G2TT

浏览/检索结果: 共71条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
DP16490 Financial Stability Policies and Bank Lending: Quasi-experimental Evidence from Federal Reserve Interventions in 1920-1921 智库出版物
2021
作者:  Kilian Rieder
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
monetary policy  Macroprudential policy  Leaning against the wind  Credit boom  Bank lending  Leverage  Federal reserve system  Progressive discount rate  Recession of 1920/1921  
DP16412 Who Saves More, the Naive or the Sophisticated Agent? 智库出版物
2021
作者:  Max Groneck;  Alexander Ludwig;  Alexander Zimper
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Life-cycle model  Discount functions  Dynamic inconsistency  Savings behavior  Naive agent  Sophisticated agent  Choquet expected utility preferences  Epstein-weil-zin preferences  
DP16335 Do the Effects of Individual Behavioral Biases Cancel Out? 智库出版物
2021
作者:  Harjoat Singh Bhamra
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Behavioral finance  Money market  Aggregate growth  Stochastic discount factor  
DP15688 Individual Discount Rates: A Meta-Analysis of Experimental Evidence 智库出版物
2021
作者:  Jindrich Matousek;  Tomas Havranek;  Zuzana Irsova
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Discount rate  Experiment  Publication bias  Meta-analysis  Bayesian model averaging  Frequentist model averaging  
DP15571 Pricing Currency Risks 智库出版物
2020
作者:  Mikhail Chernov;  Magnus Dahlquist;  Lars Lochstoer
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Currency risk premiums  Stochastic discount factor  Factor models  
DP15571 Pricing Currency Risks 智库出版物
2020
作者:  Mikhail Chernov;  Magnus Dahlquist;  Lars Lochstoer
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Currency risk premiums  Stochastic discount factor  Factor models  
DP15337 The Global Factor Structure of Exchange Rates 智库出版物
2020
作者:  Sofonias Alemu Korsaye;  Fabio Trojani;  Andrea Vedolin
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
International asset pricing  Stochastic discount factor  Factor models  Financial frictions  Market segmentation  Incomplete markets  Capital flows  Regularization  Lasso  
DP14478 Mis-allocation Within Firms: Internal Finance and International Trade 智库出版物
2020
作者:  Sebastian Doerr;  Dalia Marin;  Davide Suverato;  Thierry Verdier
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Multi-product firms  Trade and organization  Internal capital markets  Conglomerate discount  China shock  
DP14266 Taming the Factor Zoo: A Test of New Factors 智库出版物
2020
作者:  Stefano Giglio;  Guanhao Feng;  Dacheng Xiu
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Factors  Stochastic discount factor  Post-selection inference  Regularized two-pass estimation  Variable selection  Machine learning  Lasso  Elastic net  Pca  
DP13556 At Your Service! Liquidity Provision and Risk Management in 19th Century France 智库出版物
2019
作者:  Maylis Avaro;  Vincent Bignon
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Lender of last resort  Central bank  Discount window  Retail and shadow banks