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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence

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Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?

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Using home maintenance and repairs to smooth variable earnings

Gyourko, Joseph E. (contributor); … - 2003 - [Elektronische Ressource]

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New directions for understanding systemic risk : a report on a conference cosponsored by the Federal Reserve Bank of New York and the National Academy of Sciences May 18 - 19, 2006

Kambhu, John (contributor) - 2007

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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 …