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Can Markov switching models predict excess foreign exchange returns?

Dueker, Michael (contributor); … - 2003 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10001964834

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

"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset returns. We find evidence that four separate regimes - characterized as crash, slow growth, bull and recovery states - are required to capture the joint distribution of stock and...

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...

Persistent link: https://www.econbiz.de/10002917582

A dynamic look at subprime loan performance

Danis, Michelle A. (contributor); … - 2005

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 … support for the "distressed prepayment" theory that very delinquent loans are more likely to prepay than to default and that …

Persistent link: https://www.econbiz.de/10002977392

Review / Federal Reserve Bank of St. Louis

Federal Reserve Bank of St. Louis - St. Louis, Mo. - 1.1919 -

Persistent link: https://www.econbiz.de/10000358848

The business cycle : theories and evidence; proceedings of the Sixteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

Belongia, Michael T. (ed.) - 1992

Persistent link: https://www.econbiz.de/10000857005

Financial risk : theory, evidence and implications ; proceedings of the 11th annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

Stone, Courtenay C. (contributor) - 1989

Persistent link: https://www.econbiz.de/10000769878