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Oil shocks and the macroeconomy : the role of price variability
Lee, Kiseok - In: The energy journal 16 (1995) 4, pp. 39-56
Persistent link: https://www.econbiz.de/10001192486
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On seigniorage, operating rules, and dual equilibria
Lee, Kiseok - In: The quarterly journal of economics 108 (1993) 2, pp. 543-550
Persistent link: https://www.econbiz.de/10001145301
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Excess volatility of stock prices driven by a state-dependent information model
Lee, Kiseok - In: Journal of economic theory and econometrics : journal … 5 (1999) 2, pp. 31-50
Persistent link: https://www.econbiz.de/10001506249
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Unexpected inflation, inflation uncertainty, and stock returns
Lee, Kiseok - In: Applied financial economics 9 (1999) 4, pp. 315-328
Persistent link: https://www.econbiz.de/10001454597
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Low and high frequency macroeconomic forces in asset pricing
Bjornson, Bruce; Kim, Hong Shik; Lee, Kiseok - In: The quarterly review of economics and finance : journal … 39 (1999) 1, pp. 77-100
Persistent link: https://www.econbiz.de/10001433862
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Stock returns, real activities and temporary and persistent inflation
Lee, Kiseok - In: Applied financial economics 6 (1996) 5, pp. 433-441
Persistent link: https://www.econbiz.de/10001212788
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Systematic risk over various frequency bands : an empirical analysis of returns on size-ranked portfolios
Lee, Kiseok - In: Economics letters 49 (1995) 1, pp. 77-83
Persistent link: https://www.econbiz.de/10001188295
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On optimal contracts for central bankers and inflation and exchange-rate-targeting regimes
Ratti, Ronald A. - In: Journal of money, credit and banking : JMCB 34 (2002) 3,1, pp. 678-685
Persistent link: https://www.econbiz.de/10001698122
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Heterogeneous Parameter Uncertainty and the Timing of Investment during Crisis
Ni, Shawn; Ratti, Ronald A. - 2009
We present a model in which investors observe the same macroeconomic data but have varying levels of information about the parameters that determine the distribution of the expected returns on investment. During a crisis that increases macroeconomic uncertainty and reduces asset prices, the...
Persistent link: https://www.econbiz.de/10010298593
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Heterogeneous parameter uncertainty and the timing of investment during crisis
Ni, Shawn; Ratti, Ronald A. - In: Economics: The Open-Access, Open-Assessment E-Journal 3 (2009) 2009-41, pp. 1-22
We present a model in which investors observe the same macroeconomic data but have varying levels of information about the parameters that determine the distribution of the expected returns on investment. During a crisis that increases macroeconomic uncertainty and reduces asset prices, the...
Persistent link: https://www.econbiz.de/10010299494