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TARGET ZONES AND INTEREST RATE VARIABILITY.
SVENSSON, L.E.O. - Institute for International Economic Studies (IIES), … - 1989
Persistent link: https://www.econbiz.de/10005207690
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Monetary Uncertainty in Discrete-Time Utility-of-Money Models.
Rankin, N. - Department of Economics, University of Warwick - 1993
Persistent link: https://www.econbiz.de/10005146877
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Precautionary Savings and Consumption Smoothing Across Time and Possibilities.
Kimball, M.; Weil, P. - Harvard Institute of Economic Research (HIER), … - 1991
Persistent link: https://www.econbiz.de/10005035827
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On the Measurement of Uncertainty Aversion.
Kelsey, D. - Department of Economics, University of Birmingham - 1996
This paper proposes a measure of uncertainty-aversion analogous to the Arrow-Pratt Measure of risk aversion. We apply …
Persistent link: https://www.econbiz.de/10005086677
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Expected and Predicted Realignments: the FF/DM Exchange Rate during the EMS.
Rose, A.K.; Svensson, L.E. - Institute for International Economic Studies (IIES), … - 1991
Persistent link: https://www.econbiz.de/10005638840
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An Intertemporal Capital Asset Pricing Model with Stochastic Differential Utility.
Ikeda, S. - Institute of Social and Economic Research (ISER), Osaka … - 1995
Persistent link: https://www.econbiz.de/10005639207
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Risk and Insurance in Village India.
Townsend, R.M. - Economics Research Center (ERC), University of Chicago - 1991
Persistent link: https://www.econbiz.de/10005640661
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Risk Sharing and Precautionary Saving.
Guiso, L.; Jappelli, T. - Banca d'Italia - 1992
Persistent link: https://www.econbiz.de/10005640921
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Nonparametric Estimation of Competing Risks Models with Covariates.
Fermanian, J.-D. - 2001
In competing risks model, several failure times arise potentially. The smallest failure time and its index only are observed. In this paper, nonparametric kernel estimators of the joint distribution function of failure times conditional on the covariates are proposed. Their weak or strong...
Persistent link: https://www.econbiz.de/10005641034
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Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures.
Kroner, K.F. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005647016