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The microstructure of treasury market tatonnement
Mizrach, Bruce Marshall (contributor);  … - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344895
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
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Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui (contributor) - 2003 - [Elektronische Ressource],rev
Persistent link: https://www.econbiz.de/10001971174
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On the out-of-sample predictability of stock market returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001971221
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The stock market : bubbles, volatility, and chaos ; proceedings of the 13. Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Dwyer, Gerald P. <jun.> (contributor);  … - 1990
Persistent link: https://www.econbiz.de/10000789817
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Speculation in the oil market
Juvenal, Luciana; Petrella, Ivan - Federal Reserve Bank of St. Louis - 2011
price comovement between different commodities. We analyze whether speculation in the oil market played a key role in … (FAVAR) model. We analyze the role of speculation in comparison to supply and demand forces as drivers of oil prices. The … prices in the last decade is mainly explained by the strength of global demand. However, financial speculation played a …
Persistent link: https://www.econbiz.de/10009320862
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Speculative bubbles and financial crisis
Wang, Pengfei; Wen, Yi - Federal Reserve Bank of St. Louis - 2009
Why are asset prices so much more volatile and so often detached from their fundamentals? Why does the burst of financial bubbles depress the real economy? This paper addresses these questions by constructing an infinite-horizon heterogeneous-agent general-equilibrium model with speculative...
Persistent link: https://www.econbiz.de/10004973913