Journal of Economic Dynamics and Control, October 2019
Green Table of Contents
Volume 107
Hedging recessions
Nicole Branger, Linda Sandris Larsen, Claus Munk
Article 103715
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Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models
Massimo Guidolin, Manuela Pedio
Article 103723
A shadow rate New Keynesian model
Jing Cynthia Wu, Ji Zhang
Article 103728
The quantitative effects of tax foresight: Not all states are equal
Ana María Herrera, Sandeep Kumar Rangaraju
Article 103726
Portfolio selection with inflation-linked bonds and indexation lags
Kai Li
Article 103727
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The risk return relationship: Evidence from index returns and realised variances
Minxian Yang
Article 103732
Pricing and Exercising American Options: an Asymptotic Expansion Approach
Chenxu Li, Yongxin Ye
Article 103729
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The impact of interest rate policy on individual expectations and asset bubbles in experimental markets
Te Bao, Jichuan Zong
Article 103735
The effect of short selling and borrowing on market prices and traders’ behavior
Sébastien Duchêne, Eric Guerci, Nobuyuki Hanaki, Charles N. Noussair
Article 103734
When speculators meet suppliers: Positive versus negative feedback in experimental housing markets
Te Bao, Cars Hommes
Article 103730
Time–varying rational expectations models
Klaus Neusser
Article 103731