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The persistence of bank profits : what the stock market implies

Levonian, Mark E. - 1993

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A comparison of discount rate models using international stock market data

Kasa, Kenneth - 1994 - Rev

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Incorporating equity market information into supervisory monitoring models

Krainer, John (contributor); López, José A. (contributor) - 2001 - [Elektronische Ressource]

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Australian banking risk : evidence from share prices

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Asymmetric cross-sectional dispersion in stock returns : evidence and implications

Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]

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Speculative growth and overreaction to technology shocks

Lansing, Kevin J. - Federal Reserve Bank of San Francisco - 2008

This paper develops a stochastic endogenous growth model that exhibits “excess volatility” of equity prices because speculative agents overreact to observed technology shocks. When making forecasts about the future, speculative agents behave like rational agents with very low risk aversion....

Persistent link: https://www.econbiz.de/10005361519

Closing panel presentation

Yellen, Janet L. - Federal Reserve Bank of San Francisco - 2009

Panel discussion for the Federal Reserve Board/Journal of Money, Credit, and Banking (JMCB) conference on "Financial Markets and Monetary Policy", Washington D.C. , June 5, 2009

Persistent link: https://www.econbiz.de/10010724800

Bubbles tomorrow and bubbles yesterday, but never bubbles today?

Williams, John C. - Federal Reserve Bank of San Francisco - 2013

Presentation to the National Association for Business Economics, San Francisco, September 9, 2013

Persistent link: https://www.econbiz.de/10010724828

House prices, expectations, and time-varying fundamentals

Gelain, Paolo; Lansing, Kevin J. - Federal Reserve Bank of San Francisco - 2013

We investigate the behavior of the equilibrium price-rent ratio for housing in a standard asset pricing model. We allow for time-varying risk aversion (via external habit formation) and time-varying persistence and volatility in the stochastic process for rent growth, consistent with U.S. data...

Persistent link: https://www.econbiz.de/10010628453