Search Results

There are 26646 results for: content related to: Risk Premium Shocks and the Zero Bound on Nominal Interest Rates

  1. Optimal Monetary Policy in a Model with Agency Costs

    Journal of Money, Credit and Banking

    Volume 42, Issue s1, September 2010, Pages: 37–70, CHARLES T. CARLSTROM, TIMOTHY S. FUERST and MATTHIAS PAUSTIAN

    Version of Record online : 18 AUG 2010, DOI: 10.1111/j.1538-4616.2010.00329.x

  2. THE EFFECTS OF THE BANK OF JAPAN'S ZERO INTEREST RATE COMMITMENT AND QUANTITATIVE MONETARY EASING ON THE YIELD CURVE: A MACRO-FINANCE APPROACH

    The Japanese Economic Review

    Volume 58, Issue 3, September 2007, Pages: 303–328, NOBUYUKI ODA and KAZUO UEDA

    Version of Record online : 6 AUG 2007, DOI: 10.1111/j.1468-5876.2007.00422.x

  3. Equity Risk Premiums (ERP): Determinants, Estimation and Implications – A Post-Crisis Update

    Financial Markets, Institutions & Instruments

    Volume 18, Issue 5, December 2009, Pages: 289–370, Aswath Damodaran

    Version of Record online : 27 NOV 2009, DOI: 10.1111/j.1468-0416.2009.00151.x

  4. Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields

    Journal of Money, Credit and Banking

    Volume 42, Issue s1, September 2010, Pages: 143–178, JENS H. E. CHRISTENSEN, JOSE A. LOPEZ and GLENN D. RUDEBUSCH

    Version of Record online : 18 AUG 2010, DOI: 10.1111/j.1538-4616.2010.00332.x

  5. The Bank of Japan's Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management*

    International Finance

    Volume 8, Issue 2, Summer 2005, Pages: 329–350, Kazuo Ueda

    Version of Record online : 16 DEC 2005, DOI: 10.1111/j.1468-2362.2005.00161.x

  6. Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?

    International Finance

    Volume 8, Issue 3, Winter 2005, Pages: 471–508, Ippei Fujiwara, Naoko Hara, Naohisa Hirakata, Shinichiro Watanabe and Kentaro Yoshimura

    Version of Record online : 21 DEC 2005, DOI: 10.1111/j.1468-2362.2005.00167.x

  7. Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy

    Journal of Money, Credit and Banking

    Volume 45, Issue 1, February 2013, Pages: 1–36, BIANCA DE PAOLI and PAWEL ZABCZYK

    Version of Record online : 22 JAN 2013, DOI: 10.1111/j.1538-4616.2012.00560.x

  8. Capital Controls, Global Liquidity Traps, and the International Policy Trilemma

    The Scandinavian Journal of Economics

    Volume 116, Issue 1, January 2014, Pages: 158–189, Michael B. Devereux and James Yetman

    Version of Record online : 30 DEC 2013, DOI: 10.1111/sjoe.12040

  9. TIME-SERIES PROPERTIES OF THE EQUITY RISK PREMIUM

    Journal of Financial Research

    Volume 17, Issue 1, Spring 1994, Pages: 105–116, John M. Clinebell, Douglas R. Kahl and Jerry L. Stevens

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1994.tb00177.x

  10. The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 491–516, Yuen Jung Park and Tong Suk Kim

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01080.x

  11. Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 151–178, Shawkat Hammoudeh, Ramaprasad Bhar and Tengdong Liu

    Version of Record online : 19 MAR 2013, DOI: 10.1111/j.1540-6288.2012.00350.x

  12. Monetary Policy and the Lost Decade: Lessons from Japan

    Journal of Money, Credit and Banking

    Volume 42, Issue 5, August 2010, Pages: 833–857, DANIEL LEIGH

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1538-4616.2010.00309.x

  13. COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS

    Bulletin of Economic Research

    Volume 64, Issue s1, December 2012, Pages: s71–s85, Joseph P. Byrne and Jun Nagayasu

    Version of Record online : 6 JUN 2012, DOI: 10.1111/j.1467-8586.2012.00447.x

  14. Real risk, inflation risk, and the term structure

    The Economic Journal

    Volume 113, Issue 487, April 2003, Pages: 345–389, Martin D. D. Evans

    Version of Record online : 23 APR 2003, DOI: 10.1111/1468-0297.00130

  15. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  16. Re-examination of the historical equity risk premium in Australia

    Accounting & Finance

    Volume 48, Issue 1, March 2008, Pages: 73–97, Tim Brailsford, John C. Handley and Krishnan Maheswaran

    Version of Record online : 2 JAN 2008, DOI: 10.1111/j.1467-629X.2007.00231.x

  17. THE EFFECT OF MONETARY POLICY ON CREDIT SPREADS

    Journal of Financial Research

    Volume 35, Issue 4, Winter 2012, Pages: 581–613, Tolga Cenesizoglu and Badye Essid

    Version of Record online : 13 DEC 2012, DOI: 10.1111/j.1475-6803.2012.01329.x

  18. Monetary Policy and the Zero Bound to Interest Rates: A Review1

    Journal of Economic Surveys

    Volume 18, Issue 3, July 2004, Pages: 427–481, Tony Yates

    Version of Record online : 22 JUN 2004, DOI: 10.1111/j.0950-0804.2004.00227.x

  19. Understanding Housing Market Volatility

    Journal of Money, Credit and Banking

    Volume 47, Issue 7, October 2015, Pages: 1309–1337, JOSEPH FAIRCHILD, JUN MA and SHU WU

    Version of Record online : 29 SEP 2015, DOI: 10.1111/jmcb.12246

  20. IDENTIFYING THE ROLE OF RISK SHOCKS IN THE BUSINESS CYCLE USING STOCK PRICE DATA

    Economic Inquiry

    Volume 51, Issue 1, January 2013, Pages: 304–335, SAMI ALPANDA

    Version of Record online : 17 FEB 2012, DOI: 10.1111/j.1465-7295.2011.00445.x