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Monetary policy
32
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Spiegel, Mark M.
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Walter, Christian
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Walter, Christian A.
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Black, Sandra E.
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832
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542
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489
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378
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Working Paper Series / Federal Reserve Bank of San Francisco
60
Working papers series / Federal Reserve Bank of San Francisco
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Working Papers in Applied Economic Theory
12
FRBSF working paper
1
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RePEc
72
ECONIS (ZBW)
44
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111
Evaluating covariance matrix forecasts in a value-at-risk framework
Lopez, Jose A.
;
Walter, Christian A.
-
Federal Reserve Bank of San Francisco
-
2000
over the life of the option, we generate one-day forecasts by assuming that the daily
innovations
are independent and …
Persistent link: https://www.econbiz.de/10005514423
Saved in:
112
Term premia and interest rate forecasts in affine models
Duffee, Gregory R.
-
Federal Reserve Bank of San Francisco
-
2000
innovations
in W t;2 can change sign, depending on the level of the factor f t . Because this model takes as a primitive the …
Persistent link: https://www.econbiz.de/10005721475
Saved in:
113
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
over the life of the option, we generate one-day forecasts by assuming that the daily
innovations
are independent and …
Persistent link: https://www.econbiz.de/10001577834
Saved in:
114
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
innovations
in W t;2 can change sign, depending on the level of the factor f t . Because this model takes as a primitive the …
Persistent link: https://www.econbiz.de/10001577848
Saved in:
115
How do trade and financial integration affect the relationship between growth and volatility
Kose, M. Ayhan
(
contributor
);
Prasad, Eswar S.
(
contributor
)
-
2004
associated with
innovations
and lead to improvements in productivity and higher economic growth. Blackburn (1999) finds that …
Persistent link: https://www.econbiz.de/10003156367
Saved in:
116
Small businesses and computers : adoption and performance
Bitler, Marianne
(
contributor
)
-
2001
-
[Elektronische Ressource]
, Black and Lynch explore the e ects of workplace
innovations
and computer use by non-managers on labor productivity and wages …
Persistent link: https://www.econbiz.de/10001624531
Saved in:
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