James Marrone - Central Bank Research Hub

Papers by year: All | 2011 | 2010

Title Other author(s)

Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-52, 16.11.2011)

Granularity Adjustment for Mark-to-Market Credit Risk Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-37, 22.06.2010)

Papers by year: All | 2011 | 2010