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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

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

On the out-of-sample predictability of stock market returns

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001971221

Does idiosyncratic risk matter : another look

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001984084

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

The microstructure of treasury market tatonnement

Mizrach, Bruce Marshall (contributor); … - 2005 - rev.

Persistent link: https://www.econbiz.de/10003344895

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

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