Narrow search
Showing 1 - 10 of 11,037
Cover Image
Asset pricing with dynamic margin constraints
Ryčkov, Oleg - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 405-452
Persistent link: https://www.econbiz.de/10010372413
Cover Image
Habit persistence and asset returns in an exchange economy
Boldrin, Michele; Christiano, Lawrence J.; Fisher, … - In: Macroeconomic dynamics 1 (1997) 2, pp. 312-332
Persistent link: https://www.econbiz.de/10001630057
Cover Image
Inflation and asset prices in an exchange economy
Danthine, Jean-Pierre; Donaldson, John B. - 1983
Persistent link: https://www.econbiz.de/10002051595
Cover Image
The theory of unconventional monetary policy
Farmer, Roger E. A.; Zabczyk, Pawel - 2016
Persistent link: https://www.econbiz.de/10011460440
Cover Image
The theory of unconventional monetary policy
Farmer, Roger E. A.; Zabczyk, Pawel - 2016
Persistent link: https://www.econbiz.de/10011482263
Cover Image
The theory of unconventional monetary policy
Farmer, Roger E. A.; Zabczyk, Pawel - 2016
Persistent link: https://www.econbiz.de/10011557407
Cover Image
Modelling conditional heteroskedasticity in JSE stock returns using the Generalised Pareto Distribution
Sigaukea, Caston; Makhwiting, Rhoda M.; Lesaoana, Maseka - In: African review of economics & finance : AREF : (a … 6 (2014) 1, pp. 41-55
Persistent link: https://www.econbiz.de/10010422319
Cover Image
Portfolio analysis with symmetric stable Paretian returns
Gamba, Andrea - In: Current topics in quantitative finance : with 23 tables, (pp. 48-69). 1999
Persistent link: https://www.econbiz.de/10001442910
Cover Image
Stochastic dominance, Pareto optimality, and equilibrium asset pricing
Kim, Chong-min - In: The review of economic studies 65 (1998) 2, pp. 341-356
Persistent link: https://www.econbiz.de/10001240300
Cover Image
The Theory of Unconventional Monetary Policy
Farmer, Roger E. A. - 2016
This paper is about the effectiveness of qualitative easing, a form of unconventional monetary policy that changes the risk composition of the central bank balance sheet with the goal of stabilizing economic activity. We construct a general equilibrium model where agents have rational...
Persistent link: https://www.econbiz.de/10012983744