Oliver de Groot

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

3

DOWNLOADS

43

CITATIONS

0

Scholarly Papers (3)

Solving Asset Pricing Models with Stochastic Volatility

FEDS Working Paper No. 201471
Number of pages: 18 Posted: 04 Oct 2014
Oliver de Groot
Board of Governors of the Federal Reserve System
Downloads 29 (407,560)

Abstract:

Endowment model, price-dividend ratio, closed-form solution

Solving Asset Pricing Models with Stochastic Volatility

FEDS Working Paper No. 2014-71
Number of pages: 18 Posted: 31 May 2017
Oliver de Groot
Board of Governors of the Federal Reserve System
Downloads 10 (513,634)

Abstract:

Endowment model, price-dividend ratio, closed-form solution

2.

Uncertainty Shocks in a Model of Effective Demand: Comment

FRB of Dallas Working Paper No. 1706
Number of pages: 15 Posted: 01 Jun 2017
Federal Reserve Bank of Dallas, Board of Governors of the Federal Reserve System and College of William and Mary
Downloads 0 (524,553)

Abstract:

Stochastic Volatility, Epstein-Zin Preferences, Uncertainty, Economic Activity

3.

The Risk Channel of Monetary Policy

FEDS Working Paper No. 2014-31
Number of pages: 30 Posted: 31 May 2017
Oliver de Groot
Board of Governors of the Federal Reserve System
Downloads 0 (539,855)

Abstract:

Financial intermediation, portfolio choice, debt and equity, monetary policy, risk-adjusted steady state