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subject:"USA"
type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of Cleveland"
~subject:"Devisenoption"
~subject:"Zeitreihenanalyse"
~type_genre:"Rezension"
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USA
Devisenoption
Zeitreihenanalyse
Estimation
24
Schätzung
24
United States
15
Theorie
9
Theory
9
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Currency option
3
Geldpolitik
3
Inflation
3
Monetary policy
3
Option pricing theory
3
Optionspreistheorie
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
Altersgrenze
2
Bruttoinlandsprodukt
2
CAPM
2
Core
2
Exchange rate
2
Gross domestic product
2
Lebensstandard
2
Lebensversicherung
2
Life insurance
2
Method of moments
2
Momentenmethode
2
Preistheorie
2
Price theory
2
Retirement
2
Securities trading
2
Standard of living
2
Time series analysis
2
Wechselkurs
2
Wertpapierhandel
2
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6
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Book / Working Paper
17
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Arbeitspapier
Rezension
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
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English
17
Author
All
Craig, Ben R.
3
Bernheim, Bert Douglas
2
Carlson, John B.
2
Carman, Katherine Grace
2
Christiano, Lawrence J.
2
Eichenbaum, Martin S.
2
Gokhale, Jagadeesh
2
Keller, Joachim G.
2
Kotlikoff, Laurence J.
2
Altig, David
1
Blomberg, Stephen Brock
1
Branch, William A.
1
Bryan, Michael F.
1
Busch, Thomas
1
Chatterjee, Satyajit
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Corbae, Dean
1
Engsted, Tom
1
Evans, Charles
1
Evans, George W.
1
Haubrich, Joseph Gerard
1
Hess, Gregory D.
1
Lindé, Jesper
1
McGough, Bruce
1
Merlo, Antonio
1
Palmqvist, Stefan Ulf
1
Pelz, Eduard A.
1
Raahauge, Peter
1
Rupert, Peter
1
Tanggaard, Carsten
1
Wohar, Mark E.
1
İmrohoroğlu, Ayşe
1
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Centre for Analytical Finance <Århus>
Federal Reserve Bank of Cleveland
Forschungsinstitut zur Zukunft der Arbeit
65
National Bureau of Economic Research
48
Federal Reserve Bank of St. Louis
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of San Francisco
15
Johns Hopkins University / Department of Economics
13
Ekonomiska forskningsinstitutet <Stockholm>
11
Federal Reserve Bank of New York
11
Federal Reserve Bank of Chicago
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Federal Reserve System / Division of Research and Statistics
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Federal Reserve Bank of Richmond
7
Institut für Weltwirtschaft
7
The Wharton Financial Institutions Center
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Institute of Finance and Accounting <London>
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
University of Hong Kong / School of Economics and Finance
6
Georgetown University / Economics Department
5
John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
Queen Mary College / Department of Economics
5
Birkbeck College / Department of Economics
4
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of Boston
4
International Monetary Fund
4
Internationaler Währungsfonds / Research Department
4
Stanford Institute for Economic Policy Research
4
State University of New York at Albany / Department of Economics
4
Bank of Canada
3
Centre for Economic Performance
3
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Federal Reserve Bank of Cleveland working paper series
13
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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ECONIS (ZBW)
17
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1
Testing near-rationality using detailed survey data
Bryan, Michael F.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003094551
Saved in:
2
The forecast ability of risk-neutral densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550128
Saved in:
3
Monetary policy, endogenous inattention, and the volatility trade-off
Branch, William A.
;
Carlson, John B.
;
Evans, George W.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550213
Saved in:
4
Firm-specific capital, nominal rigidities, and the business cycle
Altig, David
;
Christiano, Lawrence J.
;
Eichenbaum, Martin S.
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002556152
Saved in:
5
Pricing kernels, inflation, and the term structure of interest rates
Craig, Ben R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542645
Saved in:
6
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
7
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
The mismatch between life insurance holdings and financial vulnerabilities : evidence from the Survey of Consumer Finances
Bernheim, Bert Douglas
;
Carman, Katherine Grace
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656788
Saved in:
10
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
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