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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

On seigniorage, operating rules, and dual equilibria

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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

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

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

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

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

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

Conservative central banks and nominal growth, exchange rate and inflation targets

Bae, Sang-kun; Ratti, Ronald A. - In: Economica 75 (2008), pp. 549-568

Persistent link: https://www.econbiz.de/10003742014

Heterogeneous parameter uncertainty and the timing of investment during crisis

Ni, Shawn X. (contributor); Ratti, Ronald A. (contributor) - 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/10003794455