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A Bayesian analysis of a variance decomposition for stock returns

Hollifield, Burton (contributor); Koop, Gary (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001541964

A Bayesian analysis of a variance decomposition for stock returns

Hollifield, Burton (contributor); Koop, Gary (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001756563

Comments on "Robustly optimal monetary policy in a microfounded New Keynesian model" by K. Adam and M. Woodford

Hollifield, Burton - In: Journal of monetary economics 59 (2012) 5, pp. 488-492

Persistent link: https://www.econbiz.de/10009622322

An examination of heterogeneous beliefs with a short-sale constraint in a dynamic economy

Gallmeyer, Michael F.; Hollifield, Burton - In: Review of finance : journal of the European Finance … 12 (2008) 2, pp. 323-364

Persistent link: https://www.econbiz.de/10003753167

Dealer intermediation and price behavior in the aftermarket for new bond issues

Green, Richard C.; Hollifield, Burton; Schürhoff, Norman - In: Journal of financial economics 86 (2007) 3, pp. 643-682

Persistent link: https://www.econbiz.de/10003614520

Arbitrage-free bond pricing with dynamic macroeconomic models

Gallmeyer, Michael F.; Hollifield, Burton; Palomino, … - 2007

We examine the relationship between monetary-policy-induced changes in short interest rates and yields on long-maturity default-free bonds. The volatility of the long end of the term structure and its relationship with monetary policy are puzzling from the perspective of simple structural...