IFDP 2017-1196: Uncertainty, Currency Excess Returns, and Risk Reversals
Lucas Husted, John Rogers, and Bo Sun | In this paper we provide strong evidence that heightened uncertainty in the...
Lucas Husted, John Rogers, and Bo Sun | In this paper we provide strong evidence that heightened uncertainty in the...
Qi Liu, Lei Lu, and Bo Sun | This paper studies a principal-agent model in which the information on future...
Joseph E. Gagnon, Tamim Bayoumi, Juan M. Londono, Christian Saborowski, and Horacio Sapriza | This paper explores the direct effects...
Paulo Bastos, Daniel A. Dias, and Olga A. Timoshenko | We document new facts about the evolution of firm performance...
Ryan A. Decker, John Haltiwanger, Ron S. Jarmin, and Javier Miranda | A large literature documents declining measures of business...
Models used to estimate data not reported by small commercial banks who filed the FFIEC 034 Call Report form prior...
Pablo Guerrón-Quintana and Molin Zhong | We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes....
Arthur B. Kennickell | The Survey of Consumer Finances (SCF) has a dual-frame sample design that supplements a standard area-probability...
David Byrne and Carol Corrado | This paper is a companion to our recent paper, "ICT Prices and ICT Services:...
David Byrne and Carol Corrado | This paper reassesses the link between ICT prices, technology, and productivity. To understand how...