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A primer on the economics and time series econometrics of wealth effects : a comment
Lettau, Martin (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590070
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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
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Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
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On the distributional effects of exchange rate fluctuations
Tille, Cédric (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656403
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Using home maintenance and repairs to smooth variable earnings
Gyourko, Joseph E. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783080
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Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …
Persistent link: https://www.econbiz.de/10001936329
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Evaluating the riskiness of initial public offerings: 1980 - 2000
Peristiani, Stavros C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752009
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Unequal Incomes, Unequal Outcomes? Economic Inequality and Measures of Well-Being : proceedings of a conference sponsored by the Federal Reserve Bank of New York, May 7, 1999
Conference on Unequal Incomes, Unequal Outcomes? … - 1999
Persistent link: https://www.econbiz.de/10001447980
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Crime, house prices, and inequality: the effect of UPPs in Rio
Frischtak, Claudio; Mandel, Benjamin R. - Federal Reserve Bank of New York - 2012
We use a recent policy experiment in Rio de Janeiro, the installation of permanent police stations in low-income communities (or favelas), to quantify the relationship between a reduction in crime and the change in the prices of nearby residential real estate. Using a novel data set of detailed...
Persistent link: https://www.econbiz.de/10010551294