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The term structure of interest rates in a DSGE model
Emiris, Marina - 2006
Persistent link: https://www.econbiz.de/10003525266
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An exploration of asset returns in a production economy with relative habits
Budría, Santiago - In: Atlantic economic journal : AEJ 36 (2008) 3, pp. 261-274
Persistent link: https://www.econbiz.de/10003761922
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Consequences of debt policy in a stochastically growing monetary economy
Grinols, Earl L. - In: International economic review 39 (1998) 2, pp. 495-521
Persistent link: https://www.econbiz.de/10001243129
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The term structure of interest rates in a DSGE model
Emiris, Marina - 2006
The paper evaluates the implications of the Smets and Wouters (2004) DSGE model for the US yield curve. Bond prices are modelled in a way that is consistent with the macro model and the resulting risk premium in long term bonds is a function of the macro model parameters exclusively. When the...
Persistent link: https://www.econbiz.de/10011624060
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The term structure of interest rates in a DSGE model
Emiris, Marina - 2006
The paper evaluates the implications of the Smets and Wouters (2004) DSGE model for the US yield curve. Bond prices are modelled in a way that is consistent with the macro model and the resulting risk premium in long term bonds is a function of the macro model parameters exclusively. When the...
Persistent link: https://www.econbiz.de/10011506610
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The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
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The microstructure of currency markets
Evans, Martin D. D. - 2010
Persistent link: https://www.econbiz.de/10009010304
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A producer theory with business risks
Kim, Seong-Hoon; Moon, Seongman - 2012
Persistent link: https://www.econbiz.de/10009573495
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Firm size and volatility analysis in the Spanish stock market
Chuliá, Helena; Torró, Hipòlit - In: The European journal of finance 17 (2011) 7/8, pp. 695-715
Persistent link: https://www.econbiz.de/10009509834
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Sovereign risk ratings : biased toward developed counties?
Gültekin-Karaka̦s, Derya; Hisarciklilar, Mehtap; … - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 69-87
Persistent link: https://www.econbiz.de/10009313737