVE CREDIBILITY: 1978-1984 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
178 |
The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets |
0 |
0 |
0 |
105 |
0 |
0 |
3 |
451 |
The Impact of Globalization on the Equity Cost of Capital |
0 |
0 |
0 |
261 |
0 |
0 |
1 |
1,205 |
The Yield Spread as a Symmetric Predictor of Output and Inflation |
0 |
0 |
0 |
263 |
0 |
0 |
0 |
655 |
The evolution of Federal Reserve credibility: 1978-1984 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
229 |
The predictive power of the term structure during recent monetary regimes |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
307 |
The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
2 |
4 |
19 |
1,563 |
The term structure spread and future changes in long and short rates: is there a puzzle? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
252 |
What Moves the Discount on Country Equity Funds? |
0 |
0 |
0 |
218 |
0 |
0 |
1 |
828 |
What moves the discount on country equity funds? |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
265 |
Total Working Papers |
0 |
0 |
1 |
2,359 |
6 |
12 |
69 |
17,463 |