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Efficient "myopic" asset pricing in general equilibrium : a potential pitfall in excess volatility tests
Buiter, Willem H. - 1987
Persistent link: https://www.econbiz.de/10009572007
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Efficient "myopic" asset pricing in general equilibrium : a potential pitfall in excess volatility tests
Buiter, Willem H. - In: Economics letters 2 (1987), pp. 143-148
Persistent link: https://www.econbiz.de/10001037781
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Efficient "Myopic" Asset Pricing in General Equilibrium : a Potential Pitfall in Excess Volatility Tests
Buiter, Willem H. - 2010
Excess volatility tests for financial market efficiency maintain the hypothesis of risk-neutrality. This permits the …-stationarity (including bubbles) and finite samples. Standard excess volatility tests are joint tests of market efficiency and risk neutrality …
Persistent link: https://www.econbiz.de/10012762911
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Efficient "Myopic" Asset Pricing in General Equilibrium : A Potential Pitfall in Excess Volatility Tests
Buiter, Willem H. - 1987
Excess volatility tests for financial market efficiency maintain the hypothesis of risk-neutrality. This permits the …-stationarity (including bubbles) and finite samples. Standard excess volatility tests are joint tests of market efficiency and risk neutrality …
Persistent link: https://www.econbiz.de/10012476817
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[Rezension von: Buiter, Willem H., ..., Financial markets and European monetary cooperation]
Pill, Huw - In: Journal of economic literature 36 (1998) 3, pp. 1510-1512
Persistent link: https://www.econbiz.de/10001350058
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[Rezension] Buiter, Willem H. ..., Financial markets and European monetary cooperation : Cambridge, MA, MIT Press, 1998
Wadhawan, Anup - In: Southern economic journal 65 (1999) 3, pp. 650-653
Persistent link: https://www.econbiz.de/10001409226
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The Global Dimensions of Macroprudential Policy
Portes, Richard; Beck, Thorsten; Buiter, Willem H.; … - 2021
This report elucidates the risk channels for EU economies associated with international financial integration and provides an overview of the macroprudential policy options that are available to address these risks.1 It builds on the main insights from the rich academic literature developed...
Persistent link: https://www.econbiz.de/10013248798
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The Global Dimensions of Macroprudential Policy
Portes, Richard; Beck, Thorsten; Buiter, Willem H.; … - 2021
This report elucidates the risk channels for EU economies associated with international financial integration and provides an overview of the macroprudential policy options that are available to address these risks. It builds on the main insights from the rich academic literature developed...
Persistent link: https://www.econbiz.de/10013248822
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The global dimensions of macroprudential policy
Beck, Thorsten; Buiter, Willem H.; Dominguez, Kathryn M.; … - 2020
This report elucidates the risk channels for EU economies associated with international financial integration and provides an overview of the macroprudential policy options that are available to address these risks. It builds on the main insights from the rich academic literature developed...
Persistent link: https://www.econbiz.de/10012160494
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Government solvency, Ponzi finance and the redundancy and usefulness of public debt
Buiter, Willem H.; Kletzer, Kenneth - 1992
Persistent link: https://www.econbiz.de/10000838344