Suchergebnisse

New techniques to extract market expectations from financial instruments

In: Discussion paper series 1556

In: International macroeconomics

Forward interest rates as indicators of inflation expectations

In: Discussion paper series 1313

In: International macroeconomics

Market Expectations in the UK Before and After the Erm Crisis

In: Economica, Band 67, S. 1-18

MONETARY POLICY EFFECTS ON FINANCIAL RISK PREMIA*

In: The Manchester School, Band 76, Heft 6, S. 690-707

ISSN: 1467-9957

Monetary Policy Effects on Financial Risk Premia

In: The Manchester School, Band 76, S. 690-707

Monetary policy and bond option pricing in an analytical RBC model

In: Journal of economics and business, Band 55, Heft 4, S. 321-330

ISSN: 0148-6195

Monetary policy and the Fisher effect

In: Journal of policy modeling: JPMOD ; a social science forum of world issues, Band 23, Heft 5, S. 491-495

ISSN: 0161-8938

Monetary policy and the Fisher effect

In: Journal of policy modeling: JPMOD ; a social science forum of world issues, Band 23, Heft 5, S. 491-496

ISSN: 0161-8938

Individual Forecasts of Exchange Rates

In: INEC-D-23-00027

FX Liquidity Risk and Carry Trade Premia

In: University of St.Gallen, School of Finance Research Paper No. 2022/02

Individual Forecasts of Exchange Rates

In: Swedish House of Finance Research Paper No. 22-06

Liquidity Risk and Currency Premia

In: Management Science, Forthcoming

Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle

In: Journal of economic dynamics & control, Band 30, Heft 6, S. 1027-1043

ISSN: 0165-1889

Solution of macromodels with Hansen–Sargent robust policies: some extensions

In: Journal of economic dynamics & control, Band 28, Heft 12, S. 2367-2397

ISSN: 0165-1889

Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions

In: Journal of Economic Dynamics and Control, Band 28, S. 2367-2397