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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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Time-varying consumption correlation and the dynamics of the equity premium : evidence from the G-7 countries
Sarkar, Asani (contributor); Zhang, Lingjia (contributor) - 2004 - [Elektronische Ressource]
the equity premium, Sharpe ratio, and risk aversion are also generally countercyclical. These findings survive several …
Persistent link: https://www.econbiz.de/10002101478
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Recent changes in the US business cycle
Chauvet, Marcelle (contributor);  … - 2001 - [Elektronische Ressource]
The U.S. business cycle expansion that started in March 1991 is the longest on record. This paper uses statistical techniques to examine whether this expansion is a onetime unique event or whether its length is a result of a change in the stability of the U.S. economy. Bayesian methods are used...
Persistent link: https://www.econbiz.de/10001591424
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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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Inventory dynamics and business cycles : what has changed?
McCarthy, Jonathan P. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726735
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Tariffs and the Great Depression revisited
Crucini, Mario J. (contributor); Kahn, James A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001933509
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Markov switching in disaggregate unemployment rates
Chauvet, Marcelle (contributor); Juhn, Chinhui (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590063
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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