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Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset … the longer their investment horizon, while the optimal allocation to stocks declines as a function of the investment … returns from the dividend yield give rise to a non-monotonic relationship between the investment horizon and the demand for …

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

Frontiers in monetary policy research : proceedings of the Thirty-First Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis

Gavin, William T. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003507821

Monetary policy, taxes and the business cycle

Gavin, William T. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496910

Regional disparities in the transmission of monetary policy

Owyang, Michael T. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001979830

Recent developments in monetary macroeconomics and U.S. dollar policy

Gavin, William T. (contributor) - 2005

"This paper summarizes recent developments in the theory and practice of monetary policy in a closed economy and explains what these developments mean for U.S. dollar policy. There is no conflict between what is appropriate U.S. monetary policy at home or abroad because the dollar is the world's...