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Monte Carlo simulation of macroeconomic risk with a continuum of agents : the general case
Hammond, Peter J.; Sun, Yeneng - In: Economic theory : official journal of the Society for … 36 (2008) 2, pp. 303-325
Persistent link: https://www.econbiz.de/10003715941
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Macroeconomic uncertainty and bank lending : the case of Ukraine
Talavera, Oleksandr; Tsapin, Andriy; Zholud, Oleksandr - 2007
Persistent link: https://www.econbiz.de/10003635779
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Yield spreads as alternative risk factors for size and book-to-market
Hahn, Jaehoon; Lee, Hangyong - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10003331867
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Risk and the macroeconomy
Stevens, G. R. - In: Bulletin / Reserve Bank of Australia (2006), pp. 8-17
Persistent link: https://www.econbiz.de/10003336324
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Macroeconomic uncertainty and performance in Asian countries
Bredin, Donal; Elder, John; Fountas, Stilianos - In: Review of development economics 13 (2009) 2, pp. 215-229
Persistent link: https://www.econbiz.de/10003839636
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Versorgungssicherheit auf Elektrizitätsmärkten : Investitionsdilemma durch ineffizientes Marktdesign?
Büdenbender, Martin; Janssen, Matthias; Wobben, Magnus - In: Zeitschrift für Energiewirtschaft : ZfE 33 (2009) 1, pp. 49-61
Persistent link: https://www.econbiz.de/10003824393
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Macroeconomic determinants of stock market returns, volatility and volatility risk-premia
Corradi, Valentina (contributor);  … - 2008
This paper introduces a no-arbitrage framework to assess how macroeconomic factors help explain the risk-premium agents require to bear the risk of fluctuations in stock market volatility. We develop a model in which return volatility and volatility risk-premia are stochastic and derive...
Persistent link: https://www.econbiz.de/10003848514