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Exchange rate variability and asset trade
Persson, Torsten; Svensson, Lars E. O. - 1989
Persistent link: https://www.econbiz.de/10000759070
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Finite dimensional Markovian realizations for stochastic volatility forward rate models
Björk, Tomas (contributor); Landén, Camilla (contributor);  … - 2002 - [Elektronische Ressource], This version: May 6, 2002
the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward … volatility/diffusion term is stochastic in the sense of being driven by a separate hidden Markov process. Within this framework … we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent …
Persistent link: https://www.econbiz.de/10001664233
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Exchange rate variability and asset trade
Persson, Torsten; Svensson, Lars E. O. - 1987
Persistent link: https://www.econbiz.de/10013359461
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Cost-benefit analysis of learning against the wind : are costs larger also with less effective macroprudential policy?
Svensson, Lars E. O. - 2017
Persistent link: https://www.econbiz.de/10011619087
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Cost-benefit analysis of leaning against the wind
Svensson, Lars E. O. - In: Journal of monetary economics 90 (2017), pp. 193-213
Persistent link: https://www.econbiz.de/10011799250
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Inflation targeting
Svensson, Lars E. O. - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003833199
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Inflation targeting
Svensson, Lars E. O. - 2011
Persistent link: https://www.econbiz.de/10008934671
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Inflation targeting
Svensson, Lars E. O. - 2010
-market economies. The chapter discusses the history, macroeconomic effects, theory, practice, and future of inflation targeting …
Persistent link: https://www.econbiz.de/10008808312
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Wage structure adjustment during boom and crises: Female relative wages in Swedish and Danish manufacturing, 1914-1924
Svensson, Lars E. O.; Christensen, Jørgen Peter - In: Economic crises and restructuring in history : …, (pp. 65-90). 1999
Persistent link: https://www.econbiz.de/10001409220
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Forward guidance
Svensson, Lars E. O. - 2015
Persistent link: https://www.econbiz.de/10011300215