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Results of search for Mean reversion

Records found: 15

DP13876	The Elasticity of Taxable Income in Spain: 1999-2014 Author(s): Miguel Almunia and David Lopez-Rodriguez Published: July 2019
DP12642	Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis Author(s): Ton van den Bremer and Frederick van der Ploeg Published: January 2018
DP7081	Transitory Economic Shocks and Civil Conflict Author(s): Antonio Ciccone Published: December 2008
DP4729	A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002 Author(s): Shmuel Kandel and Shlomo Zilca Published: November 2004
DP4701	A Portfolio Choice Model with Utility from Anticipation of Future Consumption and Stock Markets' Mean Reversion Author(s): Shmuel Kandel and Arik Kuznitz Published: October 2004
DP3758	Is Official Exchange Rate Intervention Effective? Author(s): Mark P Taylor Published: February 2003
DP3377	Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study Author(s): Ibrahim Chowdhury, Lucio Sarno and Mark P Taylor Published: May 2002
DP3320	The Behaviour of Relative Prices in the European Union: A Sectoral Analysis Author(s): Natalie Chen Published: April 2002
DP2823	Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion Author(s): Alexander Michaelides Published: June 2001
DP2425	Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate Author(s): Mehmet Caner and Lutz Kilian Published: April 2000
DP2334	Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors Author(s): Lutz Kilian and Tao Zha Published: December 1999
DP2187	Why Does the 'Law of One Price' Fail? A Case Study Author(s): Jonathan Haskel and Holger C Wolf Published: July 1999
DP1406	Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications Author(s): Gikas A Hardouvelis and Emmanuel D Tsiritakis Published: May 1996
DP742	Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates Author(s): Lars E.O. Svensson Published: December 1992
DP580	Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the EMS Author(s): Lars E.O. Svensson Published: July 1991

Records Found 15