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Globalization and the gains from variety
Broda, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101463
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Specialization and the volume of trade : do the data obey the laws?
Harrigan, James (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629623
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Border effects and the availability of domestic products abroad
Evans, Carolyn L. (contributor) - 2001 - [Elektronische Ressource]
effect that contains the embedded assumption that identical sets of goods are available in the domestic and export markets … these two factors could underlie a given border effect. The empirical work incorporates the fact that not all firms export …
Persistent link: https://www.econbiz.de/10001591415
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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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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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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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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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Costly information, planning complementarities and the Phillips Curve
Acharya, Sushant - Federal Reserve Bank of New York - 2014
Standard sticky information pricing models successfully capture the sluggish movement of aggregate prices in response to monetary policy shocks but fail at matching the magnitude and frequency of price changes at the micro level. This paper shows that in a setting where firms choose when to...
Persistent link: https://www.econbiz.de/10010942921
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Stop-loss orders and price cascades in currency markets
Osler, Carol (contributor) - 2002 - [Elektronische Ressource]
In this paper, I provide evidence that currency stop-loss orders contribute to rapid, self-reinforcing price movements, or "price cascades". Stop-loss orders, which instruct a dealer to buy (sell) a certain amount of currency at the market rate once the rate has risen (fallen) to a prespecified...
Persistent link: https://www.econbiz.de/10001682513