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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
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The theory of unconventional monetary policy
Farmer, Roger E. A.; Zabczyk, Pawel - 2016
Persistent link: https://www.econbiz.de/10011482263
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The theory of unconventional monetary policy
Farmer, Roger E. A.; Zabczyk, Pawel - 2016
Persistent link: https://www.econbiz.de/10011460440
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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
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The theory of unconventional monetary policy
Farmer, Roger E. A.; Zabczyk, Pawel - 2016
Persistent link: https://www.econbiz.de/10012171813
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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
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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/10012995518
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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
Cover Image
The theory of unconventional monetary policy
Farmer, Roger E. A.; Zabczyk, Pawel - 2016
Persistent link: https://www.econbiz.de/10011557407
Cover Image
The Theory of Unconventional Monetary Policy
Farmer, Roger - 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/10012456540