A ten-year retrospection of the behavior of Russian stock | | returns , by Stanislav Anatolyev (Bank of Finland BOFIT Discussion Papers 2005/09) | Abstract
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| Estimating Integrated Volatility Using Absolute High-Frequency | | Returns , by Ysusi Carla (Bank of Mexico Working Papers 2006-13) | Full text |
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| Correlated Trading and | | Returns , by Daniel Dorn, Gur Huberman and Paul Sengmueller (Netherlands Bank DNB Working Papers 072) | Full text |
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| Portfolio choice when managers control | | returns , by Julien Egil Matsen (Central Bank of Norway Working Papers 2005/15) | Full text |
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| External Habit and the Cyclicality of Expected Stock | | Returns , by Thomas D. Tallarini, Jr. and Harold H. Zhang (Federal Reserve Board FEDS series 2005-27) | Abstract
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| Density Selection and Combination Under Model Ambiguity: An Application to Stock | | Returns , by Stefania D'Amico (Federal Reserve Board FEDS series 2005-9) | Abstract
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| The Extreme Bounds of the Cross-Section of Expected Stock | | Returns , by J. Benson Durham (Federal Reserve Board FEDS series 2002-34) | Abstract
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| Cash Flows and Discount Rates, Industry and Country Effects, and Co-Movement in Stock | | Returns , by John Ammer; Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 2004-818) | Abstract
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| The Effect of Exchange Rate Fluctuations on Multinationals' | | Returns , by Jane Ihrig; David Prior (Federal Reserve Board International Financial Discussion Papers 2003-782) | Abstract
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| Specification Tests of Asset Pricing Models Using Excess | | Returns , by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2006-10) | Abstract
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| A Quantile Regression Analysis of the Cross Section of Stock Market | | Returns , by Michelle L. Barnes and Anthony W. Hughes (Boston Fed Working papers 02-02) | Abstract
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| Intermediated Quantities and | | Returns , by Rajnish Mehra, Facundo Piguillem, and Edward C. Prescott (Minneapolis Fed Working Papers WP655) | Abstract
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| The Economic and Statistical Value of Forecast Combinations under Regime Switching: An Application to Predictable US | | Returns , by Massimo Guidolin, and Carrie Fangzhou Na (St Louis Fed Working Papers 2006-059) | Full text |
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| An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond | | Returns , by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-003) | Full text |
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| A Generalized Method for Detecting Abnormal | | Returns and Changes in Systematic Risk, by Ken B. Cyree and Ramon P. DeGennaro (Atlanta Fed Working papers 2001-8) | Abstract
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| Understanding Asian equity flows, market | | returns and exchange rates, by Chayawadee Chai-Anant and Corrinne Ho (Bank for International Settlements Working papers 245) | Abstract
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| International Stock | | Returns and Market Integration: A Regional Perspective, by Robin Brooks and Marco Del Negro (Atlanta Fed Working papers 2002-20) | Abstract
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| Increasing | | Returns and Optimal Oscillating Labor Supply, by William D. Dupor and Andreas Lehnert (Federal Reserve Board FEDS series 2002-22) | Abstract
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| The Human Capital That Matters: Expected | | Returns and the Income of Affluent Households, by Sean D. Campbell and George M. Korniotis (Federal Reserve Board FEDS series 2008-09) | Abstract
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| Expected Stock | | Returns and Variance Risk Premia, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2007-11) | Abstract
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| Jump Starting GARCH: Pricing and Hedging Options with Jumps in | | Returns and Volatilities, by Jin-Chuan Duan, Peter Ritchken, and Zhiqiang Sun (Cleveland Fed Working papers wp0619) | Full text |
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| Stock | | Returns and Volatility, by Benjamin Miranda Tabak and Solange Maria Guerra (Central Bank of Brazil Working Papers 054) | Abstract
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| | | Returns and volatility linkages in the international equity and currency markets, by Bill F. Rancis - Iftekhar Hasan - Delroy M. Hunter (Bank of Finland Discussion Papers 2002/09) | Abstract
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| Stock | | Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk, by Tobias Adrian and Joshua Rosenberg (New York Fed Staff reports 254) | Abstract
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| Foreign exchange option and | | returns based correlation forecasts: evaluation and two applications, by Olli Castrén and Stefano Mazzotta (European Central Bank Working papers 447) | Full text |
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| Predicting Stock Market | | Returns by Combining Forecasts, by Laurence Fung and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP08_01) | Abstract
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| Cross-Border | | Returns Differentials, by Stephanie E. Curcuru, Tomas Dvorak, and Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2008-921) | Abstract
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| The Stability of Large External Imbalances: The Role of | | Returns Differentials, by Stephanie E. Curcuru, Tomas Dvorak, and Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2007-894) | Abstract
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| A factor risk model with reference | | returns for the US dollar and Japanese yen bond markets, by Carlos Bernadell (European Central Bank Working papers 641) | Full text |
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| From the Horse's Mouth: Gauging Conditional Expected Stock | | Returns from Investor Surveys, by Gene Amromin and Steven A. Sharpe (Federal Reserve Board FEDS series 2005-26) | Abstract
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| The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock | | Returns in G7 Countries, by Hui Guo, and Robert Savickas (St Louis Fed Working Papers 2006-036) | Full text |
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| The Effects of Stock | | Returns on Consumption : Evidence from Nonlinearities, by August. 08, 2006 (The Bank of Korea Economic Papers 69) | Abstract
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| Liquidity, money creation and destruction, and the | | returns to banking, by Ricardo de O. Cavalcanti (European Central Bank Working papers 394) | Full text |
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| Estimating the | | Returns to Community College Schooling for Displaced Workers, by Louis S. Jacobson , Robert LaLonde , Daniel G. Sullivan (Chicago Fed Working papers WP-2002-31) | Abstract
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| | | Returns to equity, investment and Q: evidence from the United Kingdom, by Simon Price and Christoph Schleicher (Bank of England Working papers 310) | Abstract
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| Maintenance Expenditures and Indeterminacy under Increasing | | Returns to Scale, by Lansing, Guo (San Francisco Fed Working Papers 2005-10) | Full text |
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| The Importance of Reallocations in Cyclical Productivity and | | Returns to Scale: Evidence from Plant-level Data, by Yoonsoo Lee (Cleveland Fed Working papers WP0509) | Full text |
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| The private and fiscal | | returns to schooling and the effect of public policies on private incentives to invest in education: a general framework and some results for the EU, by Ángel de la Fuente and Juan Francisco Jimeno (Bank of Spain Working Papers 0509) | Abstract
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| Do | | Returns to Schooling Differ by Race and Ethnicity?, by Lisa Barrow, Cecilia Elena Rouse (Chicago Fed Working papers WP-2005-02) | Abstract
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| The | | Returns to Speaking a Second Language, by Albert Saiz and Elena Zoido (Philadelphia Fed Working Papers wp02-16) | Full text |
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| Optimal Taxation with Imperfect Competition and Aggregate | | Returns to Specialization, by Javier Coto-Martínez, Carlos Garriga, and Fernando Sánchez-Losada (St Louis Fed Working Papers 2007-036) | Full text |
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| Consumption and Expected Asset | | Returns Without Assumptions About Unobservables, by Karl Whelan (Central Bank of Ireland Research Technical Papers 06/RT/04) | Abstract
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| Does duration extension enhance excess | | returns?, by Berndsen, Jan (Danmarks Nationalbank Working papers WP10/2003) | Abstract
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| Do financial market variables show (symmetric) indicator properties relative to exchange rate | | returns?, by Olli Castrén (European Central Bank Working papers 379) | Full text |
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| Can fundamentals explain cross-country correlations of asset | | returns?, by Fernando Restoy and Rosa Rodríguez (Bank of Spain Working Papers 0540) | Abstract
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| Should We Expect Significant Out-of-Sample Results When Predicting Stock | | Returns?, by Erik Hjalmarsson (Federal Reserve Board International Financial Discussion Papers 2006-855) | Abstract
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| Do Federal Funds Futures Need Adjustment for Excess | | Returns? A State-Dependent Approach, by Brent Bundick (Kansas City Fed Working Papers RWP07-08) | Abstract
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| What drives EU banks' stock | | returns? Bank-level evidence using the dynamic dividend-discount model, by Olli Castren (European Central Bank Working papers 677) | Full text |
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| The Joint Dynamics of Liquidity, | | Returns, and Volatility across Small and Large Firms, by Tarun Chordia, Asani Sarkar, and Avanidhar Subrahmanyam (New York Fed Staff reports 207) | Abstract
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| Factor | | Returns, Institutions, and Geography: A View From Trade, by Scott L. Baier, Gerald P. Dwyer Jr., and Robert Tamura (Atlanta Fed Working papers 2004-17) | Abstract
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| Large Investors: Implications for Equilibrium Asset, | | Returns, Shock Absorption, and Liquidity, by Matthew Pritsker (Federal Reserve Board FEDS series 2005-36) | Abstract
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| International equity flows and | | returns: a quantative equilibrium approach, by Rui Albuquerque, Gregory H. Bauer and Martin Schneider (European Central Bank Working papers 310) | Full text |
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| International Equity Flows and | | Returns: A Quantitative Equilibrium Approach, by Rui Albuquerque, Gregory H. Bauer, and Martin Schneider (Bank of Canada Working papers 2004-42) | Abstract
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| Non-Linear Predictability in Stock and Bond | | Returns: When and Where Is It Exploitable?, by Massimo Guidolin, Stuart Hyde, David McMillan, and Sadayuki Ono (St Louis Fed Working Papers 2008-010) | Full text |
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Diversification and the banks' risk- | | return-characteristics - evidence from loan portfolios of German banks, by Andreas Behr, Andreas Kamp, Christoph Memmel, Andreas Pfingsten (Deutsche Bundesbank Banking Supervision Discussion Papers 200705) | Full text |
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| Volatility Puzzles: A Unified Framework for Gauging | | Return-Volatility Regressions, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2003-40) | Abstract
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| The Role of Retail Banking in the U.S. Banking Industry: Risk, | | Return, and Industry Structure, by Timothy Clark, Astrid Dick, Beverly Hirtle, Kevin J. Stiroh, and Robard Williams (New York Fed Economic policy review 0712hirt) | Abstract
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The impact of yuan | | revaluation on the Asian region, by Glenn Hoggarth and Hui Tong (Bank of England Working papers 329) | Abstract
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What Financing Data | | Reveal about Dealer Leverage, by Tobias Adrian and Michael J. Fleming (New York Fed Current issues ci11-03) | Abstract
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The Value of Information with Heterogeneous Agents and Partially | | Revealing Prices, by Juan Carlos Hatchondo (Richmond Fed Working Papers 05-06) | Abstract
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| | | Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections, by Rudebusch, Williams (San Francisco Fed Working Papers 2006-31) | Full text |
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A | | Reveiw of Backtesting and Backtesting Procedures, by Sean D. Campbell (Federal Reserve Board FEDS series 2005-21) | Abstract
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Comparing the value | | revelance of R&D reporting in Germany: standard and selection effects, by Fred Ramb, Markus Reitzig (Deutsche Bundesbank Discussion Papers 200536) | Full text |
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Concentration, Hold-Up and Information | | Revelation in Bank Lending: Evidence From Chilean Firms, by Álvaro García , Andrea Repetto , Sergio Rodríguez , Rodrigo Valdés (Central Bank of Chile Working Papers 226) | Abstract
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Measuring Disparities in Non-School Costs and | | Revenue Capacity among Massachusetts Cities and Towns, by Katharine Bradbury and Bo Zhao (Boston Fed Working papers 06-19) | Abstract
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| Smoke-free Law Did Affect | | Revenue From Gaming in Delaware, by Michael R. Pakko (St Louis Fed Working Papers 2005-028) | Full text |
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| | | Revenue Implications of New York City's Tax System, by Jesse Edgerton, Andrew F. Haughwout, and Rae Rosen (New York Fed Current issues ci10-04) | Abstract
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| Evaluating State Tax | | Revenue Variability: A Portfolio Approach, by Thomas A. Garrett (St Louis Fed Working Papers 2006-008) | Full text |
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| Structural balances and | | revenue windfalls: the role of asset prices revisited, by Richard Morris and Ludger Schuknecht (European Central Bank Working papers 737) | Full text |
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Efficient consumption of revenues from natural resources - An application to Norwegian petroleum | | revenues , by Q. Farooq Akram (Central Bank of Norway Working Papers 2005/01) | Full text |
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| Evaluating the dynamics of fiscal policy in Spain: patterns of interdependence and consistency of public expenditure and | | revenues , by Francisco de Castro, José Manuel González-Páramo and Pablo Hernández de Cos (Bank of Spain Working Papers 0103) | Full text |
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| No Smoking at the Slot Machines: The Effects of Smoke-Free Laws on Gaming | | Revenues , by Michael R. Pakko (St Louis Fed Working Papers 2005-054) | Full text |
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| Efficient consumption of | | revenues from natural resources - An application to Norwegian petroleum revenues, by Q. Farooq Akram (Central Bank of Norway Working Papers 2005/01) | Full text |
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Sterling implications of a US current account | | reversal , by Morten Spange and Pawel Zabczyk (Bank of England Working papers 296) | Abstract
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| What do current account | | reversals in OECD countries tell us about the us case?, by Leo de Haan, Hubert Schokker, Anastassia Tcherneva (Netherlands Bank DNB Working Papers 111) | Full text |
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| Overshootings and | | Reversals: The Role of Monetary Policy, by Ilan Goldfajn, Poonam Gupta (Central Bank of Chile Working Papers 126) | Abstract
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Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and | | Reverse Effects, by Vassilis Hajivassiliou and Frédérique Savignac (Bank of France Working Papers Nr 202) | Abstract
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Forecasting Commodity Prices: GARCH, Jumps, and Mean | | Reversion , by Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon (Bank of Canada Working papers 2006-14) | Abstract
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| Currency Barrier Option Pricing with Mean | | Reversion , by Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2006-05) | Full text |
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| Using mean | | reversion as a measure of persistence, by Daniel Dias and Carlos Robalo Marques (European Central Bank Working papers 450) | Full text |
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| Using Mean | | Reversion as a Measure of Persistence, by Daniel Dias, Carlos Robalo Marques (Bank of Portugal Working papers 2005-03) | Abstract
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| Is | | reversion to PPP in euro exchange rates non-linear?, by Bernd Schnatz (European Central Bank Working papers 682) | Full text |
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Why and When do Spot Prices of Crude Oil | | Revert to Futures Price Levels?, by Mark W. French (Federal Reserve Board FEDS series 2005-30) | Abstract
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Valuing Foreign Currency Options with a Mean- | | Reverting Process: A Study of Hong Kong Dollar, by Cho-hoi Hui, Vincent Yeung, Laurence Fung and Chi-Fai, Lo (Hong Kong Monetary Authority Working Papers WP07_08) | Abstract
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Valuation Effects and External Adjustment: A | | Review , by Pierre-Oliver Gourinchas (Central Bank of Chile Working Papers 447) | Abstract
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| Why has broad money demand been more stable in the euro area than in other economies? A literature | | review , by Alessandro Calza and João Sousa (European Central Bank Working papers 261) | Full text |
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| Monetary policy and the zero bound to interest rates: a | | review , by Tony Yates (European Central Bank Working papers No.190) | Full text |
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| Market dynamics associated with credit ratings: A literature | | review , by Fernando Gonzalez, François Haas, Ronald Johannes, Mattias Persson, Liliana Toledo, Roberto Violi, Martin Wieland and Carmen Zins (European Central Bank Occasional papers 16) | Full text |
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