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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

A special focus on credit derivatives : where's the risk? ; [Atlanta Fed's 2007 Financial Markets Conference, "Credit Derivatives : where's the risk?" held May 14-16, 2007]

2007

Persistent link: https://www.econbiz.de/10003702303

Expected stock returns and volatility in a production economy: a theory and some evidence

Singal, Padamja; Smith, Stephen D. - Federal Reserve Bank of Atlanta - 1999

that seems at odds with basic notions of risk and return. In this paper we construct an economy where production involves … between stock market risk and return varies in accordance with the supply of labor but requires no time variation in … positive risk-return relation obtains. Conversely, a negative relation obtains for asset market equilibria where there is …

Persistent link: https://www.econbiz.de/10005401929

Economic review

Federal Reserve Bank of Atlanta - Atlanta, Ga. - 62.1977,5 - 92.2007

Persistent link: https://www.econbiz.de/10000463578

New financing trends in Latin America : a bumpy road towards stability ; proceedings of a joint meeting organised by the BIS and the Federal Reserve Bank (FRB) of Atlanta in Mexico...

2008

Persistent link: https://www.econbiz.de/10003683380

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

Stock market uncertainty and the relation between stock and bond returns

Stivers, Chris; Sun, Licheng - Federal Reserve Bank of Atlanta - 2002

The authors examine how the co-movement between daily stock and Treasury bond returns varies with stock market uncertainty. They use the lagged implied volatility from equity index options to provide an objective, observable, and dynamic measure of stock market uncertainty. The authors find that...

Persistent link: https://www.econbiz.de/10005721651

Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio

Robotti, Cesare - Federal Reserve Bank of Atlanta - 2003

In this paper, I study the behavior of an investor with unit risk aversion who maximizes a utility function defined …

Persistent link: https://www.econbiz.de/10005721654

Playing the field: Geomagnetic storms and international stock markets

Krivelyova, Anna; Robotti, Cesare - Federal Reserve Bank of Atlanta - 2003

This paper documents the impact of geomagnetic storms (GMS) on world and country-specific stock market returns. For the world index and for most of the international indices in our sample, we find that the previous week's unusually high levels of geomagnetic activity have a negative,...

Persistent link: https://www.econbiz.de/10005721680

An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures

Hiraki, Takato; Maberly, Edwin D. - Federal Reserve Bank of Atlanta - 2000

This paper examines a unique data set consisting of Japanese equity returns for the Friday, Monday, and Tuesday surrounding U.S. Monday holiday closures. The objective is to neutralize the impact of spillover effects from New York to Tokyo. Prior studies find that Japanese returns are negative...

Persistent link: https://www.econbiz.de/10005401860