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Conference Paper
Price and investment dynamics: theory and plant level data
Gottfries, Nils; Lindstrom, Tomas; Bucht, Charlotte; Lundin, Magnus
(2005)
Proceedings
Conference Paper
Remarks
Kuroda, Iwao
(1995)
Proceedings
Conference Paper
A new interpretation of the coordination problem and its empirical significance
Canzoneri, Matthew B.; Edison, Hali J.
(1990)
Proceedings
Conference Paper
Pricing money transfer services
Williamson, Mick
(1980)
Proceedings
Conference Paper
Eurocheck-debit card-credit card
Hooven, E. Van
(1980)
Proceedings
Conference Paper
Intraday price volatility and trading volume: a case study of the Japanese government bond futures
Watanabe, Toshiaki
(1995)
Proceedings
Conference Paper
Financial deregulation and the demand for money in Japan
Ueda, Kazuo
(1990)
Proceedings
Conference Paper
Financial market risk premiums: time variation and macroeconomic links, Federal Reserve Board, Washington, D.C., July 21-22, 2005
anonymous
(2005)
Risk premiums are a critical component of asset pricing relationships, summarizing the interaction among investor preferences, expected asset payoffs, and fundamental uncertainty. The Federal Reserve Board, as both a producer and consumer of risk premium measures, is an ideal facilitator of a wide-ranging discussion of the latest advances in this area. The conference program selected this year focuses on the equity risk premium, consumption risk, and market volatility.
Proceedings
Conference Paper
Remarks
Kearney, Kevin J.
(1980)
Proceedings
Conference Paper
The efficiency of self-regulated payments systems: learning from the Suffolk System
Calomiris, Charles W.; Kahn, Charles M.
(1996)
Proceedings
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Berger, Allen N. 2 items
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Adolfson, Malin 1 items
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