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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

Corporate decisions, information and prices : do managers move prices or do prices move managers?

Giammarino, Ronald P. M.; Heinkel, Robert L.; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001756559

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

Comment on: Stock volatility in the new millennium : how wacky is Nasdaq?

Hollifield, Burton - In: Journal of monetary economics 49 (2002) 1, pp. 27-30

Persistent link: https://www.econbiz.de/10001641071

The foreign exchange risk premium : real and nominal factors

Hollifield, Burton (contributor); Yaron, Amir (contributor) - 2001

We estimate the effects of conditional inflation moments on predictable returns available from currency speculation using an arbitrage based model to decompose the risk premium into conditional inflation, real risk, and their interactions. Using two different empirical methods to identify these...