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Synching, not sinking, the markets

Poole, William - Federal Reserve Bank of St. Louis - 1999

Presentation at the Meeting of the Philadelphia Council for Business Economics, Federal Reserve Bank of Philadelphia …

Persistent link: https://www.econbiz.de/10005420414

How well do the markets understand Fed policy?

Poole, William - Federal Reserve Bank of St. Louis - 2000

Presentation to the Center for Financial Studies, Frankfurt, Germany - Nov. 30, 2000

Persistent link: https://www.econbiz.de/10005420471

Synching, not sinking, the markets

Poole, William - Federal Reserve Bank of St. Louis - 1999

Presentation at the Meeting of the Philadelphia Council for Business Economics, Federal Reserve Bank of Philadelphia …

Persistent link: https://www.econbiz.de/10011185058

Getting markets in synch with monetary policy

Poole, William - Federal Reserve Bank of St. Louis - 2001

Presentation to the First Annual Missouri Economics Conference, University of Missouri-Columbia - May 4, 2001 …

Persistent link: https://www.econbiz.de/10011185100

How well do the markets understand Fed policy?

Poole, William - Federal Reserve Bank of St. Louis - 2000

Presentation to the Center for Financial Studies, Frankfurt, Germany - Nov. 30, 2000

Persistent link: https://www.econbiz.de/10011185115

Getting markets in synch with monetary policy

Poole, William - Federal Reserve Bank of St. Louis - 2001

Presentation to the First Annual Missouri Economics Conference, University of Missouri-Columbia - May 4, 2001 …

Persistent link: https://www.econbiz.de/10005726534

Testing asset pricing models with Euler equations: it's worse than you think

Neely, Christopher J. - Federal Reserve Bank of St. Louis - 1995

This paper reexamines the small sample properties of Hansen's (1982) Generalized Method of Moments (GMM) and Hansen and Jagannathan's (1989) estimation-free tests on simulated data from a more plausible consumption based asset pricing model. Previous studies are incomplete and misleading. A...

Persistent link: https://www.econbiz.de/10005360557

The cyclical relationship between output and prices: an analysis in the frequency domain

Pakko, Michael R. - Federal Reserve Bank of St. Louis - 1997

Recent research showing negative correlations between detrended output and prices during the postwar period has brought … into question the conventional wisdom that prices are procyclical. However, this finding has been shown to be sensitive to … the sample period considered. This paper examines the relationship between output and prices in the frequency domain …

Persistent link: https://www.econbiz.de/10005360577

Modelling the MIB30 implied volatility surface. Does market efficiency matter?

Cassesse, Gianluca; Guidolin, Massimo - Federal Reserve Bank of St. Louis - 2005

prices. Applications to value-at-risk and portfolio choice calculations illustrate the importance of using arbitrage …

Persistent link: https://www.econbiz.de/10005360595

Aggregate price shocks and financial instability: a historical analysis

Bordo, Michael D.; Dueker, Michael J.; Wheelock, David C. - Federal Reserve Bank of St. Louis - 2001

This paper presents empirical evidence on the hypothesis that aggregate price disturbances cause or worsen financial distress. We construct two annual indexes of financial conditions for the United States covering 1790-1997, and estimate the effect of aggregate price shocks on each index using a...

Persistent link: https://www.econbiz.de/10005360618