| Working Paper |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Applied Cointegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
171 |
1 |
1 |
2 |
445 |
| Applied Cointegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
1,179 |
| Applied Conintegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
479 |
| C-CAPM Refinements and the Cross-Section of Returns |
0 |
0 |
0 |
99 |
0 |
0 |
2 |
290 |
| C-CAPM Without Ex Post Data |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
228 |
| C-CAPM and the Cross-Section of Sharpe Ratios |
0 |
0 |
0 |
105 |
1 |
1 |
2 |
409 |
| C-CAPM and the Cross-Section of Sharpe Ratios |
0 |
0 |
0 |
174 |
0 |
0 |
1 |
574 |
| C-CAPM without Ex Post Data |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
229 |
| C-CAPM without Ex Post Data |
0 |
0 |
0 |
53 |
0 |
1 |
3 |
233 |
| Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? |
1 |
1 |
1 |
348 |
3 |
3 |
3 |
951 |
| Devaluation Expectations: The Swedish Krona 1982-1991 |
0 |
0 |
0 |
158 |
1 |
1 |
2 |
1,207 |
| Devaluation Expectations: the Swedish Krona 1982-1991 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
516 |
| Evaluating Portfolio Performance with Stochastic Discount Factors |
0 |
0 |
0 |
70 |
0 |
1 |
2 |
1,299 |
| Evaluating Portfolio Performance with Stochastic Discount Factors |
0 |
0 |
0 |
168 |
0 |
0 |
3 |
595 |
| Extracting Expectations about 1992 UK Monetary Policy from Option Prices |
0 |
0 |
0 |
72 |
1 |
1 |
2 |
330 |
| Forward Interest Rates as Indicators of Inflation Expectations |
0 |
0 |
0 |
1,009 |
0 |
0 |
0 |
5,931 |
| Forward Interest Rates as Indicators of Inflation Expectations |
0 |
0 |
0 |
288 |
0 |
1 |
5 |
1,280 |
| Forward Interest Rates as Indicators of Inflation Expectations |
0 |
0 |
0 |
1 |
0 |
3 |
4 |
593 |
| Individual Investor Activity and Performance |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
79 |
| Individual Investor Activity and Performance |
0 |
1 |
1 |
21 |
1 |
4 |
7 |
99 |
| Inflation Forecast Uncertainty |
0 |
0 |
0 |
497 |
0 |
1 |
1 |
1,887 |
| Inflation Forecast Uncertainty |
0 |
0 |
0 |
184 |
0 |
0 |
3 |
785 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
0 |
0 |
0 |
94 |
1 |
1 |
1 |
186 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
0 |
0 |
0 |
46 |
1 |
1 |
1 |
109 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
0 |
0 |
0 |
42 |
1 |
2 |
2 |
135 |
| Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
358 |
| Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
266 |
| Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
365 |
| Market Expectations in the UK Before and After the ERM Crisis |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
1,693 |
| Monetary Policy Effects on Financial Risk Premia |
0 |
0 |
1 |
114 |
0 |
0 |
2 |
309 |
| Monetary Policy and Bond Option Pricing in an Analytical RBC Model |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
907 |
| Monetary Policy and the Fisher Effect |
0 |
0 |
0 |
361 |
0 |
0 |
0 |
3,961 |
| Monetary Policy and the Fisher Effect |
0 |
1 |
1 |
557 |
1 |
2 |
4 |
2,196 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
1 |
3 |
378 |
0 |
1 |
6 |
1,015 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
1 |
497 |
0 |
0 |
4 |
1,457 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
1 |
782 |
1 |
1 |
3 |
2,465 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
863 |
| New Techniques to Extract Market expectations from Financial Instruments |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
1,093 |
| New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts |
0 |
0 |
0 |
346 |
1 |
2 |
2 |
951 |
| Non-Standard Errors |
0 |
0 |
1 |
42 |
6 |
12 |
56 |
432 |
| Performance and Characteristics of Swedish Mutual Funds |
0 |
0 |
0 |
33 |
0 |
1 |
5 |
1,434 |
| Performance and Characteristics of Swedish Mutual Funds 1993-97 |
0 |
0 |
0 |
337 |
0 |
1 |
3 |
865 |
| Predicting Stock Price Movements: Regressions versus Economists |
0 |
0 |
0 |
120 |
1 |
1 |
1 |
291 |
| Reaction of Swiss Term Premia to Monetary Policy Surprises |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
109 |
| Safe Haven Currencies |
0 |
1 |
3 |
186 |
1 |
6 |
13 |
670 |
| Safe Haven Currencies |
0 |
0 |
1 |
229 |
2 |
3 |
5 |
735 |
| Safe Haven Currencies |
0 |
0 |
0 |
97 |
3 |
5 |
7 |
470 |
| Solution and Estimation of RE Macromodels with Optimal Policy |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
1,608 |
| Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions |
1 |
1 |
1 |
317 |
2 |
2 |
2 |
780 |
| THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
338 |
| Target Zone Models and the Intervention Policy; The Swedish Case |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
316 |
| Taylor Rules and the Predictability of Interest Rates |
0 |
0 |
2 |
454 |
1 |
1 |
10 |
1,164 |
| Taylor Rules and the Predictability of Interest Rates |
0 |
0 |
0 |
158 |
0 |
0 |
0 |
493 |
| Testing Competing Factor Pricing Models |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
45 |
| Testing the Basic Target Zone Model on Swedish Data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
251 |
| The Implementation of SNB Monetary Policy |
0 |
0 |
0 |
113 |
0 |
0 |
0 |
285 |
| The Swedish business cycle: stylized facts over 130 years |
0 |
0 |
0 |
362 |
3 |
5 |
11 |
1,610 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
268 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
0 |
0 |
2 |
169 |
0 |
0 |
4 |
433 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
1 |
1 |
2 |
77 |
1 |
1 |
4 |
317 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
333 |
| Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions |
0 |
0 |
0 |
53 |
0 |
1 |
2 |
87 |
| Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions |
0 |
0 |
0 |
31 |
3 |
3 |
4 |
94 |
| Understanding FX Liquidity |
0 |
0 |
2 |
179 |
1 |
1 |
9 |
454 |
| What if the Fed Had Been an Inflation Nutter? |
0 |
0 |
1 |
106 |
0 |
0 |
1 |
387 |
| Why Disagreement May Not Matter (much) for Asset Prices |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
143 |
| Total Working Papers |
3 |
7 |
24 |
10,406 |
43 |
78 |
220 |
52,359 |
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