Multi-Lag Term Structure Models with Stochastic Risk | | Premia , by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 189) | Abstract
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| Fool the markets? Creative accounting, fiscal transparency and sovereign risk | | premia , by Kerstin Bernoth, Guntram Wolff (Netherlands Bank DNB Working Papers 103) | Full text |
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| Asset price based estimates of sterling exchange rate risk | | premia , by Jan J J Groen and Ravi Balakrishnan (Bank of England Working papers 250) | 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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| Risk | | premia across asset markets: information from option prices, by Nikola Tarashev and Kostas Tsatsaronis (Bank for International Settlements Quarterly Review 0603h) | Abstract
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| The Cross-Section of Foreign Currency Risk | | Premia and Consumption Growth Risk, by Hanno Lustig and Adrien Verdelhan (Bank of France Working Papers Nr 155) | Abstract
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| High Equity | | Premia and Crash Fears. Rational Foundations, by Massimo Guidolin (St Louis Fed Working Papers 2005-011) | Full text |
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| Dynamic Estimation of Volatility Risk | | Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities, by Tim Bollerslev, Michael Gibson, and Hao Zhou (Federal Reserve Board FEDS series 2004-56) | Abstract
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| Bond Risk | | Premia and Realized Jump Volatility, by Jonathan Wright and Hao Zhou (Federal Reserve Board FEDS series 2007-22) | Abstract
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| Risk | | Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002, by André Soares Loureiro and Fernando de Holanda Barbosa (Central Bank of Brazil Working Papers 085) | Abstract
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| Estimates of time-varying term | | premia for New Zealand and Australia, by Michael Gordon (Reserve Bank of New Zealand Discussion Papers DP2003/06) | Abstract
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| Measuring default risk | | premia from default swap rates and EDFs, by Antje Berndt, Rohan Douglas, Darrell Duffie, Mark Ferguson and David Schranz (Bank for International Settlements Working papers 173) | Abstract
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| Explaining the level of credit spreads: option-implied jump risk | | premia in a firm value model, by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum (Bank for International Settlements Working papers 191) | Abstract
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| Measuring market and inflation risk | | premia in France and in Germany, by Lorenzo Cappiello and Stéphane Guéné (European Central Bank Working papers 436) | Full text |
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| Estimating risk | | premia in money market rates, by Alain Durré (European Central Bank Working papers No.221) | Full text |
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| Risk aversion and risk | | premia in the CDS market, by Jeffery D Amato (Bank for International Settlements Quarterly Review 0512e) | Abstract
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| Country and industry equity risk | | premia in the euro area: an intertemporal approach, by Lorenzo Cappiello (European Central Bank Working papers 913) | Full text |
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| Sovereign risk | | premia in the European government bond market, by Kerstin Bernoth (European Central Bank Working papers 369) | Full text |
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| Inflation risk | | premia in the term structure of interest rates, by Peter Hördahl and Oreste Tristani (European Central Bank Working papers 734) | Full text |
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| Inflation risk | | premia in the term structure of interest rates, by Peter Hördahl and Oreste Tristani (Bank for International Settlements Working papers 228) | Abstract
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| A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and Term | | Premia to Macroeconomic News, by Meredith Beechey (Federal Reserve Board FEDS series 2007-06) | Abstract
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| Mimicking Portfolios, Economic Risk | | Premia, and Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-04) | Abstract
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| Minimum-Variance Kernels, Economic Risk | | Premia, and Tests of Multi-beta Models, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2001-24) | Abstract
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| Risk- | | Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets, by Christian Wagner (Austrian National Bank Working Papers WP143) | Abstract
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| Asset-Pricing Models and Economic Risk | | Premia: A Decomposition, by Pierluigi Balduzzi and Cesare Robotti (Atlanta Fed Working papers 2005-13) | Abstract
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| Term | | Premia: Endogenous Constraints on Monetary Policy, by Sharon Kozicki and P.A. Tinsley (Kansas City Fed Working Papers RWP02-07) | Abstract
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Human Capital Risk and the Firmsize Wage | | Premium , by Danny Leung and Alexander Ueberfeldt (Bank of Canada Working papers 2008-33) | Abstract
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| Model misspecification, the equilibrium natural interest rate and the equity | | premium , by Oreste Tristani (European Central Bank Working papers 808) | Full text |
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| A New Representation for the Foreign Currency Risk | | Premium , by Bernardino Adão, Maria de Fátima Silva (Bank of Portugal Working papers 2001-03) | Abstract
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| Option-implied preferences adjustments, density forecasts, and the equity risk | | premium , by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0630) | Abstract
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| Earnings Inequality and the Equity | | Premium , by Karl Walentin (Sveriges Riksbank Working Papers No215) | Abstract
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| Affine term structure models for the foreign exchange risk | | premium , by Luca Benati (Bank of England Working papers 291) | Abstract
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| Alternative Estimates of the Presidential | | Premium , by Sean D. Campbell and Canlin Li (Federal Reserve Board FEDS series 2004-69) | Abstract
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| Signal or Noise? Implications of the Term | | Premium , by for Recession Forecasting (New York Fed Economic policy review 0801rose) | Abstract
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| Crude Substitution: The Cyclical Dynamics of Oil Prices and the College | | Premium , by Linnea Polgreen and Pedro Silos (Atlanta Fed Working papers 2006-14) | Abstract
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| Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante Equity | | Premium , by Glen Donaldson, Mark Kamstra, and Lisa Kramer (Atlanta Fed Working papers 2003-4) | Abstract
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| Macroeconomic Implications of Changes in the Term | | Premium , by Rudebusch, Sack, Swanson (San Francisco Fed Working Papers 2006-46) | Full text |
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| Equity Market Volatility and Expected Risk | | Premium , by Long Chen, Hui Guo, and Lu Zhang (St Louis Fed Working Papers 2006-007) | Full text |
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| Is Value | | Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence, by Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang (St Louis Fed Working Papers 2005-026) | Full text |
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| Private Risk | | Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk, by Francisco Covas and Shigeru Fujita (Philadelphia Fed Working Papers wp07-30) | Full text |
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| Inflation | | Premium and Oil Price Volatility, by Paul Castillo, Carlos Montoro , Vicente Tuesta (Central Bank of Chile Working Papers 350) | Abstract
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| Towards European monetary integration: the evolution of currency risk | | premium as a measure for monetary convergence prior to the implementation of currency unions, by Fernando González and Simo Launonen (European Central Bank Working papers 569) | Full text |
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| Inflation Risk | | Premium Derived From Foreign Exchange Options, by Azolay Eddy, Brenner Menachem, Landskroner Yoram (Bank of Israel Monetary Studies - Discussion Papers mns0701) | Abstract
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| Identifying Volatility Risk | | Premium from Fixed Income Asian Options, by Caio Ibsen R. Almeida and José Valentim M. Vicente (Central Bank of Brazil Working Papers 136) | Abstract
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| The bond | | premium in a DSGE model with long-run real and nominal risks, by Glenn D. Rudebusch, Eric T. Swanson (National Bank of Belgium Working Papers 143) | Abstract
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| Components of the Czech koruna risk | | premium in a multiple-dealer FX market, by Alexis Derviz (Czech National Bank Working papers 2003/04) | Abstract
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| Technological Change and the Education | | Premium in Canada: Sectoral Evidence, by Farès, Jean and Terence Yuen (Bank of Canada Working papers 2003-18) | Abstract
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| Skill | | Premium in Chile: Studying the Skill Bias Technical Change Hypothesis in the South, by Francisco Gallego (Central Bank of Chile Working Papers 363) | Abstract
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| Can Capital-Skill Complementarity Explain the Rising Skill | | Premium in Developing Countries?Evidence from Peru, by Joy Mazumdar and Myriam Quispe-Agnoli (Atlanta Fed Working papers 2004-11) | Abstract
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| Trade and the Skill | | Premium in Developing Countries: The Role of Intermediate Goods and Some Evidence from Peru, by Joy Mazumdar and Myriam Quispe-Agnoli (Atlanta Fed Working papers 2002-11) | Abstract
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| The inflation risk | | premium in the term structure of interest rates, by Peter Hördahl (Bank for International Settlements Quarterly Review 0809e) | Abstract
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| Y2K Options and the Liquidity | | Premium in TreasuryBond Markets, by Suresh Sundaresan and Zhenyu Wang (New York Fed Staff reports 266) | Abstract
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| The Forward | | Premium of Euro Interest Rates, by Sónia Costa, Ana Beatriz Galvão (Bank of Portugal Working papers 2007-02) | Abstract
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| Education For Growth: The | | Premium On Education And Work Experience In Singapore, by Audrey Low, Sam Ouliaris, Edward Robinson, and Wong Yuet Mei (Monetary Authority of Singapore Staff Papers No. 26) | Abstract
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| Estimates of the Term | | Premium on Near-dated Federal Funds Futures Contracts, by J. Benson Durham (Federal Reserve Board FEDS series 2003-19) | Abstract
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| Term Structure Anomalies: Term | | Premium or Peso problem?, by Caroline JARDET (Bank of France Working Papers Nr 143) | Abstract
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| Housing, House Prices, and the Equity | | Premium Puzzle, by Morris A. Davis and Robert F. Martin (Federal Reserve Board FEDS series 2005-13) | Abstract
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| Pessimistic Beliefs under Rational Learning: Quantitative Implications for the Equity | | Premium Puzzle, by Massimo Guidolin (St Louis Fed Working Papers 2005-005) | Full text |
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| Examining the Bond | | Premium Puzzle with a DSGE Model, by Rudebusch, Swanson (San Francisco Fed Working Papers 2007-25) | Full text |
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| Housing, Home Production, and the Equity and Value | | Premium Puzzles, by Morris A. Davis and Robert F. Martin (Federal Reserve Board International Financial Discussion Papers 2008-931) | Abstract
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| The Forward | | Premium Puzzle: New Evidence from Futures Contracts, by Kerstin Bernoth, Juergen von Hagen and Casper de Vries (Netherlands Bank DNB Working Papers 125) | Full text |
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| An Estimate of the Inflation Risk | | Premium Using a Three-Factor Affine Term Structure Model, by J. Benson Durham (Federal Reserve Board FEDS series 2006-42) | Abstract
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Signal or Noise? Implications of the Term | | Premiumfor Recession Forecasting, by Joshua V. Rosenberg and Samuel Maurer (New York Fed Economic policy review 0807rose) | Abstract
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Term | | Premiums and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset, by Jonathan H. Wright (Federal Reserve Board FEDS series 2008-25) | Abstract
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| Risk | | premiums and macroeconomic dynamics in a heterogeneous agent model, by Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens, Raf Wouters (National Bank of Belgium Working Papers 150) | Abstract
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| Exchange Rate Risk | | Premiums In Hong Kong Dollar: A Signal-Extraction Approach, by Ip-wing Yu, Laurence Fung and Chen Hongyi (Hong Kong Monetary Authority Working Papers RM2005-18) | Full text |
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| Government risk | | premiums in the bond market: EMU and Canada, by Ludger Schuknecht (European Central Bank Working papers 879) | Full text |
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| The Bank of Japan's Monetary Policy and Bank Risk | | Premiums in the Money Market, by by Naohiko Baba, Motoharu Nakashima, Yosuke Shigemi, and Kazuo Ueda (IJCB International Journal of Central Banking 06q1a3) | Abstract
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| Regime-Shifts, Risk | | Premiums in the Term Structure, and the Business Cycle, by Ravi Bansal, George Tauchen, and Hao Zhou (Federal Reserve Board FEDS series 2003-21) | Abstract
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| Do demographic changes affect risk | | premiums? Evidence from international data, by Andrew Ang and Angela Maddaloni (European Central Bank Working papers No.208) | Full text |
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| Inflation Expectations, Real Interest Rate and Risk | | Premiums—Evidence from Bond Market and Consumer Survey Data, by Dong Fu (Dallas Fed Working Papers wp0705) | Full text |
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| Implied Interest Rate Skew, Term | | Premiums, and the "Conundrum", by J. Benson Durham (Federal Reserve Board FEDS series 2007-55) | Abstract
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What makes balance sheet effects detrimental for the country risk | | premium?, by Juan Carlos Berganza and Alicia García-Herrero (Bank of Spain Working Papers 0423) | Abstract
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| Balance sheet effects and the country risk | | premium: an empirical investigation, by Juan Carlos Berganza, Roberto Chang and Alicia García Herrero (Bank of Spain Working Papers 0316) | Abstract
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| Time-Varying Consumption Correlation and the Dynamics of the Equity | | Premium: Evidence from the G-7 Countries, by Asani Sarkar and Lingjia Zhang (New York Fed Staff reports 181) | Abstract
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| Risk | | Premium: Insights Over The Threshold, by José L. B. Fernandes, Augusto Hasman e Juan Ignacio Peña (Central Bank of Brazil Working Papers 126) | Abstract
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| Density forecast evaluation and the effect of risk-neutral central moments on the currency risk | | premium: tests based on EUR/HUF option-implied densities, by Csaba Csávás (Magyar Nemzeti Bank Working papers 2008/03) | Abstract
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| | Prenatal Nutrition and Adult Outcomes: The Effect of Maternal Fasting During Ramadan, by Douglas Almond, Bhashkar Mazumder (Chicago Fed Working papers WP-2007-22) | Abstract
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The working of the eurosystem: monetary policy | | preparations and decision-making - selected issues, by Philippe Moutot, Alexander Jung and Francesco Paolo Mongelli (European Central Bank Occasional papers 79) | Full text |
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Dashboard Indicators for the Northeast Ohio Economy: | | Prepared for the Fund for Our Economic Future, by Randall Eberts, George Erickcek, and Jack Kleinhenz (Cleveland Fed Working papers WP06-05) | Full text |
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The Tradeoff between Mortgage | | Prepayments and Tax-Deferred Retirement Savings, by Eugene Amromin, Jennifer Huang, Clemens Sialm (Chicago Fed Working papers WP-2006-05) | Abstract
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| The Effects of Mortgage | | Prepayments on M2, by Yueh-Yun C. O'Brien (Federal Reserve Board FEDS series 2005-43) | Abstract
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| Did | | Prepayments Sustain the Subprime Market?, by Geetesh Bhardwaj, and Rajdeep Sengupta (St Louis Fed Working Papers 2008-039) | Abstract
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Inequality and growth: Goal conflict or necessary | | prerequisite?, by Cecilia García-Peñalosa (Austrian National Bank Working Papers WP147) | Abstract
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Temporal aggregation, systematic sampling, and the Hodrick- | | Prescott filter, by Agustín Maravall and Ana del Río (Bank of Spain Working Papers 0728) | Abstract
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| Time Aggregation and the Hodrick- | | Prescott Filter, by Agustín Maravall and Ana del Río (Bank of Spain Working Papers 0108) | Full text |
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| r-filters: a Hodrick- | | Prescott Filter Generalization, by Fabio Araujo, Marta Baltar Moreira Areosa and José Alvaro Rodrigues Neto (Central Bank of Brazil Working Papers 069) | Abstract
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| A Complete Model-Based Interpretation of the Hodrick- | | Prescott Filter: Spuriousness Reconsidered, by Regina Kaiser and Agustín Maravall (Bank of Spain Working Papers 0208) | Full text |
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| Can the Kydland-- | | Prescott Model Pass the Cogley--Nason Test?, by Patrick Fève and Julien Matheron (Bank of France Working Papers Nr 125) | Abstract
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The Value Of Medicare Managed Care Plans and Their | | Prescription Drug Benefits, by Anne E. Hall (Federal Reserve Board FEDS series 2007-19) | Abstract
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Bank Branch | | Presence and Access to Credit in Low-to-Moderate Income Neighborhoods, by O. Emre Ergungor (Cleveland Fed Working papers WP06-16) | Full text |
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| Bank Intermediation and Persistent Liquidity Effects in the | | Presence of a Frictionless Bond Market, by Tor Einarsson and Milton H. Marquis (Central Bank of Iceland Working Papers 21) | Full text |
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| Forecasting Brazilian Output in the | | Presence of Breaks: A Comparison of Linear and Nonlinear Models, by Marcelle Chauvet, Elcyon C. R. Lima, and Brisne Vasquez (Atlanta Fed Working papers 2002-28) | Abstract
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| The Impact of Paying Interest on Reserves in the | | Presence of Government Deficit Financing, by Mark G. Guzman (Dallas Fed Working Papers wp0406) | Full text |
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| Asymptotic distribution of linear unbiased estimators in the | | presence of heavy-tailed stochastic regressors and residuals, by Jeong-Ryeol Kurz-Kim, Svetlozar T. Rachev, Gennady Samorodnitsky (Deutsche Bundesbank Discussion Papers 200521) | Full text |
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| Circuit Breakers with Uncertainty about the | | Presence of Informed Agents: I Know What You Know . . . I Think, by Lucy F. Ackert, Bryan K. Church, and Narayanan Jayaraman (Atlanta Fed Working papers 2002-25) | Abstract
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| Forecasting with Small Macroeconomic VARs in the | | Presence of Instabilities, by Todd E. Clark and Michael W. McCracken (Federal Reserve Board FEDS series 2007-41) | Abstract
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| Forecasting with Small Macroeconomic VARs in the | | Presence of Instabilities, by Todd E. Clark and Michael W. McCracken (Kansas City Fed Working Papers RWP06-09) | Abstract
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| Forecasting Substantial Data Revisions in the | | Presence of Model Uncertainty, by Anthony Garratt, Gary Koop and Shaun P. Vahey (Reserve Bank of New Zealand Discussion Papers DP2006/02) | Abstract
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