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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"European economic review : EER"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper series / European Central Bank"
~person:"Leeper, Eric M."
~person:"Lettau, Martin"
~source:"econis"
~subject:"1989-2017"
~subject:"Monetary policy"
~subject:"Principal component analysis"
~subject:"Schock"
~subject:"Wealth effect"
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EU-Staaten
Volatility
1989-2017
Monetary policy
Principal component analysis
Schock
Wealth effect
Estimation
9
Schätzung
9
USA
6
United States
6
Geldpolitik
5
Börsenkurs
3
Share price
3
Finanzpolitik
2
Fiscal policy
2
Forecast
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Prognose
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Volatilität
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1952-1988
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1952-2013
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1959-1998
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1984-2007
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Econometric model
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Incomplete information
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Kapitalmarktrendite
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Kapitalmarkttheorie
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Leeper, Eric M.
Lettau, Martin
Christiano, Lawrence J.
5
Eichenbaum, Martin S.
5
RigobĂłn, Roberto
5
Stracca, Livio
5
Jarociński, Marek
4
Aghion, Philippe
3
Bacchetta, Philippe
3
Checherita-Westphal, Cristina
3
Chinn, Menzie David
3
Edwards, Sebastian
3
Giuliodori, Massimo
3
Holm-Hadulla, Fédéric
3
Krustev, Georgi
3
Le Roux, Julien
3
Musso, Alberto
3
Osbat, Chiara
3
Schwaab, Bernd
3
Van Robays, Ine
3
Venditti, Fabrizio
3
Zha, Tao
3
Adam, Klaus
2
Altavilla, Carlo
2
Andersen, Torben
2
Anderton, Bob
2
Bartram, Söhnke M.
2
Beetsma, Roel
2
Bianchi, Francesco
2
Billi, Roberto M.
2
Bobeica, Elena
2
Brand, Claus
2
Brown, Gregory W.
2
Campbell, John Y.
2
Cappelletti, Giuseppe
2
Chudik, Alexander
2
Ciccarelli, Matteo
2
Cimadomo, Jacopo
2
Detken, Carsten
2
Di Lupidio, Benedetta
2
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European economic review : EER
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
Working paper series / European Central Bank
NBER working paper series
9
NBER Working Paper
7
Working paper series / Federal Reserve Bank of Atlanta
3
FRB Atlanta Working Paper
1
FRB Atlanta Working Paper Series
1
International finance discussion papers
1
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ECONIS (ZBW)
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1
How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2019
Persistent link: https://www.econbiz.de/10012020213
Saved in:
2
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011878192
Saved in:
3
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2016
Persistent link: https://www.econbiz.de/10011540476
Saved in:
4
Surplus-debt regressions
Leeper, Eric M.
;
Li, Bing
-
2016
Persistent link: https://www.econbiz.de/10011553917
Saved in:
5
Putting 'M' back in monetary policy
Leeper, Eric M.
;
Roush, Jennifer E.
-
2003
Persistent link: https://www.econbiz.de/10001743040
Saved in:
6
Modest policy interventions
Leeper, Eric M.
;
Zha, Tao
-
2002
Persistent link: https://www.econbiz.de/10001698940
Saved in:
7
Empirical analysis of policy interventions
Leeper, Eric M.
;
Zha, Tao
-
2002
Persistent link: https://www.econbiz.de/10001683301
Saved in:
8
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
Saved in:
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