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Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?
Guidolin, Massimo - 2020
Bank represent a risk factor for the hedge fund industry as a whole and for ten commonly used strategies in particular …. Using modified event studies and Markov switching models, we find that UMP announcements represent a risk factor for … through breaks in the parameters of the conventional risk factors. Using Chow and Bai-Perron tests, we find that for the …
Persistent link: https://www.econbiz.de/10012828359
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Rethinking the role of NAIRU in monetary policy : implications of model formulation and uncertainty
Estrella, Arturo; Mishkin, Frederic S. - 1998
Persistent link: https://www.econbiz.de/10000663120
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Vermögensblasen und Bankenkrisen : Risikowachstum oder Wachstumsrisiken?
Dauderstädt, Michael - 2008
Persistent link: https://www.econbiz.de/10003762933
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Monetary policy under uncertainty : proceedings of the Thirty-second Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis
Rasche, Robert H. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003765665
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Expectations, uncertainty, and monetary policy
Kjellberg, David - 2007
Persistent link: https://www.econbiz.de/10003767590
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Stock market uncertainty and monetary policy reaction functions of the Federal Reserve Bank
Jovanović, Mario (contributor);  … - 2008
In this paper we examine the link between stock market uncertainty and monetary policy in the US. There are strong arguments why central banks should account for stock market uncertainty in their strategy. Amongst others, they can maintain the functioning of financial markets and moderate...
Persistent link: https://www.econbiz.de/10003785054
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Liquidity risk in periods of intensive information flow
Malinowska, Magdalena - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003806585
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The antropological shock : chernobly and the contours of the risk society
Beck, Ulrich - In: Berkeley journal of sociology 32 (1987), pp. 153-165
Persistent link: https://www.econbiz.de/10003485914
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The Taylor rule and interest rate uncertainty in the US 1970-2006
Mandler, Martin - 2009
This paper shows how to estimate forecast uncertainty about future short-term interest rates by combining a time-varying Taylor rule with an unobserved components model of economic fundamentals. Using this model I separate interest rate uncertainty into economically meaningful components that...
Persistent link: https://www.econbiz.de/10003908161