1

Momentum and mean reversion across national equity markets

Year:
2006
Language:
english
File:
PDF, 224 KB
english, 2006
8

Evaluation of linear asset pricing models by implied portfolio performance

Year:
2009
Language:
english
File:
PDF, 373 KB
english, 2009
10

Money and the C-CAPM

Year:
2009
Language:
english
File:
PDF, 363 KB
english, 2009
11

Designing a Global Digital Currency

Year:
2017
Language:
english
File:
PDF, 395 KB
english, 2017
12

Currency Risk Premia and Uncovered Interest Parity in the International CAPM

Year:
2013
Language:
english
File:
PDF, 298 KB
english, 2013
13

Productivity-based asset pricing: Theory and evidence

Year:
2007
Language:
english
File:
PDF, 1.06 MB
english, 2007
14

MONEY SUPPLY VARIABILITY IN A MACRO MODEL OF MONOPOLISTIC COMPETITION

Year:
1988
Language:
english
File:
PDF, 1.30 MB
english, 1988
18

Autocorrelated Returns and Optimal Intertemporal Portfolio Choice

Year:
1997
Language:
english
File:
PDF, 1.90 MB
english, 1997
19

Exchange Rate Shocks and the Speed of Trade Price Adjustment

Year:
2000
Language:
english
File:
PDF, 1.02 MB
english, 2000
20

Predicting Stock Returns in an Efficient Market

Year:
1990
Language:
english
File:
PDF, 580 KB
english, 1990
22

Money and the C-CAPM

Year:
2009
Language:
english
File:
PDF, 3.00 MB
english, 2009
23

Autocorrelated Returns and Optimal Intertemporal Portfolio Choice

Year:
1997
Language:
english
File:
PDF, 2.56 MB
english, 1997
24

Social Screens and Systematic Investor Boycott Risk

Year:
2017
Language:
english
File:
PDF, 434 KB
english, 2017
25

Periodic learning about a hidden state variable

Year:
1993
Language:
english
File:
PDF, 1.32 MB
english, 1993
27

Efficient gradualism in intertemporal portfolios

Year:
2000
Language:
english
File:
PDF, 164 KB
english, 2000
28

MONOPOLY POWER AND DOWNWARD PRICE RIGIDITY UNDER COSTLY PRICE ADJUSTMENT

Year:
1988
Language:
english
File:
PDF, 802 KB
english, 1988
29

Time Preference and Life Cycle Consumption with Endogenous Survival

Year:
2004
Language:
english
File:
PDF, 130 KB
english, 2004
30

Actively Learning About Demand and the Dynamics of Price Adjustment

Year:
1990
Language:
english
File:
PDF, 356 KB
english, 1990
31

A Keynesian general equilibrium model with competitive firms and rational expectations

Year:
1992
Language:
english
File:
PDF, 840 KB
english, 1992
32

FACTOR DEMAND UNDER CONDITIONS OF PRODUCT DEMAND and SUPPLY UNCERTAINTY

Year:
1992
Language:
english
File:
PDF, 743 KB
english, 1992
33

PROFITS UNDER CONDITIONS OF UNCERTAINTY

Year:
1992
Language:
english
File:
PDF, 621 KB
english, 1992
34

Location in the Hotelling duopoly model with demand uncertainty

Year:
1996
Language:
english
File:
PDF, 395 KB
english, 1996
37

Inflation Variability and Gradualist Monetary Policy

Year:
1994
Language:
english
File:
PDF, 2.26 MB
english, 1994
38

The Composition of Public Expenditure in a Dynamic Macro Model of Monopolistic Competition

Year:
1997
Language:
english
File:
PDF, 383 KB
english, 1997
39

Variability and the Duration of Search

Year:
1990
Language:
english
File:
PDF, 219 KB
english, 1990
40

A Keynesian General Equilibrium Model with Competitive Firms and Rational Expectations

Year:
1992
Language:
english
File:
PDF, 1.13 MB
english, 1992
42

Efficient Factor Selection: Explaining Risk and Mean Returns Jointly

Year:
2018
Language:
english
File:
PDF, 487 KB
english, 2018