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Records found: 25

DP13514	Sovereign Bonds since Waterloo Author(s): Josefin Meyer, Carmen M. Reinhart and Christoph Trebesch Published: February 2019
DP13019	Tactical Target Date Funds Author(s): Francisco J Gomes, Alexander Michaelides and Yuxin Zhang Published: June 2018
DP12760	Expected Correlation and Future Market Returns Author(s): Adrian Buss, Lorenzo Schönleber and Grigory Vilkov Published: February 2018
DP12509	The Rate of Return on Everything, 1870-2015 Author(s): Óscar Jordá, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor Published: December 2017
DP12275	Monetary Policy and Asset Valuation Author(s): Francesco Bianchi, Martin Lettau and Sydney Ludvigson Published: September 2017
DP12137	The Exchange Rate as an Instrument of Monetary Policy Author(s): Jonas Heipertz, Ilian Mihov and Ana Maria Santacreu Published: July 2017
DP11839	International Spillovers and Local Credit Cycles Author(s): Yusuf Soner Baskaya, Julian di Giovanni, Sebnem Kalemli-Ozcan and Mehmet Fatih Ulu Published: February 2017
DP11740	Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Author(s): Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian Published: January 2017
DP11730	The Term Structure and Inflation Uncertainty Author(s): Tomas Breach, Stefania D'Amico and Athanasios Orphanides Published: December 2016
DP11169	Risk Premia and Seasonality in Commodity Futures Author(s): Constantino Hevia, Ivan Petrella and Martin Sola Published: March 2016
DP11129	Currency Premia and Global Imbalances Author(s): Pasquale Della Corte, Steven Riddiough and Lucio Sarno Published: February 2016
DP10162	A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil Author(s): Christiane Baumeister and Lutz Kilian Published: September 2014
DP9723	Sovereign risk and belief-driven fluctuations in the euro area Author(s): Giancarlo Corsetti, Keith Kuester, André Meier and Gernot Müller Published: November 2013
DP9549	Volatility Risk Premia and Exchange Rate Predictability Author(s): Pasquale Della Corte, Tarun Ramadorai and Lucio Sarno Published: July 2013
DP9349	Skewness Risk Premium: Theory and Empirical Evidence Author(s): Thorsten Lehnert, Yuehao Lin and Christian C Wolff Published: February 2013
DP9262	Valuation Risk and Asset Pricing Author(s): Rui Albuquerque, Martin Eichenbaum and Sérgio Rebelo Published: December 2012
DP9024	The Cross-Section and Time-Series of Stock and Bond Returns Author(s): Ralph Koijen, Hanno Lustig and Stijn van Nieuwerburgh Published: July 2012
DP9022	The Wealth-Consumption Ratio Author(s): Hanno Lustig, Stijn van Nieuwerburgh and Adrien Verdelhan Published: June 2012
DP8779	Sovereign Risk, Fiscal Policy, and Macroeconomic Stability Author(s): Giancarlo Corsetti, Keith Kuester, André Meier and Gernot Müller Published: January 2012
DP8601	Political Uncertainty and Risk Premia Author(s): Lubo? Pástor and Pietro Veronesi Published: October 2011
DP8201	Credit Risk and Disaster Risk Author(s): François Gourio Published: January 2011
DP7686	Improving Portfolio Selection Using Option-Implied Volatility and Skewness Author(s): Victor DeMiguel, Yuliya Plyakha, Raman Uppal and Grigory Vilkov Published: February 2010
DP7499	Government Bond Risk Premiums in the EU revisited: The Impact of the Financial Crisis Author(s): Ludger Schuknecht, Jürgen von Hagen and Guido Wolswijk Published: October 2009
DP6954	Harnessing Windfall Revenues in Developing Economies: Sovereign Wealth Funds and Optimal Tradeoffs Between Citizen Dividends, Public Infrastructure and Debt Reduction Author(s): Frederick van der Ploeg and Anthony J Venables Published: September 2008
DP6249	Why Do Emerging Economies Borrow Short Term? Author(s): Fernando A Broner, Guido Lorenzoni and Sergio Schmukler Published: April 2007

Records Found 25