Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "impulse response analysis"

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2001-10-15Buch

The Transmission of German Monetary Policy in the Pre-Euro Period

Lütkepohl, Helmut; Wolters, Jürgen
1999-01-01Buch

Time-Varying Market Price of Risk in the CAPM

Hafner, Christian; Herwartz, Helmut

Time-varying risk premia traditionally have been associated with the empirical fact that conditional second moments are time-varying. This paper additionally examines another possible source for time-varying risk premia, ...