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Portfolio Crowding-Out, Empirically Estimated
3 references·8 citing·49 second hop
Portfolio Crowding-Out, Empirically Estimated (1985)Portfolio Crowding-Out, Empirically Estim…Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test (1984)Do asset-demand functions opt…Crowding Out Or Crowding In? The Economic Consequences of Financing Government Deficits (1978)Crowding Out Or Crowding In? …Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience (1967)Debt Management and the Term …Estimation of relative risk aversion across time (2016)Estimation of relative risk a…Tracking Global Demand for Advanced Economy Sovereign Debt (2012)Tracking Global Demand for Ad…Flow of funds: implications for research on financial sector development and the real economy (2003)Flow of funds: implications f…The Economic Consequences of Disappearing Government Debt (2000)The Economic Consequences of …Measuring risk in the mining sector with ARCH models with important observations on sample size (1996)Measuring risk in the mining …Tests of conditional mean-variance efficiency of the U.S. stock market (1995)Tests of conditional mean-var…Recent estimates of time-variation in the conditional variance and in the exchange risk premium (1988)Recent estimates of time-vari…Fiscal Policy and Interest Rates∗ (1984)Fiscal Policy and Interest Ra…An Intertemporal Capital Asset Pricing Model (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Capital Mobility and Crowding-out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1986)Tests of international CAPM with time‐varying covariances (1989)Value and Capital (1939)The Distributed Lag Between Capital Appropriations and Expenditures (1965)Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review (1975)ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES (1976)Chapter 13 The term structure of interest rates (1990)Term Structure of Interest Rates (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)The use of domestic and world market indexes in the estimation of time-varying betas (2000)Estimating Beta-Coefficients of German Stock Data: A Non-Parametric Approach (2007)GARCH-Type Models and Performance of Information Criteria (2011)Are Government Bonds Net Wealth? (1974)Network externalities, competition, and compatibility (1985)Investment Under Uncertainty. (1994)Government Debt: A Key Role in Financial Intermediation (2005)The Economic Consequences of Rising U.S. Government Debt: Privileges at Risk (2010)Crunch Time: Fiscal Crises and the Role of Monetary Policy (2013)A General Equilibrium Approach To Monetary Theory (1969)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India (2005)Financial Development and Economic Growth: Global and African Evidence (2012)Financial inclusion of the poor: from microcredit to Islamic microfinancial services (2015)The Cross-Section of Expected Stock Returns (1992)Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio (2002)Labor Supply: A Review of Alternative Approaches (1999)Conditional Skewness in Asset Pricing Tests (2000)Asset pricing with liquidity risk (2005)Random Risk Appetite (2018)Optimal collective investment: The impact of sharing rules, management fees and guarantees (2020)Foreign currency option values (1983)Forward and spot exchange rates (1984)South African political unrest, oil prices, and the time varying risk premium in the gold futures market (1990)International asset pricing and equity market risk (1991)An international CAPM for bonds and equities (1993)Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2011)International Bailouts: Why Did Banks' Collective Bet Lead Europe to Rescue Greece? (2014)Price effects of sovereign debt auctions in the euro-zone: The role of the crisis (2014)Sovereign Debt Composition in Advanced Economies (2014)DO FEDERAL DEFICITS REALLY MATTER? (1984)Why Was British Growth So Slow During the Industrial Revolution? (1984)Financial Regulation in a System Context (2008)
this work references cited by second hop

References

  • 1978Crowding Out Or Crowding In? The Economic Consequences of Financing Government Deficits354 cited
  • 1967Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience248 cited
  • 1984Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test151 cited

Cited by

  • 2000The Economic Consequences of Disappearing Government Debt132 cited
  • 1996Measuring risk in the mining sector with ARCH models with important observations on sample size55 cited
  • 2016Estimation of relative risk aversion across time54 cited
  • 1988Recent estimates of time-variation in the conditional variance and in the exchange risk premium53 cited
  • 2012Tracking Global Demand for Advanced Economy Sovereign Debt44 cited
  • 2003Flow of funds: implications for research on financial sector development and the real economy33 cited
  • 1995Tests of conditional mean-variance efficiency of the U.S. stock market24 cited
  • 1984Fiscal Policy and Interest Rates∗19 cited

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