Asset Pricing in the International Economy /

Asset Pricing in the International Economy /

This paper presents a statistical and economic interpretation of the low and often economically implausible risk aversion estimates obtained for fixed income assets throughout the finance literature. For a statistical interpretation, Monte Carlo simulations are used to demonstrate that specification...

Fuld beskrivelse

Bibliografiske detaljer
Hovedforfatter:	Barrionuevo, Jose
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 1993.
Serier:	IMF Working Papers; Working Paper ; No. 1993/015
Online adgang:	Full text available on IMF

Lignende værker

Financial Markets and Asset Pricing
af: #N/A
Udgivet: (2003)

The Review of Asset Pricing Studies

Financial Markets and Asset Pricing
af: Constantinides G.M., Harris M. and Stulz R.M
Udgivet: (2003)

Asset Price Bubbles : A Selective Survey /
af: Scherbina, Anna
Udgivet: (2013)

International Debt and the Price of Domestic Assets /
af: Garcia-Saltos, Roberto
Udgivet: (2000)

Media Sentiment and International Asset Prices /
af: Fraiberger, Samuel
Udgivet: (2018)

Japanese Banks and the Asset Price "Bubble" /
af: Fries, Steven
Udgivet: (1993)

Default, Credit Growth, and Asset Prices /
af: Goodhart, C.
Udgivet: (2006)

Nonlinearity and Endogeneity in Macro-Asset Pricing /
af: Kramer, Charles
Udgivet: (1995)

Learning, Monetary Policy and Asset Prices /
af: Airaudo, Marco
Udgivet: (2015)

Discretionary Trading and Asset Price Volatility /
af: Aziz, Jahangir
Udgivet: (1995)

Asset Prices and Time-Varying Risk.
Udgivet: (1988)

A Behavioral Approach to Asset Pricing
af: Hersh Shefrin
Udgivet: (2008)

A Behavioral Approach to Asset Pricing
af: Hersh Shefrin
Udgivet: (2008)

Global Liquidity and Asset Prices : Measurement, Implications, and Spillovers /
af: Baks, Klaas
Udgivet: (1999)

Asset Price Inflation in the 1980's : A Flow of Funds Perspective /
af: Schinasi, Garry
Udgivet: (1993)

Monetary Policy and Asset Prices : Does "Benign Neglect" Make Sense? /
af: Jeanne, Olivier
Udgivet: (2002)

Unconventional Monetary Policy and Asset Price Risk /
af: Roache, Shaun
Udgivet: (2013)

Institutional Investors and Asset Pricing in Emerging Markets /
af: Buckberg, Elaine
Udgivet: (1996)

Asset Prices, Monetary Policy, and the Business Cycle /
af: Schinasi, Garry
Udgivet: (1994)

Optimal Macroprudential Policy and Asset Price Bubbles /
af: Biljanovska, Nina
Udgivet: (2019)

Can Global Liquidity Forecast Asset Prices? /
af: Darius, Reginald
Udgivet: (2010)

Do Asset Price Drops Foreshadow Recessions? /
af: Bluedorn, John
Udgivet: (2013)

Saving Behavior and the Asset Price "Bubble" in Japan : Analytical Studies /
af: Meredith, Guy
Udgivet: (1995)

The Impact of Political Uncertainty on Asset Prices : The Case of the United Kingdom's EU Membership Referendum.
Udgivet: (2021)

Three Essays on Empirical Asset Pricing in International Equity Markets
af: MÃ¼ller
Udgivet: (2021)

New Shocks and Asset Price Volatility in General Equilibrium /
af: Rebucci, Alessandro
Udgivet: (2011)

Asset Prices, Financial Liberalization, and the Process of Inflation in Japan /
af: Schinasi, Garry
Udgivet: (1994)

Asset Prices in Affine Real Business Cycle Models /
af: Shamloo, Maral
Udgivet: (2010)

Bank Credit, Asset Prices and Financial Stability : Evidence From French Banks /
af: Pouvelle, Cyril
Udgivet: (2012)

Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices /
af: Medina Guzman, Juan Pablo
Udgivet: (2007)

Oil Prices and the Global Economy /
af: Arezki, Rabah
Udgivet: (2017)

Boom-Bust Phases in Asset Prices and Fiscal Policy Behavior /
af: Schuknecht, Ludger
Udgivet: (2004)

Net Foreign Asset Positions and Consumption Dynamics in the International Economy.
Udgivet: (2005)

A Simple Forecasting Accuracy Criterion Under Rational Expectations : Evidence From the World Economic Outlook and Time Series Models /
af: Barrionuevo, Jose
Udgivet: (1992)

Inflation and Fiscal Deficits : The Irrelevance of Debt and Money Financing /
af: Barrionuevo, Jose
Udgivet: (1992)

Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices /
af: Ohnsorge, Franziska
Udgivet: (2014)

Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals /
af: Giorgianni, Lorenzo
Udgivet: (1999)

Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets /
af: Ananchotikul, Nasha
Udgivet: (2014)

Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts /
af: Scott, Alasdair
Udgivet: (2009)