| 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 |
0 |
50 |
0 |
0 |
5 |
181 |
| COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
409 |
| Commodity Prices, Overshooting, Money Surprises, and Fed Credibility |
0 |
0 |
0 |
104 |
0 |
0 |
13 |
399 |
| Consumer Confidence and Elections |
0 |
0 |
0 |
64 |
1 |
2 |
14 |
259 |
| Consumer Confidence and Elections |
0 |
1 |
3 |
79 |
1 |
2 |
18 |
372 |
| EMU and European Stock Market Integration |
0 |
0 |
2 |
943 |
3 |
4 |
21 |
2,733 |
| Evidence on stock market speculative bubbles: Japan, United States and Great Britain |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
654 |
| Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications |
0 |
0 |
1 |
130 |
0 |
1 |
5 |
599 |
| Inflationary bias and openness |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
251 |
| Intertemporal asset pricing models and the cross section of expected stock returns |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
226 |
| MARGIN REQUIREMENTS, VOLATILITY, AND THE TRANSITORY COMPONENT OF STOCK PRICES |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
715 |
| MONETARY POLICY GAMES, INFLATIONARY BIAS AND OPENNESS |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
340 |
| Margin requirements, price fluctuations and market participation in metal and stock index futures |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
372 |
| Margin requirements, speculative trading and stock price fluctuations: the case of Japan |
0 |
0 |
0 |
0 |
1 |
2 |
22 |
594 |
| Margin requirements, volatility and the transitory component of stock prices |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
264 |
| Margin requirements, volatility, and the transitory component of stock prices |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
304 |
| Money and interest rates: the effects of temporal aggregation and data revisions |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
163 |
| Price Volatility and Futures Margins |
0 |
0 |
0 |
143 |
0 |
1 |
14 |
525 |
| STOCK MARKET BUBBLES BEFORE THE CRASH OF 1987 |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
995 |
| Stock market bubbles before the crash of 1987? |
0 |
0 |
0 |
1 |
1 |
3 |
10 |
1,094 |
| Stock prices: nominal versus real shocks |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
306 |
| THE EVOLUTION OF FEDERAL RESERVE CREDIBILITY: 1978-1984 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
188 |
| The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets |
0 |
0 |
0 |
105 |
0 |
5 |
15 |
466 |
| The Impact of Globalization on the Equity Cost of Capital |
0 |
1 |
1 |
262 |
1 |
2 |
20 |
1,225 |
| The Yield Spread as a Symmetric Predictor of Output and Inflation |
0 |
0 |
0 |
263 |
0 |
1 |
13 |
669 |
| The evolution of Federal Reserve credibility: 1978-1984 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
242 |
| The predictive power of the term structure during recent monetary regimes |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
314 |
| The term structure as a predictor of real economic activity |
0 |
0 |
0 |
1 |
0 |
6 |
39 |
1,607 |
| The term structure spread and future changes in long and short rates: is there a puzzle? |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
259 |
| What Moves the Discount on Country Equity Funds? |
0 |
0 |
1 |
219 |
0 |
1 |
15 |
845 |
| What moves the discount on country equity funds? |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
281 |
| Total Working Papers |
0 |
2 |
8 |
2,367 |
12 |
39 |
370 |
17,851 |
| 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 |
0 |
36 |
0 |
1 |
10 |
141 |
| Commodity Prices, Money Surprises and Fed Credibility |
0 |
1 |
1 |
138 |
1 |
2 |
9 |
469 |
| Data base priors: stationarity and rational expectations |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
51 |
| Do margin requirements matter? Evidence from U.S. and Japanese stock markets |
0 |
0 |
0 |
23 |
0 |
0 |
8 |
153 |
| EMU and European Stock Market Integration |
0 |
0 |
1 |
254 |
1 |
1 |
22 |
715 |
| Economic news, exchange rates and interest rates |
0 |
0 |
0 |
275 |
1 |
1 |
22 |
777 |
| Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain |
0 |
0 |
0 |
103 |
1 |
2 |
15 |
268 |
| Macroeconomic information and stock prices |
0 |
0 |
0 |
265 |
0 |
1 |
17 |
553 |
| Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures |
0 |
0 |
0 |
92 |
0 |
0 |
5 |
373 |
| Margin Requirements, Volatility, and the Transitory Components of Stock Prices |
1 |
5 |
8 |
141 |
1 |
8 |
24 |
382 |
| Margin requirements and stock market volatility |
0 |
0 |
1 |
198 |
0 |
0 |
11 |
538 |
| Monetary policy and short-term interest rates: New evidence on the liquidity effect |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
37 |
| Monetary policy games, inflationary bias, and openness |
0 |
0 |
0 |
29 |
0 |
1 |
6 |
104 |
| Money and interest rates: The effects of temporal aggregation and data revisions |
0 |
0 |
0 |
18 |
0 |
0 |
7 |
83 |
| Optimal wage indexation and monetary policy in an economy with imported raw materials |
0 |
0 |
0 |
4 |
0 |
1 |
8 |
33 |
| Relative cost of capital for marginal firms over the business cycle |
0 |
0 |
0 |
26 |
1 |
1 |
5 |
118 |
| Reserves Announcements and Interest Rates: Does Monetary Policy Matter? |
0 |
0 |
0 |
17 |
0 |
0 |
10 |
86 |
| The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
412 |
| The Evolution of Federal Reserve Credibility: 1978-1984 |
0 |
0 |
0 |
33 |
0 |
1 |
12 |
153 |
| The Term Structure as a Predictor of Real Economic Activity |
1 |
2 |
15 |
1,872 |
4 |
10 |
82 |
3,841 |
| The impact of EMU on the equity cost of capital |
0 |
0 |
0 |
50 |
0 |
0 |
11 |
157 |
| The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle? |
0 |
0 |
2 |
376 |
0 |
0 |
15 |
987 |
| Total Journal Articles |
2 |
8 |
28 |
3,953 |
11 |
32 |
317 |
10,431 |