Narrow search
Showing 1 - 10 of 76
Cover Image
Market imperfections
DeGennaro, Ramon Paul (contributor) - 2005
"Market imperfections affect virtually every transaction in some way, generating costs that interfere with trades that rational individuals make, or would make, in the absence of the imperfection. Understanding these costs gives us insight regarding the total costs of transactions, where to...
Persistent link: https://www.econbiz.de/10003222498
Cover Image
A special focus on hedge funds : creators of risk? ; [Atlanta Fed's 2006 Financial Markets Conference, "Hedge Funds: Creators of Risk?" held May 15-18, 2006]
Dwyer, Gerald P. <jun.> (contributor) - 2006
Persistent link: https://www.econbiz.de/10003417628
Cover Image
Economic review
Federal Reserve Bank of Atlanta - Atlanta, Ga. - 62.1977,5 - 92.2007
Persistent link: https://www.econbiz.de/10000463578
Cover Image
Markov-Switching structural vector autoregressions : theory and application
Rubio-Ramírez, Juan Francisco (contributor);  … - 2005
"This paper develops a new and easily implementable necessary and sufficient condition for the exact identification of a Markov-switching structural vector autoregression (SVAR) model. The theorem applies to models with both linear and some nonlinear restrictions on the structural parameters. We...
Persistent link: https://www.econbiz.de/10003227207
Cover Image
Economic review
Federal Reserve Bank of Atlanta - Atlanta, Ga. : The Federal Reserve Bank; … - Nachgewiesen 72.1987 - 95.2010,3; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10001637434
Cover Image
Trimmed-Mean Inflation Statistics: Just Hit the One in the Middle
Meyer, Brent Hedlund; Venkatu, Guhan - Federal Reserve Bank of Atlanta - 2014
This paper reinvestigates the performance of trimmed-mean inflation measures some 20 years since their inception … measures in forecasting headline inflation. …
Persistent link: https://www.econbiz.de/10010942905
Cover Image
The inflation expectations of firms: what do they look like, are they accurate, and do they matter?
Meyer, Brent Hedlund; Bryan, Michael F.; Parker, Nicholas B. - Federal Reserve Bank of Atlanta - 2014
investigate the inflation expectations and uncertainties of firms. We document that, in the aggregate, firm inflation expectations … are very similar to the predictions of professional forecasters for national inflation statistics, despite a somewhat … inflation expectations bear little in common with the “prices in general” expectations reported by households. Next we show that …
Persistent link: https://www.econbiz.de/10011115669
Cover Image
Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
Hu, Jie - Federal Reserve Bank of Atlanta - 1993
Persistent link: https://www.econbiz.de/10005721647
Cover Image
Asset prices and informed traders' abilities: evidence from experimental asset markets
Ackert, Lucy F.; Church, Bryan K.; Zhang, Ping - Federal Reserve Bank of Atlanta - 2002
This study reports the results of fifteen experimental asset markets designed to investigate the effects of forecasts on market prices, traders' abilities to assess asset value, and the link between the two. Across the fifteen markets, the authors investigate alternative forecast-generating...
Persistent link: https://www.econbiz.de/10005721663