2022 - Volume 54, Issue 1 | Department of Economics

The Term Structure of Currency Futures' Risk Premia

KERSTIN BERNOTH, JÜRGEN VON HAGEN, CASPER DE VRIES

The Term Structure of Uncertainty: New Evidence from Survey Expectations

CAROLA BINDER, TUCKER S. MCELROY, XUGUANG S. SHENG

What Does the Cross-Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments

ILAN COOPER, LIANG MA, PAULO MAIO

Money in the Equilibrium of Banking

JIN CAO, GERHARD ILLING

Chinese Exchange Rate Policy: Lessons for Global Investors

Michael Melvin, Frank Westermann

Replication Files (opens in a new window)226.59 KB

Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt

J.J.M. VAN SPRONSEN, R.M.W.J. BEETSMA

Replication Files (opens in a new window)27.8 MB

Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007–09

PHILIPPE BACCHETTA, OUARDA MERROUCHE

Replication Files (opens in a new window)12.1 MB

Labor Market Policies in a Deep Recession: Lessons from Hoover's Policies during the U.S. Great Depression

JORDAN ROULLEAU-PASDELOUP, ANASTASIA ZHUTOVA

Replication Files (opens in a new window)3.66 MB

Sovereign Risk and the Bank Lending Channel: Differences across Countries and the Effects of the Financial Crisis

MARÍA CANTERO-SAIZ, SERGIO SANFILIPPO-AZOFRA, BEGOÑA TORRE-OLMO

Replication Files (opens in a new window)424.86 KB

Output Comovement and Inflation Dynamics in a Two-Sector Model with Durable Goods: The Role of Sticky Information and Heterogeneous Factor Markets

TOMIYUKI KITAMURA, TAMON TAKAMURA

Replication Files (opens in a new window)1.87 MB

Government Bailout Funds: Balancing Rules and Discretion

MARK GRADSTEIN