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DP11329 Macro, Money and Finance: A Continuous Time Approach 智库出版物
2016
作者:  Markus Brunnermeier;  Yuliy Sannikov
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Macroeconomic modeling  Monetary economics  (inside) money  Endogenous risk dynamics  Volatility paradox  Paradox of prudence  Financial frictions  
DP8680 Endogenous Information Flows and the Clustering of Announcements 智库出版物
2011
作者:  Peter DeMarzo;  Viral Acharya;  Ilan Kremer
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Disclosure  Disclosure dynamics  Strategic disclosure  Disclosure timing  Earnings announcement  stochastic volatility  Skewness  
DP8149 Aggregate Idiosyncratic Volatility 智库出版物
2010
作者:  Robert J Hodrick;  Geert Bekaert;  Xiaoyan Zhang
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Contagion  Diversification  Growth opportunities  Idiosyncratic volatility  Regime switching model  Return correlation  Trend test  Variance premium  Volatility dynamics  
DP8154 Risk, Uncertainty and Monetary Policy 智库出版物
2010
作者:  Geert Bekaert;  Marco Lo Duca;  Marie Hoerova
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Business cycle  monetary policy  Option implied volatility  Risk aversion  Stock market volatility dynamics  Uncertainty  
Global Demand Dynamics: Determinants and Policy Issues 智库出版物
2010
作者:  Bassam Fattouh
Adobe PDF(171Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/11/08
Demand  Efficiency  Elasticity  OECD  Oil Demand Dynamics  Oil Prices Market Fundamentals  Price Shock  Risks  Supply Security  Volatility  
The Price Band and Oil Price Dynamics 智库出版物
2009
作者:  Bassam Fattouh
Adobe PDF(382Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/11/08
Beliefs  Consumers  Feedback  fundamentals  Oil Markets  OPEC  Price Cycles  Price Dynamics  Prices  Producers  Volatility  
DP7022 A Theory of International Crisis Lending and IMF Conditionality 智库出版物
2008
作者:  Jonathan D. Ostry;  Olivier Jeanne;  Jeromin Zettelmeyer
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Earnings announcement  Disclosure  Disclosure dynamics  Disclosure timing  stochastic volatility  Skewness  Strategic disclosure