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~institution:"Federal Reserve Bank of San Francisco"
~type_genre:"Arbeitspapier"
~type_genre:"Case study"
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Working papers series / Federal Reserve Bank of San Francisco
74
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ECONIS (ZBW)
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Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
Saved in:
2
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
Saved in:
3
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
4
Alternative measures of the federal reserve banks ́cost of equity capital
Barnes, Michelle L.
(
contributor
);
Lopez, Jose
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003158991
Saved in:
5
Evaluating interest rate covariance models within a value-at-
risk
framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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6
Evaluating covariance matrix forecasts in a value-at-
risk
framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
Saved in:
7
The improving relative status of black men
Couch, Kenneth A.
(
contributor
);
Daly, Mary C.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002049038
Saved in:
8
Learning and shifts in long-run productivity growth
Edge, Rochelle M.
(
contributor
);
Laubach, Thomas
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002049099
Saved in:
9
Using prices to measure productivity in a two-sector growth model
Marquis, Milton H.
(
contributor
);
Trehan, Bharat
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001609838
Saved in:
10
The empirical relationship between average asset correlation, firm probability of default and asset size
López, José A.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001676187
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