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2022 - Volume 54, Issue 1

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

 

Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt

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

 

Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007–09

PHILIPPE BACCHETTA,  OUARDA MERROUCHE

 

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

JORDAN ROULLEAU-PASDELOUP,  ANASTASIA ZHUTOVA

 

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

 

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

 

Government Bailout Funds: Balancing Rules and Discretion

MARK GRADSTEIN