Working Paper Series, Federal Reserve Bank of Atlanta

ISSN: n.a.

Collection's Items (Sorted by Title in Descending order): 661 to 680 of 694
Year of PublicationTitleAuthor(s)
1996Price reactions to public announcementsRamamurtie, B. Sailesh; Rebello, Michael J.
1996Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurersCummins, J. David; Phillips, Richard D.; Smith, Stephen D.
1996MLE is alive and well in the financial marketsRamamurtie, B. Sailesh; Ulman, Scott
1996Emerging debt and equity markets: an exploratory investigation of integration using daily dataChahal, Mandeep S.; Rebello, Michael J.; Smith, Stephen D.
1996Exchange rate pass-through and the role of international distribution channelsDesiraju, Ramarao; Shrikhande, Milind
1996Bayesian methods for dynamic multivariate modelsSims, Christopher A.; Zha, Tao
1996Pricing S&P 500 index options using a Hilbert space basisAbken, Peter A.; Madan, Dilip B.; Ramamurtie, Sailesh
1996Pricing and hedging index options under stochastic volatility: an empirical examinationNandi, Saikat
1996Specifying a consistent joint maximum-likelihood (JMLE) approach to testing bond modelsRamamurtie, B. Sailesh; Ulman, Scott
1996Estimation of risk-neutral and statistical densities by Hermite polynomial approximation: with an application to Eurodollar futures optionsAbken, Peter A.; Madan, Dilip B.; Ramamurtie, Sailesh
1996Applying economic restrictions to foreign exchange rate dynamics: spot rates, futures, and optionsDothan, Michael; Ramamurtie, Sailesh; Ulman, Scott
1996An endogenous growth model of money, banking, and financial repressionEspinosa, Marco; Yip, Chong K.
1996The information content of financial aggregates in AustraliaTallman, Ellis W.; Chandra, Naveen
1996Identification, vector autoregression, and block recursionZha, Tao
1995Asymmetric information about volatility and option marketsNandi, Saikat
1995Fiscal and monetary policy interactions in an endogenous growth model with financial intermediariesEspinosa, Marco A.; Yip, Chong K.
1995The implied volatility of U.S. interest rates: evidence from callable U. S. TreasuriesBliss, Robert R.; Ronn, Ehud I.
1995Error bands for impulse responsesSims, Christopher A.; Zha, Tao
1995Off-farm income and risk reduction in agriculture: when does it matter?Andersson, Hans; Ramamurtie, B. Sailesh; Ramaswami, Bharat
1995Information quality, performance measurement, and security demand in rational expectations economiesNoe, Thomas H.; Ramamurtie, Buddhavarapu Sailesh
Collection's Items (Sorted by Title in Descending order): 661 to 680 of 694
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