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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982800

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002115886

Racial profiling or racist policing? : Bounds tests in aggregate data

Hernández-Murillo, Rubén (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002115973

Projecting potential growth : issues and measurement ; proceedings of the Thirty-Third Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis

Anderson, Richard G. (contributor) - 2009

Persistent link: https://www.econbiz.de/10003882607

Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

stocks. Consumption-to-wealth ratios are found to depend on the underlying state and welfare costs from ignoring regime …

Persistent link: https://www.econbiz.de/10002917579

Pessimistic beliefs under rational learning : quantitative implications for the equity premium puzzle

Guidolin, Massimo (contributor) - 2005

"In the presence of infrequent but observable structural breaks, we show that a model in which the representative agent is on a rational learning path concerning the real consumption growth process can generate high equity premia and low risk-free interest rates. In fact, when the model is...