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

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

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

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

Stochastic trends and cointegration in the market for equities

Ackert, Lucy F.; Racine, Marie D. - Federal Reserve Bank of Atlanta - 1998

. A stock index and its futures price should be cointegrated if the cost of carry is stationary. Otherwise, the … appropriate cointegrating relationship is trivariate and includes the index, futures price, and cost of carry. We study the … relationships among the Standard and Poor's 500 index, associated index futures price series, and interest rate for January 4, 1988 …

Persistent link: https://www.econbiz.de/10005721624

Emerging market liberalization and the impact on uncovered interest rate parity

Francis, Bill; Hasan, Iftekhar; Hunter, Delroy - Federal Reserve Bank of Atlanta - 2002

In this paper we make use of the uncovered interest rate parity (UIRP) relationship to examine the extent that the liberalization of emerging financial markets has resulted in the integration of developing countries’ currency markets into the international capital market. Previous tests of the...

Persistent link: https://www.econbiz.de/10005721627

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

Robotti, Cesare - Federal Reserve Bank of Atlanta - 2003

restricted tangency portfolio which uses single-index and multi-index asset pricing models to constrain the first moments of …) Partially restricting mean asset returns according to single-index and multi-index asset pricing models improves the out …

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

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

Financial aggregates as conditioning information for Australian output and inflation

Tallman, Ellis W.; Chandra, Naveen - Federal Reserve Bank of Atlanta - 1997

This paper examines whether financial aggregates provide information useful for predicting real output growth and inflation, extending the inquiry conducted in Tallman and Chandra (1996). First, we investigate whether perfect knowledge of the future values of financial aggregates helps improve...

Persistent link: https://www.econbiz.de/10005721668