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Macro factors and the affine term structure of interest rates
Wu, Tao (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001686940
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New Keynesian optimal-policy models : an empirical assessment
Dennis, Richard J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868136
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A macro-finance model of the term structure, monetary policy, and the economy
Rudebusch, Glenn D. (contributor); Wu, Tao (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868173
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Learning about a shift in trend output : implications for a monetary policy and inflation
Lansing, Kevin J. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578261
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Conditional risk and return in bank holding company stocks: a factor- GARCH approach
Neuberger, Jonathan A. - Federal Reserve Bank of San Francisco - 1994
Persistent link: https://www.econbiz.de/10005078258
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Monetary policy and the theory of the risk-averse bank
Stiglitz, Joseph; Greenwald, Bruce - Federal Reserve Bank of San Francisco - 1993
Persistent link: https://www.econbiz.de/10005078332
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Evaluating covariance matrix forecasts in a value-at-risk framework
Lopez, Jose A.; Walter, Christian A. - Federal Reserve Bank of San Francisco - 2000
Covariance matrix forecasts of financial asset returns are an important component of current practice in financial risk … matrix forecasts using standard statistical loss functions and a value-at-risk (VaR) framework. This framework consists of …
Persistent link: https://www.econbiz.de/10010702240
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Evaluating covariance matrix forecasts in a value-at-risk framework
Lopez, Jose A.; Walter, Christian A. - Federal Reserve Bank of San Francisco - 2000
Covariance matrix forecasts of financial asset returns are an important component of current practice in financial risk … matrix forecasts using standard statistical loss functions and a value-at-risk (VaR) framework. This framework consists of …
Persistent link: https://www.econbiz.de/10005514423
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Inflation taxes, financial intermediation, and home production
Marquis, Milton H. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577779
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The responses of wages and prices to technology shocks
Edge, Rochelle M. (contributor); Laubach, Thomas (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868496