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DP16520 Measuring Market Expectations 智库出版物
2021
作者:  Christiane Baumeister
收藏  |  浏览/下载:10/0  |  提交时间:2022/09/22
Futures markets  Risk premia  monetary policy  Commodities  Asset pricing  Return regressions  Affine term structure models  Model uncertainty  Forecasting  Expectational shocks  
DP12893 Multihorizon Currency Returns and Purchasing Power Parity 智库出版物
2018
作者:  Mikhail Chernov;  Drew Creal
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Uncovered interest parity  Purchasing power parity  Cointegration  Multiple horizons  Affine term structure model  
DP7117 Financial Globalization and Economic Policies 智库出版物
2009
作者:  Kenneth Rogoff;  Shang-Jin Wei;  Eswar Prasad;  M. Ayhan Kose
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Great moderation  monetary policy  Regime switches  Structural var  Term structure model  
DP6829 Asymmetric Cartels - a Theory of Ring Leaders 智库出版物
2008
作者:  Lars Persson;  Mattias Ganslandt;  Helder Vasconcelos
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
inflation  Macro-finance term structure model  monetary policy  Survey forecasts  
DP2879 The Union Membership Wage Premium Puzzle: Is There A Free-Rider Problem? 智库出版物
2001
作者:  Alison Booth;  Mark L Bryan
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Small macro-models  Term structure of interest rates  Expectations model  
DP2736 The Seven Percent Solution? An International Perspective On Underwriting Spreads 智库出版物
2001
作者:  Alexander Ljungqvist;  William J Wilhelm Jr
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Forward-looking reaction functions  Term structure of interest rates  Expectations model  
DP1683 Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias 智库出版物
1997
作者:  Nikos Christodoulakis;  Sarantis C Kalyvitis
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Expectational model  Probabilities of entering emu  Term structure of interest rates  
DP1104 Growth and Macroeconomic Performance in Spain, 1939-93 智库出版物
1995
作者:  Leandro Prados de la Escosura
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Calibration  Consumption based capm  Equity premium  Model evaluation  Risk free rate  Term structure