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Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis.

Kandel, S.; Ofer, A.R.; Sarig, O. - Rodney L. White Center for Financial Research, Wharton … - 1995

Persistent link: https://www.econbiz.de/10005245188

Futures and Forward Prices with Markovian Interest Rate Processes.

Benninga, S.; Protopapadakis, A. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245211

Ex-Ante Real Rates and Inflation Premiums: A Consumption-Based Approach.

Balsam, A.; Kandel, S.; Levy, O. - Rodney L. White Center for Financial Research, Wharton … - 1998

study, quantifies the size and dynamics of two such premiums: one is related to the inflation uncertainty in a nominal risk …-free bond, and the other is related to the inflation uncertainty in an index-linked bond, caused by indexation lag. …

Persistent link: https://www.econbiz.de/10005245201

Quantity-Adjusting Options and Forward Contracts.

Babbel, D.F.; Eisenberg, L.K. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245219

the real rate of Interest from 1800-1990: A Study of the U.S. and U.K.

siegel, J.J. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245280

On Testing Sustainability of Government Deficits in a Stochastic Environment.

Bohn, H. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245299

Reputation Formation in Early Bank Debt Market.

Garton, G. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005618346

Stocks Are Good Hedge for Inflation (In the Long Run).

Boudoukh, J.; Richardson, M. - Rodney L. White Center for Financial Research, Wharton … - 1992

Persistent link: https://www.econbiz.de/10005245342

The Cost of Institutional Equity Trades.

Keim, D.B.; Madhavan, A. - Rodney L. White Center for Financial Research, Wharton … - 1998

This article provides an overview of the empirical evidence on the magnitude and determinants of equity trading costs. The focus is primarily on the trades of institutional investors.

Persistent link: https://www.econbiz.de/10005774150

THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.

BATES, D.S. - Rodney L. White Center for Financial Research, Wharton … - 1990

Persistent link: https://www.econbiz.de/10005245185