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DP16244 Five Facts about the UIP Premium 智库出版物
2022
作者:  Sebnem Kalemli-Ozcan;  Liliana Varela
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Fama regression  Excess return  Risk premia  Expectations  Policy credibility  
DP16635 The Return Expectations of Public Pension Funds 智库出版物
2021
作者:  Aleksandar Andonov;  Joshua Rauh
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Institutional investors  Pension funds  Return expectations  Asset allocation  Extrapolation  
DP16629 Monetary Policy and Bond Prices with Drifting Equilibrium Rates 智库出版物
2021
作者:  Carlo A. Favero;  Andrea Tamoni;  Alessandro Melone
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Monetary policy rule  Secular trends  Term structure  Diagnostic expectations  Bond return predictability  
DP15503 Firms' Exposures to Geographic Risks 智库出版物
2020
作者:  Bernard Dumas;  Tymur Gabuniya;  Richard C Marston
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Stock return indexes  Stock return exposures  Geographic investing  Factor models  Country factors  Expectations-maximization algorithm  
DP14647 Why so Negative? Belief Formation and Risk Taking in Boom and Bust Markets 智库出版物
2020
作者:  Martin Weber;  Pascal Kieren;  Jan Mueller-Dethard
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Risk-taking  Belief formation  Market cycles  Return expectations  
DP14647 Why so Negative? Belief Formation and Risk Taking in Boom and Bust Markets 智库出版物
2020
作者:  Martin Weber;  Pascal Kieren;  Jan Mueller-Dethard
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Risk-taking  Belief formation  Market cycles  Return expectations  
DP10827 The choice of flexibility in targeting inflation during normal times and during disinflation 智库出版物
2015
作者:  Alex Cukierman
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Anchoring expectations  Reputation  Return to price stability