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Inflation, Hedging, and the Demand for Money
6 references·5 citing·38 second hop
Inflation, Hedging, and the Demand for Money (2016)Inflation, Hedging, and the Demand for Mo…Inflation-rate volatility and money demand: Evidence from less developed countries (2003)Inflation-rate volatility and…The Demand for Index Bonds (1975)The Demand for Index BondsCapital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…The Theory of Interest Rates. (1965)The Theory of Interest Rates.Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…The Value of Time and Recent U. S. Money Demand Instability (1994)The Value of Time and Recent …MONEY DEMAND DURING HYPERINFLATION AND STABILIZATION: BOLIVIA, 1980–1988 (1993)MONEY DEMAND DURING HYPERINFL…The effects of alternative operating procedures on economic and financial relationships (1982)The effects of alternative op…INFLATION UNCERTAINTY AND THE DEMAND FOR MONEY (1982)INFLATION UNCERTAINTY AND THE…Inflation Uncertainty and Interest Rates: Theory and Empirical Tests (1982)Inflation Uncertainty and Int…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)The effects of inflation uncertainty and supply shocks on real interest rates (1983)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Federal Reserve System and Control of the Money Supply in the 1970s (1981)Money and Finance in the Macroeconomic Process (1982)How Money Affects Real Output (1989)Fixed Rules vs. Activism in the Conduct of Monetary Policy (2016)The Optimum Quantity of Money: and Other Essays (1971)The Demand for Money Revisited (1973)The Case of the Missing Money (1976)The dispersion of relative commodity prices under very rapid inflation (1981)The stability of the West German demand for money, 1965—1982 (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Dynamics of fiscal and current account deficits in Thailand: an empirical investigation (2007)The Demand for Money in Asia: Some Further Evidence (2012)Economic uncertainty and money demand stability in Turkey (2013)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Consumption, production, inflation and interest rates (1986)Why do we have nominal government debt? (1988)Equilibrium Exchange Rate Hedging (1990)Statistical analysis of cointegration vectors (1988)The appropriate exchange-rate variable in the money demand of 25 countries: an empirical investigation (1998)The relationship between budget deficits and money demand: evidence from a small economy (1998)A convenient method for the estimation of ARDL parameters and test statistics: USA trade balance and real effective exchange rate relation (2017)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Microfoundations of Macroeconomics: A Critical Survey (1977)A model to analyse financial fragility: applications (2004)Revisiting the role of financial development for energy-growth-trade nexus in BRICS economies (2017)
this work references cited by second hop

References

  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1975The Demand for Index Bonds298 cited
  • 1965The Theory of Interest Rates.212 cited
  • 2003Inflation-rate volatility and money demand: Evidence from less developed countries30 cited

Cited by

  • 1994The Value of Time and Recent U. S. Money Demand Instability25 cited
  • 1982INFLATION UNCERTAINTY AND THE DEMAND FOR MONEY23 cited
  • 1982The effects of alternative operating procedures on economic and financial relationships21 cited
  • 1982Inflation Uncertainty and Interest Rates: Theory and Empirical Tests17 cited
  • 1993MONEY DEMAND DURING HYPERINFLATION AND STABILIZATION: BOLIVIA, 1980–198814 cited

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