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Wealth versus revaluation effects in a simple macroeconomic model with price and interest rate expectations

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Portfolio optimization under partial information : computation of optimal portfolio strategies

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Essays in theoretical and empirical macroeconomics

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Essays on the interaction between monetary policy and financial markets

Durré, Alain - 2003

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Der Einfluß geldpolitischer Impulse auf den deutschen Aktienmarkt

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Forecasting the Intraday Market Price of Money

Monticini, Andrea - 2011

Market efficiency hypothesis suggests a zero level for the intraday interest rate. However, a liquidity crisis introduces frictions related to news, which can cause an upward jump of the intraday rate. This paper documents that these dynamics can be partially predicted during turbulent times. A...

Persistent link: https://www.econbiz.de/10013119944