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Learning about beta : a new look at CAPM tests
Adrian, Tobias (contributor);  … - 2004 - [Elektronische Ressource]
(CAPM) works for investors' probability distribution. However, mis-pricing can be observed if econometricians estimate betas …-augmented version of CAPM. This model performs better than other common empirical specifications, including the Fama-French three …
Persistent link: https://www.econbiz.de/10002521758
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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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Securities lending
Lipson, Paul C.; Sabel, Bradley K.; Keane, Frank - 1989
Persistent link: https://www.econbiz.de/10000860759
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Economic policy review
Federal Reserve Bank of New York - New York, NY - 1.1995 - 18.2012,3
Persistent link: https://www.econbiz.de/10000540679
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Research papers on international integration of financial markets and U.S. monetary policy
1987
Persistent link: https://www.econbiz.de/10003411653
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Special issue: E-finance : conference proceedings at the Federal Reserve Bank of New York, February 2001
Allen, Franklin (contributor) - 2002
Persistent link: https://www.econbiz.de/10001722841
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The trade comovement problem in international macroeconomics
Kose, M. Ayhan (contributor); Yi, Kei-mu (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726732
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Financial market implications of the Federal debt paydown
Fleming, Michael J. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001589547
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Dollar asset markets: prospects after the crisis
Sack, Brian P. - Federal Reserve Bank of New York - 2010
Remarks at the ACI 2010 World Congress, Sydney, Australia.
Persistent link: https://www.econbiz.de/10010724944