Výsledky vyhledávání - "Linda Goldberg"

How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1

Autor: Giorgio De Santis, Bruno Gerard

Publikováno v: Journal of Financial Economics. 49:375-412

We estimate and test the conditional version of an International Capital Asset Pricing Model using a parsimonious multivariate GARCH process. Since our approach is fully parametric, we can recover any quantity that is a function of the first two cond

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0af94c7c0ac08f3954076799f1f9ce74
https://doi.org/10.1016/s0304-405x(98)00029-4

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International Capital Flow Pressures and Global Factors

Autor: Linda Goldberg, Signe Krogstrup

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a97c57b3fde9373006608d3e35880062
https://doi.org/10.3386/w30887

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The Fed's International Dollar Liquidity Facilities: New Evidence on Effects

Autor: Linda Goldberg, Fabiola Ravazzolo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6c29e278d5b4fc33b06ca6d7014dc968
https://doi.org/10.3386/w29982

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Bank Complexity, Governance, and Risk

Autor: Ricardo Correa, Linda Goldberg

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::722ae79dac5e1c5c4daf48a3dd74f0cf
https://doi.org/10.3386/w27547

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Akademický článek

THE FED'S CENTRAL BANK SWAP LINES AND FIMA REPO FACILITY.

Autor: Choi, Mark¹ mark.choi@ny.frb.org, Goldberg, Linda¹ linda.goldberg@ny.frb.org, Lerman, Robert¹ robert.lerman@ny.frb.org, Ravazzolo, Fabiola¹ fabiola.ravazzolo@ny.frb.org

Publikováno v: Economic Policy Review (19320426). Jun2022, Vol. 28 Issue 1, p93-113. 21p.

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The International Transmission of Monetary Policy

Autor: Claudia Buch, Matthieu Bussiere, Linda Goldberg, Robert Hills

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6585dc066ca8a863477f38af9521fb10
https://doi.org/10.3386/w24454

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The Shifting Drivers of Global Liquidity

Autor: Stefan Avdjiev, Leonardo Gambacorta, Linda Goldberg, Stefano Schiaffi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::24f7ae9a548313482235fa5d6e84ac24
https://doi.org/10.3386/w23565

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Leslie Shapiro

Autor: David Spitzer, Linda Goldberg

Publikováno v: BMJ. :l594

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::3cb3caab37828d68dd90149fc4f871ab
https://doi.org/10.1136/bmj.l594

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Akademický článek

COMPLEXITY IN LARGE U.S. BANKS.

Autor: Goldberg, Linda¹ linda.goldberg@ny.frb.org, Meehl, April² aimeehl@wisc.edu

Publikováno v: Economic Policy Review (19320426). Mar2020, Vol. 26 Issue 2, p1-28. 28p.

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