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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 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 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