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Effective Exchange Rate Classi...
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Mark, Nelson C.
215
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56
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32
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23
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22
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20
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20
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16
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14
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13
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61
IDENTIFYING EXCHANGE RATE COMMON FACTORS
Greenaway-McGrevy, Ryan
;
Mark, Nelson C.
;
Sul, Donggyu
; …
- In:
International Economic Review
59
(
2018
)
4
,
pp. 2193-2218
Persistent link: https://www.econbiz.de/10012090550
Saved in:
62
Testing volatility restrictions on intertemporal marginal rates of substitution implied by Euler equations and asset returns
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1992
Persistent link: https://www.econbiz.de/10000843094
Saved in:
63
The equity premium and the risk free rate : matching the moments
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1991
Persistent link: https://www.econbiz.de/10000817539
Saved in:
64
Mean reversion in equilibrium asset prices
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1988
Persistent link: https://www.econbiz.de/10000758085
Saved in:
65
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1998
Persistent link: https://www.econbiz.de/10000652227
Saved in:
66
Demographics and Monetary Policy Shocks
BERG, KIMBERLY A.
;
CURTIS, CHADWICK C.
;
LUGAUER, STEVEN
; …
- In:
Journal of Money, Credit and Banking
53
(
2021
)
6
,
pp. 1229-1266
Persistent link: https://www.econbiz.de/10012635842
Saved in:
67
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1997
Persistent link: https://www.econbiz.de/10000959246
Saved in:
68
Risk, policy rules, and noise : rethinking deviations from uncovered interest parity
Mark, Nelson C.
;
Wu, Yangru
-
1997
Persistent link: https://www.econbiz.de/10000959252
Saved in:
69
Unbiased estimation of the half-life to PPP convergence in panel data
Choi, Chi-young
;
Mark, Nelson C.
;
Sul, Donggyu
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
4
,
pp. 921-938
Persistent link: https://www.econbiz.de/10003343665
Saved in:
70
Exchange rate models are not as bad as you think
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
- In:
NBER macroeconomics annual
22
(
2007
),
pp. 381-473
Persistent link: https://www.econbiz.de/10003824289
Saved in:
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