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 |
1 |
1 |
50 |
1 |
3 |
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 |
1 |
2 |
384 |
Consumer Confidence and Elections |
0 |
0 |
0 |
76 |
1 |
1 |
4 |
349 |
Consumer Confidence and Elections |
0 |
0 |
0 |
64 |
1 |
1 |
2 |
245 |
EMU and European Stock Market Integration |
0 |
0 |
0 |
941 |
0 |
0 |
6 |
2,710 |
Evidence on stock market speculative bubbles: Japan, United States and Great Britain |
0 |
0 |
0 |
1 |
1 |
1 |
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 |
0 |
1 |
1 |
702 |
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 |
1 |
572 |
Margin requirements, volatility and the transitory component of stock prices |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
250 |
Margin requirements, volatility, and the transitory component of stock prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
285 |
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 |
1 |
1 |
2 |
511 |
STOCK MARKET BUBBLES BEFORE THE CRASH OF 1987 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
990 |
Stock market bubbles before the crash of 1987? |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1,083 |
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 |
1 |
2 |
450 |
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 |
2 |
2 |
228 |
The predictive power of the term structure during recent monetary regimes |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
306 |
The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
4 |
5 |
20 |
1,558 |
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 |
1 |
218 |
0 |
0 |
2 |
827 |
What moves the discount on country equity funds? |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
264 |
Total Working Papers |
0 |
1 |
2 |
2,359 |
13 |
21 |
67 |
17,446 |
Journal Article |
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 data: An empirical evaluation |
0 |
0 |
1 |
36 |
0 |
0 |
1 |
130 |
Commodity Prices, Money Surprises and Fed Credibility |
0 |
1 |
3 |
137 |
0 |
1 |
4 |
458 |
Data base priors: stationarity and rational expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
46 |
Do margin requirements matter? Evidence from U.S. and Japanese stock markets |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
145 |
EMU and European Stock Market Integration |
0 |
4 |
6 |
253 |
0 |
4 |
13 |
693 |
Economic news, exchange rates and interest rates |
0 |
0 |
2 |
275 |
0 |
0 |
6 |
753 |
Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain |
0 |
0 |
1 |
103 |
1 |
1 |
2 |
252 |
Macroeconomic information and stock prices |
0 |
1 |
1 |
265 |
1 |
3 |
10 |
534 |
Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures |
0 |
1 |
1 |
92 |
0 |
2 |
2 |
366 |
Margin Requirements, Volatility, and the Transitory Components of Stock Prices |
0 |
1 |
3 |
131 |
1 |
3 |
7 |
354 |
Margin requirements and stock market volatility |
0 |
0 |
1 |
197 |
1 |
1 |
3 |
520 |
Monetary policy and short-term interest rates: New evidence on the liquidity effect |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
35 |
Monetary policy games, inflationary bias, and openness |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
97 |
Money and interest rates: The effects of temporal aggregation and data revisions |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
76 |
Optimal wage indexation and monetary policy in an economy with imported raw materials |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
24 |
Relative cost of capital for marginal firms over the business cycle |
0 |
0 |
0 |
26 |
1 |
1 |
3 |
113 |
Reserves Announcements and Interest Rates: Does Monetary Policy Matter? |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
76 |
The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
395 |
The Evolution of Federal Reserve Credibility: 1978-1984 |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
140 |
The Term Structure as a Predictor of Real Economic Activity |
4 |
10 |
25 |
1,850 |
11 |
20 |
62 |
3,736 |
The impact of EMU on the equity cost of capital |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
144 |
The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle? |
0 |
2 |
2 |
373 |
0 |
2 |
5 |
971 |
Total Journal Articles |
4 |
20 |
47 |
3,915 |
16 |
42 |
127 |
10,058 |