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Stock return predictability and variance risk premia : statistical inference and international evidence

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Expected stock returns and variance risk premia

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Measuring the natural rate of interest redux

Laubach, Thomas; Williams, John C. - 2015

Persistently low real interest rates have prompted the question whether low interest rates are here to stay. This essay assesses the empirical evidence regarding the natural rate of interest in the United States using the Laubach-Williams model. Since the start of the Great Recession, the...

Persistent link: https://www.econbiz.de/10011499715

The effects of competition from large, multimarket firms on the performance of small, single-market firms : evidence from the banking industry

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Debt maturity, risk, and asymmetric information

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Technological progress and the geographic expansion of the banking industry

Berger, Allen N.; DeYoung, Robert - 2002

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Estimating stochastic volatility diffusion using conditional moments of integrated volatility

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Measuring the natural rate of interest

Laubach, Thomas; Williams, John C. - 2001

Persistent link: https://www.econbiz.de/10001641303

New evidence on the interest rate effects of budget deficits and debt

Laubach, Thomas - 2003

Persistent link: https://www.econbiz.de/10001762941

Measuring the natural rate of interest

Laubach, Thomas; Williams, John C. - In: The review of economics and statistics 85 (2003) 4, pp. 1063-1070

Persistent link: https://www.econbiz.de/10001832974

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