Jonathan H. Wright

Johns Hopkins University - Department of Economics

3400 Charles Street

Baltimore, MD 21218-2685

United States

SCHOLARLY PAPERS

49

DOWNLOADS
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12,369

CITATIONS
Rank 397

SSRN RANKINGS

Top 397

in Total Papers Citations

1,123

Scholarly Papers (49)

1.

Preventing Deflation: Lessons from Japan's Experience in the 1990s

FRB International Finance Discussion Paper No. 729
Number of pages: 64 Posted: 21 Jul 2003
National University of Ireland, Galway (NUIG) - Department of Economics, Peterson Institute, Board of Governors of the Federal Reserve System, U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP), Federal Reserve Board - Trade and Quantitative Studies, Board of Governors of the Federal Reserve - Division of International Finance, Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Federal Reserve Board and Johns Hopkins University - Department of Economics
Downloads 1,140 (10,408)
Citation 41

Abstract:

Monetary policy, Taylor rule, fiscal policy

2.

The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk

FRB International Finance Discussion Paper No. 808
Number of pages: 27 Posted: 02 Jul 2004
Sergey Chernenko, Krista Schwarz and Jonathan H. Wright
Ohio State University (OSU) - Department of Finance, University of Pennsylvania - Finance Department and Johns Hopkins University - Department of Economics
Downloads 713 (24,689)
Citation 9

Abstract:

forward contracts, futures, forecast evaluation, risk premia, random walk

3.

Forecasting U.S. Inflation by Bayesian Model Averaging

FRB International Finance Discussion Paper No. 780
Number of pages: 33 Posted: 22 Nov 2003
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 681 (27,134)
Citation 24

Abstract:

shrinkage, Phillips curve, model uncertainty, forecasting, inflation

4.

High Frequency Data, Frequency Domain Inference and Volatility Forecasting

IFDS Working Paper No. 649
Number of pages: 27 Posted: 10 Jul 2000
Tim Bollerslev and Jonathan H. Wright
Duke University - Finance and Johns Hopkins University - Department of Economics
Downloads 671 (29,026)
Citation 10

Abstract:

Autoregression, spectrum, volatility forecasting,

5.

The Yield Curve and Predicting Recessions

FEDs Working Paper No. 2006-7
Number of pages: 21 Posted: 03 May 2006
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 665 (20,191)
Citation 21

Abstract:

Interest rates, forecasting, GDP growth, term premiums, probit

6.

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates

FEDS Working Paper No. 2005-33
Number of pages: 27 Posted: 05 Oct 2005
Don H. Kim and Jonathan H. Wright
Federal Reserve Board - Division of Monetary Affairs and Johns Hopkins University - Department of Economics
Downloads 633 (25,504)
Citation 62

Abstract:

Forward rates, term-structure model, arbitrage-free pricing, term premiums

7.

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

FRB International Finance Discussion Paper No. 823
Number of pages: 42 Posted: 01 Dec 2004
Federal Reserve Board - Division of International Finance, Ohio State University (OSU) - Department of Finance, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 520 (36,372)
Citation 13

Abstract:

Foreign exchange, trading volume, news announcements, high-frequency data, conditional mean, conditional volatility

8.

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

FRB International Finance Discussion Paper No. 705
Number of pages: 25 Posted: 22 Aug 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 454 (39,345)
Citation 24

Abstract:

Taylor Rule, monetary policy, European Central Bank, Bundesbank, inflation

9.

Long Memory in Emerging Market Stock Returns

FRB International Finance Discussion Paper No. 650
Number of pages: 20 Posted: 17 Aug 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 446 (48,237)
Citation 3

Abstract:

Long memory, stock returns, frequency domain, emerging markets

10.

Bond Risk Premia and Realized Jump Risk

Journal of Banking and Finance, Forthcoming, FEDS Working Paper No. 2007-22, AFA 2009 San Francisco Meetings Paper
Number of pages: 33 Posted: 20 Mar 2008 Last Revised: 27 Jul 2009
Jonathan H. Wright and Hao Zhou
Johns Hopkins University - Department of Economics and Tsinghua University - PBC School of Finance
Downloads 434 (51,656)
Citation 17

Abstract:

Unspanned Stochastic Volatility, Regime-Shift Term Structure, Bond Return Predictability, Expectations Hypothesis, Countercyclical Risk Premia, Realized Jump Risk

11.

The U.S. Treasury Yield Curve: 1961 to the Present

FEDS Working Paper No. 2006-28
Number of pages: 42 Posted: 25 Jul 2006
Refet S. Gurkaynak, Brian P. Sack and Jonathan H. Wright
Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Johns Hopkins University - Department of Economics
Downloads 408 (54,288)
Citation 119

Abstract:

Yield curve, forward rates, on-the-run premium, treasury market

12.

Exchange Rate Forecasting: The Errors We've Really Made

FRB International Finance Discussion Paper No. 714
Number of pages: 35 Posted: 04 Mar 2002
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 390 (57,757)
Citation 43

Abstract:

monetary model, real time data, random walk

13.

Bayesian Model Averaging and Exchange Rate Forecasts

FRB International Finance Discussion Paper No. 779
Number of pages: 32 Posted: 18 Nov 2003
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 368 (59,345)
Citation 34

Abstract:

shrinkage, model uncertainty, forecasting, exchange rates, bootstrap

14.

The TIPS Yield Curve and Inflation Compensation

FEDS Working Paper No. 2008-05
Number of pages: 42 Posted: 15 Jan 2009
Refet S. Gurkaynak, Brian P. Sack and Jonathan H. Wright
Bilkent University - Department of Economics, Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Johns Hopkins University - Department of Economics
Downloads 308 (72,576)
Citation 33

Abstract:

Yield curve, treasury market, inflation compensation, risk premia

15.

Uncovered Interest Parity: It Works, But Not for Long

FRB International Finance Discussion Paper No. 752
Number of pages: 24 Posted: 24 Apr 2003
Alain Chaboud and Jonathan H. Wright
Federal Reserve Board - Division of International Finance and Johns Hopkins University - Department of Economics
Downloads 298 (75,396)
Citation 20

Abstract:

uncovered interest parity, high frequency data, exchange rates, risk premia

16.

Trading Activity and Exchange Rates in High-Frequency EBS Data

FRB International Finance Discussion Paper No. 903
Number of pages: 37 Posted: 27 Sep 2007
Alain Chaboud, Sergey Chernenko and Jonathan H. Wright
Federal Reserve Board - Division of International Finance, Ohio State University (OSU) - Department of Finance and Johns Hopkins University - Department of Economics
Downloads 289 (78,675)
Citation 3

Abstract:

Trading volume, foreign exchange, high-frequency data, news announcements

17.

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

FRB International Finance Discussion Paper No. 830
Number of pages: 35 Posted: 25 Apr 2005
U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board - Division of International Finance, Ohio State University (OSU) - Department of Finance, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics
Downloads 251 (93,130)
Citation 29

Abstract:

order flow, foreign exchange, high-frequency data, news announcements

18.

The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

FRB International Finance Discussion Paper No. 784
Number of pages: 47 Posted: 05 Dec 2003
Jon Faust, John H. Rogers, Shing-Yi Wang and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Yale University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 250 (90,552)
Citation 65

Abstract:

data releases, exchange rates, uncovered interest parity, overshooting

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

ECB Working Paper No. 167; FRB International Finance Discussion Paper No. 739
Number of pages: 47 Posted: 17 Dec 2002
Jon Faust, John H. Rogers, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 212 (114,414)
Citation 23

Abstract:

High frequency data, identification, vector autoregression, exchange rates, monetary policy

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

NBER Working Paper No. w9660
Number of pages: 47 Posted: 27 Apr 2003
Jon Faust, John H. Rogers, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 30 (392,058)
Citation 23

Abstract:

20.

Forecasting Professional Forecasters

FEDS Working Paper No. 2006-10
Number of pages: 47 Posted: 23 Feb 2006
Jonathan H. Wright and Eric Ghysels
Johns Hopkins University - Department of Economics and University of North Carolina Kenan-Flagler Business School
Downloads 239 (98,755)
Citation 10

Abstract:

Survey forecasts, mixed frequency data sampling, forecast evaluation, rational expectations, Kalman filter, Kalman smoother, news announcement

21.

Forecasting Interest Rates with Shifting Endpoints

Journal of Applied Econometrics, 29, p693-712, Tinbergen Institute Discussion Paper 12-076/4
Number of pages: 78 Posted: 27 Jul 2012 Last Revised: 05 Aug 2014
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, VU University Amsterdam, Erasmus University Rotterdam and Johns Hopkins University - Department of Economics
Downloads 202 (94,688)

Abstract:

Non-stationarity, survey forecasts, term structure of interest rates, forecasting, yield curve

22.

Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison

FRB International Finance Discussion Paper No. 1101
Number of pages: 72 Posted: 08 Apr 2014
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 194 (118,052)
Citation 1

Abstract:

Large scale asset purchases, quantitative easing, zero bound, term premium

23.

Log-Periodogram Estimation Of Long Memory Volatility Dependencies With Conditionally Heavy Tailed Returns

FRB International Finance Discussion Paper No. 2000-685
Number of pages: 32 Posted: 08 Nov 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 183 (130,557)
Citation 6

Abstract:

Semiparametric Methods, Fractional Integration, Stochastic Volatility, Stock Returns, Heavy Tails.

24.
Downloads 164 (145,466)
Citation 18

Cracking the Conundrum

FEDS Working Paper No. 2007-46
Number of pages: 37 Posted: 29 Nov 2007
David K. Backus and Jonathan H. Wright
NYU Stern School of Business and Johns Hopkins University - Department of Economics
Downloads 89 (233,118)
Citation 18

Abstract:

Yield curve, forward rates, volatility, term premium, affine models, monetary policy

Cracking the Conundrum

NBER Working Paper No. w13419
Number of pages: 36 Posted: 18 Sep 2007
David K. Backus and Jonathan H. Wright
NYU Stern School of Business and Johns Hopkins University - Department of Economics
Downloads 44 (339,483)
Citation 18

Abstract:

Cracking the Conundrum

NYU Working Paper No. 2451/26052
Number of pages: 35 Posted: 13 Oct 2008
David K. Backus and Jonathan H. Wright
NYU Stern School of Business and Johns Hopkins University - Department of Economics
Downloads 31 (387,602)
Citation 18

Abstract:

yield curve, forward rates, volatility, term premium, affine models, monetary policy

25.

News and Noise in G-7 GDP Announcements

FRB International Finance Discussion Paper No. 690
Number of pages: 24 Posted: 05 Jan 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 154 (149,470)
Citation 42

Abstract:

Vintage Data, Preliminary Data, Final Data, Revision, GDP

26.

Detecting Lack of Identification in GMM

FRB International Finance Discussion Paper No. 674
Number of pages: 34 Posted: 22 Nov 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 151 (151,061)
Citation 10

Abstract:

Generalized Method of Moments, Identification, Asset Pricing, Instrumental Variables

27.

Identifying VARs Based on High Frequency Futures Data

FRB International Finance Discussion Paper No. 720
Number of pages: 44 Posted: 27 Apr 2002
Jon Faust, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 123 (179,744)
Citation 43

Abstract:

partial identification, monetary policy, vector autoregressions

28.

Exact Confidence Intervals for Impulse Responses in a Gaussian Vector Autoregression

FRB International Finance Discussion Paper No. 682
Number of pages: 22 Posted: 22 Nov 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 94 (221,699)

Abstract:

Confidence Intervals, Vector Autoregressions, Impulse Responses, Bootstrap

29.

Rounding and the Impact of News: A Simple Test of Market Rationality

FEDS Working Paper No. 2007-5
Number of pages: 16 Posted: 21 Mar 2007
Meredith J. Beechey and Jonathan H. Wright
Monetary Policy Division, Sveriges Riksbank and Johns Hopkins University - Department of Economics
Downloads 91 (221,699)

Abstract:

News Announcements, Rounding, Market Efficiency, Rational Inattention

30.

A Simple Approach to Robust Inference in a Cointegrating System

FRB International Finance Discussion Paper No. 654
Number of pages: 25 Posted: 07 Dec 2000
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 78 (243,475)
Citation 1

Abstract:

Cointegration, Local to Unit Roots, Robustness, Instrumental Variables

31.

Testing the Null of Identification in GMM

FRB International Finance Discussion Paper No. 732
Number of pages: 43 Posted: 04 Oct 2002
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 75 (236,326)
Citation 1

Abstract:

Identification, Robust Confidence Sets, Weak Instruments, Generalized Method of Moments

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

FEDS Working Paper No. 2012-77
Number of pages: 52 Posted: 08 Jan 2013
Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajsek
Board of Governors of the Federal Reserve - Division of International Finance, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 38 (360,145)
Citation 5

Abstract:

Forecasting, real-time data, Bayesian Model Averaging, credit spreads

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

NBER Working Paper No. w16725
Number of pages: 41 Posted: 31 Jan 2011
Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajsek
Board of Governors of the Federal Reserve - Division of International Finance, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 24 (422,031)
Citation 5

Abstract:

33.

Predicting Sharp Depreciations in Industrial Country Exchange Rates

FRB International Finance Discussion Paper No. 881
Number of pages: 33 Posted: 26 Feb 2007
Jonathan H. Wright and Joseph Gagnon
Johns Hopkins University - Department of Economics and Peterson Institute
Downloads 48 (318,612)
Citation 4

Abstract:

current account, forecasting

34.
Downloads 40 (346,012)

Jumps in Bond Yields at Known Times

FEDS Working Paper No. 2014-100r1
Number of pages: 48 Posted: 09 Dec 2014
Don H. Kim and Jonathan H. Wright
Federal Reserve Board - Division of Monetary Affairs and Johns Hopkins University - Department of Economics
Downloads 34 (375,389)

Abstract:

Term structure models, bond yields, jumps, news announcements, bond risk premia

Jumps in Bond Yields at Known Times

NBER Working Paper No. w20711
Number of pages: 35 Posted: 01 Dec 2014
Don H. Kim and Jonathan H. Wright
Federal Reserve Board - Division of Monetary Affairs and Johns Hopkins University - Department of Economics
Downloads 6 (522,822)
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Abstract:

What Does Monetary Policy Do to Long-Term Interest Rates at the Zero Lower Bound?

NBER Working Paper No. w17154
Number of pages: 37 Posted: 20 Jun 2011
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 33 (379,366)
Citation 21

Abstract:

What Does Monetary Policy Do to Long‐Term Interest Rates at the Zero Lower Bound?

The Economic Journal, Vol. 122, Issue 564, pp. F447-F466, 2012
Number of pages: 20 Posted: 30 Oct 2012
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 1 (553,745)
Citation 21
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Abstract:

36.

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002
Number of pages: 52 Posted: 09 Jan 2011
James H. Stock, Jonathan H. Wright and Motohiro Yogo
Harvard University - Department of Economics, Johns Hopkins University - Department of Economics and Princeton University - Department of Economics
Downloads 30 (336,505)
Citation 318

Abstract:

Instrument relevance, Instrumental variables, Similar tests

37.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198
Number of pages: 43 Posted: 16 Jul 2000
James H. Stock and Jonathan H. Wright
Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 30 (382,249)
Citation 3

Abstract:

38.

Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior

FRB of Philadelphia Working Paper No. 10-19
Number of pages: 33 Posted: 10 Jun 2010
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 29 (374,346)
Citation 4

Abstract:

39.

Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling

NBER Working Paper No. w19469
Number of pages: 45 Posted: 02 Oct 2013
Serena Ng and Jonathan H. Wright
Columbia Business School - Economics Department and Johns Hopkins University - Department of Economics
Downloads 27 (374,346)
Citation 2

Abstract:

40.

Efficient Prediction of Excess Returns

NBER Working Paper No. w14169
Number of pages: 50 Posted: 16 Jul 2008
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance and Johns Hopkins University - Department of Economics
Downloads 26 (359,733)
Citation 2

Abstract:

41.

Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset

NBER Working Paper No. w13397
Number of pages: 51 Posted: 14 Sep 2007
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance and Johns Hopkins University - Department of Economics
Downloads 22 (399,989)
Citation 26

Abstract:

42.

Macroeconomics and the Term Structure

CEPR Discussion Paper No. DP8018
Number of pages: 68 Posted: 14 Nov 2010
Refet S. Gurkaynak and Jonathan H. Wright
Bilkent University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 14 (460,360)
Citation 13
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Abstract:

affine models, expectations hypothesis, financial crisis, inflation, interest rates, segmented markets, Term structure

43.

The Economics of Options-Implied Inflation Probability Density Functions

NBER Working Paper No. w18195
Number of pages: 43 Posted: 29 Jun 2012
Yuriy Kitsul and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 11 (465,518)
Citation 3

Abstract:

44.

Weather-Adjusting Employment Data

FRB of Philadelphia Working Paper No. 15-5
Number of pages: 26 Posted: 19 Aug 2015
Michael D. Boldin and Jonathan H. Wright
Wharton Research Data Services and Johns Hopkins University - Department of Economics
Downloads 6 (434,936)

Abstract:

Weather, employment data, seasonal adjustment, MIDAS

45.

Identification and Inference Using Event Studies

CEPR Discussion Paper No. DP9388
Number of pages: 31 Posted: 19 Mar 2013
Refet S. Gurkaynak and Jonathan H. Wright
Bilkent University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 4 (508,556)
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Abstract:

Bond Markets, Event Study, High-Frequency Data, Identification, TAF

46.

Testing the Adequacy of Conventional Asymptotics in GMM

Econometrics Journal, Vol. 13, Issue 2, pp. 205-217, July 2010
Number of pages: 13 Posted: 10 May 2010
Jonathan H. Wright
Johns Hopkins University - Department of Economics
Downloads 2 (518,276)
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Abstract:

47.

Unconventional Monetary Policy and International Risk Premia

FRB International Finance Discussion Paper No. 1172
Number of pages: 33 Posted: 01 Jul 2016
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 0 (299,622)

Abstract:

48.

Evaluating Asset‐Market Effects of Unconventional Monetary Policy: A Multi‐Country Review

Economic Policy, Vol. 29, Issue 80, pp. 749-799, 2014
Number of pages: 51 Posted: 20 Oct 2014
John H. Rogers, Chiara Scotti and Jonathan H. Wright
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 0 (536,399)
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Abstract:

49.

Identification and Inference Using Event Studies

The Manchester School, Vol. 81, pp. 48-65, 2013
Number of pages: 18 Posted: 14 Aug 2013
Refet S. Gürkaynak and Jonathan H. Wright
Bilkent University and Johns Hopkins University - Department of Economics
Downloads 0 (536,399)
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Abstract: