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Erratic monetary policy and the dispersion of commodity prices
Baye, Michael R. - In: Journal of macroeconomics 8 (1986) 2, pp. 201-212
Persistent link: https://www.econbiz.de/10001085401
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Federal Reserve policy, 1975 - 1985 : an empirical analysis
Cosimano, Thomas F. - In: Journal of macroeconomics 10 (1988) 1, pp. 27-47
Persistent link: https://www.econbiz.de/10001087722
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Dynamic monetary control and interest rate stabilization
Cosimano, Thomas F. - In: Journal of monetary economics 23 (1989) 1, pp. 53-63
Persistent link: https://www.econbiz.de/10001060438
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Is the conventional view of discount window borrowing consistent with the behavior of weekly reporting banks?
Cosimano, Thomas F. - In: The review of economics and statistics 76 (1994) 4, pp. 761-770
Persistent link: https://www.econbiz.de/10001332879
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The scope, growth, and causes of income inequality in an open US economy
Bergstrand, Jeffrey H.; Cosimano, Thomas F.; Houck, John W. - In: The changing distribution of income in an open U.S. economy, (pp. 3-27). 1994
Persistent link: https://www.econbiz.de/10001314250
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Choosing sides in matching games : nash equilibria and comparative statics
Baye, Michael R. - In: Economica 57 (1990) 227, pp. 283-293
Persistent link: https://www.econbiz.de/10001092498
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Actively learning about demand and the dynamics of price adjustment
Balvers, Ronald J. - In: The economic journal : the journal of the Royal … 100 (1990) 402, pp. 882-898
Persistent link: https://www.econbiz.de/10001093152
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DIDMCA and bank market risk : theory and evidence
Bundt, Thomas P. - In: Journal of banking & finance 16 (1992) 6, pp. 1179-1193
Persistent link: https://www.econbiz.de/10001136202
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The relation between money growth variability and the variability of money about target
Cosimano, Thomas F. - In: Economics letters 4 (1987), pp. 355-358
Persistent link: https://www.econbiz.de/10001040578
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An External Habit Model Subject to Long Run Risk in Continuous Time : A Multi-Dimensional Asset Pricing Model
Chen, Yu - 2011
This work develops an external habit model of the equity premium subject to long run risk in continuous time. The solution to this model is an analytic price-dividend function of the surplus consumption ratio and the long run risk variable. As a result, the equity premium can be accurately...
Persistent link: https://www.econbiz.de/10013128027