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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

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

Testing the expectations hypothesis : some new evidence

Dittmar, Robert F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001982897

Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox

Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982928

Testing the expectations hypothesis : some new evidence for Japan

Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986701

Tobins̉ imperfect asset substitution in optimizing general equilibrium

Andrés, Javier (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001987130

Federal funds rate prediction

Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001971188

Whatś unique about the federal funds rate? : Evidence from a spectral perspective

Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001974839

Is value premium a proxy for time-varying investment opportunities : some time series evidence

Guo, Hui (contributor) - 2005

"Campbell and Vuolteenaho (2004) and Brennan, Wang, and Xia (2004) recently argue that the value premium co-moves with investment opportunities and thus reflects rational pricing. This paper extends their analysis by showing that the ICAPM interpretation of the value premium also sheds light on...

Persistent link: https://www.econbiz.de/10002995301

Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

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