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What can survey forecasts tell us about informational rigidities?
Coibion, Olivier; Gorodnichenko, Yuriy - 2008
Persistent link: https://www.econbiz.de/10003792484
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Wall Street vs. main street : an evaluation of probabilities
Lumsdaine, Robin L.; Potter van Loon, Rogier J. D. - 2013
Persistent link: https://www.econbiz.de/10009763695
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Real aspects of exchange rate regime choice with collapsing fixed rates
Flood, Robert P.; Hodrick, Robert J. - 1985
Persistent link: https://www.econbiz.de/10000684415
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Pass-through of exchange rates and competition between floaters and fixers
Bergin, Paul R.; Feenstra, Robert C. - 2007
Persistent link: https://www.econbiz.de/10003605591
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Regulation and market liquidity
Trebbi, Francesco; Xiao, Kairong - 2015
Persistent link: https://www.econbiz.de/10011420485
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Bond risk premia in consumption-based models
Creal, Drew; Wu, Jing Cynthia - 2016
Persistent link: https://www.econbiz.de/10011476470
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Banks as patient fixed-income investors
Hanson, Samuel G.; Shleifer, Andrei; Stein, Jeremy C.; … - 2014
Persistent link: https://www.econbiz.de/10010391836
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A multivariate model of strategic asset allocation
Campbell, John Y.; Chan, Yeung Lewis; Viceira, Luis M. - 2001
Persistent link: https://www.econbiz.de/10001624453
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Does the failure of the expectations hypothesis matter for long-term investors?
Sangvinatsos, Antonios; Wachter, Jessica - 2003
Persistent link: https://www.econbiz.de/10001826472
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Hot tip : nominal exchange rates and inflation indexed bond yields
Clarida, Richard H. - 2013
Persistent link: https://www.econbiz.de/10009713237