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Rational expectations : retrospect and prospect
Lovell, Michael C. (panelist); Lucas, Robert E. (panelist);  … - 2011
The transcript of a panel discussion marking the fiftieth anniversary of John Muth's "Rational Expectations and the Theory of Price Movements" (Econometrica 1961). The panel consists of Michael Lovell, Robert Lucas, Dale Mortensen, Robert Shiller, and Neil Wallace. The discussion is moderated by...
Persistent link: https://www.econbiz.de/10011603748
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Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements
Krieger, Kevin; Mauck, Nathan; Vasquez, Joseph - Volkswirtschaftliche Fakultät, … - 2014
We examine the response of U.S. (VIX) and German (VDAX) implied volatility indices to the announcement of interest rate … that VIX declines on FOMC meetings days. We present new findings that indicate that VDAX declines on FOMC meeting days, but … is not related to ECB meeting days. VIX is unrelated to ECB meeting days. Taken collectively, our results indicate a …
Persistent link: https://www.econbiz.de/10011114294
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America First? : a US-centric view of global capital flows
McQuade, Peter; Schmitz, Martin - 2019
excluding those directly involving the US. Our results indicate that variation in US variables - notably the VIX and US dollar …
Persistent link: https://www.econbiz.de/10011975553
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Market volatility, monetary policy and the term premium
Mallick, Sushanta Kumar; Mohanty, M. S.; Zampolli, Fabrizio - 2017
Persistent link: https://www.econbiz.de/10011613347
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Capital inflows to emerging countries and their sensitivity to the global financial cycle
Buono, Ines; Corneli, Flavia; Di Stefano, Enrica - 2020
Persistent link: https://www.econbiz.de/10012204916
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NetVIX - a network volatility index of financial markets
Ahelegbey, Daniel Felix; Giudici, Paolo - 2020
Persistent link: https://www.econbiz.de/10012321932
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America first? : a US-centric view of global capital flows
McQuade, Peter; Schmitz, Martin - 2019
Persistent link: https://www.econbiz.de/10012183868
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The US, economic news, and the global financial cycle
Boehm, Christoph E.; Kroner, T. Niklas - 2023 - This draft: February 15, 2023
Persistent link: https://www.econbiz.de/10014286815
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Was the Korean slave market efficient?
Brezis, Elise S.; Kim, Heeho - Volkswirtschaftliche Fakultät, … - 2009
Over the decades, the traditional condemnation of slavery has been based not only on philosophical argumentation and moral values, but also on the conjecture that slavery was inefficient. This position led to one of the most passionate debates in economic history on the efficiency of the US...
Persistent link: https://www.econbiz.de/10005836942
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Strategic pricing of commodities
Jörnsten, Kurt; Ubøe, Jan - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2006
In this paper we will consider a setting where a large number of agents are trading commodity bundles. Assuming that agents of the same type have a certain utility attached to each transaction, we construct a statistical equilibrium which in turn implies prices on the different commodities. Our...
Persistent link: https://www.econbiz.de/10005419344