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There are 20694 results for: content related to: A Micro Model of the Federal Funds Market

  1. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  2. A General Equilibrium Model of International Portfolio Choice

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 529–553, RAMAN UPPAL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04726.x

  3. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  4. Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk

    The Journal of Finance

    Volume 34, Issue 3, June 1979, Pages: 577–593, KENNETH D. GARBADE and WILLIAM L. SILBER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02126.x

  5. Stock Market Efficiency and Economic Efficiency: Is There a Connection?

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1087–1129, JAMES DOW and GARY GORTON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02726.x

  6. Quotes, Prices, and Estimates in a Laboratory Market

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1791–1808, ROBERT BLOOMFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05226.x

  7. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  8. STOCK PRICE DEPENDENCIES AND THE VALUATION OF RISKY ASSETS WITH DISCONTINUOUS TEMPORAL RETURNS

    The Journal of Finance

    Volume 29, Issue 5, December 1974, Pages: 1437–1448, Jeffrey F. Jaffe and Larry J. Merville

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03126.x

  9. Investor Reaction to Salient News in Closed-End Country Funds

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 673–699, Peter Klibanoff, Owen Lamont and Thierry A. Wizman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.265570

  10. Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 305–327, Torben G. Andersen, Tim Bollerslev and Ashish Das

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00326

  11. A MODEL OF THE DEMAND FOR MONEY BY HOUSEHOLDS

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 89–102, Anthony M. Santomero

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00026.x

  12. The Effects of Anticipated Inflation on Housing Market Equilibrium

    The Journal of Finance

    Volume 37, Issue 3, June 1982, Pages: 827–842, SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb02226.x

  13. Taxes and the Fisher Effect: A Clarifying Analysis

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 67–77, JAMES A. MILES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03626.x

  14. Empirical Evidence of Risk Shifting in Financially Distressed Firms

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 609–637, ASSAF EISDORFER

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01326.x

  15. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

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    Initial Public Offerings and Underwriter Reputation

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1045–1067, RICHARD CARTER and STEVEN MANASTER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02426.x

  17. Diversification as a Public Good: Community Effects in Portfolio Choice

    The Journal of Finance

    Volume 59, Issue 4, August 2004, Pages: 1677–1716, Peter M. Demarzo, Ron Kaniel and Ilan Kremer

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00676.x

  18. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  19. Collateral, Risk Management, and the Distribution of Debt Capacity

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2293–2322, ADRIANO A. RAMPINI and S. VISWANATHAN

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01616.x

  20. Taxes, Financing Decisions, and Firm Value

    The Journal of Finance

    Volume 53, Issue 3, June 1998, Pages: 819–843, Eugene F. Fama and Kenneth R. French

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00036