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Strong discrete time approximation of stochastic differential equations with time delay

Küchler, Uwe; Platen, Eckhard - 1999

Persistent link: https://www.econbiz.de/10001404962

Valuation of two-factor term structure models

Goldman, D.; Heath, D.; Kentwell, Glenn; Platen, Eckhard - In: Advances in futures and options research : a research annual 8 (1995), pp. 263-291

Persistent link: https://www.econbiz.de/10001211280

On bond price dynamics

Platen, Eckhard - 1993

Persistent link: https://www.econbiz.de/10000865968

Are sticky prices costly? : evidence from the stock market

Gorodnichenko, Yuriy; Weber, Michael - In: The American economic review 106 (2016) 1, pp. 165-199

Persistent link: https://www.econbiz.de/10011436821

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: May 2017

Monetary policy shocks have a large impact on aggregate stock market returns in narrow event windows around press releases by the Federal Open Market Committee. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct (demand) effect and an indirect...

Persistent link: https://www.econbiz.de/10011657891

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: October, 2017

Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...

Persistent link: https://www.econbiz.de/10011770624