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~isPartOf:"CFS working paper series"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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~isPartOf:"The CEPS working paper series"
~person:"Acemoglu, Daron"
~person:"Munk, Claus"
~person:"Svensson, Lars E. O."
~subject:"Credibility"
~subject:"Portfolio-Management"
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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
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2
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
Saved in:
3
Credible commitment to optimal escape from a liquidity trap : the role of the balance sheet of an independent Central Bank
Jeanne, Olivier
;
Svensson, Lars E. O.
- In:
The American economic review
97
(
2007
)
1
,
pp. 474-490
Persistent link: https://www.econbiz.de/10003456474
Saved in:
4
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
Saved in:
5
Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
Munk, Claus
- In:
Journal of economic dynamics & control
24
(
2000
)
9
,
pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
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6
Optimal inflation targets, "conservative" central banks, and linear inflation contracts: comment
Beetsma, Roel
;
Jensen, Henrik
- In:
The American economic review
89
(
1999
)
1
,
pp. 342-347
Persistent link: https://www.econbiz.de/10001408227
Saved in:
7
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
8
The foreign exchange risk premium in a target zone with devaluation risk
Svensson, Lars E. O.
-
1991
Persistent link: https://www.econbiz.de/10013421811
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9
The simplest test of target zone credibility
Svensson, Lars E. O.
-
1991
Persistent link: https://www.econbiz.de/10013421812
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10
Transparency and credibility : monetary policy with unobservable goals
Faust, Jon
-
1998
Persistent link: https://www.econbiz.de/10013422528
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