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book (15)


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English (15)


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Book
Extracting expectations about 1992 uk monetary policy from option prices.
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Year: 1998 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 1823 - International Macroeconomics

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C-capm and the cross-section of sharpe ratios.
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Year: 2003 Publisher: London Centre For Economic Policy Research, Financial Economics

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C-capm without ex post data.
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Year: 2005 Publisher: London Centre For Economic Policy Research, International Macroeconomics. Discussion Paper Nr.5407. December 2005

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Monetary policy and the fisher effect.
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Year: 1997 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 1610 - International Macroeconomics

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Forward interest rates as indicators of inflation expectations.
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Year: 1995 Publisher: London Centre For Economic Policy Research. Discussion Paper Nr. 1313

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Inflation risk premia and survey evidence on macroeconomic uncertainty.
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Year: 2009 Publisher: London Centre For Economic Policy Research

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Book
Evaluating portfolio performance with stochastic discount factors.
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Year: 1997 Publisher: London Centre for economic policy research

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Inflation forecast uncertainty.
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Year: 2000 Publisher: London Centre For Economic Policy Research. International Macroeconomics, Nr. 2499

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Safe haven currencies.
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Year: 2009 Publisher: London Centre For Economic Policy Research

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Is there evidence of pessimism and doubt in subjective distributions ? a comment on abel.
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Year: 2003 Publisher: London Centre For Economic Policy Research, Financial Economics, Discussion Paper Nr. 4068

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