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pro vyhledávání: '"William Gamber"'
Autor:
Edmund Crawley, William Gamber
Publikováno v:
FEDS Notes. -None
Asset prices and interest rates have changed dramatically and unexpectedly over the last two years as the Federal Reserve has raised its policy rate to combat higher inflation. In this note, we clarify the redistributive effects of these asset price
Publikováno v:
Journal of Housing Economics. 59:101908
The COVID-19 pandemic induced a significant increase in both the amount of time that households spend at home and the share of expenditures allocated to at-home consumption. These changes coincided with a period of rapidly rising house prices. We int
Publikováno v:
SSRN Electronic Journal.
Autor:
William Gamber
Publikováno v:
SSRN Electronic Journal.
In this paper, I study monetary non-neutrality in a frictional product market. The model incorporates the idea that goods are in general not monopolistically supplied; rather, consumers can purchase the same good from many outlets. I find that incorp
Publikováno v:
Journal of Statistical Computation and Simulation. 85:2295-2314
Heston's model and Bates’ model are very important in option pricing. It is mentioned in Mendoza's paper [Bayesian estimation and option mispricing (job market paper). Cambridge, MA: Massachusetts Institute of Technology; 2011] that Mexican Stock E