Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Josh R. Stillwagon"'
Autor:
Josh R. Stillwagon
This paper examines the determinants of the breakeven inflation rate (BEI) on 5 and 10 year US Treasury inflation protected securities (TIPS). The largest source of variation in BEI has been attributable not to changes in inflation expectations, infl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::38e61abf6e3462617e66eff7e14ebc50
http://internet2.trincoll.edu/repec/WorkingPapers2015/WP15-02.pdf
http://internet2.trincoll.edu/repec/WorkingPapers2015/WP15-02.pdf
Autor:
Josh R. Stillwagon
This paper offers and tests a unique explanation for the exchange rate determination puzzle. It is not that exchange rates are unrelated to fundamentals, but rather when fundamentals undergo persistent changes it becomes important to measure their ef
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::28850652e4a9ca977829abbfce2002db
http://internet2.trincoll.edu/repec/WorkingPapers2015/WP15-01.pdf
http://internet2.trincoll.edu/repec/WorkingPapers2015/WP15-01.pdf
Autor:
Josh R. Stillwagon
This paper examines whether the explanatory power of exchange rate models can be improved by allowing for cross-country asymmetries and non-linear effects of fundamentals. Both appear to be crucial. The data set looks at the USD versus pound and yen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::68eb45fddb724ded0a6326604cbc5351
http://internet2.trincoll.edu/repec/WorkingPapers2014/WP14-05.pdf
http://internet2.trincoll.edu/repec/WorkingPapers2014/WP14-05.pdf