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Hal. Akhir
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
1
(Uppal, Raman) (Dumas, Bernard) (Kurshev, Alexander)
Stock returns and volatility: pricing the short-run and long-run components of market risk
1
(Adrian, Tobias) (Rosenberg, Joshua)
Market sidedness: insights into motives for trade initiation
1
(Sarkar, Asani) (Schwartz, Robert A.)
It's SHO time! short-sale price tests and market quality
1
(Diether, Karl B.) (Kuan-Hui Lee) (Werner, Ingrid M.)
Oil futures prices in a production economy with investment constraints
1
(Yaron, Amir) (Livdan, Dmitry) (Kogan, Leonid)
Purdah - on the rationale for central bank silence around policy meetings
1
(Ehrmann, Michael) (Fratzscher, Marcel)
Price stability with imperfect financial integration
1
(Benigno, Pierpaolo)
Do Professional currency managers beat the benchmark?
1
(Pojarliev, Momtchil)
Cross-asset speculation in stock markets
1
(Bernhardt, Dan) (Taub, Bart)
Money velocity in an endogenous growth business cycle with credit shocks
1
(Benk, Szilard) (Gillman, Max) (Kejak, Michal)
Stochastic volatility in a macro-finance model of the U.S. term structure of interest rates 1961-…
1
(Spencer, Peter D.)
Identifying monetary policy shocks via changes in volatility
1
(Lutkepohl, Helmut) (Lanne, Markku)
Valuing illiquid common stock
1
(Dyl, Edward A.) (Jiang, George J.)
Market liquidity, investor participation, and managerial autonomy: why do firms go private?
1
(Thakor, Anjan V.) (Boot, Arnoud W. A.) (Gopalan, Radhakrishnan)
Optimal monetary policy in a small open economy with home bias
1
(Faia, Ester) (Monacelli, Tommaso)
Volatility information trading in the option market
1
(Ni, Sophie X.) (Pan, Jun) (Poteshman, Allen M.)
Growth versus margins: destabilizing consequences of giving the stock market what It wants
1
(Aghion, Philippe) (Stein, Jeremy C.)
Money market integration
1
(Prati, Alessandro) (Bartolini, Leonardo) (Hilton, Spence)
The "Great Moderation" in the United Kingdom
1
(Benati, Luca)
The Structural dynamics of U.S. output and inflation: what explains the changes?
1
(Gambetti, Luca) (Pappa, Evi) (Canova, Fabio)
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PSB lt.1 - R. Prof. Sumitro Djojohadikusumo
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