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Asset pricing
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Yellen, Janet L.
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Cogley, Timothy
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Durdu, Ceyhun Bora
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Gelain, Paolo
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Federal Reserve Bank of San Francisco
National Bureau of Economic Research
512
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
94
C.E.P.R. Discussion Papers
74
Society for Computational Economics - SCE
37
EconWPA
34
Bank of Canada
27
Federal Reserve Bank of St. Louis
27
Federal Reserve Board (Board of Governors of the Federal Reserve System)
25
Federal Reserve Bank of New York
23
Institut für Schweizerisches Bankwesen <Zürich>
22
Society for Economic Dynamics - SED
19
Université Paris-Dauphine (Paris IX)
18
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
14
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
13
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
13
National Centre of Competence in Research North South <Bern>
13
Springer Fachmedien Wiesbaden
13
Federal Reserve Bank of Atlanta
12
European Central Bank
11
London School of Economics (LSE)
11
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11
Center for Financial Studies
10
Cowles Foundation for Research in Economics, Yale University
10
Federal Reserve Bank of Cleveland
10
Federal Reserve Bank of Minneapolis
10
Finance Discipline Group, Business School
10
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
10
School of Economics and Management, University of Aarhus
10
School of Management, Yale University
10
Ekonomiska forskningsinstitutet <Stockholm>
9
HAL
9
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9
Institute of Finance and Accounting <London>
9
International Monetary Fund (IMF)
9
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
9
Tilburg University, Center for Economic Research
9
Zentrum für Europäische Wirtschaftsforschung (ZEW)
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8
Centre for Analytical Finance <Århus>
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Working Paper Series / Federal Reserve Bank of San Francisco
6
Speech / Federal Reserve Bank of San Francisco
3
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3
Working Papers in Applied Economic Theory
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RePEc
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ECONIS (ZBW)
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1
Alternative measures of the federal reserve banks ́cost of equity capital
Barnes, Michelle L.
(
contributor
);
Lopez, Jose
(
contributor
)
-
2005
discounted cash flow (DCF) method, and the capital
asset
pricing
model (CAPM) method. The CAE method is based on accounting …
Persistent link: https://www.econbiz.de/10003158991
Saved in:
2
Lock-in of extrapolative expectations in an
asset
pricing
model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
FEDERAL RESERVE BANK OF SAN FRANCISCO WORKING PAPER SERIES Lock-in of Extrapolative Expectations in an
Asset
Pricing
… Extrapolative Expectations in an
Asset
Pricing
Model ∗ Kevin J. Lansing † Federal Reserve Bank of San Francisco October 29, 2005 … Abstract This paper examines an agent’s choice of forecast method within a standard
asset
pricing
model. To make a conditional …
Persistent link: https://www.econbiz.de/10002116841
Saved in:
3
Putting the brakes on sudden stops : the financial frictions-moral hazard tradeoff of asset price guarantees
Mendoza, Enrique G.
(
contributor
); …
-
2004
studies this financial frictions-moral hazard tradeoff using an equilibrium
asset-pricing
model in which margin constraints … the quantitative predictions of a dynamic, stochastic general equilibrium model of
asset
pricing
and current 3 account … quantitative equilibrium
asset
pricing
theory, with the notable exception of the work by Ljungqvist (2000), and they have yet to …
Persistent link: https://www.econbiz.de/10003156378
Saved in:
4
Bubbles tomorrow and bubbles yesterday, but never bubbles today?
Williams, John C.
-
Federal Reserve Bank of San Francisco
-
2013
Presentation to the National Association for Business Economics, San Francisco, September 9, 2013
Persistent link: https://www.econbiz.de/10010724828
Saved in:
5
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
-
Federal Reserve Bank of San Francisco
-
2013
We investigate the behavior of the equilibrium price-rent ratio for housing in a standard
asset
pricing
model. We allow …
Persistent link: https://www.econbiz.de/10010628453
Saved in:
6
Asset
pricing
with concentrated ownership of capital
Lansing, Kevin J.
-
Federal Reserve Bank of San Francisco
-
2011
coefficient of 3.5, the model can roughly match the first and second moments of key
asset
pricing
variables in long-run U.S. data …
Persistent link: https://www.econbiz.de/10008862180
Saved in:
7
Should central banks lean against changes in asset prices?
Leduc, Sylvain
;
Natal, Jean-Marc
-
Federal Reserve Bank of San Francisco
-
2011
How should monetary policy be conducted in the presence of endogenous feedback loops between asset prices, firms’ financial health, and economic activity? We reconsider this question in the context of the financial accelerator model and show that, when the level of natural output is...
Persistent link: https://www.econbiz.de/10009131477
Saved in:
8
Some new variance bounds for asset prices: a comment
Lansing, Kevin J.
-
Federal Reserve Bank of San Francisco
-
2010
-divdend" prices and risk aversion in a standard Lucas-type
asset
pricing
model. I show that the direction of the price-change variance …
Persistent link: https://www.econbiz.de/10008690996
Saved in:
9
Closing panel presentation
Yellen, Janet L.
-
Federal Reserve Bank of San Francisco
-
2009
Panel discussion for the Federal Reserve Board/Journal of Money, Credit, and Banking (JMCB) conference on "Financial Markets and Monetary Policy", Washington D.C. , June 5, 2009
Persistent link: https://www.econbiz.de/10010724800
Saved in:
10
A Minsky meltdown: lessons for central bankers
Yellen, Janet L.
-
Federal Reserve Bank of San Francisco
-
2009
Presentation to the 18th Annual Hyman P. Minsky Conference on the State of the U.S. and World Economies—“Meeting the Challenges of the Financial Crisis”
Persistent link: https://www.econbiz.de/10011026893
Saved in:
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