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US financial data
Federal Reserve Bank of St. Louis - St. Louis, Mo. - Nachgewiesen 1984 -
Persistent link: https://www.econbiz.de/10000458505
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US financial data
Federal Reserve Bank of St. Louis - St. Louis, Mo. : [Verlag nicht ermittelbar] - 1999,Apr. - 2015,June
Persistent link: https://www.econbiz.de/10001766980
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A dynamic look at subprime loan performance
Danis, Michelle A. (contributor);  … - 2005
whether delinquency has any predictive power of the future performance of a mortgage. Using a sample of subprime mortgages … from the loan performance database on securitized private-label pool collateral, we utilize a two-step estimation procedure … to control for the endogeneity of delinquency in an estimation of default and prepayment probabilities. We find strong …
Persistent link: https://www.econbiz.de/10002977392
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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
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On the cross of conditionally expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
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Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
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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...
Persistent link: https://www.econbiz.de/10002917582
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Measuring interest rates as determined by thrift and productivity
Choi, Woon Gyu (contributor); Wen, Yi (contributor) - 2005
develop an estimation and simulation procedure to generate historical time series of interest rates. We find that the … predictions of interest rates based on a general equilibrium theory are partially consistent with US data"--Federal Reserve Bank …
Persistent link: https://www.econbiz.de/10002977395
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Federal Reserve Bank of St. Louis review
Federal Reserve Bank of St. Louis - St. Louis, Mo. : Research Div. of the Fed. Reserve Bank … - Nachgewiesen 49.1967 -
Persistent link: https://www.econbiz.de/10001378895