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The Forecasting Performance of German Stock Option Densities
Keller, Joachim; Glatzer, Ernst; Craig, Ben R.; … - Deutsche Bundesbank - 2003
In this paper we will be estimating risk-neutral densities (RND) for the largest euro area stock market (the index of which is the German DAX), reporting their statistical properties, and evaluating their forecasting performance. We have applied an innovative test procedure to a new, rich, and...
Persistent link: https://www.econbiz.de/10005083099
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Money and capital as competing media of exchange
Lagos, Ricardo (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003390594
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Some benefits of cyclical monetary policy
Cavalcanti, Ricardo de Oliveira (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003227155
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On the recognizability of money
Dutu, Richard (contributor); Nosal, Ed (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003227157
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General equilibrium with nonconvexities, sunspots, and money
Rocheteau, Guillaume; Rupert, Peter; Shell, Karl; … - 2005
Persistent link: https://www.econbiz.de/10003227158
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State-dependent pricing, inflation, and welfare in search economies
Craig, Ben R. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003094612
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A theory of money and banking
Andolfatto, David (contributor); Nosal, Ed (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542673
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Currency competition in a fundamental model of money
Camera, Gabriele (contributor); Craig, Ben R. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542690
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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
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Money in search equilibrium, in competitive equilibrium, and in competitive search equilibrium
Rocheteau, Guillaume (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002549784